• Title/Summary/Keyword: Time Series Data Analysis

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Technical Trends of Time-Series Data Imputation (시계열 데이터 결측치 처리 기술 동향)

  • Kim, E.D.;Ko, S.K.;Son, S.C.;Lee, B.T.
    • Electronics and Telecommunications Trends
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    • v.36 no.4
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    • pp.145-153
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    • 2021
  • Data imputation is a crucial issue in data analysis because quality data are highly correlated with the performance of AI models. Particularly, it is difficult to collect quality time-series data for uncertain situations (for example, electricity blackout, delays for network conditions). Thus, it is necessary to research effective methods of time-series data imputation. Many studies on time-series data imputation can be divided into 5 parts, including statistical based, matrix-based, regression-based, deep learning (RNN and GAN) based methodologies. This study reviews and organizes these methodologies. Recently, deep learning-based imputation methods are developed and show excellent performance. However, it is associated to some computational problems that make it difficult to use in real-time system. Thus, the direction of future work is to develop low computational but high-performance imputation methods for application in the real field.

Design of Multi-Level Abnormal Detection System Suitable for Time-Series Data (시계열 데이터에 적합한 다단계 비정상 탐지 시스템 설계)

  • Chae, Moon-Chang;Lim, Hyeok;Kang, Namhi
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.16 no.6
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    • pp.1-7
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    • 2016
  • As new information and communication technologies evolve, security threats are also becoming increasingly intelligent and advanced. In this paper, we analyze the time series data continuously entered through a series of periods from the network device or lightweight IoT (Internet of Things) devices by using the statistical technique and propose a system to detect abnormal behaviors of the device or abnormality based on the analysis results. The proposed system performs the first level abnormal detection by using previously entered data set, thereafter performs the second level anomaly detection according to the trust bound configured by using stored time series data based on time attribute or group attribute. Multi-level analysis is able to improve reliability and to reduce false positives as well through a variety of decision data set.

Reserve Price Recommendation Methods for Auction Systems Based on Time Series Analysis (경매 시스템에서 시계열 분석에 기반한 낙찰 예정가 추천 방법)

  • Ko Min Jung;Lee Yong Kyu
    • Journal of Information Technology Applications and Management
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    • v.12 no.1
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    • pp.141-155
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    • 2005
  • It is very important that sellers provide reasonable reserve prices for auction items in internet auction systems. Recently, an agent has been proposed to generate reserve prices automatically based on the case similarity of information retrieval theory and the moving average of time series analysis. However, one problem of the previous approaches is that the recent trend of auction prices is not well reflected on the generated reserve prices, because it simply provides the bid price of the most similar item or an average price of some similar items using the past auction data. In this paper. in order to overcome the problem. we propose a method that generates reserve prices based on the moving average. the exponential smoothing, and the least square of time series analysis. Through performance experiments. we show that the successful bid rate of the new method can be increased by preventing sellers from making unreasonable reserve prices compared with the previous methods.

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Time-series InSAR Analysis and Post-processing Using ISCE-StaMPS Package for Measuring Bridge Displacements

  • Vadivel, Suresh Krishnan Palanisamy;Kim, Duk-jin;Kim, Young Cheol
    • Korean Journal of Remote Sensing
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    • v.36 no.4
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    • pp.527-534
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    • 2020
  • This study aims to monitor the displacement of the bridges using Stanford Method for Persistent Scatterers (StaMPS) time-series Persistent Scatterer Interferometric Synthetic Aperture Radar analysis. For case study bridges: Kimdaejung bridge and Deokyang bridge, we acquired 60 and 33 Cosmo-Skymed Synthetic Aperture Radar (SAR) data over the Mokpo region and Yeosu region, respectively from 2013 to 2019. With single-look interferograms, we estimated the long-term time-series displacements over the bridges. The time-series displacements were estimated as -8.8 mm/year and -1.34 mm/year at the mid-span over the selected bridges: Kimdaejung and Deokyang bridge, respectively. This time-series displacement provides reliable and high spatial resolution information to monitor the structural behavior of the bridge for preventing structural behaviors.

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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Clustering Algorithm for Time Series with Similar Shapes

  • Ahn, Jungyu;Lee, Ju-Hong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.7
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    • pp.3112-3127
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    • 2018
  • Since time series clustering is performed without prior information, it is used for exploratory data analysis. In particular, clusters of time series with similar shapes can be used in various fields, such as business, medicine, finance, and communications. However, existing time series clustering algorithms have a problem in that time series with different shapes are included in the clusters. The reason for such a problem is that the existing algorithms do not consider the limitations on the size of the generated clusters, and use a dimension reduction method in which the information loss is large. In this paper, we propose a method to alleviate the disadvantages of existing methods and to find a better quality of cluster containing similarly shaped time series. In the data preprocessing step, we normalize the time series using z-transformation. Then, we use piecewise aggregate approximation (PAA) to reduce the dimension of the time series. In the clustering step, we use density-based spatial clustering of applications with noise (DBSCAN) to create a precluster. We then use a modified K-means algorithm to refine the preclusters containing differently shaped time series into subclusters containing only similarly shaped time series. In our experiments, our method showed better results than the existing method.

The Method for Extracting Meaningful Patterns Over the Time of Multi Blocks Stream Data (시간의 흐름과 위치 변화에 따른 멀티 블록 스트림 데이터의 의미 있는 패턴 추출 방법)

  • Cho, Kyeong-Rae;Kim, Ki-Young
    • KIPS Transactions on Computer and Communication Systems
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    • v.3 no.10
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    • pp.377-382
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    • 2014
  • Analysis techniques of the data over time from the mobile environment and IoT, is mainly used for extracting patterns from the collected data, to find meaningful information. However, analytical methods existing, is based to be analyzed in a state where the data collection is complete, to reflect changes in time series data associated with the passage of time is difficult. In this paper, we introduce a method for analyzing multi-block streaming data(AM-MBSD: Analysis Method for Multi-Block Stream Data) for the analysis of the data stream with multiple properties, such as variability of pattern and large capacitive and continuity of data. The multi-block streaming data, define a plurality of blocks of data to be continuously generated, each block, by using the analysis method of the proposed method of analysis to extract meaningful patterns. The patterns that are extracted, generation time, frequency, were collected and consideration of such errors. Through analysis experiments using time series data.

Efficient Time-Series Similarity Measurement and Ranking Based on Anomaly Detection (이상탐지 기반의 효율적인 시계열 유사도 측정 및 순위화)

  • Ji-Hyun Choi;Hyun Ahn
    • Journal of Internet Computing and Services
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    • v.25 no.2
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    • pp.39-47
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    • 2024
  • Time series analysis is widely employed by many organizations to solve business problems, as it extracts various information and insights from chronologically ordered data. Among its applications, measuring time series similarity is a step to identify time series with similar patterns, which is very important in time series analysis applications such as time series search and clustering. In this study, we propose an efficient method for measuring time series similarity that focuses on anomalies rather than the entire series. In this regard, we validate the proposed method by measuring and analyzing the rank correlation between the similarity measure for the set of subsets extracted by anomaly detection and the similarity measure for the whole time series. Experimental results, especially with stock time series data and an anomaly proportion of 10%, demonstrate a Spearman's rank correlation coefficient of up to 0.9. In conclusion, the proposed method can significantly reduce computation cost of measuring time series similarity, while providing reliable time series search and clustering results.

A Methodology for Realty Time-series Generation Using Generative Adversarial Network (적대적 생성망을 이용한 부동산 시계열 데이터 생성 방안)

  • Ryu, Jae-Pil;Hahn, Chang-Hoon;Shin, Hyun-Joon
    • Journal of the Korea Convergence Society
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    • v.12 no.10
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    • pp.9-17
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    • 2021
  • With the advancement of big data analysis, artificial intelligence, machine learning, etc., data analytics technology has developed to help with optimal decision-making. However, in certain areas, the lack of data restricts the use of these techniques. For example, real estate related data often have a long release cycle because of its recent release or being a non-liquid asset. In order to overcome these limitations, we studied the scalability of the existing time series through the TimeGAN model. A total of 45 time series related to weekly real estate data were collected within the period of 2012 to 2021, and a total of 15 final time series were selected by considering the correlation between the time series. As a result of data expansion through the TimeGAN model for the 15 time series, it was found that the statistical distribution between the real data and the extended data was similar through the PCA and t-SNE visualization algorithms.

A Study on the Health Index Based on Degradation Patterns in Time Series Data Using ProphetNet Model (ProphetNet 모델을 활용한 시계열 데이터의 열화 패턴 기반 Health Index 연구)

  • Sun-Ju Won;Yong Soo Kim
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.3
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    • pp.123-138
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    • 2023
  • The Fourth Industrial Revolution and sensor technology have led to increased utilization of sensor data. In our modern society, data complexity is rising, and the extraction of valuable information has become crucial with the rapid changes in information technology (IT). Recurrent neural networks (RNN) and long short-term memory (LSTM) models have shown remarkable performance in natural language processing (NLP) and time series prediction. Consequently, there is a strong expectation that models excelling in NLP will also excel in time series prediction. However, current research on Transformer models for time series prediction remains limited. Traditional RNN and LSTM models have demonstrated superior performance compared to Transformers in big data analysis. Nevertheless, with continuous advancements in Transformer models, such as GPT-2 (Generative Pre-trained Transformer 2) and ProphetNet, they have gained attention in the field of time series prediction. This study aims to evaluate the classification performance and interval prediction of remaining useful life (RUL) using an advanced Transformer model. The performance of each model will be utilized to establish a health index (HI) for cutting blades, enabling real-time monitoring of machine health. The results are expected to provide valuable insights for machine monitoring, evaluation, and management, confirming the effectiveness of advanced Transformer models in time series analysis when applied in industrial settings.