• International Journal of Advanced Culture Technology
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• v.10 no.1
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• pp.274-283
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• 2022

Korea is facing a number difficulties arising from rising housing prices. As 'housing' takes the lion's share in personal assets, many difficulties are expected to arise from fluctuating housing prices. The purpose of this study is creating housing price prediction model to prevent such risks and induce reasonable real estate purchases. This study made many attempts for understanding real estate instability and creating appropriate housing price prediction model. This study predicted and validated housing prices by using the LSTM technique - a type of Artificial Intelligence deep learning technology. LSTM is a network in which cell state and hidden state are recursively calculated in a structure which added cell state, which is conveyor belt role, to the existing RNN's hidden state. The real sale prices of apartments in autonomous districts ranging from January 2006 to December 2019 were collected through the Ministry of Land, Infrastructure, and Transport's real sale price open system and basic apartment and commercial district information were collected through the Public Data Portal and the Seoul Metropolitan City Data. The collected real sale price data were scaled based on monthly average sale price and a total of 168 data were organized by preprocessing respective data based on address. In order to predict prices, the LSTM implementation process was conducted by setting training period as 29 months (April 2015 to August 2017), validation period as 13 months (September 2017 to September 2018), and test period as 13 months (December 2018 to December 2019) according to time series data set. As a result of this study for predicting 'prices', there have been the following results. Firstly, this study obtained 76 percent of prediction similarity. We tried to design a prediction model of real estate transaction price with the LSTM Model based on AI and Bigdata. The final prediction model was created by collecting time series data, which identified the fact that 76 percent model can be made. This validated that predicting rate of return through the LSTM method can gain reliability.

• Korean Security Journal
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• no.30
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• pp.139-169
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• 2012

The purpose of this study is to contribute to establishing the scientific policing policies through deriving the time series models that can forecast the occurrence of major crimes such as murder, robbery, burglary, rape, violence and identifying the occurrence of major crimes using the models. In order to achieve this purpose, there were performed the statistical methods such as Generation of Time Series Model(C) for identifying the forecasting models of time series, Generation of Time Series Model(C) and Sequential Chart of Time Series(N) for identifying the accuracy of the forecasting models of time series on the monthly incidence of major crimes from 2002 to 2010 using IBM PASW(SPSS) 19.0. The following is the result of the study. First, murder, robbery, rape, theft and violence crime's forecasting models of time series are Simple Season, Winters Multiplicative, ARIMA(0,1,1)(0,1,1), ARIMA(1,1,0 )(0,1,1) and Simple Season. Second, it is possible to forecast the short-term's occurrence of major crimes such as murder, robbery, burglary, rape, violence using the forecasting models of time series. Based on the result of this study, we have to suggest various forecasting models of time series continuously, and have to concern the long-term forecasting models of time series which is based on the quarterly, yearly incidence of major crimes.

• 한국데이터정보과학회:학술대회논문집
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• 2005.04a
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• pp.83-126
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• 2005

Single-index models have found applications in econometrics and biometrics, where multidimensional regression models are often encountered. Here we propose a nonparametric estimation approach that combines wavelet methods for non-equispaced designs with Bayesian models. We consider a wavelet series expansion of the unknown regression function and set prior distributions for the wavelet coefficients and the other model parameters. To ensure model identifiability, the direction parameter is represented via its polar coordinates. We employ ad hoc hierarchical mixture priors that perform shrinkage on wavelet coefficients and use Markov chain Monte Carlo methods for a posteriori inference. We investigate an independence-type Metropolis-Hastings algorithm to produce samples for the direction parameter. Our method leads to simultaneous estimates of the link function and of the index parameters. We present results on both simulated and real data, where we look at comparisons with other methods.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.321-328
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• 2000

Working day variations caused by trading days, holidays and leap year make it difficult to analyze monthly or quarterly economic time series. In this paper, we adjust working day variations from economic time series via RegARIMA model.

• The Journal of the Korea institute of electronic communication sciences
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• v.9 no.12
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• pp.1441-1446
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• 2014

Love which is one of the emotional of mankind, has been studied in sociology and psychology as a matter of grate concern. In this paper we propose a modified romantic behaviors by using basic the love equation of Romeo and Juliet. We represent the behaviors using time series and phase portrait when we vary the parameter in the modified love equation. Also we analyze the behavior's relation by using time series and phase portraits when external force applied as the third person between Romeo and Juliet.

• Proceedings of the IEEK Conference
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• 2001.06b
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• pp.129-132
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• 2001

This paper presents an efficient method to estimate the maximum SSN (simultaneous switching noise) for ground interconnection networks in CMOS systems using Taylor's series and analyzes the truncation error that has occurred in Taylor's series approximation. We assume that the curve form of noise voltage on ground interconnection networks is linear and derive a polynomial expression to estimate the maximum value of SSN using $\alpha$-power MOS model. The maximum relative error due to the truncation is shown to be under 1.87% through simulations when we approximate the noise expression in the 3rd-order polynomial.

• Journal of Preventive Medicine and Public Health
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• v.24 no.1 s.33
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• pp.29-36
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• 1991

A multiple regression analysis using ordinary least square (OLS) is frequently used for the projection of health expenditure as well as for the identification of factors affecting health care costs. Data for the analysis often have mixed characteristics of time series and cross section. Parameters as a result of OLS estimation, in this case, are no longer the best linear unbiased estimators (BLUE) because the data do not satisfy basic assumptions of regression analysis. The study theoretically examined statistical problems induced when OLS estimation was applied with the time series cross section data. Then both the OLS regression and time series cross section regression (TSCS regression) were applied to the same empirical da. Finally, the difference in parameters between the two estimations were explained through residual analysis.

• The Korean Journal of Applied Statistics
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• v.7 no.2
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• pp.299-311
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• 1994

In time series data, atypical observations are not rare. Several approaches have been proposed to detect a single outlier, but the effectiveness of those procedures is in doubt when patchy outliers are present. In this paper, the atypicality in patchy outliers is interpreted as a local structural change, and a model is introduced to entertain its effect on the series. Based on this model, a statistic and a procedure are proposed for identifying those local structural changes. The performance of the proposed procedure is evaluated through simulation study and the analysis of real data sets.

• Journal of the Korean Statistical Society
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• v.27 no.3
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• pp.305-318
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• 1998

Smoothing tests based on an L$_2$ error between a truncated courier series estimator and a true function have shown good powers for a wide class of alternatives, These tests have the same form of the Neyman smooth test whose performance depends on the selected order, a basis, the farm of estimators. We construct flexible data driven Neyman smooth tests by changing a basis, combining model selection criteria and different series estimators. A simulation study shows that the generalized Neyman smooth test with the best basis provides good power for a wider class of alternatives compared with other data driven Neyman smooth tests based on a fixed form of estimator, a fixed basis and a fixed criterion.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2005.04a
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• pp.296-299
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• 2005

Time series of spring discharge data in Jeju island can provide abundant information on the spatial groundwater system. In this study, the classification based on time series of spring discharge was performed with clustering analysis: discharge rate and EC. Peak discharges are mainly observed in august or september. However, double peaks and late peaks of discharge are also observed at a plenty of springs. Based on results of clustering analysis, it can be deduced that GH model is not appropriate for the conceptual model of Groundwater system in Jeju island. EC distributions in dry season are also support the conclusion.