• Proceedings of the KSRS Conference
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• 2003.11a
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• pp.952-954
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• 2003

In this paper, we present the different characteristics of NDVI fluctuation pattern between irrigated and non-irrigated area in Suphanburi province, in Central Thailand. For non-irrigated rice cultivation area, there is a strong correlation between NDVI fluctuation and peak rainfall, while there is a lower correlation with irrigated area. In this study, the 'peak detector' classifier was developed to identify the area of non-irrigated and irrigated cropping and its cropping intensity (number of crops per year). This classifier was created based on cropping characteristics such as number of crops, time or planting period of each crop and its relationship with the peak of rainfall. The classified result showed good accuracy in identification irrigated and nonirrigated rice cultivation areas.

• Journal of the Korean Statistical Society
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• v.30 no.3
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• pp.387-406
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• 2001

Adaptive estimators for a class of nonlinear time series models has been proposed by several authors. Koul and Schick(1997) proposed the adaptive estimators without sample splitting for location-type time series models. They also showed by simulation that the adaptive estimators without sample splitting have smaller mean squared errors than those of the adaptive estimators with sample splitting. the present paper generalized the result in a case of location-scale type nonlinear time series models by simulation.

• Journal of Mechanical Science and Technology
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• v.18 no.8
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• pp.1297-1305
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• 2004

In this paper, we propose a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption. This scheme is applied to the sampled-data representation of a non-affine nonlinear system with constant input time-delay. The mathematical expressions of the discretization scheme are presented and the ability of the algorithm is tested for some of the examples. The proposed scheme provides a finite-dimensional representation for nonlinear systems with time-delay enabling existing controller design techniques to be applied to them. For all the case studies, various sampling rates and time-delay values are considered.

• Journal of agriculture & life science
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• v.45 no.5
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• pp.115-126
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• 2011

This paper estimates the number of Korean cattle using time-series ARIMA model. This study classifies the structure of the number of cattle into six indexes to reflect the characteristics of cattle. This study apply ARIMA model to these six indexes according to Box-Jenkins procedure to identify, estimate and predict. The rates of slaughter for aged female and aged male cow is analyzed as non-stationary time series which has unit roots and other 4 indexes is analyzed as stationary time series. The differencing is applied to get rid of non-stationarity for the non-stationary time series. The results show that the number of cattle will be reduced from 2012 as a higher point and rebounded from 2018 as a lower point.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• International Journal of Control, Automation, and Systems
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• v.4 no.3
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• pp.293-301
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• 2006

A new discretization method for calculating a sampled-data representation of a nonlinear continuous-time system is proposed. The proposed method is based on the well-known Taylor series expansion and zero-order hold (ZOH) assumption. The mathematical structure of the new discretization method is analyzed. On the basis of this structure, a sampled-data representation of a nonlinear system with a time-delayed input is derived. This method is applied to obtain a sampled-data representation of a non-affine nonlinear system, with a constant input time delay. In particular, the effect of the time discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. 'Hybrid' discretization schemes that result from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method parameters to meet CPU time and accuracy requirements are examined as well. The performance of the proposed method is evaluated using a nonlinear system with a time-delayed non-affine input.

• Journal of the Korea Society of Computer and Information
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• v.28 no.8
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• pp.67-75
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• 2023

Stock price prediction is an important topic extensively discussed in the financial market, but it is considered a challenging subject due to numerous factors that can influence it. In this research, performance was compared and analyzed by applying time series prediction models (LSTM, GRU) and non-time series prediction models (RF, SVR, KNN, LGBM) that do not take into account the temporal dependence of data into stock price prediction. In addition, various data such as stock price data, technical indicators, financial statements indicators, buy sell indicators, short selling, and foreign indicators were combined to find optimal predictors and analyze major factors affecting stock price prediction by industry. Through the hyperparameter optimization process, the process of improving the prediction performance for each algorithm was also conducted to analyze the factors affecting the performance. As a result of feature selection and hyperparameter optimization, it was found that the forecast accuracy of the time series prediction algorithm GRU and LSTM+GRU was the highest.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.1437-1440
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• 2007

Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.33 no.10
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• pp.1144-1150
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• 2009

This paper investigates the feasibility of the Bayesian discrete time approximation method to estimate the parameters of Weibull distributions of failures for two non-identical components connected in series system. A Bayesian model based on the discrete time approximation method is formulated to infer the Weibull parameters of two non-identical components with the failure data of the virtual tests. The study of this paper comes to a conclusion that the method is feasible only for some special cases under the given constraints on the concerned parameters.

• Proceedings of the KIEE Conference
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• 2000.11d
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• pp.666-668
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• 2000

In this paper, a fuzzy prediction method is proposed for time series data having uncertainty and non-stationary characteristics. Conventional methods, which use past data directly in prediction procedure, cannot properly handle non-stationary data whose long-term mean is floating. To cope with this problem, a data preprocessing technique utilizing the differences of original time series data is suggested. The difference sets are established from data. And the optimal difference set is selected for input of fuzzy predictor. The proposed method based the Takigi-Sugeno-Kang(TSK or TS) fuzzy rule. Computer simulations show improved results for various time series.