• Title/Summary/Keyword: TIME SERIES ANALYSIS

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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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    • v.36 no.4
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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

Sustainable Surface Deformation Related with 2006 Augustine Volcano Eruption in Alaska Measured Using GPS and InSAR Techniques

  • Lee, Seulki;Kim, Sukyung;Lee, Changwook
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.34 no.4
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    • pp.357-372
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    • 2016
  • Augustine volcano, located along the Aleutian Arc, is one of the most active volcanoes in Alaska and nearby islands, with seven eruptions occurring between 1812 and 2006. This study monitored the surface displacement before and after the most recent 2006 eruption. For analysis, we conducted a time-series analysis on data observed at the permanent GPS(Global Positioning System) observation stations in Augustine Island between 2005 and 2011. According to the surface displacement analysis results based on GPS data, the movement of the surface inflation at the average speed of 2.3 cm/year three months prior to the eruption has been clearly observed, with the post-eruption surface deflation at the speed of 1.6 cm/year. To compare surface displacements measurement by GPS observation, ENVISAT(Environmental satellite) radar satellite data were collected between 2003 and 2010 and processed the SBAS(Small Baseline Subset) method, one of the time-series analysis techniques using multiple InSAR(Interferometric Synthetic Aperture Radar) data sets. This result represents 0.97 correlation value between GPS and InSAR time-series surface displacements. This research has been completed precise surface deformation using GPS and time-series InSAR methods for a detection of precursor symptom on Augustine volcano.

Displacement prediction in geotechnical engineering based on evolutionary neural network

  • Gao, Wei;He, T.Y.
    • Geomechanics and Engineering
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    • v.13 no.5
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    • pp.845-860
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    • 2017
  • It is very important to study displacement prediction in geotechnical engineering. Nowadays, the grey system method, time series analysis method and artificial neural network method are three main methods. Based on the brief introduction, the three methods are analyzed comprehensively. Their merits and demerits, applied ranges are revealed. To solve the shortcomings of the artificial neural network method, a new prediction method based on new evolutionary neural network is proposed. Finally, through two real engineering applications, the analysis of three main methods and the new evolutionary neural network method all have been verified. The results show that, the grey system method is a kind of exponential approximation to displacement sequence, and time series analysis is linear autoregression approximation, while artificial neural network is nonlinear autoregression approximation. Thus, the grey system method can suitably analyze the sequence, which has the exponential law, the time series method can suitably analyze the random sequence and the neural network method almostly can be applied in any sequences. Moreover, the prediction results of new evolutionary neural network method is the best, and its approximation sequence and the generalization prediction sequence are all coincided with the real displacement sequence well. Thus, the new evolutionary neural network method is an acceptable method to predict the measurement displacements of geotechnical engineering.

An Analysis of Categorical Time Series Driven by Clipping GARCH Processes (연속형-GARCH 시계열의 범주형화(Clipping)를 통한 분석)

  • Choi, M.S.;Baek, J.S.;Hwan, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.683-692
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    • 2010
  • This short article is concerned with a categorical time series obtained after clipping a heteroscedastic GARCH process. Estimation methods are discussed for the model parameters appearing both in the original process and in the resulting binary time series from a clipping (cf. Zhen and Basawa, 2009). Assuming AR-GARCH model for heteroscedastic time series, three data sets from Korean stock market are analyzed and illustrated with applications to calculating certain probabilities associated with the AR-GARCH process.

Vegetation Classification from Time Series NOAA/AVHRR Data

  • Yasuoka, Yoshifumi;Nakagawa, Ai;Kokubu, Keiko;Pahari, Krishna;Sugita, Mikio;Tamura, Masayuki
    • Proceedings of the KSRS Conference
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    • 1999.11a
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    • pp.429-432
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    • 1999
  • Vegetation cover classification is examined based on a time series NOAA/AVHRR data. Time series data analysis methods including Fourier transform, Auto-Regressive (AR) model and temporal signature similarity matching are developed to extract phenological features of vegetation from a time series NDVI data from NOAA/AVHRR and to classify vegetation types. In the Fourier transform method, typical three spectral components expressing the phenological features of vegetation are selected for classification, and also in the AR model method AR coefficients are selected. In the temporal signature similarity matching method a new index evaluating the similarity of temporal pattern of the NDVI is introduced for classification.

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Comparison of Forecasting Performance in Multivariate Nonstationary Seasonal Time Series Models (다변량 비정상 계절형 시계열모형의 예측력 비교)

  • Seong, Byeong-Chan
    • 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.

Time Series Evaluation of Visual Fatigue and Depth Sensation Using a Stereoscopic Display

  • Kim, Sang-Hyun;Kishi, Shinsuke;Kawai, Takashi;Hatada, Toyohiko
    • Journal of Information Display
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    • v.10 no.4
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    • pp.188-194
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    • 2009
  • Conventional stereoscopic (3D) displays using binocular parallax generate unnatural conflicts between convergence and accommodation. These conflicts can affect the observer's ability to fuse binocular images and may cause visual fatigue. In this study, time series changes in visual fatigue and depth sensation when viewing stereoscopic images with changing parallax were examined. In particular, the physiological changes, including the subjective symptoms of visual fatigue, when viewing five parallax conditions, were examined. Then a comparative analysis of the 2D and 3D conditions was performed based on the visual function. To obtain data regarding the visual function, the time series changes in the spontaneous-blinking rate before and during the viewing of 3D images were measured. The time series change results suggest that 2D and 3D images cause significantly different types of visual fatigue over the range of binocular disparity.

Investigation of Korean Precipitation Variability using EOFs and Cyclostationary EOFs (EOF와 CSEOF를 이용한 한반도 강수의 변동성 분석)

  • Kim, Gwang-Seob;Sun, Ming-Dong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1260-1264
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    • 2009
  • Precipitation time series is a mixture of complicate fluctuation and changes. The monthly precipitation data of 61 stations during 36 years (1973-2008) in Korea are comprehensively analyzed using the EOFs technique and CSEOFs technique respectively. The main motivation for employing this technique in the present study is to investigate the physical processes associated with the evolution of the precipitation from observation data. The twenty-five leading EOF modes account for 98.05% of the total monthly variance, and the first two modes account for 83.68% of total variation. The first mode exhibits traditional spatial pattern with annual cycle of corresponding PC time series and second mode shows strong North South gradient. In CSEOF analysis, the twenty-five leading CSEOF modes account for 98.58% of the total monthly variance, and the first two modes account for 78.69% of total variation, these first two patterns' spatial distribution show monthly spatial variation. The corresponding mode's PC time series reveals the annual cycle on a monthly time scale and long-term fluctuation and first mode's PC time series shows increasing linear trend which represents that spatial and temporal variability of first mode pattern has strengthened. Compared with the EOFs analysis, the CSEOFs analysis preferably exhibits the spatial distribution and temporal evolution characteristics and variability of Korean historical precipitation.

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

  • 오상균
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.9 no.2
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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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Research Trends Analysis of Information Security using Text Mining (텍스트마이닝을 이용한 정보보호 연구동향 분석)

  • Kim, Taekyung;Kim, Changsik
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.14 no.2
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    • pp.19-25
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    • 2018
  • With the development of IT technology, various services such as artificial intelligence and autonomous vehicles are being introduced, and many changes are taking place in our lives. However, if secure security is not provided, it will cause many risks, so the information security becomes more important. In this paper, we analyzed the research trends of main themes of information security over time. In order to conduct the research, 'Information Security' was searched in the Web of Science database. Using the abstracts of theses published from 1991 to 2016, we derived main research topics through topic modeling and time series regression analysis. The topic modeling results showed that the research topics were Information technology, system access, attack, threat, risk management, network type, security management, security awareness, certification level, information protection organization, security policy, access control, personal information, security investment, computing environment, investment cost, system structure, authentication method, user behavior, encryption. The time series regression results indicated that all the topics were hot topics.