• The Korean Journal of Applied Statistics
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• v.36 no.5
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• pp.457-471
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• 2023

The monthly series is an aggregation of daily values. In the absence of observable daily data, calendar effects such as trading day and holidays are estimated using a RegARIMA model. However, if the daily series were observable, these calendar effects could be estimated directly from the daily series, potentially improving the seasonal adjustment of the monthly time series. In this paper, we propose a method to improve the seasonal adjustment of monthly time series by using calendar variation estimation based on daily time series. We apply this seasonal adjustment method to three monthly time series and compare our results with those obtained using X-13ARIMA-SEATS.

• Journal of Korea Water Resources Association
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• v.39 no.3 s.164
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• pp.253-259
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• 2006

In almost all previous hydrological studies, the standard approach adopted for nonlinear time series analysis is to perform system characterization first followed by forecasting. However, a practical inverse approach for forecasting nonlinear hydrological time series was proposed recently To investigate the applicability standard approach method and inverse approach, this study used a theoretical time series (Mackey-Glass time series) and daily streamflows of the Bear River in Idaho. To predict a theoretical time series and daily streamflow, this study used local approximation method. From chaos analysis, chaotic characteristics are found in daily streamflow of the Bear River in Idaho. Resulting from 1, 3 and 5-day prediction, inverse approach method is shown to be better than the standard approach for a theoretical chaotic time series and daily streamflow.

• Journal of Environmental Science International
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• v.18 no.4
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• pp.369-374
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• 2009

To examine the trend on the flowering time in some weather flora including Prunus serrulata var. spontanea, Cosmos bipinnatus, and Robinia pseudo-acacia in Busan, the changes in time series and rate of flowering time of plants were analyzed using the method of time series analysis. According to the correlation between the flowering time and the temperature, changing pattern of flowering time was very similar to the pattern of the temperature, and change rate was gradually risen up as time goes on. Especially, the change rate of flowering time in C. bipinnatus was 0.487 day/year and showed the highest value. In flowering date in 2007, the difference was one day between measurement value and prediction value in C. bipinnatus and R. pseudo-acacia, whereas the difference was 8 days in P. mume showing great difference compared to other plants. Flowering time was highly related with temperature of February and March in the weather flora except for P. mume, R. pseudo-acacia and C. bipinnatus. In most plants, flowering time was highly related with a daily average temperature. However, the correlation between flowering time and a daily minimum temperature was the highest in Rhododendron mucronulatum and P. persica, otherwise the correlation between flowering time and a daily maximum temperature was the highest in Pyrus sp.

• Proceedings of the KIEE Conference
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• 1995.07b
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• pp.578-580
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• 1995

In this paper, a method for the daily maximum load forecasting which uses a chaotic time series in power system and artificial neural network. We find the characteristics of chaos in power load curve and then determine a optimal embedding dimension and delay time, For the load forecast of one day ahead daily maximum power, we use the time series load data obtained in previous year. By using of embedding dimension and delay time, we construct a strange attractor in pseudo phase plane and the artificial neural network model trained with the attractor font mentioned above. The one day ahead forecast errors are about 1.4% of absolute percentage average error.

• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.695-703
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• 2005

This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

• Magazine of the Korean Society of Agricultural Engineers
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• v.31 no.4
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• pp.72-80
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• 1989

Various analyses were made to investigate the stochastic structure of the daily rainfall in Korea. Records of daily rainfall amounts from 1951 to 1984 at Chinju Metesrological Station were used for this study. Obtained results are as follows : 1. Time series of the daily rainfall at Chinju were positively, serially correlated for the lag as large as one day. 2. Rainfall events, defined as a sequence of consecutive wet days separated by one or more dry days, showed a seasonal variation in the occurrence frequency. 3. The marginal distribution of event characteristics of each month showed significant dif- ferences each other. Events occurred in summer had longer duration and higher magnitude with higher intensity than those of events occurred in winter. 4. There were significant positive correlations among four event characteristics ; dura- tion, magnitude, average intensity, and maximum intensity. 5. Correlations among the daily rainfall amounts within an event were not significant in general. 6. There were no consistant significancy in identity or difference between the distribu- tions of daily rainfall amounts for different days within events. 7. Above mentioned characteristics of daily rainfall time series must be considered in building a stochastic model of daily rainfall.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1439-1442
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• 2010

Time-lag recurrent neural networks model (Time-Lag RNNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$) and mean relative humidity ($RH_{mean}$). And, for the performances of Time-Lag RNNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of Time-Lag RNNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE using Time-Lag RNNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using Time-Lag RNNM.

• Journal of Wetlands Research
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• v.21 no.3
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• pp.236-243
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• 2019

Hydrologic time series has been analyzed and forecasted by using classical linear models. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. Daily streamflow series at St. Johns river near Cocoa, Florida, USA showed an interesting result of a low dimensional, nonlinear dynamical system but daily inflow at Soyang reservoir, South Korea showed stochastic property. Based on the chaotic dynamical characteristic, DVS (deterministic versus stochastic) algorithm is used for short-term forecasting, as well as for exploring the properties of the system. In addition to the use of DVS algorithm, a neural network scheme for the forecasting of the daily streamflow series can be used and the two techniques are compared in this study. As a result, the daily streamflow which has chaotic property showed much more accurate result in short term forecasting than stochastic data.

• Journal of Korean Society of Water and Wastewater
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• v.18 no.6
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• pp.758-769
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• 2004

The trends and seasonalities of most time series have a large variability. The result of the Singular Spectrum Analysis(SSA) processing is a decomposition of the time series into several components, which can often be identified as trends, seasonalities and other oscillatory series, or noise components. Generally, forecasting by the SSA method should be applied to time series governed (may be approximately) by linear recurrent formulae(LRF). This study examined forecasting ability of SSA-LRF model. These methods are applied to daily water demand data. These models indicate that most cases have good ability of forecasting to some extent by considering statistical and visual assessment, in particular forecasting validity shows good results during 15 days.

• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.835-837
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• 1996

In this paper, a method for the daily maximum load forecasting which uses a chaotic time series in power system and artificial neural network(Back-propagation) is proposed. We find the characteristics of chaos in power load curve and then determine a optimal embedding dimension and delay time. For the load forecast of one day ahead daily maximum power, we use the time series load data obtained in previous year. By using of embedding dimension and delay time, we construct a strange attractor in pseudo phase plane and the artificial neural network model trained with the attractor mentioned above. The one day ahead forecast errors are about 1.4% for absolute percentage average error.