• Title/Summary/Keyword: TIME SERIES ANALYSIS

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Accuracy evaluation of 3D time-domain Green function in infinite depth

  • Zhang, Teng;Zhou, Bo;Li, Zhiqing;Han, Xiaoshuang;Gho, Wie Min
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.50-56
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    • 2021
  • An accurate evaluation of three-dimensional (3D) Time-Domain Green Function (TDGF) in infinite water depth is essential for ship's hydrodynamic analysis. Various numerical algorithms based on the TDGF properties are considered, including the ascending series expansion at small time parameter, the asymptotic expansion at large time parameter and the Taylor series expansion combines with ordinary differential equation for the time domain analysis. An efficient method (referred as "Present Method") for a better accuracy evaluation of TDGF has been proposed. The numerical results generated from precise integration method and analytical solution of Shan et al. (2019) revealed that the "Present method" provides a better solution in the computational domain. The comparison of the heave hydrodynamic coefficients in solving the radiation problem of a hemisphere at zero speed between the "Present method" and the analytical solutions proposed by Hulme (1982) showed that the difference of result is small, less than 3%.

Analysis of Intrinsic Patterns of Time Series Based on Chaos Theory: Focusing on Roulette and KOSPI200 Index Future (카오스 이론 기반 시계열의 내재적 패턴분석: 룰렛과 KOSPI200 지수선물 데이터 대상)

  • Lee, HeeChul;Kim, HongGon;Kim, Hee-Woong
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.119-133
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    • 2021
  • As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.

An Estimation of Korea's Import Demand Function for Fisheries Using Cointegration Analysis (공적분분석을 이용한 우리나라 수산물 수입함수 추정)

  • 김기수;김우경
    • The Journal of Fisheries Business Administration
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    • v.29 no.2
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    • pp.97-110
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    • 1998
  • This paper tries to estimate Korea's import demand function for fisheries using cointegration analysis. The estimation function consists of one dependent variable-import quantity of fisheries(FTIW) and two independent variables-relative price(RP) between importable and domestic products and real income(GDP). As it has been empirically found out that almost all of time series of macro-variables such as GDP, price index are nonstationary, existing studies which ignore this fact need to be reexamined. Conventional econometric method can not analyze nonstationary time series in level. To perform the analysis, time series should be differenciated until stationarity is guaranteed. Unfortunately, the difference method removes the long run element of data, and so leads to difficulties of interpretation. But according to new developed econometric theory, cointegration approach could solve these problems. Therefore this paper proceeds the estimation on the basis of cointegration analysis, because the quartly variables from 1988 to 1997 used in the model is found out to be nonstationary. The estimation results show that all of the variables are statistically significant. Therefore Korea's import demand for fisheries has been strongly affected by the variation of real income and the relative price.

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Short-term Wind Farm Power Forecasting Using Multivariate Analysis to Improve Wind Power Efficiency (풍력발전 설비 효율화를 위한 다변량 분석을 이용한 풍력발전단지 단기 출력 예측 방법)

  • Wi, Young-Min
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.29 no.7
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    • pp.54-61
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    • 2015
  • This paper presents short-term wind farm power forecasting method using multivariate analysis and time series. Based on factor analysis, the proposed method makes new independent variables which newly composed by raw independent variables such as wind speed, ramp rate, wind power. Newly created variables are used in the time series model for forecasting wind farm power. To demonstrate the improved accuracy, the proposed method is compared with persistence model commonly used as reference in wind power forecasting using data from Jeju Island. The results of case studies are presented to show the effectiveness of the proposed forecasting method.

Comparison of Hydrogeological Time Series Analysis Results Before and After Detrending (변동경향성 제거 전후의 수리지질학적 시계열분석 결과 비교)

  • Lim, Hong-Gyun;Choi, Hyun-Mi;Lee, Jin-Yong
    • Journal of Soil and Groundwater Environment
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    • v.16 no.2
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    • pp.30-40
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    • 2011
  • In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.

A Quantitative Model for the Projection of Health Expenditure (의료비 결정요인 분석을 위한 계량적 모형 고안)

  • Kim, Han-Joong;Lee, Young-Doo;Nam, Chung-Mo
    • Journal of Preventive Medicine and Public Health
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    • v.24 no.1 s.33
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    • pp.29-36
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    • 1991
  • A multiple regression analysis using ordinary least square (OLS) is frequently used for the projection of health expenditure as well as for the identification of factors affecting health care costs. Data for the analysis often have mixed characteristics of time series and cross section. Parameters as a result of OLS estimation, in this case, are no longer the best linear unbiased estimators (BLUE) because the data do not satisfy basic assumptions of regression analysis. The study theoretically examined statistical problems induced when OLS estimation was applied with the time series cross section data. Then both the OLS regression and time series cross section regression (TSCS regression) were applied to the same empirical da. Finally, the difference in parameters between the two estimations were explained through residual analysis.

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Clustering Analysis with Spring Discharge Data and Evaluation of Groundwater System in Jeju Island (용천수 유출량 클러스터링 해석을 이용한 제주도 지하수 순환 해석)

  • Kim Tae-Hui;Mun Deok-Cheol;Park Won-Bae;Park Gi-Hwa;Go Gi-Won
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2005.04a
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    • pp.296-299
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    • 2005
  • Time series of spring discharge data in Jeju island can provide abundant information on the spatial groundwater system. In this study, the classification based on time series of spring discharge was performed with clustering analysis: discharge rate and EC. Peak discharges are mainly observed in august or september. However, double peaks and late peaks of discharge are also observed at a plenty of springs. Based on results of clustering analysis, it can be deduced that GH model is not appropriate for the conceptual model of Groundwater system in Jeju island. EC distributions in dry season are also support the conclusion.

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Study on the comprehension process of university students using time-series analysis

  • OHSHIRO, Ayako
    • International Journal of Computer Science & Network Security
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    • v.21 no.8
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    • pp.177-181
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    • 2021
  • With the recent advances in information and communication technology, online management of students' learning data has become the norm. Research on learning analysis that predicts the near future (in a few years) of students' careers using machine learning methods and state transition models has been widely conducted. It is important for educators to evaluate the comprehension stability of students to prevent a decrease in their comprehension rate and dropouts in the class. In this study, we measured the comprehension process of university students in different types of lectures. Herein, we report on the results of data analysis using time series and data statistics, and consider several educational approaches.

Proposal of An Artificial Intelligence Farm Income Prediction Algorithm based on Time Series Analysis

  • Jang, Eun-Jin;Shin, Seung-Jung
    • International journal of advanced smart convergence
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    • v.10 no.4
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    • pp.98-103
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    • 2021
  • Recently, as the need for food resources has increased both domestically and internationally, support for the agricultural sector for stable food supply and demand is expanding in Korea. However, according to recent media articles, the biggest problem in rural communities is the unstable profit structure. In addition, in order to confirm the profit structure, profit forecast data must be clearly prepared, but there is a lack of auxiliary data for farmers or future returnees to predict farm income. Therefore, in this paper we analyzed data over the past 15 years through time series analysis and proposes an artificial intelligence farm income prediction algorithm that can predict farm household income in the future. If the proposed algorithm is used, it is expected that it can be used as auxiliary data to predict farm profits.

Predicting changes of realtime search words using time series analysis and artificial neural networks (시계열분석과 인공신경망을 이용한 실시간검색어 변화 예측)

  • Chong, Min-Yeong
    • Journal of Digital Convergence
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    • v.15 no.12
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    • pp.333-340
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    • 2017
  • Since realtime search words are centered on the fact that the search growth rate of an issue is rapidly increasing in a short period of time, it is not possible to express an issue that maintains interest for a certain period of time. In order to overcome these limitations, this paper evaluates the daily and hourly persistence of the realtime words that belong to the top 10 for a certain period of time and extracts the search word that are constantly interested. Then, we present the method of using the time series analysis and the neural network to know how the interest of the upper search word changes, and show the result of forecasting the near future change through the actual example derived through the method. It can be seen that forecasting through time series analysis by date and artificial neural networks learning by time shows good results.