• KSCE Journal of Civil and Environmental Engineering Research
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• v.34 no.3
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• pp.773-784
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• 2014

This study evaluated the applicability of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) rainfall generation model for modeling extreme rainfalls and floods in Korean Peninsula. Firstly, using the ISPSO (Isolated Species Particle Swarm Optimization) method, the parameters of the MBLRP model were estimated at the 61 ASOS (Automatic Surface Observation System) rain gauges located across Korean Peninsula. Then, the synthetic rainfall time series with the length of 100 years were generated using the MBLRP model for each of the rain gauges. Finally, design rainfalls and design floods with various recurrence intervals were estimated based on the generated synthetic rainfall time series, which were compared to the values based on the observed rainfall time series. The results of the comparison indicate that the design rainfalls based on the synthetic rainfall time series were smaller than the ones based on the observation by 20% to 42%. The amount of underestimation increased with the increase of return period. In case of the design floods, the degree of underestimation was 31% to 50%, which increases along with the return period of flood and the curve number of basin.

• The Journal of the Korea Contents Association
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• v.7 no.6
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• pp.22-30
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• 2007

Most real word systems such as world economy, stock market, and medical applications, contain a series of dynamic and complex phenomena. One of common methods to understand these systems is to build a model and analyze the behavior of the system. In this paper, we investigated methods for best clustering over time series data. As a first step for clustering, BIC (Bayesian Information Criterion) approximation is used to determine the number of clusters. A search technique to improve clustering efficiency is also suggested by analyzing the relationship between data size and BIC values. For clustering, two methods, model-based and similarity based methods, are analyzed and compared. A number of experiments have been performed to check its validity using real data(stock price). BIC approximation measure has been confirmed that it suggests best number of clusters through experiments provided that the number of data is relatively large. It is also confirmed that the model-based clustering produces more reliable clustering than similarity based ones.

• Journal of Environmental Science International
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• v.23 no.4
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• pp.625-635
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• 2014

Temporal variation of groundwater levels in Jeju Island reveals time-delaying and dispersive process of recharge, mainly caused by the hydrogeological feature that thickness of the unsaturated zone is highly variable. Most groundwater flow models have limitations on delineating temporal variation of recharge, although it is a major component of the groundwater flow system. A new mathematical model was developed to generate time series of recharge from precipitation data. The model uses a convolution technique to simulate the time-delaying and dispersive process of recharge. The vertical velocity and the dispersivity are two parameters determining the time series of recharge for a given thickness of the unsaturated zone. The model determines two parameters by correlating the generated recharge time series with measured groundwater levels. The model was applied to observation wells of Jeju Island, and revealed distinctive variations of recharge depending on location of wells. The suggested model demonstrated capability of the convolution method in dealing with recharge undergoing the time-delaying and dispersive process. Therefore, it can be used in many groundwater flow models for generating a time series of recharge.

• Journal of the Korea Society of Computer and Information
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• v.14 no.4
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• pp.179-187
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• 2009

Most real world systems contain a series of dynamic and complex phenomena. One of common methods to understand these systems is to build a model and analyze the behavior of them. A two-step methodology comprised of clustering and then model creation is proposed for the analysis on time series data. An interface is designed for CRM(Customer Relationship Management) that provides user with 1:1 customized information using system modeling. It was confirmed from experiments that better clustering would be derived from model based approach than similarity based one. Clustering is followed by model creation over the clustered groups, by which future direction of time series data movement could be predicted. The effectiveness of the method was validated by checking how similarly predicted values from the models move together with real data such as stock prices.

• Nuclear Engineering and Technology
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• v.56 no.6
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• pp.2343-2351
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• 2024

Accurately predicting the thermal hydraulic parameters of a transient reactor core under different working conditions is the first step toward reactor safety. Mass flow rate and temperature are important parameters of core thermal hydraulics, which have often been modeled as time series prediction problems. This study aims to achieve accurate and continuous prediction of core thermal hydraulic parameters under instantaneous conditions, as well as test the feasibility of a newly constructed gated recurrent unit (GRU) model based on the soft attention mechanism for core parameter predictions. Herein, the China Experimental Fast Reactor (CEFR) is used as the research object, and CEFR 1/2 core was taken as subject to carry out continuous predictive analysis of thermal parameters under transient conditions., while the subchannel analysis code named SUBCHANFLOW is used to generate the time series of core thermal-hydraulic parameters. The GRU model is used to predict the mass flow and temperature time series of the core. The results show that compared to the adaptive radial basis function neural network, the GRU network model produces better prediction results. The average relative error for temperature is less than 0.5 % when the step size is 3, and the prediction effect is better within 15 s. The average relative error of mass flow rate is less than 5 % when the step size is 10, and the prediction effect is better in the subsequent 12 s. The GRU model not only shows a higher prediction accuracy, but also captures the trends of the dynamic time series, which is useful for maintaining reactor safety and preventing nuclear power plant accidents. Furthermore, it can provide long-term continuous predictions under transient reactor conditions, which is useful for engineering applications and improving reactor safety.

• International Journal of Computer Science & Network Security
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• v.22 no.2
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• pp.185-192
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• 2022

Forecasting and time series modelling plays a vital role in the data analysis process. Time Series is widely used in analytics & data science. Forecasting stock prices is a popular and important topic in financial and academic studies. A stock market is an unregulated place for forecasting due to the absence of essential rules for estimating or predicting a stock price in the stock market. Therefore, predicting stock prices is a time-series problem and challenging. Machine learning has many methods and applications instrumental in implementing stock price forecasting, such as technical analysis, fundamental analysis, time series analysis, statistical analysis. This paper will discuss implementing the stock price, forecasting, and research using prophet and LSTM models. This process and task are very complex and involve uncertainty. Although the stock price never is predicted due to its ambiguous field, this paper aims to apply the concept of forecasting and data analysis to predict stocks.

• The Pure and Applied Mathematics
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• v.21 no.1
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• pp.77-93
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• 2014

This paper focuses on computational contractual distinctions as an explanation for the spread between a forward contract and a similar futures contract which is derived and investigated. We evaluate this spread by constructing a time series model, which was established based on copula functions, and also show that the forward-futures spread is more significant for long maturity.

• Proceedings of the KIPE Conference
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• 2001.10a
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• pp.713-717
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• 2001

This paper focuses on a network model for GCTs which can be used to investigate high power circuits with or without using RC-snubbers. The series connection of GCTs is commonly applied in the high power inverter field. Here expensive and space-consuming snubbers are applied, to overcome the problem of an asymmetric distribution of the blocking voltage among the single GCTs. As an alternative to large snubbers, a new active gate drive concept is proposed and investigated by simulation.

• Proceedings of the KIPE Conference
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• 1999.07a
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• pp.448-451
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• 1999

This paper describes controller development for a dynamic voltage compensator using a shunt diode converter and series inverter. The control system was designed using 1/4 period integrator and vector relationship between the supply voltage and load voltage. A simulation model and scaled hardware model were developed for analyzing performance of the controller and the whole system. Both results confirm that the dynamic compensator can restore the load voltage under the fault of the distribution system.

• Proceedings of the KIEE Conference
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• 2000.11a
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• pp.202-204
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• 2000

This paper describes the theory and experimental result of scaled model of SSSC. The SSSC, a solid-state voltage source inverter coupled with a transformer, is connected in series with a transmission line. Injected voltage is almost in quadrature with the line current, thereby emulating an inductive or a capacitive reactance in series with the transmission line.