• Title/Summary/Keyword: series model

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Predicting the Real Estate Price Index Using Deep Learning (딥 러닝을 이용한 부동산가격지수 예측)

  • Bae, Seong Wan;Yu, Jung Suk
    • Korea Real Estate Review
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    • v.27 no.3
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    • pp.71-86
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    • 2017
  • The purpose of this study was to apply the deep running method to real estate price index predicting and to compare it with the time series analysis method to test the possibility of its application to real estate market forecasting. Various real estate price indices were predicted using the DNN (deep neural networks) and LSTM (long short term memory networks) models, both of which draw on the deep learning method, and the ARIMA (autoregressive integrated moving average) model, which is based on the time seies analysis method. The results of the study showed the following. First, the predictive power of the deep learning method is superior to that of the time series analysis method. Second, among the deep learning models, the predictability of the DNN model is slightly superior to that of the LSTM model. Third, the deep learning method and the ARIMA model are the least reliable tools for predicting the housing sales prices index among the real estate price indices. Drawing on the deep learning method, it is hoped that this study will help enhance the accuracy in predicting the real estate market dynamics.

An analysis of the causality between international oil price and skipjack tuna price (국제 유가 변동과 원양선망어업 가다랑어 가격 간의 인과성 분석)

  • JO, Heon-Ju;KIM, Do-Hoon;KIM, Doo-Nam;LEE, Sung-Il;LEE, Mi-Kyung
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.55 no.3
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    • pp.264-272
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    • 2019
  • The aim of this study is to analyze the relationship between international oil price as a fuel cost in overseas fisheries and skipjack tuna price as a part of main products in overseas fisheries using monthly time series data from 2008 to 2017. The study also tried to analyze the change of fishing profits by fuel cost. For a time series analysis, this study conducted both the unit-root test for stability of data and the Johansen cointegration test for long-term equilibrium relations among variables. In addition, it used not only the Granger causality test to examine interactions among variables, but also the Vector Auto Regressive (VAR) model to estimate statistical impacts among variables used in the model. Results of this study are as follows. First, each data on variables was not found to be stationary from the ADF unit-root test and long-term equilibrium relations among variables were not found from a Johansen cointegration test. Second, the Granger causality test showed that the international oil prices would directly cause changes in skipjack tuna prices. Third, the VAR model indicated that the posterior t-2 period change of international oil price would have an statistically significant effect on changes of skipjack tuna prices. Finally, fishing profits from skipjack would be decreased by 0.06% if the fuel cost increases by 1%.

The Effect of Foreign Direct Investment on Public Health: Empirical Evidence from Bangladesh

  • SIDDIQUE, Fahimul Kader;HASAN, K.B.M. Rajibul;CHOWDHURY, Shanjida;RAHMAN, Mahfujur;RAISA, Tahsin Sharmila;ZAYED, Nurul Mohammad
    • The Journal of Asian Finance, Economics and Business
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    • v.8 no.4
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    • pp.83-91
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    • 2021
  • Health is an outset of psychological, social, financial, and physical state. Several macroeconomic factors are entangled with health and mortality. Infant mortality and life expectancy are two keyguard on demographic research context on last few decades. On the other hand, foreign inflows play an unprecedent role for raising economic circulation and providing more opportunities to build a better society. The study aims to investigate the relationship between foreign direct investment (FDI), economic growth, and Bangladesh's health. This study employs time-series data from 1980 to 2018. Results show, with Auto-regressive Distribute Lag (ARDL) model, that there is significant cointegration among variables. Foreign investment and economic output relate significantly and positively to health. On the contrary, education is quasi-linked with a different sign-on different model. For model validation, pitfalls of time-series multicollinearity, heteroscedasiticy, and autocorrelation are not present. Also, CUSUM and CUSUMSQ tests are validating the model as stable and fit for future prediction. Medical assessment and education need more attention from the government as well as the private sector. FDI can play a catalyst role for improving the health sector, raising opportunity in educating and creating a better lifestyle. In order to optimize foreign investment, the government should implement necessary reforms and policies.

Experimental Study on Application of an Anomaly Detection Algorithm in Electric Current Datasets Generated from Marine Air Compressor with Time-series Features (시계열 특징을 갖는 선박용 공기 압축기 전류 데이터의 이상 탐지 알고리즘 적용 실험)

  • Lee, Jung-Hyung
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.1
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    • pp.127-134
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    • 2021
  • In this study, an anomaly detection (AD) algorithm was implemented to detect the failure of a marine air compressor. A lab-scale experiment was designed to produce fault datasets (time-series electric current measurements) for 10 failure modes of the air compressor. The results demonstrated that the temporal pattern of the datasets showed periodicity with a different period, depending on the failure mode. An AD model with a convolutional autoencoder was developed and trained based on a normal operation dataset. The reconstruction error was used as the threshold for AD. The reconstruction error was noted to be dependent on the AD model and hyperparameter tuning. The AD model was applied to the synthetic dataset, which comprised both normal and abnormal conditions of the air compressor for validation. The AD model exhibited good detection performance on anomalies showing periodicity but poor performance on anomalies resulting from subtle load changes in the motor.

A Baltic Dry Index Prediction using Deep Learning Models

  • Bae, Sung-Hoon;Lee, Gunwoo;Park, Keun-Sik
    • Journal of Korea Trade
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    • v.25 no.4
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    • pp.17-36
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    • 2021
  • Purpose - This study provides useful information to stakeholders by forecasting the tramp shipping market, which is a completely competitive market and has a huge fluctuation in freight rates due to low barriers to entry. Moreover, this study provides the most effective parameters for Baltic Dry Index (BDI) prediction and an optimal model by analyzing and comparing deep learning models such as the artificial neural network (ANN), recurrent neural network (RNN), and long short-term memory (LSTM). Design/methodology - This study uses various data models based on big data. The deep learning models considered are specialized for time series models. This study includes three perspectives to verify useful models in time series data by comparing prediction accuracy according to the selection of external variables and comparison between models. Findings - The BDI research reflecting the latest trends since 2015, using weekly data from 1995 to 2019 (25 years), is employed in this study. Additionally, we tried finding the best combination of BDI forecasts through the input of external factors such as supply, demand, raw materials, and economic aspects. Moreover, the combination of various unpredictable external variables and the fundamentals of supply and demand have sought to increase BDI prediction accuracy. Originality/value - Unlike previous studies, BDI forecasts reflect the latest stabilizing trends since 2015. Additionally, we look at the variation of the model's predictive accuracy according to the input of statistically validated variables. Moreover, we want to find the optimal model that minimizes the error value according to the parameter adjustment in the ANN model. Thus, this study helps future shipping stakeholders make decisions through BDI forecasts.

Spatio-temporal potential future drought prediction using machine learning for time series data forecast in Abomey-calavi (South of Benin)

  • Agossou, Amos;Kim, Do Yeon;Yang, Jeong-Seok
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.268-268
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    • 2021
  • Groundwater resource is mostly used in Abomey-calavi (southern region of Benin) as main source of water for domestic, industrial, and agricultural activities. Groundwater intake across the region is not perfectly controlled by a network due to the presence of many private boreholes and traditional wells used by the population. After some decades, this important resource is becoming more and more vulnerable and needs more attention. For a better groundwater management in the region of Abomey-calavi, the present study attempts to predict a future probable groundwater drought using Recurrent Neural Network (RNN) for future groundwater level prediction. The RNN model was created in python using jupyter library. Six years monthly groundwater level data was used for the model calibration, two years data for the model test and the model was finaly used to predict two years future groundwater level (years 2020 and 2021). GRI was calculated for 9 wells across the area from 2012 to 2021. The GRI value in dry season (by the end of March) showed groundwater drought for the first time during the study period in 2014 as severe and moderate; from 2015 to 2021 it shows only moderate drought. The rainy season in years 2020 and 2021 is relatively wet and near normal. GRI showed no drought in rainy season during the study period but an important diminution of groundwater level between 2012 and 2021. The Pearson's correlation coefficient calculated between GRI and rainfall from 2005 to 2020 (using only three wells with times series long period data) proved that the groundwater drought mostly observed in dry season is not mainly caused by rainfall scarcity (correlation values between -0.113 and -0.083), but this could be the consequence of an overexploitation of the resource which caused the important spatial and temporal diminution observed from 2012 to 2021.

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Object Detection Based on Deep Learning Model for Two Stage Tracking with Pest Behavior Patterns in Soybean (Glycine max (L.) Merr.)

  • Yu-Hyeon Park;Junyong Song;Sang-Gyu Kim ;Tae-Hwan Jun
    • Proceedings of the Korean Society of Crop Science Conference
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    • 2022.10a
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    • pp.89-89
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    • 2022
  • Soybean (Glycine max (L.) Merr.) is a representative food resource. To preserve the integrity of soybean, it is necessary to protect soybean yield and seed quality from threats of various pests and diseases. Riptortus pedestris is a well-known insect pest that causes the greatest loss of soybean yield in South Korea. This pest not only directly reduces yields but also causes disorders and diseases in plant growth. Unfortunately, no resistant soybean resources have been reported. Therefore, it is necessary to identify the distribution and movement of Riptortus pedestris at an early stage to reduce the damage caused by insect pests. Conventionally, the human eye has performed the diagnosis of agronomic traits related to pest outbreaks. However, due to human vision's subjectivity and impermanence, it is time-consuming, requires the assistance of specialists, and is labor-intensive. Therefore, the responses and behavior patterns of Riptortus pedestris to the scent of mixture R were visualized with a 3D model through the perspective of artificial intelligence. The movement patterns of Riptortus pedestris was analyzed by using time-series image data. In addition, classification was performed through visual analysis based on a deep learning model. In the object tracking, implemented using the YOLO series model, the path of the movement of pests shows a negative reaction to a mixture Rina video scene. As a result of 3D modeling using the x, y, and z-axis of the tracked objects, 80% of the subjects showed behavioral patterns consistent with the treatment of mixture R. In addition, these studies are being conducted in the soybean field and it will be possible to preserve the yield of soybeans through the application of a pest control platform to the early stage of soybeans.

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Construction of a Short-term Time-series Prediction Model for Analysis of Return Flow of Residential Water (생활용수 회귀수량의 분석을 위한 시계열 단기 예측모형 구축)

  • Lee, Seungyeon;Lee, Sangeun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.43 no.6
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    • pp.763-774
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    • 2023
  • The water availability in a river is related to the return flow of residential water. However it is still difficult to determine the exact return flow. In this study, the residential water-cycle system is defined as a process consisting of water inflow, water transfer and water outflow. The study area is Hampyeong-gun, Jeollanam-do, and is set as a single inflow to a single outflow through the water-cycle system after classification of complete and incomplete measurement points. The time-series prediction models(ARIMA model and TFM) are established with daily inflow and outflow data for 6 years. Inflow and outflow are predicted by dividing into training and test periods. As a result, both models show the feasibility of short-term prediction by deriving stable residuals and securing statistical significance, implementing the preliminary form of the water-cycle system. As a further study, it is suggested to predict the actual return flow of the target basin and efficient water operation by adding input factors and selecting the optimal model.

Time Series Analysis for Predicting Deformation of Earth Retaining Walls (시계열 분석을 이용한 흙막이 벽체 변형 예측)

  • Seo, Seunghwan;Chung, Moonkyung
    • Journal of the Korean Geotechnical Society
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    • v.40 no.2
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    • pp.65-79
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    • 2024
  • This study employs traditional statistical auto-regressive integrated moving average (ARIMA) and deep learning-based long short-term memory (LSTM) models to predict the deformation of earth retaining walls using inclinometer data from excavation sites. It compares the predictive capabilities of both models. The ARIMA model excels in analyzing linear patterns as time progresses, while the LSTM model is adept at handling complex nonlinear patterns and long-term dependencies in the data. This research includes preprocessing of inclinometer measurement data, performance evaluation across various data lengths and input conditions, and demonstrates that the LSTM model provides statistically significant improvements in prediction accuracy over the ARIMA model. The findings suggest that LSTM models can effectively assess the stability of retaining walls at excavation sites. Additionally, this study is expected to contribute to the development of safety monitoring systems at excavation sites and the advancement of time series prediction models.

Phrase-based Topic and Sentiment Detection and Tracking Model using Incremental HDP

  • Chen, YongHeng;Lin, YaoJin;Zuo, WanLi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.12
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    • pp.5905-5926
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    • 2017
  • Sentiments can profoundly affect individual behavior as well as decision-making. Confronted with the ever-increasing amount of review information available online, it is desirable to provide an effective sentiment model to both detect and organize the available information to improve understanding, and to present the information in a more constructive way for consumers. This study developed a unified phrase-based topic and sentiment detection model, combined with a tracking model using incremental hierarchical dirichlet allocation (PTSM_IHDP). This model was proposed to discover the evolutionary trend of topic-based sentiments from online reviews. PTSM_IHDP model firstly assumed that each review document has been composed by a series of independent phrases, which can be represented as both topic information and sentiment information. PTSM_IHDP model secondly depended on an improved time-dependency non-parametric Bayesian model, integrating incremental hierarchical dirichlet allocation, to estimate the optimal number of topics by incrementally building an up-to-date model. To evaluate the effectiveness of our model, we tested our model on a collected dataset, and compared the result with the predictions of traditional models. The results demonstrate the effectiveness and advantages of our model compared to several state-of-the-art methods.