• Communications for Statistical Applications and Methods
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• v.18 no.1
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• pp.13-21
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• 2011

This paper studies the analysis of multivariate nonstationary time series with seasonality. Three types of multivariate time series models are considered: seasonal cointegration model, nonseasonal cointegration model with seasonal dummies, and vector autoregressive model in seasonal differences that are compared for forecasting performances using Korean macro-economic time series data. The cointegration models produce smaller forecast errors in short horizons; however, when longer forecasting periods are considered the vector autoregressive model appears preferable.

• Journal of Korean Society of Transportation
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• v.25 no.1 s.94
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• pp.121-132
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• 2007

Up to now Permanent traffic volumes have been counted by Automatic Vehicle Classification (AVC) on National Highways. When counted data have missing items or errors, the data must be revised to stay statistically reliable This study was carried out to estimate correct data based on outoregression and seasonal AutoRegressive Integrated Moving Average (ARIMA). As a result of verification through seasonal ARIMA, the longer the missed period is, the greater the error. Autoregression results in better verification results than seasonal ARIMA. Traffic data is affected by the present state mote than past patterns. However. autoregression can be applied only to the cases where data include similar neighborhood patterns and even in this case. the data cannot be corrected when data are missing due to low qualify or errors Therefore, these data shoo)d be corrected using past patterns and seasonal ARIMA when the missing data occurs in short periods.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.99-99
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• 2021

본 연구에서는 기상 자료와 적설 특성 자료의 관계를 도출하고, 이와 추계 일기 생성 모형을 활용하여 합성 적설심 시계열을 모의하는 방법에 대하여 제안한다. 추계 일기 생성 모형에서는 적설량을 직접 모의하지 않기 때문에 강수량을 적설량으로 변환해야한다. 이를 위해 도입한 관계식은 다음과 같다. 첫째로 기상청 적설 예보의 적설 유무 판단 기준을 이용하였다. 이 기준에서는 상대습도와 지상기온에 따라 강수의 형태를 비, 눈, 진눈깨비로 구분한다. 둘째로 강수가 적설로 판단되었을 때 강수량을 신적설심으로 환산하는 수상당량비를 지상기온과 회귀 분석하였다. 선행 연구에 따라 3시간 1 mm 이상 5 mm 이하 강수와 3시간 5 mm 이상 강수 사상에 대하여 나누어 sigmoid형 곡선을 이용하여 회귀 분석하였다. 마지막으로 융설에 의한 적설심 감소량을 지상기온과 복사량의 함수로 표현하였으며, 각 변수의 계수는 입자 군집 최적화 방법을 통하여 보정하였다. 추계 일기 생성 모형으로는 AWE-GEN 모형을 활용하였으며, 시험 자료로 강릉(105) 종관기상관측소의 24년 기간(1982-2005) 자료를 활용하여 합성 적설심 시계열을 생성하였다. 합성 적설심 시계열 모의 과정은 다음과 같다. (1) 추계 일기 생성 모형으로 합성 일기 자료 생성, (2) 강수 발생 시 적설 유무 판단, (3) 적설로 판단 시 수상당량비를 계산하여 신적설심 추정, (4) 기존 적설심에 신적설심을 더하고, 적설심 감소량만큼 감소. 위와 같은 과정으로 200년 길이 합성 적설심 시계열을 모의한 결과 극한 사상을 과소 추정하는 경향이 나타나 추가적인 개선이 필요한 것으로 판단된다.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.365-376
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• 2003

In this paper we reviewed a variety of non-Gaussian time series models, and studied the model selection criteria such as AIC and BIC to select proper models. We also considered the likelihood ratio test and applied it to analysis of Polio data set.

• Information Systems Review
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• v.25 no.3
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• pp.163-177
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• 2023

This research aims to identify key initiatives and a policy approach to support the industrialization of the sector. The research collected a total of 91,873 news data points relating to healthcare between 2013 to 2022. A total of 20 topics were derived through topic modeling analysis, and as a result of time series regression analysis, 4 hot topics (Healthcare, Biopharmaceuticals, Corporate outlook·Sales, Government·Policy), 3 cold topics (Smart devices, Stocks·Investment, Urban development·Construction) derived a significant topic. The research findings will serve as an important data source for government institutions that are engaged in the formulation and implementation of Korea's policies.

• Journal of the Korean Data and Information Science Society
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• v.24 no.6
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• pp.1103-1112
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• 2013

Exploratory data analysis focuses mostly on data exploration instead of model fitting. We can use the recurrence plot as a graphical exploratory data analysis tool. With the recurrence plot, we can obtain the structural pattern of the time series and recognize the structural change points in time series at a glance.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.807-817
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• 2014

This paper considers multivariate time series modelling of PM10 data in Korea collected from 2008 to 2011. We consider both temporal and spatial dependencies of PM10 by applying the sparse vector autoregressive (sVAR) modelling proposed by Davis et al. (2013). It utilizes the partial spectral coherence to measure cross correlation between different regions, in turn provides the sparsity in the model while balancing the parsimony of model and the goodness of fit. It is also shown that sVAR performs better than usual vector autoregressive model (VAR) in forecasting.

• Journal of the Korean Data and Information Science Society
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• v.20 no.3
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• pp.475-483
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• 2009

In this paper we introduced a class of nonlinear time series models to analyse KOSPI data. We introduce the Generalized Power-Transformation TGARCH (GPT-TGARCH) model and the model includes Zakoian (1993) and Li and Li (1996) models as the special cases. We showed the effectiveness and efficiency of the new model based on KOSPI data.

• Journal of Digital Convergence
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• v.10 no.9
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• pp.357-362
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• 2012

We have compared and predicted for non-linear time series data which are real data having different variences using GRCA(1) model and neural network method. In particular, using Korea Composite Stock Price Index rate, mean square errors of prediction are obtained in genaralized random coefficient autoregressive model and neural network method. Neural network method prove to be better in short-term forecasting, however GRCA(1) model perform well in long-term forecasting.

• Journal of Digital Contents Society
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• v.18 no.6
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• pp.1143-1150
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• 2017

The objective of this study is to examine the trends in information systems research. The abstracts of 1,245 articles were extracted from three leading Korean journals published between 2002 and 2016: Asia Pacific Journal of Information Systems, Information Systems Review, and The Journal of Information Systems. Time series analysis and topic modeling methods were implemented. The topic modeling results showed that the research topics were mainly "systems implementation", "communication innovation", and "customer loyalty". The time series regression results indicated that "customer satisfaction", "communication innovation", "information security", and "personal privacy" were hot topics, and on the other hand, "system implementation" and "web site" were the least popular. This study also provided suggestions for future research.