• Title/Summary/Keyword: 시계열 비교분석

Search Result 700, Processing Time 0.029 seconds

Enhancing Classification Performance of Temporal Keyword Data by Using Moving Average-based Dynamic Time Warping Method (이동 평균 기반 동적 시간 와핑 기법을 이용한 시계열 키워드 데이터의 분류 성능 개선 방안)

  • Jeong, Do-Heon
    • Journal of the Korean Society for information Management
    • /
    • v.36 no.4
    • /
    • pp.83-105
    • /
    • 2019
  • This study aims to suggest an effective method for the automatic classification of keywords with similar patterns by calculating pattern similarity of temporal data. For this, large scale news on the Web were collected and time series data composed of 120 time segments were built. To make training data set for the performance test of the proposed model, 440 representative keywords were manually classified according to 8 types of trend. This study introduces a Dynamic Time Warping(DTW) method which have been commonly used in the field of time series analytics, and proposes an application model, MA-DTW based on a Moving Average(MA) method which gives a good explanation on a tendency of trend curve. As a result of the automatic classification by a k-Nearest Neighbor(kNN) algorithm, Euclidean Distance(ED) and DTW showed 48.2% and 66.6% of maximum micro-averaged F1 score respectively, whereas the proposed model represented 74.3% of the best micro-averaged F1 score. In all respect of the comprehensive experiments, the suggested model outperformed the methods of ED and DTW.

Comparison of Time Series of Alluvial Groundwater Levels before and after Barrage Construction on the Lower Nakdong River (낙동강 하류 하천구조물 건설 전후의 충적층 지하수위 시계열 특성 비교)

  • Kim, Gyoo-Bum;Cha, Eun-Jee;Jeong, Hae-Geun;Shin, Kyung-Hee
    • The Journal of Engineering Geology
    • /
    • v.23 no.2
    • /
    • pp.105-115
    • /
    • 2013
  • Increasing the river cross-section by barrage construction causes rises in the average river water levels and discharge rates in the rainy season. The time series patterns for groundwater levels measured at 23 riverside monitoring wells along the lower Nakdong River are compared for two cases: before and after water-filling at the Changnyeong-Haman Barrage. Monthly average groundwater levels indicate a distinct increase in groundwater levels in the upstream riverside close to the barrage. River-water level management by barrage gate control in August, during the rainy season, resulted in a 0.1 m decrease in groundwater levels, while water-filling at the barrage in December caused a 1.3 m increase in groundwater levels. The results of hierarchical cluster analysis indicate that seven groundwater monitoring wells and river water levels were in the same group before barrage construction, but that this number increased to 14 after barrage construction. Principal component analysis revealed that the explanation power of two principal components corresponding to river fluctuation, PC1 and PC2, was approximately 82% before barrage construction but decreased to 45% after construction. This finding indicates that the effect of the river level component that contributes to change in groundwater level, decreases after barrage construction; consequently, other factors, including groundwater pumping, become more important. Continuous surveying and monitoring is essential for understanding change in the hydrological environment. Water policy that takes groundwater-surface water interaction into consideration should be established for riverside areas.

An Impact of Gas Prices on Transit Demand Using a Time-series Analysis and a Regression Analysis (시계열 및 회귀분석을 활용한 휘발유가격의 광역권별·수단별 대중교통수요 영향력 비교분석)

  • Lee, Kwang Sub;Eom, Jin Ki;Moon, Dae Seop;Yang, Keun Yul;Lee, Jun
    • Journal of Korean Society of Transportation
    • /
    • v.32 no.1
    • /
    • pp.13-26
    • /
    • 2014
  • Depending most of its energy sources on foreign countries, Korea efforts to reduce energy consumption in transportation. While studies on the relationship between gas price and transportation demand are many in number, most previous studies have focused on automobile and Seoul. This study analyzes the impact of gas price on transit (bus and subway) demand using monthly data and for various metropolitan areas (Seoul, Busan, Daejeon, Daegu and Gwangju). The research utilizes a time-series model and a multiple regression model, and calculates modal demand elasticities of gas price. The result shows that elasticities of subway demand with respect to gas price is higher than those of bus demand. In addition, elasticities of predominantly automobile cities are more likely to be more sensitive to gas price than those of cities with well-structured transit system.

Kalman-Filter Estimation and Prediction for a Spatial Time Series Model (공간시계열 모형의 칼만필터 추정과 예측)

  • Lee, Sung-Duck;Han, Eun-Hee;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.1
    • /
    • pp.79-87
    • /
    • 2011
  • A spatial time series model was used for analyzing the method of spatial time series (not the ARIMA model that is popular for analyzing spatial time series) by using chicken pox data which is a highly contagious disease and grid data due to ARIMA not reflecting the spatial processes. Time series model contains a weighting matrix, because that spatial time series model influences the time variation as well as the spatial location. The weighting matrix reflects that the more geographically contiguous region has the higher spatial dependence. It is hypothesized that the weighting matrix gives neighboring areas the same influence in the study of the spatial time series model. Therefore, we try to present the conclusion with a weighting matrix in a way that gives the same weight to existing neighboring areas in the study of the suitability of the STARMA model, spatial time series model and STBL model, in the comparative study of the predictive power for statistical inference, and the results. Furthermore, through the Kalman-Filter method we try to show the superiority of the Kalman-Filter method through a parameter assumption and the processes of prediction.

Estimating Monthly Tourist Population for Analysis of Green Tourism Potential in Village Level - A Case Study of Hahoe Village - (그린투어리즘 포텐셜 분석을 위한 관광마을 수준의 월별 방문객 추정 - 하회마을을 중심으로 -)

  • Gao, Yujie;Kim, Dae-Sik;Kim, Yong-Hoon
    • Journal of Korean Society of Rural Planning
    • /
    • v.17 no.1
    • /
    • pp.1-11
    • /
    • 2011
  • 본 연구에서는 ARIMA(Autoregressive Integrated Moving Average) 모델을 이용하여 농촌관광마을의 월별 관광객을 추정하였다. 단일 마을에 대한 시계열 자료를 경상북도 안동시에 위치한 하회마을을 대상으로 구축하였다. 월별 시계열 자료는 2000년부터 2010년까지 구성되었는데(2008년도 누락), 2000년에서 2007년까지 자료는 최적 모델의 도출에 나머지는 예측치의 검정에 사용되었다. 연구 결과 최적모델에 필요한 시계열 자료의 길이는 6년으로 나타났으며, 최적모델은 계절성을 고려한 SARIMA(2,1,1)(1,1,2)12로 나타났다. 최적 시계열 년수로 나타난 6년을 사용하여 2000-2005, 2001-2006, 그리고 2002-2007의 자료로부터 각각 SARIMA(2,1,1)(1,1,2)12를 도출하여, 차기년도들에 대한 예측결과를 비교한 결과, 높은 $R^2$값을 보였다.

Prediction for spatial time series models with several weight matrices (여러 가지 가중행렬을 가진 공간 시계열 모형들의 예측)

  • Lee, Sung Duck;Ju, Su In;Lee, So Hyun
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.1
    • /
    • pp.11-20
    • /
    • 2017
  • In this paper, we introduced linear spatial time series (space-time autoregressive and moving average model) and nonlinear spatial time series (space-time bilinear model). Also we estimated the parameters by Kalman Filter method and made comparative studies of power of forecast in the final model. We proposed several weight matrices such as equal proportion allocation, reciprocal proportion between distances, and proportion of population sizes. For applications, we collected Mumps data at Korea Center for Disease Control and Prevention from January 2001 until August 2008. We compared three approaches of weight matrices using the Mumps data. Finally, we also decided the most effective model based on sum of square forecast error.

Land Use Analysis of Road Circumstance using Remote Sensing and GIS (RS와 GIS를 이용한 도로주변의 토지이용분석)

  • Choi, Seok-Keun;Hwang, Eui-Jin;Park, Kyeong-Sik
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
    • /
    • v.25 no.2
    • /
    • pp.133-140
    • /
    • 2007
  • In this study we did the monitor the change of a urban land coverage to forecast and to deal with various city problems according to urban development. The amount of change of a land coverage used the landsat satellite image and was calculated by analyzing the situation and the distribution aspect of land cover of the road circumstance by time series. We interpreted two images which are taken picture different time and calculated the amount of the area change through integration of the spatial analysis technique of remote sensing and GIS for this study. We could create the development model of the urban area by continuous analysis of satellite and geographic data.

The Study for Software Future Forecasting Failure Time Using Time Series Analysis. (시계열 분석을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
    • /
    • v.11 no.3
    • /
    • pp.19-24
    • /
    • 2011
  • Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

Analysis of Korean GDP by unobserved components model (비관측요인모형을 이용한 한국의 국내총생산 분석)

  • Seong, Byeong-Chan;Lee, Seung-Kyung
    • Journal of the Korean Data and Information Science Society
    • /
    • v.22 no.5
    • /
    • pp.829-837
    • /
    • 2011
  • Since Harvey (1989), many approaches for applying unobserved components (UC) models to both univariate and multivariate time series analysis have been developed. However, practitioners still tend to use traditional methods such as exponential smoothing or ARIMA models for modeling and predicting time series data. It is well known that the UC model combines the flexibility of ARIMA models and the easy interpretability of exponential smoothing models by using unobserved components such as trend, cycle, season, and irregular components. This study reviews the UC model and compares its relative performances with those of the other models in modeling and predicting the real gross domestic products (GDP) in Korea. We conclude that the optimal model is the UC model on basis of root mean squared error.

A Development of Court Auction Information System using Time Series Forecasting (시계열 예측을 이용한 법원경매 정보제공 시스템 개발)

  • Oh, Kab-Suk
    • Journal of the Korean Institute of Intelligent Systems
    • /
    • v.16 no.2
    • /
    • pp.172-178
    • /
    • 2006
  • This paper presents a development of court auction information system using time series forecasting. The system forecast a highest bid price for claim analysis, and it is designed to offer an quota information by the bid price. For this realization, we implemented input interface of object data and web interface of information support. Input interface can be input, update and delete function and web interface is support some information of court auction object. We propose a forecasting method of a highest bid price for auto-claim analysis with real time information support and the results are verified the feasibility of the proposed method by experiment.