• Title/Summary/Keyword: series model

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Derivation of Intensity-Duration-Frequency and Flood Frequency Curve by Simulation of Hourly Precipitation using Nonhomogeneous Markov Chain Model (비동질성 Markov 모형의 시간강수량 모의 발생을 이용한 IDF 곡선 및 홍수빈도곡선의 유도)

  • Choi, Byung-Kyu;Oh, Tae-Suk;Park, Rae-Gun;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.41 no.3
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    • pp.251-264
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    • 2008
  • In this study, a nonhomogeneous markov model which is able to simulate hourly rainfall series is developed for estimating reliable hydrologic variables. The proposed approach is applied to simulate hourly rainfall series in Korea. The simulated rainfall is used to estimate the design rainfall and flood in the watershed, and compared to observations in terms of reproducing underlying distributions of the data to assure model's validation. The model shows that the simulated rainfall series reproduce a similar statistical attribute with observations, and expecially maximum value is gradually increased as number of simulation increase. Therefore, with the proposed approach, the non-homogeneous markov model can be used to estimate variables for the purpose of design of hydraulic structures and analyze uncertainties associated with rainfall input in the hydrologic models.

Development of an Optimal Model for Forecasting Overseas Construction Orders (해외건설수주액 예측을 위한 최적모형 개발)

  • Lee, Kwangwon;Jo, Woonghyeon
    • Korean Journal of Construction Engineering and Management
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    • v.21 no.4
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    • pp.30-37
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    • 2020
  • The purpose of this study is to compare and contrast the amount of overseas construction orders of South Korea and China by using various time series models that measure the overseas construction orders. Based on the analysis we propose better specification (model selection) with much more predictive power and prove the universality of the model developed by applying our findings with respect to the prediction power of overseas construction orders from other countries viewpoints (verification of generalization). The input variables include Dubai crude oil and exchange rates by country from 1981 to 2019. The VAR model is proposed based on the prediction power test, with respect to MAPE, RMSE, and MAE between the estimates and actual measurements from 2016 to 2019. We also conclude the results of the prediction of overseas construction orders time series of China are again consistent with the actual numbers. These analyses suggest the possibility of developing a comprehensive model that predict the potential construction orders of other countries.

Application of Multi-periodic Harmonic Model for Classification of Multi-temporal Satellite Data: MODIS and GOCI Imagery

  • Jung, Myunghee;Lee, Sang-Hoon
    • Korean Journal of Remote Sensing
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    • v.35 no.4
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    • pp.573-587
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    • 2019
  • A multi-temporal approach using remotely sensed time series data obtained over multiple years is a very useful method for monitoring land covers and land-cover changes. While spectral-based methods at any particular time limits the application utility due to instability of the quality of data obtained at that time, the approach based on the temporal profile can produce more accurate results since data is analyzed from a long-term perspective rather than on one point in time. In this study, a multi-temporal approach applying a multi-periodic harmonic model is proposed for classification of remotely sensed data. A harmonic model characterizes the seasonal variation of a time series by four parameters: average level, frequency, phase, and amplitude. The availability of high-quality data is very important for multi-temporal analysis.An satellite image usually have many unobserved data and bad-quality data due to the influence of observation environment and sensing system, which impede the analysis and might possibly produce inaccurate results. Harmonic analysis is also very useful for real-time data reconstruction. Multi-periodic harmonic model is applied to the reconstructed data to classify land covers and monitor land-cover change by tracking the temporal profiles. The proposed method is tested with the MODIS and GOCI NDVI time series over the Korean Peninsula for 5 years from 2012 to 2016. The results show that the multi-periodic harmonic model has a great potential for classification of land-cover types and monitoring of land-cover changes through characterizing annual temporal dynamics.

A Time-Series Data Prediction Using TensorFlow Neural Network Libraries (텐서 플로우 신경망 라이브러리를 이용한 시계열 데이터 예측)

  • Muh, Kumbayoni Lalu;Jang, Sung-Bong
    • KIPS Transactions on Computer and Communication Systems
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    • v.8 no.4
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    • pp.79-86
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    • 2019
  • This paper describes a time-series data prediction based on artificial neural networks (ANN). In this study, a batch based ANN model and a stochastic ANN model have been implemented using TensorFlow libraries. Each model are evaluated by comparing training and testing errors that are measured through experiment. To train and test each model, tax dataset was used that are collected from the government website of indiana state budget agency in USA from 2001 to 2018. The dataset includes tax incomes of individual, product sales, company, and total tax incomes. The experimental results show that batch model reveals better performance than stochastic model. Using the batch scheme, we have conducted a prediction experiment. In the experiment, total taxes are predicted during next seven months, and compared with actual collected total taxes. The results shows that predicted data are almost same with the actual data.

Computation of the Time-domain Induced Polarization Response Based on Cole-Cole Model (Cole-Cole 모델에 대한 시간영역 유도분극 반응의 계산)

  • Kim, Yeon-Jung;Cho, In-Ky
    • Geophysics and Geophysical Exploration
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    • v.24 no.4
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    • pp.158-163
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    • 2021
  • The frequency-domain induced polarization (IP) response based on Cole-Cole model is expressed as a simple equation in close form. However, it is difficult to compute the time-domain IP response based on Cole-Cole model or any other relaxation model because it cannot be written in closed form. In this study, using numerical experiments, we compared three numerical methods for calculating the time-domain IP response of the Cole-Cole model asymptotically: series expansion, digital linear filtering and Fourier transform. The series expansion method is inadequately accurate for certain time values and converges very slowly. A digital linear filter specially designed to calculate the time-domain IP response does not present the desired accuracy, especially at later times. The Fourier transform method can overcome the abovementioned problems and present the time-domain IP response with adequate accuracy for all time values, even though more computing time is required.

Validation Method of Simulation Model Using Wavelet Transform (웨이블릿 변환을 이용한 시뮬레이션 모델 검증 방법)

  • Shin, Sang-Mi;Kim, Youn-Jin;Lee, Hong-Chul
    • Journal of the Korea Society for Simulation
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    • v.19 no.2
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    • pp.127-135
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    • 2010
  • The validation of a simulation model is a key to demonstrate that the simulation model is reliable. However, among various validation methods have been introduced, it is very poor to research the specific techniques for the time series data. Therefore, this paper suggests the methodology to verify the simulation using the time series data by Wavelet Transform, Power Spectrum and Coherence. This method performs 2 steps as followed. Firstly, we get spectrum using the Wavelet transform available for non-periodic signal separation. Secondly, we compare 2 patterns of output data from simulation model and actual system by Coherence Analysis. As a result of comparing it with other validation techniques, the suggested way can judge simulation model accuracy more clearly. By this way, we can make it possible to perform the simulation validation test under various situations using detailed sectional validation method, which has been impossible using a single statistics for the whole model.

A Study on Artificial Intelligence Model for Forecasting Daily Demand of Tourists Using Domestic Foreign Visitors Immigration Data (국내 외래객 출입국 데이터를 활용한 관광객 일별 수요 예측 인공지능 모델 연구)

  • Kim, Dong-Keon;Kim, Donghee;Jang, Seungwoo;Shyn, Sung Kuk;Kim, Kwangsu
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.05a
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    • pp.35-37
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    • 2021
  • Analyzing and predicting foreign tourists' demand is a crucial research topic in the tourism industry because it profoundly influences establishing and planning tourism policies. Since foreign tourist data is influenced by various external factors, it has a characteristic that there are many subtle changes over time. Therefore, in recent years, research is being conducted to design a prediction model by reflecting various external factors such as economic variables to predict the demand for tourists inbound. However, the regression analysis model and the recurrent neural network model, mainly used for time series prediction, did not show good performance in time series prediction reflecting various variables. Therefore, we design a foreign tourist demand prediction model that complements these limitations using a convolutional neural network. In this paper, we propose a model that predicts foreign tourists' demand by designing a one-dimensional convolutional neural network that reflects foreign tourist data for the past ten years provided by the Korea Tourism Organization and additionally collected external factors as input variables.

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Modeling and Simulation of Road Noise by Using an Autoregressive Model (자기회귀 모형을 이용한 로드노이즈 모델링과 시뮬레이션)

  • Kook, Hyung-Seok;Ih, Kang-Duck;Kim, Hyoung-Gun
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.25 no.12
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    • pp.888-894
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    • 2015
  • A new method for the simulation of the vehicle's interior road noise is proposed in the present study. The road noise model can synthesize road noise of a vehicle for varying driving speed within a range. In the proposed method, interior road noise is considered as a stochastic time-series, and is modeled by a nonstationary parametric model via two steps. First, each interior road noise signal, obtained from constant speed driving tests performed within a range of speed, is modeled as an autoregressive model whose parameters are estimated by using a standard method. Finally, the parameters obtained for different driving speeds are interpolated based on the varying driving speed to yield a time-varying autoregressive model. To model a full band road noise, audible frequency range is divided into an octave band using a wavelet filter bank, and the road noise in each octave band is modeled.

Development of a Mathematical Model for Simulating Removal Mechanisms of Heavy Metals using Biocarrier Beads (미생물 담체를 이용한 납 제거기작 모의를 위한 수학적 모델의 개발)

  • Seo, Hanna;Lee, Minhee;Wang, Sookyun
    • Journal of Soil and Groundwater Environment
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    • v.18 no.4
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    • pp.8-18
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    • 2013
  • Biocarrier beads with dead biomass, Bacillus drentensis, immobilized in polymer polysulfone were synthesized to remove heavy metals from wastewater. To identify the sorption mechanisms and theoretical nature of underlying processes, a series of batch experiments were carried out and a mathematical model was developed to quantify the biosorption of Pb(II) by the biocarrier beads. A series of mass balance equations for representing mass transfer of metal sorbents in biocarrier beads and surrounding solution were established. Major model parameters such as external mass transfer coefficient and maximum sorption capacity, etc. were determined from pseudo-first-order kinetic models and Langmuir isotherm model based on kinetic and equilibrium experimental measurements. The model simulation displays reasonable representations of experimental data and implied that the proposed model can be applied to quantitative analysis on biosorption mechanisms by porous granular beads. The simulation results also confirms that the biosorption of heavy metal by the biocarrier beads largely depended on surface adsorption.

The forecasting evaluation of the high-order mixed frequency time series model to the marine industry (고차원 혼합주기 시계열모형의 해운경기변동 예측력 검정)

  • KIM, Hyun-sok
    • The Journal of shipping and logistics
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    • v.35 no.1
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    • pp.93-109
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    • 2019
  • This study applied the statistically significant factors to the short-run model in the existing nonlinear long-run equilibrium relation analysis for the forecasting of maritime economy using the mixed cycle model. The most common univariate AR(1) model and out-of-sample forecasting are compared with the root mean squared forecasting error from the mixed-frequency model, and the prediction power of the mixed-frequency approach is confirmed to be better than the AR(1) model. The empirical results from the analysis suggest that the new approach of high-level mixed frequency model is a useful for forecasting marine industry. It is consistent that the inclusion of more information, such as higher frequency, in the analysis of long-run equilibrium framework is likely to improve the forecasting power of short-run models in multivariate time series analysis.