• Journal of Korean Society for Quality Management
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• v.49 no.4
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• pp.569-579
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• 2021

Purpose: The purpose of this study is the time series analysis for predicting the yield of crops applicable to each farm using environmental variables measured by smart farms cultivating tomato. In addition, it is intended to confirm the influence of environmental variables using a deep learning model that can be explained to some extent. Methods: A time series analysis was performed to predict production using environmental variables measured at 75 smart farms cultivating tomato in two periods. An LSTM-based encoder-decoder model was used for cases of several farms with similar length. In particular, Dual Attention Mechanism was applied to use environmental variables as exogenous variables and to confirm their influence. Results: As a result of the analysis, Dual Attention LSTM with a window size of 12 weeks showed the best predictive power. It was verified that the environmental variables has a similar effect on prediction through wieghtss extracted from the prediction model, and it was also verified that the previous time point has a greater effect than the time point close to the prediction point. Conclusion: It is expected that it will be possible to attempt various crops as a model that can be explained by supplementing the shortcomings of general deep learning model.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.46 no.4
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• pp.173-180
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• 2023

Smart factory companies are installing various sensors in production facilities and collecting field data. However, there are relatively few companies that actively utilize collected data, academic research using field data is actively underway. This study seeks to develop a model that detects anomalies in the process by analyzing spindle power data from a company that processes shafts used in automobile throttle valves. Since the data collected during machining processing is time series data, the model was developed through unsupervised learning by applying the Holt Winters technique and various deep learning algorithms such as RNN, LSTM, GRU, BiRNN, BiLSTM, and BiGRU. To evaluate each model, the difference between predicted and actual values was compared using MSE and RMSE. The BiLSTM model showed the optimal results based on RMSE. In order to diagnose abnormalities in the developed model, the critical point was set using statistical techniques in consultation with experts in the field and verified. By collecting and preprocessing real-world data and developing a model, this study serves as a case study of utilizing time-series data in small and medium-sized enterprises.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.529-545
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• 2023

This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.149-160
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• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Communications for Statistical Applications and Methods
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• v.8 no.3
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• pp.777-786
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• 2001

The autoregressive models have been used to describe a wade variety of time series. Then the problem of determining the order in the times series model is very important in data analysis. We consider the Bayesian approach for finding the order of autoregressive(AR) error models using the latent variable which is motivated by Tanner and Wong(1987). The latent variables are combined with the coefficient parameters and the sequential steps are proposed to set up the prior of the latent variables. Markov chain Monte Carlo method(Gibbs sampler and Metropolis-Hasting algorithm) is used in order to overcome the difficulties of Bayesian computations. Three examples including AR(3) error model are presented to illustrate our proposed methodology.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.1147-1150
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• 2008

The goal of this research is to apply the neural networks models for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks models consist of the support vector machines neural networks model (SVM-NNM) and multilayer perceptron neural networks model (MLP-NNM), respectively. The SVM-NNM in time series modeling is relatively new and it is more problematic in comparison with classifications. In this study, The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks models, they are composed of training, cross validation, and testing data, respectively. From this research, we evaluate the impact of the SVM-NNM and the MLP-NNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE data from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

• Proceedings of the Korea Water Resources Association Conference
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• 2008.05a
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• pp.2193-2196
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• 2008

In this study, the new methodology such as support vector machines neural networks model (SVM-NNM) using the statistical learning theory is introduced to forecast flood stage in Nakdong river, Republic of Korea. The SVM-NNM in hydrologic time series forecasting is relatively new, and it is more problematic in comparison with classification. And, the multilayer perceptron neural networks model (MLP-NNM) is introduced as the reference neural networks model to compare the performance of SVM-NNM. And, for the performances of the neural networks models, they are composed of training, cross validation, and testing data, respectively. From this research, we evaluate the impact of the SVM-NNM and the MLP-NNM for the forecasting of the hydrologic time series in Nakdong river. Furthermore, we can suggest the new methodology to forecast the flood stage and construct the optimal forecasting system in Nakdong river, Republic of Korea.

• International Journal of Reliability and Applications
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• v.12 no.2
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• pp.79-94
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• 2011

Redundancy-reliability allocation problems in multi-stage series-parallel systems are addressed in this study. Fuzzy programming techniques are proposed for finding satisfactory solutions. First, a multi-objective programming model is formulated for simultaneously maximizing system reliability and minimizing system total cost. Due to the nature of uncertainty in the problem, the fuzzy set theory and technique are used to convert the deterministic multi-objective programming model into a fuzzy nonlinear programming problem. A heuristic method is developed to get satisfactory solutions for the fuzzy nonlinear programming problem. A Pareto optimal solution is found with maximal degree of satisfaction from the interception area of fuzzy sets. A case study that is related to the electronic control unit installed on aircraft engine over-speed protection system is used to implement the developed approach. Results suggest that the developed fuzzy multi-objective programming model can effectively resolve the fuzzy and uncertain problem when design goals and constraints are not clearly confirmed at the initial conceptual design phase.

• Journal of Environmental Science International
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• v.22 no.3
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• pp.303-308
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• 2013

This paper proposed a new method for estimating missing values in time series rainfall data. The proposed method integrated the two most widely used estimation methods, general linear model(GLM) and ordinary kriging(OK), by taking a weighted average of covariance matrices derived from each of the two methods. The proposed method was cross-validated using daily rainfall data at thirteen rain gauges in the Hyeong-san River basin. The goodness-of-fit of the proposed method was higher than those of GLM and OK, which can be attributed to the weighting algorithm that was designed to minimize errors caused by violations of assumptions of the two existing methods. This result suggests that the proposed method is more accurate in missing values in time series rainfall data, especially in a region where the assumptions of existing methods are not met, i.e., rainfall varies by season and topography is heterogeneous.

• Proceedings of the KIEE Conference
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• 1999.07c
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• pp.1029-1031
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• 1999

This paper presents an $H_{\infty}$ based robust STATCOM supplementary controller design to suppress the SSR in series-compensated line. This controller is designed to have the robust stability against the plant model uncertainty. Time domain simulations using a nonlinear system model show that the proposed STATCOM supplementary controller can suppress the SSR efficiently against the plant model uncertainty