• Knowledge Management Research
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• v.22 no.2
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• pp.1-17
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• 2021

In this study, we predicted the bitcoin prices of Bithum and Coinbase, a leading exchange in Korea and USA, using ARIMA and Recurrent Neural Networks(RNNs). And we used news articles from each country to suggest a separated RNN model. The suggested model identifies the datasets based on the changing trend of prices in the training data, and then applies time series prediction technique(RNNs) to create multiple models. Then we used daily news data to create a term-based dictionary for each trend change point. We explored trend change points in the test data using the daily news keyword data of testset and term-based dictionary, and apply a matching model to produce prediction results. With this approach we obtained higher accuracy than the model which predicted price by applying just time series prediction technique. This study presents that the limitations of the time series prediction techniques could be overcome by exploring trend change points using news data and various time series prediction techniques with text mining techniques could be applied to improve the performance of the model in the further research.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2021.05a
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• pp.35-37
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• 2021

Analyzing and predicting foreign tourists' demand is a crucial research topic in the tourism industry because it profoundly influences establishing and planning tourism policies. Since foreign tourist data is influenced by various external factors, it has a characteristic that there are many subtle changes over time. Therefore, in recent years, research is being conducted to design a prediction model by reflecting various external factors such as economic variables to predict the demand for tourists inbound. However, the regression analysis model and the recurrent neural network model, mainly used for time series prediction, did not show good performance in time series prediction reflecting various variables. Therefore, we design a foreign tourist demand prediction model that complements these limitations using a convolutional neural network. In this paper, we propose a model that predicts foreign tourists' demand by designing a one-dimensional convolutional neural network that reflects foreign tourist data for the past ten years provided by the Korea Tourism Organization and additionally collected external factors as input variables.

• Journal of the Semiconductor & Display Technology
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• v.22 no.3
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• pp.84-89
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• 2023

In water resource management, data prediction is performed using artificial intelligence, and companies, governments, and institutions continue to attempt to efficiently manage resources through this. LSTM is a model specialized for processing time series data, which can identify data patterns that change over time and has been attempted to predict groundwater level data. However, groundwater level data can cause sen-sor errors, missing values, or outliers, and these problems can degrade the performance of the LSTM model, and there is a need to improve data quality by processing them in the pretreatment stage. Therefore, in pre-dicting groundwater data, we will compare the LSTM model with the MSE and the model after normaliza-tion through distribution, and discuss the important process of analysis and data preprocessing according to the comparison results and changes in the results.

• Journal of Soil and Groundwater Environment
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• v.20 no.3
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• pp.74-82
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• 2015

A method to filter out the effect of river stage fluctuations on groundwater level was designed using an artificial neural network-based time series model of groundwater level prediction. The designed method was applied to daily groundwater level data near the Gangjeong-Koryeong Barrage in the Nakdong river. Direct prediction time series models were successfully developed for both cases of before and after the barrage construction using past measurement data of rainfall, river stage, and groundwater level as inputs. The correlation coefficient values between observed and predicted data were over 0.97. Using the time series models the effect of river stage on groundwater level data was filtered out by setting a constant value for river stage inputs. The filtered data were applied to the hybrid water table fluctuation method in order to estimate the groundwater recharge. The calculated ratios of groundwater recharge to precipitation before and after the barrage construction were 11.0% and 4.3%, respectively. It is expected that the proposed method can be a useful tool for groundwater level prediction and recharge estimation in the riverside area.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.10
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• pp.159-168
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• 2022

The time series of foreign trade turnover is complex and variable and contains linear and nonlinear information. This paper proposes preprocessing the dataset by the EMD algorithm and combining the linear prediction advantage of the SARIMA model with the nonlinear prediction advantage of the EMD-LSTM model to construct the SARIMA-EMD-LSTM hybrid model by the weight assignment method. The forecast performance of the single models is compared with that of the hybrid models by using MAPE and RMSE metrics. Furthermore, it is confirmed that the weight assignment approach can benefit from the hybrid models. The results show that the SARIMA model can capture the fluctuation pattern of the time series, but it cannot effectively predict the sudden drop in foreign trade turnover caused by special reasons and has the lowest accuracy in long-term forecasting. The EMD-LSTM model successfully resolves the hysteresis phenomenon and has the highest forecast accuracy of all models, with a MAPE of 7.4304%. Therefore, it can be effectively used to forecast the Sino-Russia foreign trade turnover time series post-epidemic. Hybrid models cannot take advantage of SARIMA linear and LSTM nonlinear forecasting, so weight assignment is not the best method to construct hybrid models.

• The Journal of Asian Finance, Economics and Business
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• v.9 no.4
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• pp.83-92
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• 2022

Due to the uncertainty in the order of the integrated model, the SARIMA-LSTM model, SARIMA-SVR model, LSTM-SARIMA model, and SVR-SARIMA model are constructed respectively to determine the best-combined model for forecasting the China-Russia trade turnover. Meanwhile, the effect of the order of the combined models on the prediction results is analyzed. Using indicators such as MAPE and RMSE, we compare and evaluate the predictive effects of different models. The results show that the SARIMA-LSTM model combines the SARIMA model's short-term forecasting advantage with the LSTM model's long-term forecasting advantage, which has the highest forecast accuracy of all models and can accurately predict the trend of China-Russia trade turnover in the post-epidemic period. Furthermore, the SARIMA - LSTM model has a higher forecast accuracy than the LSTM-ARIMA model. Nevertheless, the SARIMA-SVR model's forecast accuracy is lower than the SVR-SARIMA model's. As a result, the combined models' order has no bearing on the predicting outcomes for the China-Russia trade turnover time series.

• Journal of Korean Institute of Industrial Engineers
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• v.28 no.2
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• pp.171-177
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• 2002

In this paper, we propose a new data fusion method to improve the performance of individual prediction models for time series data. Individual models used are ARIMA and neural network and their results are combined based on the weight reflecting the inverse of EWMA of squared prediction error of each individual model. Monte Carlo simulation is used to identify the situation where the proposed approach can take a vintage point over typical fusion methods which utilize MSE for weight. Study results indicate the following: EWMA performs better than MSE fusion when the data size is large with a relatively big amplitude, which is often observed in intra-cranial pressure data. Additionally, EWMA turns out to be a best choice among MSE fusion and the two individual prediction models when the data size is large with relatively small random noises, often appearing in tax revenue data.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.523-523
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• 2000

We have developed a method to build time series prediction models by Genetic Programming (GP). Our proposed CP includes two new techniques. One is the parameter optimization algorithm, and the other is the new mutation operator. In this paper, the sunspot prediction experiment by our proposed CP was performed. The sunspot prediction is good benchmark, because many researchers have predicted them with various kinds of models. We make three experiments. The first is to compare our proposed method with the conventional methods. The second is to investigate about the relation between a model-building period and prediction precision. In the first and the second experiments, the long-term data of annual sunspots are used. The third is to try the prediction using monthly sunspots. The annual sunspots are a mean of the monthly sunspots. The behaviors of the monthly sunspot cycles in tile annual sunspot data become invisible. In the long-term data of the monthly sunspots, the behavior appears and is complicated. We estimate that the monthly sunspot prediction is more difficult than the annual sunspot prediction. The usefulness of our method in time series prediction is verified by these experiments.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.475-486
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• 2006

Space time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations or as sets of spatial data collected at a number of time points. The major purpose of this article is to formulate a class of space time autoregressive moving average (STARMA) model, to discuss some of the their statistical properties such as model identification approaches, some procedure for estimation and the predictions. For illustration, we apply this STARMA model to the mumps data. The data set of mumps cases consists of the number of cases of mumps reported from twelve states monthly over the years 1969-1988.

• Journal of Korea Water Resources Association
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• v.55 no.8
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• pp.565-575
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• 2022

Recently, in the field of water resource engineering, interest in predicting time series water levels and flow rates using deep learning technology that has rapidly developed along with the Fourth Industrial Revolution is increasing. In addition, although water-level and flow-rate prediction have been performed using the Long Short-Term Memory (LSTM) model and Gated Recurrent Unit (GRU) model that can predict time-series data, the accuracy of flow-rate prediction in rivers with rapid temporal fluctuations was predicted to be very low compared to that of water-level prediction. In this study, the Paldang Bridge Station of the Han River, which has a large flow-rate fluctuation and little influence from tidal waves in the estuary, was selected. In addition, time-series data with large flow fluctuations were selected to collect water-level and flow-rate data for 2 years and 7 months, which are relatively short in data length, to be used as training and prediction data for the LSTM and GRU models. When learning time-series water levels with very high time fluctuation in two models, the predicted water-level results in both models secured appropriate accuracy compared to observation water levels, but when training rapidly temporal fluctuation flow rates directly in two models, the predicted flow rates deteriorated significantly. Therefore, in this study, in order to accurately predict the rapidly changing flow rate, the water-level data predicted by the two models could be used as input data for the rating curve to significantly improve the prediction accuracy of the flow rates. Finally, the results of this study are expected to be sufficiently used as the data of flood warning system in urban rivers where the observation length of hydrological data is not relatively long and the flow-rate changes rapidly.