• Title/Summary/Keyword: series model

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The Study for Software Future Forecasting Failure Time Using Time Series Analysis. (시계열 분석을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.11 no.3
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    • pp.19-24
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    • 2011
  • Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

A Study on Traffic Anomaly Detection Scheme Based Time Series Model (시계열 모델 기반 트래픽 이상 징후 탐지 기법에 관한 연구)

  • Cho, Kang-Hong;Lee, Do-Hoon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.33 no.5B
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    • pp.304-309
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    • 2008
  • This paper propose the traffic anomaly detection scheme based time series model. We apply ARIMA prediction model to this scheme and transform the value of the abnormal symptom into the probability value to maximize the traffic anomaly symptom detection. For this, we have evaluated the abnormal detection performance for the proposed model using total traffic and web traffic included the attack traffic. We will expect to have an great effect if this scheme is included in some network based intrusion detection system.

A Study on the Moderating Factors of the Relationship between Artwork Color Series and Visitor Satisfaction in Commercial Spaces (상업공간에서 미술품 색 계열과 방문객 만족도 관계의 조절요인에 관한 연구)

  • Wang, YeunJu;Lee, SeungHyun;Bae, JiHye;Kim, SunYoung
    • Korean Association of Arts Management
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    • no.58
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    • pp.121-152
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    • 2021
  • This study attempted to analyze the effect of the color series of artworks installed as environmental stimuli in commercial spaces on the satisfaction of visitors and the moderating effect of the relationship. To this end, based on the SOR model of Stimulate-Organism-Response applied to burial environment research in the field of environmental psychology, and the preceding research using the SOR model, artwork color series(S)-mood and spaace amenity(O)-A research framework for satisfaction(R) was developed. In the experiment, an online questionnaire was conducted for domestic college students and graduate students by producing images with two conditions depending on the case where warm colors and cold colors were installed for the color series of artworks. As a result of verifying the difference in satisfaction of respondents corresponding to the two conditions through regression analysis, it was found that the warm color(vs. cold color) of the artwork color series induces higher visitor satisfaction. In addition, as a result of verifying the controlling factors of mood and space amenity variables in this relationship of influence, a significant moderating effect was found when the positive mood of warm colors(vs. cold colors) in the artwork color series was felt higher than the average. And, of the four types of space amenity, it was found that a significant moderating effect appeared when only comfort and aesthetics were measured as moderating variables. The result of this study proves that the warm color series of artworks that stimulate the physical environment of commercial spaces has a more positive effect on the satisfaction of visitors than the cold color series, and this is reinforced by positive mood, comfort, and aesthetics. It adds understanding and provides useful implications for marketing strategies for building an effective spatial image.

A Methodology for Realty Time-series Generation Using Generative Adversarial Network (적대적 생성망을 이용한 부동산 시계열 데이터 생성 방안)

  • Ryu, Jae-Pil;Hahn, Chang-Hoon;Shin, Hyun-Joon
    • Journal of the Korea Convergence Society
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    • v.12 no.10
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    • pp.9-17
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    • 2021
  • With the advancement of big data analysis, artificial intelligence, machine learning, etc., data analytics technology has developed to help with optimal decision-making. However, in certain areas, the lack of data restricts the use of these techniques. For example, real estate related data often have a long release cycle because of its recent release or being a non-liquid asset. In order to overcome these limitations, we studied the scalability of the existing time series through the TimeGAN model. A total of 45 time series related to weekly real estate data were collected within the period of 2012 to 2021, and a total of 15 final time series were selected by considering the correlation between the time series. As a result of data expansion through the TimeGAN model for the 15 time series, it was found that the statistical distribution between the real data and the extended data was similar through the PCA and t-SNE visualization algorithms.

A Study of the Forecasting of Hydrologic Time Series Using Singular Spectrum Analysis (Singular Spectrum Analysis를 이용한 수문 시계열 예측에 관한 연구)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.2B
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    • pp.131-137
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    • 2006
  • We have investigated the properties of the Singular Spectrum Analysis (SSA) coupled with the Linear Recurrent Formula which made it possible to complement the parametric time series model. The SSA has been applied to extract the underlying properties of the principal component of hydrologic time series, which can often be identified as trends, seasonalities and other oscillatory series, or noise components. Generally, the prediction by the SSA method can be applied to hydrologic time series governed (may be approximately) by the linear recurrent formulae. This study has examined the forecasting ability of the SSA-LRF model. These methods were applied to monthly discharge and water surface level data. These models indicated that two of the time series have good abilities of forecasting, particularly showing promising results during the period of one year. Thus, the method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Time series Analysis of State-space Model and Multiplication ARIMA Model in Dissolved Oxygen Simulation (용존산소 농도모의시 상태공간모형과 승법 ARIMA모형의 시계열 분석)

  • 이원호;서인석;한양수
    • Journal of environmental and Sanitary engineering
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    • v.15 no.2
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    • pp.65-74
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    • 2000
  • The purpose of this study is to develop the stochastic stream water quality model for the intake station of Chung-Ju city waterworks in the Han river system. This model was based on the theory of Box-Jenkins Multiplicative ARIMA(SARIMA) and the state space model to simulate changes of water qualities. Variable of water qualities included in the model are temperature and dissolved oxygen(DO). The models development were based on the data obtained from Jan. 1990 to Dec. 1997 and followed the typical procedures of the Box-Jenkins method including identification and estimation. The seasonality of DO and temperature data to formulate for the SARIMA model are conspicuous and the period of revolution was twelve months. Both models had seasonality of twelve months and were formulates as SARIMA {TEX}$(2,1,1)(1,1,1)_{12}${/TEX} for DO and temperature. The models were validated by testing normality and independency of the residuals. The prediction ability of SARIMA model and state space model were tested using the data collected from Jan. 1998 to Oct. 1999. There were good agreements between the model predictions and the field measurements. The performance of the SARIMA model and state space model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the state space model lead to the improved accuracy.

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Forecasting of Yeongdeok Tourist by Seasonal ARIMA Model (계절 아리마 모형을 이용한 관광객 예측 -경북 영덕지역을 대상으로-)

  • Son, Eun-Ho;Park, Duk-Byeong
    • Journal of Agricultural Extension & Community Development
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    • v.19 no.2
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    • pp.301-320
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    • 2012
  • The study uses a seasonal ARIMA model to forecast the number of tourists of Yeongdeok in an uni-variable time series. The monthly data for time series were collected ranging from 2006 to 2011 with some variation between on-season and off-season tourists in Yeongdeok county. A total of 72 observations were used for data analysis. The forecast multiplicative seasonal ARIMA(1,0,0)$(0,1,1)_{12}$ model was found the most appropriate one. Results showed that the number of tourists was 10,974 thousands in 2012 and 13,465 thousands in 2013, It was suggested that the grasping forecast model is very important in respect of how experts in tourism development in Yeongdeok county, policy makers or planners would establish strategies to allocate service in Yeongdeok tourist destination and provide tourism facilities efficiently.

Hourly Average Wind Speed Simulation and Forecast Based on ARMA Model in Jeju Island, Korea

  • Do, Duy-Phuong N.;Lee, Yeonchan;Choi, Jaeseok
    • Journal of Electrical Engineering and Technology
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    • v.11 no.6
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    • pp.1548-1555
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    • 2016
  • This paper presents an application of time series analysis in hourly wind speed simulation and forecast in Jeju Island, Korea. Autoregressive - moving average (ARMA) model, which is well in description of random data characteristics, is used to analyze historical wind speed data (from year of 2010 to 2012). The ARMA model requires stationary variables of data is satisfied by power law transformation and standardization. In this study, the autocorrelation analysis, Bayesian information criterion and general least squares algorithm is implemented to identify and estimate parameters of wind speed model. The ARMA (2,1) models, fitted to the wind speed data, simulate reference year and forecast hourly wind speed in Jeju Island.

Development of SSSC Power Flow Model and its Implementation into Continuation Power Flow Algorithm (전력조류계산을 위한 SSSC모델의 개발과 연속조류계산 알고리듬에의 적용)

  • Kim, Seul-Ki;Song, Hwa-Chang;Lee, Byong-Jun
    • Proceedings of the KIEE Conference
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    • 1999.07c
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    • pp.1158-1160
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    • 1999
  • This paper proposes a SSSC(Static Synchronous Series Compensator) power flow model to be incorporated into power flow calculation for the steady state analysis of the power system. SSSC provides controllable compensating voltage, which is in quadrature with the line current, over an capacitive and an inductive range, independently of the magnitude of the line current. This SSSC model is obtained from the injection model for series connected VSC(Voltage Source Converter) by adding a constraint that the injected voltage should be in quadrature with the line current. In this paper the static model is implemented into the continuation power-flow (CPF) program. It is shown that SSSC has its intrinsic superiority over TCSC in controllable power flow range.

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Nonlinear Behavior Analysis in Love Model with closing awareness of Human (사람 인식에 근접한 외력을 가진 사랑 모델에서 비선형 거동 분석)

  • Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.12 no.1
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    • pp.201-208
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    • 2017
  • This paper propose triangular fuzzy membership function to make model that based on awareness of human in the love model that with external force, which have the basic love model of Romeo and Juliet. This paper represents the phenomena of behaviors by time series and phase portraits after using this fuzzy triangular membership function as an external force and also confirms existence of nonlinear characteristics.