• Title/Summary/Keyword: 이동평균 변환

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A Single Index Approach for Time-Series Subsequence Matching that Supports Moving Average Transform of Arbitrary Order (단일 색인을 사용한 임의 계수의 이동평균 변환 지원 시계열 서브시퀀스 매칭)

  • Moon Yang-Sae;Kim Jinho
    • Journal of KIISE:Databases
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    • v.33 no.1
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    • pp.42-55
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    • 2006
  • We propose a single Index approach for subsequence matching that supports moving average transform of arbitrary order in time-series databases. Using the single index approach, we can reduce both storage space overhead and index maintenance overhead. Moving average transform is known to reduce the effect of noise and has been used in many areas such as econometrics since it is useful in finding overall trends. However, the previous research results have a problem of occurring index overhead both in storage space and in update maintenance since tile methods build several indexes to support arbitrary orders. In this paper, we first propose the concept of poly-order moving average transform, which uses a set of order values rather than one order value, by extending the original definition of moving average transform. That is, the poly-order transform makes a set of transformed windows from each original window since it transforms each window not for just one order value but for a set of order values. We then present theorems to formally prove the correctness of the poly-order transform based subsequence matching methods. Moreover, we propose two different subsequence matching methods supporting moving average transform of arbitrary order by applying the poly-order transform to the previous subsequence matching methods. Experimental results show that, for all the cases, the proposed methods improve performance significantly over the sequential scan. For real stock data, the proposed methods improve average performance by 22.4${\~}$33.8 times over the sequential scan. And, when comparing with the cases of building each index for all moving average orders, the proposed methods reduce the storage space required for indexes significantly by sacrificing only a little performance degradation(when we use 7 orders, the methods reduce the space by up to 1/7.0 while the performance degradation is only $9\%{\~}42\%$ on the average). In addition to the superiority in performance, index space, and index maintenance, the proposed methods have an advantage of being generalized to many sorts of other transforms including moving average transform. Therefore, we believe that our work can be widely and practically used in many sort of transform based subsequence matching methods.

Noise Control Boundary Image Matching Using Time-Series Moving Average Transform (시계열 이동평균 변환을 이용한 노이즈 제어 윤곽선 이미지 매칭)

  • Kim, Bum-Soo;Moon, Yang-Sae;Kim, Jin-Ho
    • Journal of KIISE:Databases
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    • v.36 no.4
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    • pp.327-340
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    • 2009
  • To achieve the noise reduction effect in boundary image matching, we use the moving average transform of time-series matching. Our motivation is based on an intuition that using the moving average transform we may exploit the noise reduction effect in boundary image matching as in time-series matching. To confirm this simple intuition, we first propose $\kappa$-order image matching, which applies the moving average transform to boundary image matching. A boundary image can be represented as a sequence in the time-series domain, and our $\kappa$-order image matching identifies similar images in this time-series domain by comparing the $\kappa$-moving average transformed sequences. Next, we propose an index-based matching method that efficiently performs $\kappa$-order image matching on a large volume of image databases, and formally prove the correctness of the index-based method. Moreover, we formally analyze the relationship between an order $\kappa$ and its matching result, and present a systematic way of controlling the noise reduction effect by changing the order $\kappa$. Experimental results show that our $\kappa$-order image matching exploits the noise reduction effect, and our index-based matching method outperforms the sequential scan by one or two orders of magnitude.

A Subsequence Matching Algorithm Supporting Moving Average Transformation of Arbitrary Order in Time-Series Databases (시계열 데이터베이스에서 임의 계수의 이동평균 변환을 지원하는 서브시퀀스 매칭 알고리즘)

  • 노웅기;김상욱;황규영;심규석
    • Proceedings of the Korean Information Science Society Conference
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    • 1999.10a
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    • pp.334-336
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    • 1999
  • 본 논문에서는 시계열 데이터베이스에서 임의 계수의 이동평균 변환을 지원하는 서브시퀀스 매칭 알고리즘을 제안한다. 응용분야와 분석하려고 하는 시계열 데이터의 특성에 따라 잡음의 영향을 줄이는 정도와 경향을 파악하는 주기가 달라지므로 이동평균 계수의 선택도 달라진다. 본 논문에서는 하나의 이동평균 계수에 대해서 생성한 인덱스만을 이용하여 인덱스가 생성되어 있지 않은 계수에 대해서도 탐색을 수행하는 방법을 제안한다. 이때, 제안된 탐색 기법이 질의 결과로 반환되어야 할 서브시퀀스를 모두 찾아내지 못하는 착오 기각이 발생하지 않음을 증명한다. 실험 결과, 모든 이동평균 계수에 대해 인덱스가 생성되어 있는 경우와 비교하여 탐색 성능의 저하는 42%이내였으며, 제안된 알고리즘의 탐색 성능이 순차 검색에 비하여 초대 2.7배 우수하였다.

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Study on the anomaly detection method of high power battery using moving average trend line based EIS (전기화학적 임피던스 분광법 기반 이동 평균 추세선을 이용한 고출력 배터리의 이상 탐지 기법 연구)

  • Lee, Pyeong-Yeon;Ahn, Jeongho;Kwon, Sanguk;Lee, Dongjae;Yoo, Kisoo;Kim, Jonghoon
    • Proceedings of the KIPE Conference
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    • 2020.08a
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    • pp.212-214
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    • 2020
  • 리튬이온 배터리를 고온의 환경에서 장시간 운용함에 따라 배터리 내부 물질의 변형 및 특성 변화가 발생하여 안전성의 문제가 발생하게 된다. 배터리의 안전성을 향상하기 위해 배터리의 고장 및 이상 상태를 진단 및 탐지하는 기법들의 연구가 진행되고 있다. 본 논문에서는 배터리의 이상 상황을 모사하기 위해 열폭주의 한 가지 방법인 고온의 환경에서 배터리의 특성 변화를 전기화학적 임피던스 분광법을 통해 분석하였으며, 등가회로 모델의 특성 인자를 활용하여 이상 상황을 탐지할 수 있는 이동 평균 추세선 기반의 이상 탐지 기법을 제안하며, 열폭주가 발생한 데이터를 통해 이상 탐지 기법을 검증한다.

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Prediction Interval Estimation in Ttansformed ARMA Models (변환된 자기회귀이동평균 모형에서의 예측구간추정)

  • Cho, Hye-Min;Oh, Sung-Un;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.541-550
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    • 2007
  • One of main aspects of time series analysis is to forecast future values of series based on values up to a given time. The prediction interval for future values is usually obtained under the normality assumption. When the assumption is seriously violated, a transformation of data may permit the valid use of the normal theory. We investigate the prediction problem for future values in the original scale when transformations are applied in ARMA models. In this paper, we introduce the methodology based on Yeo-Johnson transformation to solve the problem of skewed data whose modelling is relatively difficult in the analysis of time series. Simulation studies show that the coverage probabilities of proposed intervals are closer to the nominal level than those of usual intervals.

Shift-Power Transformation (이동-멱변환에 관한 연구)

  • Cho Ki-Jong;Jeong Seok-Oh;Shin Key-Il
    • The Korean Journal of Applied Statistics
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    • v.19 no.2
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    • pp.283-290
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    • 2006
  • Generally speaking, power transformations such as Box-Cox transformation(1964) is applied for variance stabilization and symmetry. But, when the distribution of the original data has a large mean with a small variance or the coefficient of variation is very small, they don't work at all. This paper propose a simple method to introduce a shift parameter before applying power transformations and showed the numerical evidence by Monte Carlo simulation and a real data analysis.

Estimation of Prediction Values in ARMA Models via the Transformation and Back-Transformation Method (변환-역변환을 통한 자기회귀이동평균모형에서의 예측값 추정)

  • Yeo, In-Kwon;Cho, Hye-Min
    • The Korean Journal of Applied Statistics
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    • v.21 no.3
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    • pp.537-546
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    • 2008
  • One of main goals of time series analysis is to estimate prediction of future values. In this paper, we investigate the bias problem when the transformation and back- transformation approach is applied in ARMA models and introduce a modified smearing estimation to reduce the bias. An empirical study on the returns of KOSDAQ index via Yeo-Johnson transformation was executed to compare the performance of existing methods and proposed methods and showed that proposed approaches provide a bias-reduced estimation of the prediction value.

Smartphone Based Retouching Method for Watercolor Painting Effect Using Mean Shift Segmentation (Mean Shift Segmentation을 이용한 스마트폰 기반의 수채화 효과 변환 기법)

  • Lee, Sang-Geol;Kim, Cheol-Ki;Cha, Eui-Young
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.14 no.11
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    • pp.2413-2418
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    • 2010
  • We propose a retouching method that converts a photography taken by smartphone to a watercolor painting image using bilateral filtering and mean shift segmentation which are mostly used in image processing. The first step is to convert an input image to fit the screen resolution of smartphone. And next step is to weaken high frequency components of the image, while preserving the edge of image using the bilateral filtering. And after that we perform mean shift segmentation from the bilateral filtered image. We apply parameters of mean shift segmentation considering the processing speed of smartphone. Experimental result shows that our method can be applied to various types of image and bring better result.

Smartphone Based Retouching Method for Watercolor Painting Effect Using Mean Shift Segmentation (Mean Shift Segmentation을 이용한 스마트폰 기반의 수채화 효과 변환 기법)

  • Lee, Sang-Geol;Kim, Cheol-Ki;Cha, Eui-Young
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2010.10a
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    • pp.206-208
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    • 2010
  • We propose a retouching method that converts a photography taken by smartphone to a watercolor painting image using bilateral filtering and mean shift segmentation which are mostly used in image processing. The first step is to convert an input image to fit the screen resolution of smartphone. And next step is to weaken high frequency components of the image, while preserving the edge of image using the bilateral filtering. And after that we perform mean shift segmentation from the bilateral filtered image. We apply parameters of mean shift segmentation considering the processing speed of smartphone. Experimental result shows that our method can be applied to various types of image and bring better result.

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Insect Footprint Recognition Using Trace Transform and Fuzzy Weighted Mean (Trace 변환과 퍼지 가중치 평균을 이용한 곤충 발자국 인식)

  • Shin, Bok-Suk;Kim, Kwang-Baek;Woo, Young-Woon
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2008.06a
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    • pp.143-147
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    • 2008
  • 이 논문에서는 곤충 발자국의 패턴을 인식하기 위해, Trace 변환을 이용하여 발자국의 인식에 필요한 특징을 추출하는 기법을 제안한다. Trace 변환을 이용하면 패턴의 이동, 회전, 반사에 불변하는 특징값을 얻을 수 있다. 이러한 특징값들은 곤충 발자국과 같이 다양한 변형이 존재하는 패턴을 인식하는 데에 적합하다. 이 방법은 특징값을 추출하기 위해서 병렬로 표현되는 trace-line을 따라 특징들을 일차적으로 도출하고, 또 다시 도출된 특징들은 diametric, circus 단계의 함수를 거치면서 새로운 특징값으로 재구성된다. 곤충의 발자국 패턴을 이용하여 실험한 결과 곤충 발자국의 이동, 회전 반사에 관계없이 동일한 특징값이 추출됨을 확인할 수 있고, 곤충발자국의 고유한 패턴을 찾아 인식하기 위해서 추출된 특징값들은 퍼지 가중치 평균을 이용하여 인식 실험을 수행하고 그 결과를 제시하였다.

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