• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.507-516
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• 2012

We study time series models for seasonal time series data with a covariance structure that depends on time and the periodic autocorrelation at various lags $k$. In this paper, we introduce an ARMA model with periodically varying coefficients(PARMA) and analyze Arosa ozone data with a periodic correlation in the practical case study. Finally, we use a PARMA model and a seasonal ARIMA model for data analysis and show the performance of a PARMA model with a comparison to the SARIMA model.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.503-511
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• 2010

The goal of this paper is to suggest an algorithm to get the number of student on the elementary, meddle and high-school for the forecasting of the numbers of student by the moving average method using a proportional expression. Comparing with the results of Korean education statistical system 2005, 2006, and 2007, the results of this paper are better than those of the Korean education statistical system.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.263-267
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• 2007

낙동강유역의 강수량과 지하수위의 관계를 분석한 결과 갈수기에 지하수위가 현저히 저하됨을 확인하였다. 낙동강유역의 여러 관측소에서 지하수위와 강우이동평균의 상관관계를 분석한 결과 20일에서 110일 범위의 이동평균값에서 가장 높은 상관관계를 보여주었다. 유역평균 일최대침투량을 알아내기 위하여 강수량자료를 일정값 이상은 고정하여 수정된 강수량자료로 이동평균값을 구하고 이 값들과 지하수위와의 상관관계를 분석해 본 결과 10mm에서 130mm 범위의 일최대침투량으로 가정하였을 때 가장 높은 상관관계를 보여주었다. 이렇게 수정된 강수자료를 이용하여 이동평균을 구하여 지하수위와의 상관관계를 구해본 결과 낙동강유역의 자료에 대해서 한계침투량을 고려했을 때 상관관계가 더 높아짐을 알 수 있었다.

• 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.

• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.11-24
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• 2009

The process controller in the adjustment procedure is often used effectively to control the process level close to target when noise is present and unremovable. Examples of the robust controller are single EWMA controller and double EWMA controller. Double EWMA controller is designed to reduce the offset of the process deviation, which single EWMA can not eliminate. In this paper, the two controllers are modified by taking EWMA of the original controller to reduce the adjustment variance, which may become excessively large when the two given controllers are implemented. It is shown that the EWMA modification of the given controllers is successful in reducing the adjustment variance, while the mean squared deviation increases slightly.

• Journal of the Korean Data and Information Science Society
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• v.26 no.4
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• pp.907-914
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• 2015

Reduction in the number of students due to the low birth rate has notice very many changes in the national education policies. The purpose of this study is to propose a method for estimation of the number of students (the population) by age or grade promotion rate of progression rate to estimate the exact number of students (the population) by 2032. It was suggested the nth moving average proportional method and the weighted proportional moving average method as the method of population projections. It presents the means and standard deviations of the measurement errors of the suggested methods by Monte Carlo simulation. Measured in this study are predicted result was a phenomenon is estimated lower than the actual value.

• The Journal of Engineering Geology
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• v.17 no.4
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• pp.507-510
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• 2007

The correlation between groundwater level(GWL) and the moving average of precipitation was analyzed based on the observation data in Nakdong river watershed. The precipitation data was compared and analyzed with the GWL data from adjacent observation point to the precipitation gauge station. The correlation between the moving average of precipitation with several averaging periods and GWL were analyzed and we could choose the averaging period that produces maximum correlation. A severe drawdown was observed from December to April. The maximum correlations between GWL and the moving average of precipitation were occurred from 20-day to 80-day averaging period.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.231-242
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• 2016

X-13-ARIMA (a popular time series analysis software) provides $3{\times}3$, $3{\times}5$, $3{\times}9$, $3{\times}15$ moving average filters for seasonal adjustment. However, there has been questions on their performance and the need for new filters is a constant topic due to Korean economic time series often containing higher irregularity and more various seasonality than other countries. In this study, two newly developed seasonal moving average filters, $3{\times}7$ and $3{\times}11$, are introduced. New filters were implemented in X-13-ARIMA and applied to 15 economic time series to demonstrate their suitability and reliability. The result shows that some series are more stable when using new seasonal moving average filters. More accurate time series analyses would be possible if newly proposed filters are used together with existing filters.

• 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.

• Journal of Korean Society of Transportation
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• v.18 no.5
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• pp.17-29
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• 2000

본 연구는 지하횡단보도 이용시 계단에서 나타나는 보행자 특성에 관한 연구로써, 교차로에서 횡단보도와 지하보도에서 보행자의 편의성을 정량화한 것이다. 지하보도 계단에서의 보행자특성에 관한 연구, 즉 속도, 밀도와 보행자교통량에 관한 연구는 비디오촬영을 통하여 수집한 자료를 분석하였다. 지하보도나 횡단보도 횡단시 이동 거리, 소요시간, 소요에너지는 보행자특성 분석에서 나온 결과와 직접 시설을 조사한 자료를 이용하여 비교하였다. 주요 연구결과는 다음과 같다. 첫째, 지하보도 계단에서 보행자 속도는 상향이동시의 평균속도는 37.7m/분(또는 0.67m/초)이고, 하향이동시의 평균속도는 46.7m/분(또는 0.77m/초)으로 나타났다. 둘째, 평균 이동거리는 단순횡단의 경우 지하보도는 119m이고, 횡단보도는 78m이다. 대각횡단의 경우 지하 보도는 161m이고, 횡단보도는 111m이다. 평균 소요시간은 단순횡단의 경우 지하보도는 125.6초이고, 횡단보도는 111.3초로 나타났다. 대각횡단의 경우 지하보도는 162.3초이고, 횡단보도는 178.8초로 나타났다. 평균 소요에너지는 단순횡단의 경우 지하보도는 20.2kcal이고, 횡단보도는 4.7kcal이다. 대각횡단의 경우 지하보도는 23.5kcal이고, 횡단보도는 6.6kcal이다. 단순횡단시 지하보도가 횡단보도보다 이동거리는 평균 1.5배 더 길고, 시간은 평균 1.2배 더 소요되고, 에너지는 평균 4.5배가 더 소요된다. 대각횡단시 이동거리는 평균 1.5배 더 길고, 소요시간은 비슷하고, 에너지는 평균 3.5배 더 소요되었다. 본 연구는 기존의 교차로나 가로구간에 지하보도만 설치되어 있는 지점에 횡단보도의 설치여부에 관한 정책결정을 하는데 도움이 될 수 있을 것이다.