• Proceedings of the KIEE Conference
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• 2003.11c
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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.

• The Journal of Information Systems
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• v.31 no.3
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• pp.197-220
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• 2022

Purpose The purpose of this study is to identifies the demand pattern categorization of repair parts of Automotive After-sales Service(A/S) and proposes a demand prediction model for Auto repair parts using Long Short-Term Memory (LSTM) of artificial neural networks (ANN). The optimal parts inventory quantity prediction model is implemented by applying daily, weekly, and monthly the parts demand data to the LSTM model for the Lumpy demand which is irregularly in a specific period among repair parts of the Automotive A/S service. Design/methodology/approach This study classified the four demand pattern categorization with 2 years demand time-series data of repair parts according to the Average demand interval(ADI) and coefficient of variation (CV²) of demand size. Of the 16,295 parts in the A/S service shop studied, 96.5% had a Lumpy demand pattern that large quantities occurred at a specific period. lumpy demand pattern's repair parts in the last three years is predicted by applying them to the LSTM for daily, weekly, and monthly time-series data. as the model prediction performance evaluation index, MAPE, RMSE, and RMSLE that can measure the error between the predicted value and the actual value were used. Findings As a result of this study, Daily time-series data were excellently predicted as indicators with the lowest MAPE, RMSE, and RMSLE values, followed by Weekly and Monthly time-series data. This is due to the decrease in training data for Weekly and Monthly. even if the demand period is extended to get the training data, the prediction performance is still low due to the discontinuation of current vehicle models and the use of alternative parts that they are contributed to no more demand. Therefore, sufficient training data is important, but the selection of the prediction demand period is also a critical factor.

• The Journal of the Korea Contents Association
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• v.10 no.9
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• pp.97-106
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• 2010

Various time series representation methods have been suggested in order to process time series data efficiently and effectively. SAX is the representative time series representation method combining segmentation and discretization techniques, which has been successfully applied to the time series classification task. But SAX requires a large number of segments in order to represent the meaningful dynamic patterns of time series accurately, since it loss the dynamic property of time series in the course of smoothing the movement of time series. Therefore, this paper suggests a new time series representation method that combines PIPs detection and Persist discretization techniques. The suggested method represents the dynamic movement of high-diemensional time series in a lower dimensional space by detecting PIPs indicating the important inflection points of time series. And it determines the optimal discretizaton ranges by applying self-transition and marginal probabilities distributions to KL divergence measure. It minimizes the information loss in process of the dimensionality reduction. The suggested method enhances the performance of time series classification task by minimizing the information loss in the course of dimensionality reduction.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2003.09a
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• pp.254-257
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• 2003

Statistical analysis is performed to estimate the correlations between geological or geographical factor and groundwater inflow rates in the Seoul subway system. Correlation analysis shows that among several geological and geographical factors fractures and streams have most strong effects on inflow rate into tunnels. In particular, subway line 5∼8 are affected more by these factors than subway line 1∼4. Time series analysis is carried out to forecast groundwater inflow rate. Time series analysis is a useful empirical method for simulation and forecasts in case that physical model can not be applied to. The time series of groundwater inflow rates is calculated using the observation data. Transfer function-noise model is applied with the precipitation data as input variables. For time series analysis, statistical methods are performed to identify proper model and autoregressive-moving average models are applied to evaluation of inflow rate. Each model is identified to satisfy the lowest value of information criteria. Results show that the values by result equations are well fitted with the actual inflow rate values. The selected models could give a good explanation of inflow rates variation into subway tunnels.

• Journal of the Korea Society of Computer and Information
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• v.11 no.5 s.43
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• pp.69-74
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• 2006

The recent development of multimedia content-based retrieval technologies brings great attention of musician retrieval using features of a digital audio data among music information retrieval technologies. But the indexing techniques for music databases have not been studied completely. In this paper, we present a musician retrieval technique for audio features using the space split methods in the time-series pattern index file. We use features of audio to retrieve the musician and a time-series pattern index file to search the candidate musicians. Experimental results show that the time-series pattern index file using the rotational split method is efficient for musician retrievals in the time-series pattern files.

• Proceedings of the Korea Contents Association Conference
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• 2003.11a
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• pp.290-297
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• 2003

A time-series database is a set of data sequences, each of which is a list of changing values corresponding to an object. Subsequence matching under time warping is defined as an operation that finds such subsequences whose time warping distance to a given query sequence are below a tolerance from a time-series database. In this paper, we first point out the characteristics of the previous methods for time-series sequence matching under time warping, and then discuss the approaches for applying them to whole matching as well as subsequence matching. Also, we perform quantitative performance evaluation via a series of experiments with real-life data. There have not been such researches in the literature that compare the performances of all the previous methods of subsequence matching under time warping. Thus, our results would be used as a good reference for showing their relative performances.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1645-1648
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• 2010

The goal of this research is to apply the neural networks model for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks model consists of recurrent neural networks model (RNNM). The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks model, it is composed of training and test performances, respectively. The training and test performances consist of the historic, the generated, and the mixed data, respectively. From this research, we evaluate the impact of RNNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

• Journal of the Korean Data and Information Science Society
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• v.28 no.4
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• pp.889-898
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• 2017

In this research multiple change-points estimation for South Korean electricity generation data is considered. We analyze the South Korean electricity data via deterministically trending dynamic time series model with multiple structural changes in trends in a Bayesian approach. The number of change-points and the timing are unknown. The goal is to find the best model with the appropriate number of change-points and the length of the segments. A genetic algorithm is implemented to solve this optimization problem with a variable dimension of parameters. We estimate the structural change-points for South Korean electricity generation data and Nile River flow data additionally.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.21 no.4
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• pp.57-62
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• 2021

As the parallel computing capability for artificial intelligence improves, the field of artificial intelligence technology is expanding in various industries. In particular, artificial intelligence is being introduced to process data generated from IoT sensors that have enoumous data. However, the limitation exists when applying the AI techniques on IoT network because IoT has time series data, where the importance of data changes over time. In this paper, we propose time-weighted and user-state based artificial intelligence processing techniques to effectively process IoT sensor data. This technique aims to effectively classify IoT sensor data through a data pre-processing process that personalizes time series data and places a weight on the time series data before artificial intelligence learning and use status of personal data. Based on the research, it is possible to propose a method of applying artificial intelligence learning in various fields.

• KIISE Transactions on Computing Practices
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• v.22 no.5
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• pp.201-208
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• 2016

Collection and storing of multiple time series data in real time requires large memory space. To solve this problem, the usage of varying sample size is proposed in the compression scheme using discrete cosine transform technique. Time series data set has characteristics such that a higher compression ratio can be achieved with smaller amount of value changes and lower frequency of the value changes. The coefficient of variation and the variability of the differences between adjacent data elements (VDAD) are presumed to be very good measures to represent the characteristics of the time series data and used as key parameters to determine the varying sample size. Test results showed that both VDAD-based and the coefficient of variation-based scheme generate excellent compression ratios. However, the former scheme uses much simpler sample size decision mechanism and results in better compression performance than the latter scheme.