• 제목/요약/키워드: Space time series data

검색결과 230건 처리시간 0.023초

Statistical Inference for Space Time Series Model with Application to Mumps Data

  • Jeong, Ae-Ran;Kim, Sun-Woo;Lee, Sung-Duck
    • Journal of the Korean Data and Information Science Society
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    • 제17권2호
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    • pp.475-486
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    • 2006
  • Space time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations or as sets of spatial data collected at a number of time points. The major purpose of this article is to formulate a class of space time autoregressive moving average (STARMA) model, to discuss some of the their statistical properties such as model identification approaches, some procedure for estimation and the predictions. For illustration, we apply this STARMA model to the mumps data. The data set of mumps cases consists of the number of cases of mumps reported from twelve states monthly over the years 1969-1988.

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Chaotic Forecast of Time-Series Data Using Inverse Wavelet Transform

  • Matsumoto, Yoshiyuki;Yabuuchi, Yoshiyuki;Watada, Junzo
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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    • pp.338-341
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    • 2003
  • Recently, the chaotic method is employed to forecast a near future of uncertain phenomena. This method makes it possible by restructuring an attractor of given time-series data in multi-dimensional space through Takens' embedding theory. However, many economical time-series data are not sufficiently chaotic. In other words, it is hard to forecast the future trend of such economical data on the basis of chaotic theory. In this paper, time-series data are divided into wave components using wavelet transform. It is shown that some divided components of time-series data show much more chaotic in the sense of correlation dimension than the original time-series data. The highly chaotic nature of the divided component enables us to precisely forecast the value or the movement of the time-series data in near future. The up and down movement of TOPICS value is shown so highly predicted by this method as 70%.

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Development of a Period Analysis Algorithm for Detecting Variable Stars in Time-Series Observational Data

  • Kim, Dong-Heun;Kim, Yonggi;Yoon, Joh-Na;Im, Hong-Seo
    • Journal of Astronomy and Space Sciences
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    • 제36권4호
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    • pp.283-292
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    • 2019
  • The purpose of this study was to develop a period analysis algorithm for detecting new variable stars in the time-series data observed by charge coupled device (CCD). We used the data from a variable star monitoring program of the CBNUO. The R filter data of some magnetic cataclysmic variables observed for more than 20 days were chosen to achieve good statistical results. World Coordinate System (WCS) Tools was used to correct the rotation of the observed images and assign the same IDs to the stars included in the analyzed areas. The developed algorithm was applied to the data of DO Dra, TT Ari, RXSJ1803, and MU Cam. In these fields, we found 13 variable stars, five of which were new variable stars not previously reported. Our period analysis algorithm were tested in the case of observation data mixed with various fields of view because the observations were carried with 2K CCD as well as 4K CCD at the CBNUO. Our results show that variable stars can be detected using our algorithm even with observational data for which the field of view has changed. Our algorithm is useful to detect new variable stars and analyze them based on existing time-series data. The developed algorithm can play an important role as a recycling technique for used data

시계열 기온 분포도 작성을 위한 시공간 자기상관성 정보의 결합 (Use of Space-time Autocorrelation Information in Time-series Temperature Mapping)

  • 박노욱;장동호
    • 한국지역지리학회지
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    • 제17권4호
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    • pp.432-442
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    • 2011
  • 기온, 강수와 같은 기후관측 자료들은 공간과 더불어 시간적인 변이를 동시에 나타낸다. 따라서 신뢰성 높은 시계열 분포도 작성을 위해 공간적 자기상관성만을 고려하는 기존 공간 내삽 기법에 시공간적 자기상관성 정보를 반영할 필요가 있다. 이 연구에서는 시계열 기온 분포도 제작을 위해 1개월 동안 1시간 간격으로 획득된 기온 관측소 자료를 대상으로 시공간 크리깅을 적용하였다. 우선 기온자료를 결정론적 경향 성분과 확률론적 잔차 성분으로 분해한 후에, 경향 성분 모델링 과정에 기온과 연관성이 높은 고도 자료를 부가 자료로 통합하여 지형 효과를 반영하는 경향 성분을 모델링하였다. 잔차 성분에 대한 시공간 베리오그램 모델링에는 곱-합 모델을 적용하여 시간과 공간 베리오그램의 상호 연관성을 반영하도록 하였다. 이러한 시공간 베리오그램 모델을 이용하여 시공간 정규 크리깅을 적용한 결과, 기존 공간적 자기상관성만을 고려하는 정규 크리깅과 고도 자료를 부가 자료로 이용하는 회귀분석 크리깅에 비해 상대적으로 높은 예측 능력을 보였다. 이러한 결과는 고도 자료와 더불어 시공간 자기상관성 정보의 이용이 중요함을 지시한다. 따라서 공간적으로 가용할 수 있는 자료의 수가 한계가 있지만 시계열적으로 자료 획득이 가능한 변수를 분석할 때, 시공간 크리깅이 유용한 내삽 방법론으로 적용될 수 있을 것으로 기대된다.

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The Comparison of Parameter Estimation and Prediction Methods for STBL Model

  • Kim, Duk-Gi;Kim, Sung-Soo;Lee, Chan-Hee;Lee, Keon-Myung;Lee, Sung-Duck
    • Journal of the Korean Data and Information Science Society
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    • 제18권1호
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    • pp.17-29
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    • 2007
  • The major purpose of this article is the comparison of estimation method with Newton-Raphson, Kalman-filter, and prediction method with Kalman prediction. Conditional expectation in space time bilinear(STBL) model, which is a very powerful and parsimonious nonlinear time-series model for the space time series data can be viewed as a set of time series collected simultaneously at a number of spatial locations and time points, and which have appeared in a important applications areas: geography, geology, natural resources, ecology, epidemiology, etc.

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초공간을 고려한 SA 508강의 재질열화 시계열 신호의 카오스성 평가 (Chaotic evaluation of material degradation time series signals of SA 508 Steel considering the hyperspace)

  • 고준빈;윤인식;오상균;이영호
    • Journal of Welding and Joining
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    • 제16권6호
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    • pp.86-96
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    • 1998
  • This study proposes the analysis method of time series ultrasonic signal using the chaotic feature extraction for degradation extent evaluation. Features extracted from time series data using the chaotic time series signal analyze quantitatively degradation extent. For this purpose, analysis objective in this study is fractal dimension, lyapunov exponent, strange attractor on hyperspace. The lyapunov exponent is a measure of the rate at which nearby trajectories in phase space diverge. Chaotic trajectories have at least one positive lyapunov exponent. The fractal dimension appears as a metric space such as the phase space trajectory of a dynamical system. In experiment, fractal correlation) dimensions, lyapunov exponents, energy variation showed values of 2.217∼2.411, 0.097∼ 0.146, 1.601∼1.476 voltage according to degardation extent. The proposed chaotic feature extraction in this study can enhances precision ate of degradation extent evaluation from degradation extent results of the degraded materials (SA508 CL.3)

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State estimation based on fuzzy state transition model

  • Hanazaki, Izumi;Saguchi, Shinichi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1993년도 한국자동제어학술회의논문집(국제학술편); Seoul National University, Seoul; 20-22 Oct. 1993
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    • pp.18-23
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    • 1993
  • In this paper, we attempt to estimate the state of a finite state system. In such system, we can observe time series data which has some significant behaviors corresponding to its system states. The behavior is characterized by feature parameters extracted from time series. Our thought is that the system output time series data is expressed as a sequence of behavior patterns which are represented by clusters in feature parameters space. An algorithm jointing fuzzy clustering to fuzzy finite state transition model is suggested.

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TIME SERIES PREDICTION USING INCREMENTAL REGRESSION

  • Kim, Sung-Hyun;Lee, Yong-Mi;Jin, Long;Chai, Duck-Jin;Ryu, Keun-Ho
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume II
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    • pp.635-638
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    • 2006
  • Regression of conventional prediction techniques in data mining uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to time series, the rate of prediction accuracy will be decreased. This paper proposes an incremental regression for time series prediction like typhoon track prediction. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of typhoon track prediction experiment are performed by the proposed technique IMLR(Incremental Multiple Linear Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).

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어트랙터 해석을 이용한 AISI 304강 열화 신호의 카오스의 평가 (Evaluation of Chaotic evaluation of degradation signals of AISI 304 steel using the Attractor Analysis)

  • 오상균
    • 한국생산제조학회지
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    • 제9권2호
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    • pp.45-51
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    • 2000
  • This study proposes that analysis and evaluation method of time series ultrasonic signal using the chaotic feature extrac-tion for degradation extent. Features extracted from time series data using the chaotic time series signal analyze quantitatively material degradation extent. For this purpose analysis objective in this study if fractal dimension lyapunov exponent and strange attractor on hyperspace. The lyapunov exponent is a measure of the rate at which nearby trajectories in phase space diverge. Chaotic trajectories have at least one positive lyapunov exponent. The fractal dimension appears as a metric space such as the phase space trajectory of a dynamical syste, In experiment fractal(correlation) dimensions and lyapunov experiments showed values of mean 3.837-4.211 and 0.054-0.078 in case of degradation material The proposed chaotic feature extraction in this study can enhances ultrasonic pattern recognition results from degrada-tion signals.

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IDL을 이용한 기상자료 3 차원 가시화 기술개발 연구 (Development of 3D Visualization Technology for Meteorological Data Using IDL)

  • 조민수;윤자영;서인범
    • 한국가시화정보학회:학술대회논문집
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    • 한국가시화정보학회 2002년도 추계학술대회 논문집
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    • pp.77-80
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    • 2002
  • The recent 3D visualization such as volume rendering, iso-surface rendering or stream line visualization gives more understanding about structures or distribution of data in a space and, moreover, the real-time rendering of a scene enables the animation of time-series data. Because the meteorological data is frequently formed as multi-variables, 3-dimensional and time-series data, the spatial analysis, time-series analysis, vector display, and animation techniques can do important roles to get more understanding about data. In this research, our aim is to develop the 3-dimensional visualization techniques for meteorological data in the PC environment by using IDL. The visualization technology from :his research will be used as basic technology not only for the deeper understanding and the more exact prediction about meteorological environments but also for the scientific and spatial data visualization research in any field from which three-dimensional data comes out such as oceanography, earth science, or aeronautical engineering.

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