• Journal of the Korean Data and Information Science Society
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• v.14 no.3
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• pp.461-469
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• 2003

In this paper, we consider the series and parallel system which include two components. We assume that the lifetimes of two components follow the bivariate Pareto model with random censored data. We obtain the estimators and approximated confidence intervals of the reliabilities for series and parallel systems based on maximum likelihood estimator and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

• Journal of Multimedia Information System
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• v.8 no.3
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• pp.183-190
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• 2021

In this paper, we implement a system for a fund recommendation based on the investment propensity and for a future fund price prediction. The investment propensity is classified by scoring user responses to series of questions. The proposed system recommends the funds with a suitable risk rating to the investment propensity of the user. The future fund prices are predicted by Prophet model which is one of the machine learning methods for time series data prediction. Prophet model predicts future fund prices by learning the parameters related to trend changes. The prediction by Prophet model is simple and fast because the temporal dependency for predicting the time-series data can be removed. We implement web pages for the fund recommendation and for the future fund price prediction.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.13 no.1
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• pp.101-107
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• 2013

Is generated in real time in the real world, a large amount of time series data from a wide range of business areas. But it is not easy to determine the optimal model for the description and understanding of the time series data is represented as a dynamic feature. In this study, through the HMM suitable for estimating the short and long-term forecasting model of time-series data to estimate a model that can explain the characteristics of these time series data, it was estimated to predict future patterns of movement. The actual stock market through various materials, information criterion and optimal model estimation for the length of the most efficient data was found to accurately estimate the state of the model. Similar movement patterns predictive than the long-term prediction is more similar to the short-term prediction of the experimental result were found to be.

• 한국HCI학회:학술대회논문집
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• 2009.02a
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• pp.715-718
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• 2009

Time series data is a sequence of data points, measured typically at successive, spaced at time intervals. Many devices for an efficient exploration is developed according as the items of time series data increase. Among these devices, there is a Timebox widget as a representative device of dynamic query for interactive data exploration. Timeboxes are rectangular query region of interest. The users can draw the region of interest using simple mouse manipulation and the query result sets is displayed. But there is a limitation to represent the concrete query region and Timeboxes visualize the query region inconsistent with the mental model of users. To resolve these problems, we propose a new device called DQB(Dynamic Query Band). DQB is a qeury region consisting of user defined polyline with a thickness on time series data. This device is possible to concretely specify the query region. Also, it provides a simple and convenient interface and a good conceptual model.

• The Journal of the Korea Contents Association
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• v.15 no.6
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• pp.399-410
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• 2015

The primary goal of the study is to examine the possibility of applying the time series model to forecasting demand and supply of social services. In the study, we used survey data based on a nationally represented sample which is secondary processed data. We selected developmental rehabilitation service. The analysis, we made models of a demand and a supply using time series analysis. Utilizing the estimates, we identified each model's pattern. This study provides an empirical evidence to suggest benefits of using the time series model for forecasting the demand and the supply pattern of newly introduced social services. We also provide discussions on policy implications of utilizing demand and supply time series models in the process of developing new social services.

• Journal of Fashion Business
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• v.15 no.6
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• pp.176-203
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• 2011

In today's intensifying global competition, Korean fashion industry is relying on only qualitative data for feasibility study of future projects and developmental plan. This study was conducted in order to support establishment of a scientific and rational management system that reflects market demand. First, fashion market size was limited to the total amount of expenditure for fashion clothing products directly purchased by Koreans for wear during 6 months in spring and summer and 6 months in autumn and winter. Fashion market forecasting model was developed using statistical forecasting method proposed by previous research. Specifically, time series model was selected, which is a verified statistical forecasting method that can predict future demand when data from the past is available. The time series for empirical analysis was fashion market sizes for 8 segmented markets at 22 time points, obtained twice each year by the author from 1998 to 2008. Targets of the demand forecasting model were 21 research models: total of 7 markets (excluding outerwear market which is sensitive to seasonal index), including 6 segmented markets (men's formal wear, women's formal wear, casual wear, sportswear, underwear, and children's wear) and the total market, and these markets were divided in time into the first half, the second half, and the whole year. To develop demand forecasting model, time series of the 21 research targets were used to develop univariate time series models using 9 types of exponential smoothing methods. The forecasting models predicted the demands in most fashion markets to grow, but demand for women's formal wear market was forecasted to decrease. Decrease in demand for women's formal wear market has been pronounced since 2002 when casualization of fashion market intensified, and this trend was analyzed to continue affecting the demand in the future.

• 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.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.16 no.4
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• pp.262-269
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• 2016

In this paper, we propose a novel dynamical love model of Romeo and Juliet, which has an external force with a fuzzy membership function. The external force used in the model has the characteristics of a Gaussian function. The chaotic behavior in the model is demonstrated using time series and phase portraits.

• Communications for Statistical Applications and Methods
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• v.5 no.1
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• pp.55-67
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• 1998

Recent work by Shin and Sarkar (1996) examines model misspecification problems for nonstationary time series. Shin and Sarkar introduce a general regression model with integrated errors and one system of integrated regressors and discuss the limiting distributions of the OLS estimators and the usual OLS statistics such as $\hat{\sigma^2}$t, DW and $R^2$. We analyze three different model misspecification problems through a Monte Carlo study and investigate each model misspecification problem. Our Monte Carlo experiments show that DW and $R^2$ can be in general used as diagnostic tools to detect spurious regression, misspecification of nonstationary autoregressive and polynomial regression models.

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.16 no.1
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• pp.64-71
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• 2016

This paper proposes nonlinear behavior in a love model for Romeo and Juliet with an external force of discontinuous time. We investigated the periodic motion and chaotic behavior in the love model by using time series and phase portraits with respect to some variable and fixed parameters. The computer simulation results confirmed that the proposed love model with an external force of discontinuous time shows periodic motion and chaotic behavior with respect to parameter variation.