• Title/Summary/Keyword: Time Series Data Analysis

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Global Temperature Trends of Lower Stratosphere Derived from the Microwave Satellite Observations and GCM Reanalyses (마이크로파 위성관측과 모델 재분석에서 조사된 전지구에 대한 하부 성층권 온도의 추세)

  • Yoo, Jung-Moon;Yoon, Sun-Kyung;Kim, Kyu-Myong
    • Journal of the Korean earth science society
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    • v.22 no.5
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    • pp.388-404
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    • 2001
  • In order to examine the relative accuracy of satellite observations and model reanalyses about lower stratospheric temperature trends, two satellite-observed Microwave Sounding Unit (MSU) channel 4 (Ch 4) brightness temperature data and two GCM (ECMWF and GEOS) reanalyses during 1981${\sim}$1993 have been intercompared with the regression analysis of time series. The satellite data for the period of 1980${\sim}$1999 are MSU4 at nadir direction and SC4 at multiple scans, respectively, derived in this study and Spencer and Christy (1993). The MSU4 temperature over the globe during the above period shows the cooling trend of -0.35 K/decade, and the cooling over the global ocean is 1.2 times as much as that over the land. Lower stratospheric temperatures during the common period (1981${\sim}$1993) globally show the cooling in MSU4 (-0.14 K/decade), SC4 (-0.42 K/decade) and GEOS (-0.15 K/decade) which have strong annual cycles. However, ECMWF shows a little warming and weak annual cycle. The 95% confidence intervals of the lower stratospheric temperature trends are greater than those of midtropospheric (channel 2) trends, indicating less confidence in Ch 4. The lapse rate in the trend between the above two atmospheric layers is largest over the northern hemispheric land. MSU4 has low correlation with ECMWF over the globe, and high value with GEOS near the Korean peninsula. Lower correlations (r < 0.6) between MSU4 and SC4 (or ECMWF) occur over $30^{\circ}$N latitude belt, where subtropical jet stream passes. Temporal correlation among them over the globe is generally high (r > 0.6). Four kinds of lower stratospheric temperature data near the Korean peninsula commonly show cooling trends, of which the SC4 values (-0.82 K/decade) is the largest.

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Developing Korean Forest Fire Occurrence Probability Model Reflecting Climate Change in the Spring of 2000s (2000년대 기후변화를 반영한 봄철 산불발생확률모형 개발)

  • Won, Myoungsoo;Yoon, Sukhee;Jang, Keunchang
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.4
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    • pp.199-207
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    • 2016
  • This study was conducted to develop a forest fire occurrence model using meteorological characteristics for practical forecasting of forest fire danger rate by reflecting the climate change for the time period of 2000yrs. Forest fire in South Korea is highly influenced by humidity, wind speed, temperature, and precipitation. To effectively forecast forest fire occurrence, we developed a forest fire danger rating model using weather factors associated with forest fire in 2000yrs. Forest fire occurrence patterns were investigated statistically to develop a forest fire danger rating index using times series weather data sets collected from 76 meteorological observation centers. The data sets were used for 11 years from 2000 to 2010. Development of the national forest fire occurrence probability model used a logistic regression analysis with forest fire occurrence data and meteorological variables. Nine probability models for individual nine provinces including Jeju Island have been developed. The results of the statistical analysis show that the logistic models (p<0.05) strongly depends on the effective and relative humidity, temperature, wind speed, and rainfall. The results of verification showed that the probability of randomly selected fires ranges from 0.687 to 0.981, which represent a relatively high accuracy of the developed model. These findings may be beneficial to the policy makers in South Korea for the prevention of forest fires.

Comparison on Patterns of Conflicts in the South China Sea and the East China Sea through Analysis on Mechanism of Chinese Gray Zone Strategy (중국의 회색지대전략 메커니즘 분석을 통한 남중국해 및 동중국해 분쟁 양상 비교: 시계열 데이터에 근거한 경험적 연구를 중심으로)

  • Cho, Yongsu
    • Maritime Security
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    • v.1 no.1
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    • pp.273-310
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    • 2020
  • This study aims at empirically analyzing the overall mechanism of the "Gray Zone Strategy", which has begun to be used as one of Chinese major maritime security strategies in maritime conflicts surrounding the South China Sea and East China Sea since early 2010, and comparing the resulting conflict patterns in those reg ions. To this end, I made the following two hypotheses about Chinese gray zone strategy. The hypotheses that I have argued in this study are the first, "The marine gray zone strategy used by China shows different structures of implementation in the South China Sea and the East China Sea, which are major conflict areas.", the second, "Therefore, the patterns of disputes in the South China Sea and the East China Sea also show a difference." In order to examine this, I will classify Chinese gray zone strategy mechanisms multi-dimensionally in large order, 1) conflict trends and frequency of strategy execution, 2) types and strengths of strategy, 3) actors of strategy execution, and 4) response methods of counterparts. So, I tried to collect data related to this based on quantitative modeling to test these. After that, about 10 years of data pertaining to this topic were processed, and a research model was designed with a new categorization and operational definition of gray zone strategies. Based on this, I was able to successfully test all the hypotheses by successfully comparing the comprehensive mechanisms of the gray zone strategy used by China and the conflict patterns between the South China Sea and the East China Sea. In the conclusion, the verified results were rementioned with emphasizing the need to overcome the security vulnerabilities in East Asia that could be caused by China's marine gray zone strategy. This study, which has never been attempted so far, is of great significance in that it clarified the intrinsic structure in which China's gray zone strategy was implemented using empirical case studies, and the correlation between this and maritime conflict patterns was investigated.

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Comparison of Models for Stock Price Prediction Based on Keyword Search Volume According to the Social Acceptance of Artificial Intelligence (인공지능의 사회적 수용도에 따른 키워드 검색량 기반 주가예측모형 비교연구)

  • Cho, Yujung;Sohn, Kwonsang;Kwon, Ohbyung
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.103-128
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    • 2021
  • Recently, investors' interest and the influence of stock-related information dissemination are being considered as significant factors that explain stock returns and volume. Besides, companies that develop, distribute, or utilize innovative new technologies such as artificial intelligence have a problem that it is difficult to accurately predict a company's future stock returns and volatility due to macro-environment and market uncertainty. Market uncertainty is recognized as an obstacle to the activation and spread of artificial intelligence technology, so research is needed to mitigate this. Hence, the purpose of this study is to propose a machine learning model that predicts the volatility of a company's stock price by using the internet search volume of artificial intelligence-related technology keywords as a measure of the interest of investors. To this end, for predicting the stock market, we using the VAR(Vector Auto Regression) and deep neural network LSTM (Long Short-Term Memory). And the stock price prediction performance using keyword search volume is compared according to the technology's social acceptance stage. In addition, we also conduct the analysis of sub-technology of artificial intelligence technology to examine the change in the search volume of detailed technology keywords according to the technology acceptance stage and the effect of interest in specific technology on the stock market forecast. To this end, in this study, the words artificial intelligence, deep learning, machine learning were selected as keywords. Next, we investigated how many keywords each week appeared in online documents for five years from January 1, 2015, to December 31, 2019. The stock price and transaction volume data of KOSDAQ listed companies were also collected and used for analysis. As a result, we found that the keyword search volume for artificial intelligence technology increased as the social acceptance of artificial intelligence technology increased. In particular, starting from AlphaGo Shock, the keyword search volume for artificial intelligence itself and detailed technologies such as machine learning and deep learning appeared to increase. Also, the keyword search volume for artificial intelligence technology increases as the social acceptance stage progresses. It showed high accuracy, and it was confirmed that the acceptance stages showing the best prediction performance were different for each keyword. As a result of stock price prediction based on keyword search volume for each social acceptance stage of artificial intelligence technologies classified in this study, the awareness stage's prediction accuracy was found to be the highest. The prediction accuracy was different according to the keywords used in the stock price prediction model for each social acceptance stage. Therefore, when constructing a stock price prediction model using technology keywords, it is necessary to consider social acceptance of the technology and sub-technology classification. The results of this study provide the following implications. First, to predict the return on investment for companies based on innovative technology, it is most important to capture the recognition stage in which public interest rapidly increases in social acceptance of the technology. Second, the change in keyword search volume and the accuracy of the prediction model varies according to the social acceptance of technology should be considered in developing a Decision Support System for investment such as the big data-based Robo-advisor recently introduced by the financial sector.

Analysis on the Snow Cover Variations at Mt. Kilimanjaro Using Landsat Satellite Images (Landsat 위성영상을 이용한 킬리만자로 만년설 변화 분석)

  • Park, Sung-Hwan;Lee, Moung-Jin;Jung, Hyung-Sup
    • Korean Journal of Remote Sensing
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    • v.28 no.4
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    • pp.409-420
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    • 2012
  • Since the Industrial Revolution, CO2 levels have been increasing with climate change. In this study, Analyze time-series changes in snow cover quantitatively and predict the vanishing point of snow cover statistically using remote sensing. The study area is Mt. Kilimanjaro, Tanzania. 23 image data of Landsat-5 TM and Landsat-7 ETM+, spanning the 27 years from June 1984 to July 2011, were acquired. For this study, first, atmospheric correction was performed on each image using the COST atmospheric correction model. Second, the snow cover area was extracted using the NDSI (Normalized Difference Snow Index) algorithm. Third, the minimum height of snow cover was determined using SRTM DEM. Finally, the vanishing point of snow cover was predicted using the trend line of a linear function. Analysis was divided using a total of 23 images and 17 images during the dry season. Results show that snow cover area decreased by approximately $6.47km^2$ from $9.01km^2$ to $2.54km^2$, equivalent to a 73% reduction. The minimum height of snow cover increased by approximately 290 m, from 4,603 m to 4,893 m. Using the trend line result shows that the snow cover area decreased by approximately $0.342km^2$ in the dry season and $0.421km^2$ overall each year. In contrast, the annual increase in the minimum height of snow cover was approximately 9.848 m in the dry season and 11.251 m overall. Based on this analysis of vanishing point, there will be no snow cover 2020 at 95% confidence interval. This study can be used to monitor global climate change by providing the change in snow cover area and reference data when studying this area or similar areas in future research.

A Polarization-based Frequency Scanning Interferometer and the Measurement Processing Acceleration based on Parallel Programing (편광 기반 주파수 스캐닝 간섭 시스템 및 병렬 프로그래밍 기반 측정 고속화)

  • Lee, Seung Hyun;Kim, Min Young
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.8
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    • pp.253-263
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    • 2013
  • Frequency Scanning Interferometry(FSI) system, one of the most promising optical surface measurement techniques, generally results in superior optical performance comparing with other 3-dimensional measuring methods as its hardware structure is fixed in operation and only the light frequency is scanned in a specific spectral band without vertical scanning of the target surface or the objective lens. FSI system collects a set of images of interference fringe by changing the frequency of light source. After that, it transforms intensity data of acquired image into frequency information, and calculates the height profile of target objects with the help of frequency analysis based on Fast Fourier Transform(FFT). However, it still suffers from optical noise on target surfaces and relatively long processing time due to the number of images acquired in frequency scanning phase. 1) a Polarization-based Frequency Scanning Interferometry(PFSI) is proposed for optical noise robustness. It consists of tunable laser for light source, ${\lambda}/4$ plate in front of reference mirror, ${\lambda}/4$ plate in front of target object, polarizing beam splitter, polarizer in front of image sensor, polarizer in front of the fiber coupled light source, ${\lambda}/2$ plate between PBS and polarizer of the light source. Using the proposed system, we can solve the problem of fringe image with low contrast by using polarization technique. Also, we can control light distribution of object beam and reference beam. 2) the signal processing acceleration method is proposed for PFSI, based on parallel processing architecture, which consists of parallel processing hardware and software such as Graphic Processing Unit(GPU) and Compute Unified Device Architecture(CUDA). As a result, the processing time reaches into tact time level of real-time processing. Finally, the proposed system is evaluated in terms of accuracy and processing speed through a series of experiment and the obtained results show the effectiveness of the proposed system and method.

Estimation of Fractional Urban Tree Canopy Cover through Machine Learning Using Optical Satellite Images (기계학습을 이용한 광학 위성 영상 기반의 도시 내 수목 피복률 추정)

  • Sejeong Bae ;Bokyung Son ;Taejun Sung ;Yeonsu Lee ;Jungho Im ;Yoojin Kang
    • Korean Journal of Remote Sensing
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    • v.39 no.5_3
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    • pp.1009-1029
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    • 2023
  • Urban trees play a vital role in urban ecosystems,significantly reducing impervious surfaces and impacting carbon cycling within the city. Although previous research has demonstrated the efficacy of employing artificial intelligence in conjunction with airborne light detection and ranging (LiDAR) data to generate urban tree information, the availability and cost constraints associated with LiDAR data pose limitations. Consequently, this study employed freely accessible, high-resolution multispectral satellite imagery (i.e., Sentinel-2 data) to estimate fractional tree canopy cover (FTC) within the urban confines of Suwon, South Korea, employing machine learning techniques. This study leveraged a median composite image derived from a time series of Sentinel-2 images. In order to account for the diverse land cover found in urban areas, the model incorporated three types of input variables: average (mean) and standard deviation (std) values within a 30-meter grid from 10 m resolution of optical indices from Sentinel-2, and fractional coverage for distinct land cover classes within 30 m grids from the existing level 3 land cover map. Four schemes with different combinations of input variables were compared. Notably, when all three factors (i.e., mean, std, and fractional cover) were used to consider the variation of landcover in urban areas(Scheme 4, S4), the machine learning model exhibited improved performance compared to using only the mean of optical indices (Scheme 1). Of the various models proposed, the random forest (RF) model with S4 demonstrated the most remarkable performance, achieving R2 of 0.8196, and mean absolute error (MAE) of 0.0749, and a root mean squared error (RMSE) of 0.1022. The std variable exhibited the highest impact on model outputs within the heterogeneous land covers based on the variable importance analysis. This trained RF model with S4 was then applied to the entire Suwon region, consistently delivering robust results with an R2 of 0.8702, MAE of 0.0873, and RMSE of 0.1335. The FTC estimation method developed in this study is expected to offer advantages for application in various regions, providing fundamental data for a better understanding of carbon dynamics in urban ecosystems in the future.

A Study on Intelligent Value Chain Network System based on Firms' Information (기업정보 기반 지능형 밸류체인 네트워크 시스템에 관한 연구)

  • Sung, Tae-Eung;Kim, Kang-Hoe;Moon, Young-Su;Lee, Ho-Shin
    • Journal of Intelligence and Information Systems
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    • v.24 no.3
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    • pp.67-88
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    • 2018
  • Until recently, as we recognize the significance of sustainable growth and competitiveness of small-and-medium sized enterprises (SMEs), governmental support for tangible resources such as R&D, manpower, funds, etc. has been mainly provided. However, it is also true that the inefficiency of support systems such as underestimated or redundant support has been raised because there exist conflicting policies in terms of appropriateness, effectiveness and efficiency of business support. From the perspective of the government or a company, we believe that due to limited resources of SMEs technology development and capacity enhancement through collaboration with external sources is the basis for creating competitive advantage for companies, and also emphasize value creation activities for it. This is why value chain network analysis is necessary in order to analyze inter-company deal relationships from a series of value chains and visualize results through establishing knowledge ecosystems at the corporate level. There exist Technology Opportunity Discovery (TOD) system that provides information on relevant products or technology status of companies with patents through retrievals over patent, product, or company name, CRETOP and KISLINE which both allow to view company (financial) information and credit information, but there exists no online system that provides a list of similar (competitive) companies based on the analysis of value chain network or information on potential clients or demanders that can have business deals in future. Therefore, we focus on the "Value Chain Network System (VCNS)", a support partner for planning the corporate business strategy developed and managed by KISTI, and investigate the types of embedded network-based analysis modules, databases (D/Bs) to support them, and how to utilize the system efficiently. Further we explore the function of network visualization in intelligent value chain analysis system which becomes the core information to understand industrial structure ystem and to develop a company's new product development. In order for a company to have the competitive superiority over other companies, it is necessary to identify who are the competitors with patents or products currently being produced, and searching for similar companies or competitors by each type of industry is the key to securing competitiveness in the commercialization of the target company. In addition, transaction information, which becomes business activity between companies, plays an important role in providing information regarding potential customers when both parties enter similar fields together. Identifying a competitor at the enterprise or industry level by using a network map based on such inter-company sales information can be implemented as a core module of value chain analysis. The Value Chain Network System (VCNS) combines the concepts of value chain and industrial structure analysis with corporate information simply collected to date, so that it can grasp not only the market competition situation of individual companies but also the value chain relationship of a specific industry. Especially, it can be useful as an information analysis tool at the corporate level such as identification of industry structure, identification of competitor trends, analysis of competitors, locating suppliers (sellers) and demanders (buyers), industry trends by item, finding promising items, finding new entrants, finding core companies and items by value chain, and recognizing the patents with corresponding companies, etc. In addition, based on the objectivity and reliability of the analysis results from transaction deals information and financial data, it is expected that value chain network system will be utilized for various purposes such as information support for business evaluation, R&D decision support and mid-term or short-term demand forecasting, in particular to more than 15,000 member companies in Korea, employees in R&D service sectors government-funded research institutes and public organizations. In order to strengthen business competitiveness of companies, technology, patent and market information have been provided so far mainly by government agencies and private research-and-development service companies. This service has been presented in frames of patent analysis (mainly for rating, quantitative analysis) or market analysis (for market prediction and demand forecasting based on market reports). However, there was a limitation to solving the lack of information, which is one of the difficulties that firms in Korea often face in the stage of commercialization. In particular, it is much more difficult to obtain information about competitors and potential candidates. In this study, the real-time value chain analysis and visualization service module based on the proposed network map and the data in hands is compared with the expected market share, estimated sales volume, contact information (which implies potential suppliers for raw material / parts, and potential demanders for complete products / modules). In future research, we intend to carry out the in-depth research for further investigating the indices of competitive factors through participation of research subjects and newly developing competitive indices for competitors or substitute items, and to additively promoting with data mining techniques and algorithms for improving the performance of VCNS.

Forecasting Hourly Demand of City Gas in Korea (국내 도시가스의 시간대별 수요 예측)

  • Han, Jung-Hee;Lee, Geun-Cheol
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.2
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    • pp.87-95
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    • 2016
  • This study examined the characteristics of the hourly demand of city gas in Korea and proposed multiple regression models to obtain precise estimates of the hourly demand of city gas. Forecasting the hourly demand of city gas with accuracy is essential in terms of safety and cost. If underestimated, the pipeline pressure needs to be increased sharply to meet the demand, when safety matters. In the opposite case, unnecessary inventory and operation costs are incurred. Data analysis showed that the hourly demand of city gas has a very high autocorrelation and that the 24-hour demand pattern of a day follows the previous 24-hour demand pattern of the same day. That is, there is a weekly cycle pattern. In addition, some conditions that temperature affects the hourly demand level were found. That is, the absolute value of the correlation coefficient between the hourly demand and temperature is about 0.853 on average, while the absolute value of the correlation coefficient on a specific day improves to 0.861 at worst and 0.965 at best. Based on this analysis, this paper proposes a multiple regression model incorporating the hourly demand ahead of 24 hours and the hourly demand ahead of 168 hours, and another multiple regression model with temperature as an additional independent variable. To show the performance of the proposed models, computational experiments were carried out using real data of the domestic city gas demand from 2009 to 2013. The test results showed that the first regression model exhibits a forecasting accuracy of MAPE (Mean Absolute Percentage Error) around 4.5% over the past five years from 2009 to 2013, while the second regression model exhibits 5.13% of MAPE for the same period.

Factor Analysis Affecting on Changes in Handysize Freight Index and Spot Trip Charterage (핸디사이즈 운임지수 및 스팟용선료 변화에 영향을 미치는 요인 분석)

  • Lee, Choong-Ho;Kim, Tae-Woo;Park, Keun-Sik
    • Journal of Korea Port Economic Association
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    • v.37 no.2
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    • pp.73-89
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    • 2021
  • The handysize bulk carriers are capable of transporting a variety of cargo that cannot be transported by mid-large size ship, and the spot chartering market is active, and it is a market that is independent of mid-large size market, and is more risky due to market conditions and charterage variability. In this study, Granger causality test, the Impulse Response Function(IRF) and Forecast Error Variance Decomposition(FEVD) were performed using monthly time series data. As a result of Granger causality test, coal price for coke making, Japan steel plate commodity price, hot rolled steel sheet price, fleet volume and bunker price have causality to Baltic Handysize Index(BHSI) and charterage. After confirming the appropriate lag and stability of the Vector Autoregressive model(VAR), IRF and FEVD were analyzed. As a result of IRF, the three variables of coal price for coke making, hot rolled steel sheet price and bunker price were found to have significant at both upper and lower limit of the confidence interval. Among them, the impulse of hot rolled steel sheet price was found to have the most significant effect. As a result of FEVD, the explanatory power that affects BHSI and charterage is the same in the order of hot rolled steel sheet price, coal price for coke making, bunker price, Japan steel plate price, and fleet volume. It was found that it gradually increased, affecting BHSI by 30% and charterage by 26%. In order to differentiate from previous studies and to find out the effect of short term lag, analysis was performed using monthly price data of major cargoes for Handysize bulk carriers, and meaningful results were derived that can predict monthly market conditions. This study can be helpful in predicting the short term market conditions for shipping companies that operate Handysize bulk carriers and concerned parties in the handysize chartering market.