• Title/Summary/Keyword: series model

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Time Series Modelling of Air Quality in Korea: Long Range Dependence or Changes in Mean? (한국의 미세먼지 시계열 분석: 장기종속 시계열 혹은 비정상 평균변화모형?)

  • Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.987-998
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    • 2013
  • This paper considers the statistical characteristics on the air quality (PM10) of Korea collected hourly in 2011. PM10 in Korea exhibits very strong correlations even for higher lags, namely, long range dependence. It is power-law tailed in marginal distribution, and generalized Pareto distribution successfully captures the thicker tail than log-normal distribution. However, slowly decaying autocorrelations may confuse practitioners since a non-stationary model (such as changes in mean) can produce spurious long term correlations for finite samples. We conduct a statistical testing procedure to distinguish two models and argue that the high persistency can be explained by non-stationary changes in mean model rather than long range dependent time series models.

A Study on the Technique of Efficient TDOA Technique Direction Finding Using Drones (드론을 이용한 효율적인 TDOA 방향탐지 기법 연구)

  • Choi, Hong-Rak;Hah, Tae-Yeong;Kim, Young Won;Kim, Kyung-Seok
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.18 no.4
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    • pp.97-104
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    • 2018
  • In the conventional direction finding, the antenna is installed at a high position on the ground to detect the position of the target with the environment of the LOS(Line of Sight) as much as the signal receiving environment. However, in order to configure such environment, high cost and installation time were required. In this paper, we use TDOA(Time Difference of Arrival) technique to utilize drones in direction finding, so that four drones can be used for directions finding simulation. Simulations based on drone and TDOA direction finding were constructed using additional signal processing Taylor series and Exact Interactive Algorithm. In the simulation, the receiving power is defined by using the 800MHz path-loss model using the GPS information of the ground direction detection, and the position estimation performance is analyzed when the TDOA technique, the Taylor series, and the Exact Interactive Alogrithm are applied.

Shape-Based Retrieval of Similar Subsequences in Time-Series Databases (시계열 데이타베이스에서 유사한 서브시퀀스의 모양 기반 검색)

  • Yun, Ji-Hui;Kim, Sang-Uk;Kim, Tae-Hun;Park, Sang-Hyeon
    • Journal of KIISE:Databases
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    • v.29 no.5
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    • pp.381-392
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    • 2002
  • This paper deals with the problem of shape-based retrieval in time-series databases. The shape-based retrieval is defined as the operation that searches for the (sub)sequences whose shapes are similar to that of a given query sequence regardless of their actual element values. In this paper, we propose an effective and efficient approach for shape-based retrieval of subsequences. We first introduce a new similarity model for shape-based retrieval that supports various combinations of transformations such as shifting, scaling, moving average, and time warping. For efficient processing of the shape-based retrieval based on the similarity model, we also propose the indexing and query processing methods. To verify the superiority of our approach, we perform extensive experiments with the real-world S&P 500 stock data. The results reveal that our approach successfully finds all the subsequences that have the shapes similar to that of the query sequence, and also achieves significant speedup up to around 66 times compared with the sequential scan method.

The Solution of Mild-Slope Equation using Power Series (멱급수를 이용한 완경사 방정식의 해)

  • Jung, Tae-Hwa;Lee, Seung-Oh;Park, Jin-Ho;Cho, Yong-Sik
    • Journal of the Korean Society of Hazard Mitigation
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    • v.8 no.1
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    • pp.133-138
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    • 2008
  • To analyze incident waves traveling from the deep ocean is very important in that it is based on resolving problems occurred in coastal areas. In general, numerical models and analytical solutions are used to analyze wave transformation. Although a numerical model can be applied to various bottoms and wave conditions, it may have some cumbersome numerical errors. On the other hand, an analytical solution has an advantage of obtaining the solution quickly and accurately without numerical errors. The analytical solution can, however, be utilized only for specific conditions. In this study, the analytical solution of the mild-slope equation has been developed. It can be applied to various conditions combing a numerical technique and an analytical approach while minimizing the numerical errors. As a result of comparing the obtained solutions in this study with those of the previously developed numerical model, A good agreement was observed.

Design and Performance Analysis of ML Techniques for Finger Motion Recognition (손가락 움직임 인식을 위한 웨어러블 디바이스 설계 및 ML 기법별 성능 분석)

  • Jung, Woosoon;Lee, Hyung Gyu
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.2
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    • pp.129-136
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    • 2020
  • Recognizing finger movements have been used as a intuitive way of human-computer interaction. In this study, we implement an wearable device for finger motion recognition and evaluate the accuracy of several ML (Machine learning) techniques. Not only HMM (Hidden markov model) and DTW (Dynamic time warping) techniques that have been traditionally used as time series data analysis, but also NN (Neural network) technique are applied to compare and analyze the accuracy of each technique. In order to minimize the computational requirement, we also apply the pre-processing to each ML techniques. Our extensive evaluations demonstrate that the NN-based gesture recognition system achieves 99.1% recognition accuracy while the HMM and DTW achieve 96.6% and 95.9% recognition accuracy, respectively.

Variations of SST around Korea Inferred from NOAA AVHRR Data

  • Kang, Yong-Q.;Hahn, Sang-Bok;Suh, Young-Sang;Park, Sung-Joo
    • Korean Journal of Remote Sensing
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    • v.17 no.2
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    • pp.183-188
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    • 2001
  • The NOAA AVHRR remotely sensed SST data, collected by the National Fisheries Research and Development Institute (NFRDI), are analyzed in order to understand the spatial and temporal distributions of SST in the sea near korea. Our study is based on 10-day SST images during last 7 years (1991-1997). For a time series analysis of multiple SST images, all of images must be consistent exactly at the same position by adjusting the scales and positions of each SST image. We devised an algorithm which automatically detects cloud pixels from multiple SST images. The cloud detection algorithm is based on a physical constraint that SST anomalies in the ocean do not exceed certain limits (we used $\pm$3$^{\circ}C$ as a criterion of SST anomalies). The remotely sensed SST data are tuned by comparing remotely sensed data with observed SST at coastal stations. Seasonal variations of SST are studied by harmonic fit of SST normals at each pixel and the SST anomalies are studied by statistical method. It was found that the SST anomalies are rather persistent for one or two months. Utilizing the persistency of SST anomalies, we devised an algorithm for a prediction of future SST. In the Markov lprocess model of SST anomalies, autoregression coefficients of SST anomalies during a time elapse of 10 days are between 0.5 and 0.7. The developed algorithm with automatic cloud pixel detection and rediction of future SST is expected to be incorporated to the operational real time service of SST around Korea.

Theoretical Analysis of Linear Maneuvering Coefficients with Water Depth Effect (수심의 영향을 고려한 선형(線形) 조종성 계수의 이론적 해석)

  • In-Young Gong
    • Journal of the Society of Naval Architects of Korea
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    • v.31 no.3
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    • pp.47-58
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    • 1994
  • Theoretical calculations are carried out for the estimation of linear maneuvering coefficients of a ship moving in shallow water region. Hydrodynamic forces and moments acting on a maneuvering ship are modelled based on a slender body theory, from which integro-differential equation for the unknown inner stream velocity is derived. Numerical algorithms fur solving this equation are described in detail. By considering water depth effects in the mathematical model, variations of maneuvering coefficients with water depth are studied. Programs are developed according to this method and calculations are done for Mariner, Series 60 and Wigley hull forms. For the verification of the programs, calculated results are compared with some analytic solutions and with published experimental results, which show good agreements in spite of many assumptions included in the mathematical model. It is expected that this method can be used as a preliminary tool for the estimation of maneuverability coefficients of a ship in shallow water region at its initial design stage.

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A Prediction System for Server Performance Management (서버 성능 관리를 위한 장애 예측 시스템)

  • Lim, Bock-Chool;Kim, Soon-Gohn
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.6
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    • pp.684-690
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    • 2018
  • In society of the big data is being recognized as one of the core technologies witch is analysis of the collected information, the intelligent evolution of society seems to be more oriented society through an optimized value creation based on a prediction technique. If we take advantage of technologies based on big data about various data and a large amount of data generated during system operation, it will be possible to support stable operation and prevention of faults and failures. In this paper, we suggested an environment using the collection and analysis of big data, and proposed an derive time series prediction model for predicting failure through server performance monitoring for data collected and analyzed. It can be capable of supporting stable operation of the IT systems through failure prediction model for the server operator.

Multiple linear regression model-based voltage imbalance estimation for high-power series battery pack (다중선형회귀모델 기반 고출력 직렬 배터리 팩의 전압 불균형 추정)

  • Kim, Seung-Woo;Lee, Pyeong-Yeon;Han, Dong-Ho;Kim, Jong-hoon
    • Journal of IKEEE
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    • v.23 no.1
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    • pp.1-8
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    • 2019
  • In this paper, the electrical characteristics with various C-rates are tested with a high power series battery pack comprised of 18650 cylindrical nickel cobalt aluminum(NCA) lithium-ion battery. The electrical characteristics of discharge capacity test with 14S1P battery pack and electric vehicle (EV) cycle test with 4S1P battery pack are compared and analyzed by the various of C-rates. Multiple linear regression is used to estimate voltage imbalance of 14S1P and 4S1P battery packs with various C-rates based on experimental data. The estimation accuracy is evaluated by root mean square error(RMSE) to validate multiple linear regression. The result of this paper is contributed that to use for estimating the voltage imbalance of discharge capacity test with 14S1P battery pack using multiple linear regression better than to use the voltage imbalance of EV cycle with 4S1P battery pack.

KTX passenger demand forecast with multiple intervention seasonal ARIMA models (다중개입 계절형 ARIMA 모형을 이용한 KTX 수송수요 예측)

  • Cha, Hyoyoung;Oh, Yoonsik;Song, Jiwoo;Lee, Taewook
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.139-148
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    • 2019
  • This study proposed a multiple intervention time series model to predict KTX passenger demand. In order to revise the research of Kim and Kim (Korean Society for Railway, 14, 470-476, 2011) considering only the intervention of the second phase of Gyeong-bu before November of 2011, we adopted multiple intervention seasonal ARIMA models to model the time series data with additional interventions which occurred after November of 2011. Through the data analysis, it was confirmed that the effects of various interventions such as Gyeong-bu and Ho-nam 2 phase, outbreak of MERS and national holidays, which affected the KTX transportation demand, are successfully explained and the prediction accuracy could be quite improved significantly.