• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2015년도 학술발표회
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• pp.475-478
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• 2015

The objective of this study is to apply a hybrid model for estimating solar radiation and investigate their accuracy. A hybrid model is wavelet-based support vector machines (WSVMs). Wavelet decomposition is employed to decompose the solar radiation time series into approximation and detail components. These decomposed time series are then used as inputs of support vector machines (SVMs) modules in the WSVMs model. Results obtained indicate that WSVMs can successfully be used for the estimation of daily global solar radiation at Champaign and Springfield stations in Illinois.

• 호남수학학술지
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• 제32권1호
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• pp.101-112
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• 2010

Using some interesting convolution, we find kernels recovering the given function f. By a slight change of this convolution, we obtain an identity filter related to the Fourier series in the discrete time domain. We also introduce some techniques to decompose an impulse into several dilated pieces in the discrete domain. The detail examples deal with specific constructions of those decompositions. Also we obtain localized moving averages from a decomposition of an impulse to make hybrid Bollinger bands, that might give various strategies for stock traders.

• 한국환경과학회지
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• 제24권8호
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• pp.1023-1036
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• 2015

A reliable streamflow forecasting is essential for flood disaster prevention, reservoir operation, water supply and water resources management. This study proposes a hybrid model for river stage forecasting and investigates its accuracy. The proposed model is the wavelet packet-based artificial neural network(WPANN). Wavelet packet transform(WPT) module in WPANN model is employed to decompose an input time series into approximation and detail components. The decomposed time series are then used as inputs of artificial neural network(ANN) module in WPANN model. Based on model performance indexes, WPANN models are found to produce better efficiency than ANN model. WPANN-sym10 model yields the best performance among all other models. It is found that WPT improves the accuracy of ANN model. The results obtained from this study indicate that the conjunction of WPT and ANN can improve the efficiency of ANN model and can be a potential tool for forecasting river stage more accurately.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2003년도 학술회의 논문집 정보 및 제어부문 B
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• pp.449-451
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• 2003

The estimation of time-series data is fundamental process in many data analysis cases. However, the unwanted measurement error is usually added to true data, so that the exact estimation depends on efficient method to eliminate the error components. The wavelet transform method nowadays is expected to improve the accuracy of estimation, because it is able to decompose and analyze the data in various resolutions. Therefore, the wavelet based Kalman filter method for the estimation of time-series data is proposed in this paper. The wavelet transform separates the data in accordance with frequency bandwidth, and the detail wavelet coefficient reflects the stochastic process of error components. This property makes it possible to obtain the covariance of measurement error. We attempt the estimation of true data through recursive Kalman filtering algorithm with the obtained covariance value. The procedure is verified with the fundamental example of Brownian walk process.

• 한국정밀공학회지
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• 제30권1호
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• pp.67-76
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• 2013

We present an innovative real-time laser welding monitoring technique employing the correlation analysis of the plasma plume optical emission generated during the process. The plasma optical radiation emitted during Nd:YAG laser welding of S45C steel samples has detected with a Photodiode and analyzed under different process conditions. The discrete DC voltage difference, filter methods and wavelet transform has been used to decompose the optical signal into various discrete series of sequences over different frequency bands. Considering that wavelet analysis can decompose the optical signals, extract the characteristic information of the signals and define the defects location accurately, it can be used to implement process-control of laser welding.

• 응용통계연구
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• 제22권3호
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• Journal of Astronomy and Space Sciences
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• 제25권4호
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• pp.395-404
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• 2008

태양활동프록시(proxies)와 지구연평균 기온아노말리 시계열을 이용하여 기후변화에서 태양활동신호를 찾아보았다. 이를 위해 Lomb & Scargle의 피어리드그램(Periodgram)을 이용하여 태양활동프록시와 기온아노말리 시계열을 주기분석하였다. 또한 EMD(Empirical Mode Decomposition)과 MODWR MRA(Maxial Overlap Discrete Wavelet Transform Multi Resolution Analysis)를 적용하여 두 시계열을 성분분해하고 이들 중 비슷한 주기의 특성을 보이는 성분을 비교하였다. 태양활동프록시는 짧의 주기의 파워가 긴 주기의 파워에 비해서 큰 반면 기온아노말리는 긴 주기에서 더 큰 파워를 보였다 EMD에 의한 성분분해 결과는 약40년보다 긴 주기성을 갖는 성분을 분해해 낼 수 없었지만 잔차 성분은 비교할 수 있었다. MRA에 의한 성분분해를 통해 지구연평균 기온아노말리 시계열에서 태양활동의 변화에 의한 신호를 찾아내었다. 1960년부터 2007년까지 기온상승에 대한 태양의 기여도는 39%로 계산되었다. 기후민감성은 출력신호의 진폭에만 관계하여 기후시스템이 간단한 2계미분방정식으로 근사될 수 있는 가능성에 대해 토의하였다.

• 한국정보전자통신기술학회논문지
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• 제15권5호
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• pp.423-432
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• 2022

본 논문은 학술연구자들이 COVID-19 관련 논문의 전체적인 연구 동향을 파악할 수 있도록 한다. KCI 사이트에서 수집한 2020년 1월부터 2022년 7월까지 총 10,599편의 COVID-19 관련 논문 정보를 LDA 토픽 모델링으로 분석한 결과를 제시한다. 또한 학술연구자들이 자신의 관심 연구분야의 토픽을 쉽게 파악할 수 있도록 LDA 토픽 모델링의 결과를 주요 연구 카테고리별로 분석하고, 토픽별로 연구가 많이 이루어지는 세부 연구 카테고리 정보를 분석한다. 학술연구자들이 시간의 흐름에 따른 연구 토픽의 추세(trend)를 파악하는 것은 연구 동향을 파악하는데 매우 중요하다. 따라서 이를 위해 본 논문에서는 시계열 분해를 사용하여 토픽들의 추세(trend)를 분석하여 제시한다.

• 한국정보시스템학회지:정보시스템연구
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• 제30권2호
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• pp.147-163
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• 2021

Purpose The study aims to predict real estate prices by utilizing regional characteristics. Since real estate has the characteristic of immobility, the characteristics of a region have a great influence on the price of real estate. In addition, real estate prices are closely related to economic development and are a major concern for policy makers and investors. Accurate house price forecasting is necessary to prepare for the impact of house price fluctuations. To improve the performance of our predictive models, we applied LSTM, a widely used deep learning technique for predicting time series data. Design/methodology/approach This study used time series data on real estate prices provided by the Ministry of Land, Infrastructure and Transport. For time series data preprocessing, HP filters were applied to decompose trends and SOM was used to cluster regions with similar price directions. To build a real estate price prediction model, SVR and LSTM were applied, and the prices of regions classified into similar clusters by SOM were used as input variables. Findings The clustering results showed that the region of the same cluster was geographically close, and it was possible to confirm the characteristics of being classified as the same cluster even if there was a price level and a similar industry group. As a result of predicting real estate prices in 1, 2, and 3 months, LSTM showed better predictive performance than SVR, and LSTM showed better predictive performance in long-term forecasting 3 months later than in 1-month short-term forecasting.

• International Journal of Naval Architecture and Ocean Engineering
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• 제7권2호
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• pp.301-314
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• 2015

Aiming at accurately distinguishing modeless component and natural vibration mode terms from data series of nonlinear and non-stationary processes, such as Vortex-Induced Vibration (VIV), a new empirical mode decomposition method has been developed in this paper. The key innovation related to this technique concerns the method to decompose modeless component from non-stationary process, characterized by a predetermined 'maximum intrinsic time window' and cubic spline. The introduction of conceptual modeless component eliminates the requirement of using spurious harmonics to represent nonlinear and non-stationary signals and then makes subsequent modal identification more accurate and meaningful. It neither slacks the vibration power of natural modes nor aggrandizes spurious energy of modeless component. The scale of the maximum intrinsic time window has been well designed, avoiding energy aliasing in data processing. Finally, it has been applied to analyze data series of vortex-induced vibration processes. Taking advantage of this newly introduced empirical decomposition method and mode identification technique, the vibration analysis about vortex-induced vibration becomes more meaningful.