• Title/Summary/Keyword: Comparative Time-Series Analysis

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Comparative Analysis of Prediction Performance of Aperiodic Time Series Data using LSTM and Bi-LSTM (LSTM과 Bi-LSTM을 사용한 비주기성 시계열 데이터 예측 성능 비교 분석)

  • Ju-Hyung Lee;Jun-Ki Hong
    • The Journal of Bigdata
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    • v.7 no.2
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    • pp.217-224
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    • 2022
  • Since online shopping has become common, people can easily buy fashion goods anytime, anywhere. Therefore, consumers quickly respond to various environmental variables such as weather and sales prices. Therefore, utilizing big data for efficient inventory management has become very important in the fashion industry. In this paper, the changes in sales volume of fashion goods due to changes in temperature is analyzed via the proposed big data analysis algorithm by utilizing actual big data from Korean fashion company 'A'. According to the simulation results, it was confirmed that Bidirectional-LSTM(Bi-LSTM) compared to LSTM(Long Short-Term Memory) takes more simulation time about more than 50%, but the prediction accuracy of non-periodic time series data such as clothing product sales data is the same.

DR-LSTM: Dimension reduction based deep learning approach to predict stock price

  • Ah-ram Lee;Jae Youn Ahn;Ji Eun Choi;Kyongwon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.213-234
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    • 2024
  • In recent decades, increasing research attention has been directed toward predicting the price of stocks in financial markets using deep learning methods. For instance, recurrent neural network (RNN) is known to be competitive for datasets with time-series data. Long short term memory (LSTM) further improves RNN by providing an alternative approach to the gradient loss problem. LSTM has its own advantage in predictive accuracy by retaining memory for a longer time. In this paper, we combine both supervised and unsupervised dimension reduction methods with LSTM to enhance the forecasting performance and refer to this as a dimension reduction based LSTM (DR-LSTM) approach. For a supervised dimension reduction method, we use methods such as sliced inverse regression (SIR), sparse SIR, and kernel SIR. Furthermore, principal component analysis (PCA), sparse PCA, and kernel PCA are used as unsupervised dimension reduction methods. Using datasets of real stock market index (S&P 500, STOXX Europe 600, and KOSPI), we present a comparative study on predictive accuracy between six DR-LSTM methods and time series modeling.

The Automobile Distribution Industry's Trade Structure Analysis and Comparison between Japan and USA

  • Lee, Jae-Sung
    • Journal of Distribution Science
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    • v.12 no.7
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    • pp.37-44
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    • 2014
  • Purpose - This study reviews changes in the automobile export-import structure between Japan and USA through a trade related index, and focuses on analyzing comparative advantage based on time-series analysis of statistical data (2000, 2005, and 2012) by using the trade intensity index (TII), revealed comparative advantage index (RCA), and trade specialization index (TSI). Research design, data, and methodology - Japan and USA have mutually complementary economic phase characteristics. Therefore, this study aimed to understand each country's trade structure, to strengthen Japan-USA economic cooperation and aimed to examine trade drawbacks to analyze causes affecting trade and ways to improve it to facilitate its expansion. Results - These two economies have immense complementary potential and, further, significantly greater profits are assured from trade between them, as compared to any other integrated regional economic community. Conclusion - Economic cooperation between these two powers can provide opportunities for industry technology cooperation through partnerships against the backdrop of accelerating competition among industries, by identifying opportunities to secure stable resource suppliers and enlarge the export market.

Analysis of Competitiveness in Steel Distribution Industry between China and Japan

  • Lee, Jae-Sung
    • Journal of Distribution Science
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    • v.14 no.3
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    • pp.31-38
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    • 2016
  • Purpose - This paper reviews the change of steel export-import structure between Japan and China by the courtesy of international business reference index and stress to analyze comparative advantage under the circumstance of time-series evaluating database by 3 indexes. Research design, data, methodology - Per economic phase, both China-Japan have mutually a complementary base. Under this kind of view point, the reason why to conduct this study is to realize how this 2 country's trade competitiveness should be improved and strengthened. Results - Under this research data and analysis outcomes, bilateral intra-economy's potential supplementation is enormous. Additionally, expected benefits from here are so sufficiently assured as we compare them with any other regional economic integrated society. Conclusions - When we review our economic point of view, Northeast economic cooperations between China and Japan can provide a chance for industrial technological cooperations not only in steel business but also in other business areas. Come to think of the circumstance to accelerate competitions between 2 country's industries past time and acknowledge concrete resource supplier including expanding export market and diversification.

Analysis of the Charging Characteristics of High Voltage Capacitor Chargers Considering the Transformer Stray Capacitance

  • Lee, Byungha;Cha, Hanju
    • Journal of Power Electronics
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    • v.13 no.3
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    • pp.329-338
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    • 2013
  • In this paper, the charging characteristics of series resonant type high voltage capacitor chargers considering the transformer stray capacitance have been studied. The principles of operation for the four operational modes and the mode changes for the four different switching frequency sections are explained and analyzed in the range of switching frequency below the resonant frequency. It is confirmed that the average charging currents derived from the above analysis results have non-linear characteristics in each of the four modes. The resonant current, resonant voltage, charging current, and charging time of this capacitor charger as variations of the switching frequency, series parallel capacitance ratio ($k=C_p/C_s$), and output voltage are calculated. From the calculation results, the advantages and disadvantages arising from the parallel connection of this stray capacitance are described. Some methods to minimize charging time of this capacitor charger are suggested. In addition, the results of a comparative test using two transformers whose stray capacitances are different are described. A 1.8 kJ/s prototype capacitor charger is assembled with a TI28335 DSP controller and a 40 kJ, 7 kV capacitor. The analysis results are verified by the experiment.

A Research for Imputation Method of Photovoltaic Power Missing Data to Apply Time Series Models (태양광 발전량 데이터의 시계열 모델 적용을 위한 결측치 보간 방법 연구)

  • Jeong, Ha-Young;Hong, Seok-Hoon;Jeon, Jae-Sung;Lim, Su-Chang;Kim, Jong-Chan;Park, Chul-Young
    • Journal of Korea Multimedia Society
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    • v.24 no.9
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    • pp.1251-1260
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    • 2021
  • This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D2) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

Comparative Analysis of Consumption Expenditures by Occupation of the Household Head (가구주의 직업유형에 따른 소비지출양식의 비교분석)

  • 최현자
    • Journal of Families and Better Life
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    • v.18 no.1
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    • pp.167-184
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    • 2000
  • This study has investigated the degree of similarities and/or differences of consumption expenditure styles among the households with different occupation. Two types of analysis were performed. One was comparative analysis which used to identify the changes of consumption expenditure styles among different occupation classes using time-series data of 1977-1996 Korean Urban Household Expenditure Survey and Rural Household Economy Survey. The other was multivariate analysis to investigate the effects of occupation on consumption expenditure styles with 1551 sample household data from 1996 Korean Urban Household Expenditure Survey. The results showed that the differences in consumption styles among different occupation classes including farmers are diminished during last two decades while there still exist some degree of differences in consumption styles. After controlling other socio-economic factors it is found that occupation is a determinant of consumption patterns of urban w ge earners especially consumption for clothing and health items.

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A Comparative Analysis of the Competitiveness of the Distribution Ship Industries of Japan and China (일본과 중국의 유통선박산업의 경쟁력비교분석)

  • Lee, Jae-Sung
    • Journal of Distribution Science
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    • v.11 no.8
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    • pp.31-37
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    • 2013
  • Purpose - This study aims to strengthen the economic cooperation between Korea and Japan by studying the pattern of trade between them and identifying drawbacks. Thus, it aims to enable trade expansion by analyzing the factors that affect trade and identifying ways to improve them. If economic cooperation is improved, transport and communication costs, as well as the transaction cost of economic exchanges, can be minimized. Research design, data, methodology - The trade intensity index developed by the Japanese economist Yamazawa under his trade intensity theory was used to analyze the trade decision factor of Korea and Japan. Trade structure and decision factors were analyzed for the target period of 2000 to 2012, and the period ranging from 2000 to 2005 was compared with the period ranging from 2005 to 2012. This paper is an analysis of the resultant time series. The data were collected from Korea Traders Association, Korea Customs Office, and UN Comtrade (2000, 2005, 2012) and whole table indexes were calculated by the author. Trade related index was used to analyze the comparative advantage based on time-series analysis statistics data (2000. 2005, 2012) through an analysis of the trade intensity index (TII), revealed comparative advantage index (RCA), and trade specialization index (TSI). Results - The trade intensity index of the industries of Japan and Korea is 1.814 in 2000. The export ratio of Japan against China was slightly higher at 2.128. TII is indicated to be 1.600 in both 2005 and 2012, which means export ratio of Japan against China is considerably maintained in 2005; however, export ratio of Japan against China is diminishing gradually as its index is 1.600 in 2012. Second, as per the trade specialization index of the ship industry in Japan and China, TSI is indicated to be -0.818 in 2000, -0.308 in 2005, and -0.847 in 2012. Generally, it is still closer to -1 and especially, we can see it is more closer to -1 in 2012. Third, as per the revealed comparative advantage index of the ship industry in Japan and China, the RCA index in 2012 is 0.007, which is quite far from 1 as compared to the value in 2000 and 2005. Hence, the Japanese ship industry has a significant comparative disadvantage against the Chinese ship industry. Conclusions - Both countries invest most of their capital in the shipping industry. It is the shipping industry that receives the most capital investment in the two countries is invested and governmental policy funds are needed. As both countries have large shipping industries, this research project is very valuable. Japan and China are compared because they are Korea's neighbors. Also, Korea is strategically located in Northeast Asia and has a history of foreign intrusion from several countries. Therefore, the purpose of this research study is to understand the trade structures of both countries and intensify the economic cooperation between Japan and China.

On the Estimation Techniques of Hurst exponent (허스트 지수 산정 방법에 대한 고찰)

  • Kim, Byung-Sik;Kim, Hung-Soo;Seoh, Byung-Ha
    • Journal of Korea Water Resources Association
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    • v.37 no.12
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    • pp.993-1007
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    • 2004
  • There are many different techniques for the estimation of the Hurst exponent. However, the techniques can produce different characteristics for the persistence of a time series each other. This study uses several techniques such as adjusted range, resealed range(RR) analysis, modified restated range(MRR) analysis, 1/f power spectral density analysis, Maximum Likelihood Estimation(MLE), detrended fluctuations analysis(DFA), and aggregated variance time(AVT)method for the Hurst exponent estimation. The generated time series from chaos and stochastic systems are analyzed for the comparative study of the techniques. Then this study discusses the advantages and disadvantages of the techniques and also the limitations of them.

A Comparative Analysis of Images by Changing Density and Administrative Dosage of $BaSO_4$ in the Small Bowel Series Using Methylcellulouse (Methylcellouse를 이용한 소장조영 검사시 황산바륨의 농도(%W/V)와 투여량의 변화에 따른 영상의 비교 분석)

  • Lee, Y.S.;Yoo, H.S.;Son, S.Y.;Kang, H.W.;Hong, J.B.
    • Journal of radiological science and technology
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    • v.20 no.2
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    • pp.68-72
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    • 1997
  • Small bowel series using methylcellulose are considered a better technique than using other contrast media considering a significant decrease of transit time of $BaSO_4$ and that of the necessary time for the examination. We investigated the mean transit time of $BaSO_4$, maximum luminal diamenter of small bowel, optical density and flocculation frequency after adminstratting 100 ml of 120% $BaSO_4$ to 20 pts), 150 ml of 70% $BaSO_4$ to 20 pts and 200 ml of $BaSO_4$ with 600 ml of mechylcellulose. It was shown that the technique using 150 ml of 70% $BaSO_4$ had the best result. When we apply a adequate amount of density(w/v%), dosage to pts for small bowel series using MC, we can decrease an examination time and have the better image due to double contrast. It is considered that a more study to lower the density of 70% $BaSO_4$ is necessary.

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