• Journal of IKEEE
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• v.24 no.4
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• pp.1011-1016
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• 2020

We propose a framework called Stacked Gated Recurrent Unit - Infrequent Residual Analysis (SG-IRA) that detects anomalies in time-series data that can be trained on streams of raw sensor data without any pre-labeled dataset. To enable such unsupervised learning, SG-IRA includes an estimation model that uses a stacked Gated Recurrent Unit (GRU) structure and an analysis method that detects anomalies based on the difference between the estimated value and the actual measurement (residual). SG-IRA's residual analysis method dynamically adapts the detection threshold from the population using frequency analysis, unlike the baseline model that relies on a constant threshold. In this paper, SG-IRA is evaluated using the industrial control systems (ICS) datasets. SG-IRA improves the detection performance (F1 score) by 5.9% compared to the baseline model.

• Information Systems Review
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• v.26 no.2
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• pp.83-93
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• 2024

This study proposes a preprocessing methodology based on Dynamic Time Warping (DTW) and k-Nearest Neighbors (kNN) to effectively represent time series data for predicting the completion quality of electroplating baths. The proposed DTW-based kNN preprocessing approach was applied to various regression models and compared. The results demonstrated a performance improvement of up to 43% in maximum RMSE and 24% in MAE compared to traditional decision tree models. Notably, when integrated with neural network-based regression models, the performance improvements were pronounced. The combined structure of the proposed preprocessing method and regression models appears suitable for situations with long time series data and limited data samples, reducing the risk of overfitting and enabling reasonable predictions even with scarce data. However, as the number of data samples increases, the computational load of the DTW and kNN algorithms also increases, indicating a need for future research to improve computational efficiency.

• 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.

• 한국데이터정보과학회:학술대회논문집
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• 2004.04a
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• pp.91-101
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• 2004

The turbulent flow is of fundamental interest because the conservation equations for thermodynamics, mass and momentum are linked together. This turbulent flow consists of some coherent time- and space-organized vortical structures. Research has already shown that some dynamic systems and experimental models still cannot provide a good nonlinear analysis of turbulent time series. In the real turbulent flow, very complicated nonlinear behaviors, which are affected by many vague factors are present. In this paper, a kernel-based machine for fuzzy nonlinear regression analysis is proposed to predict the nonlinear time series of turbulent flows. In order to show the practicality and usefulness of this model, we present an example of predicting the near-wall turbulence time series as a verifiable model and compare with fuzzy piecewise regression. The results of practical applications show that the proposed method is appropriate and appears to be useful in nonlinear analysis and in fuzzy environments to predict the turbulence time series.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.39-57
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• 2021

Time series prediction is an area of great interest to many people. Algorithms for time series prediction are widely used in many fields such as stock price, temperature, energy and weather forecast; in addtion, classical models as well as recurrent neural networks (RNNs) have been actively developed. After introducing the attention mechanism to neural network models, many new models with improved performance have been developed; in addition, models using attention twice have also recently been proposed, resulting in further performance improvements. In this paper, we consider time series prediction by introducing attention twice to an RNN model. The proposed model is a method that introduces H-attention and T-attention for output value and time step information to select useful information. We conduct experiments on stock price, temperature and energy data and confirm that the proposed model outperforms existing models.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.69-81
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• 2019

We consider bivariate long range dependent (LRD) time series forecasting using a deep learning method. A long short-term memory (LSTM) network well-suited to time series data is applied to forecast bivariate time series; in addition, we compare the forecasting performance with bivariate fractional autoregressive integrated moving average (FARIMA) models. Out-of-sample forecasting errors are compared with various performance measures for functional MRI (fMRI) data and daily realized volatility data. The results show a subtle difference in the predicted values of the FIVARMA model and VARFIMA model. LSTM is computationally demanding due to hyper-parameter selection, but is more stable and the forecasting performance is competitively good to that of parametric long range dependent time series models.

• Journal of KIISE
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• v.44 no.9
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• pp.954-965
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• 2017

A stable power supply is very important for the maintenance and operation of the power infrastructure. Accurate power consumption prediction is therefore needed. In particular, a university campus is an institution with one of the highest power consumptions and tends to have a wide variation of electrical load depending on time and environment. For this reason, a model that can accurately predict power consumption is required for the effective operation of the power system. The disadvantage of the existing time series prediction technique is that the prediction performance is greatly degraded because the width of the prediction interval increases as the difference between the learning time and the prediction time increases. In this paper, we first classify power data with similar time series patterns considering the date, day of the week, holiday, and semester. Next, each ARIMA model is constructed based on the classified data set and a daily power consumption forecasting method of the university campus is proposed through the time series cross-validation of the predicted time. In order to evaluate the accuracy of the prediction, we confirmed the validity of the proposed method by applying performance indicators.

• Proceedings of the KIEE Conference
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• 1999.07b
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• pp.969-971
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• 1999

Wavelet analysis is applying to many fields such as the time-frequency localization of a time series and a time varying data. In this paper, a statistical testing based Wavelet power spectrum analysis for the stationary Nino3 Sea Surface Temperature(SST) data was executed. Specially, the 95% confidence level for SST was effective in searching the periods of El-Nino using various wavelet basis functions.

• Journal of the Korean Data and Information Science Society
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• v.11 no.2
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• pp.173-179
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• 2000

Interval prediction based on the empirical distribution function for the class of time series with time varying coefficients is discussed. To this end, strong mixing property of the model is shown and results due to Fotopoulos et. al.(1994) are employed. A simulation study is presented to assess the accuracy of the proposed interval predictor.

• Journal of Korea Water Resources Association
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• v.42 no.4
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• pp.355-363
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• 2009

The purpose of this paper is to investigate the influence of noise on chaotic time series. We used two time series of Lorenz system and of Great Salt Lake's volume data which are well known as chaotic systems. This study investigated the attractors, correlation dimensions, and Close Returns Plots and Close Returns Histograms of two time series to investigate the influence of noise as increasing noise level. We performed Chi-square test to the relative frequency of Close Returns Histogram from Close Returns Plot for the investigation of stochastic process of chaotic time series as increasing noise level of time series. As the results, two time series were changed from chaotic to stochastic series as noise level is increased. Finally, we analyzed the effect of noise cancellation by using Simple Moving Average method. The results of applications of Simple Moving Average method to Lorenz and GSL time series showed that we could effectively cancel the noise. Then we could confirm the applicability of Simple Moving Average method to cancel the noise for the hydrologic time series having chaotic characteristics.