• Title/Summary/Keyword: series model

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Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.12 s.173
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    • pp.997-1012
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    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

A Statistical Correction of Point Time Series Data of the NCAM-LAMP Medium-range Prediction System Using Support Vector Machine (서포트 벡터 머신을 이용한 NCAM-LAMP 고해상도 중기예측시스템 지점 시계열 자료의 통계적 보정)

  • Kwon, Su-Young;Lee, Seung-Jae;Kim, Man-Il
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.23 no.4
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    • pp.415-423
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    • 2021
  • Recently, an R-based point time series data validation system has been established for the statistical post processing and improvement of the National Center for AgroMeteorology-Land Atmosphere Modeling Package (NCAM-LAMP) medium-range prediction data. The time series verification system was used to compare the NCAM-LAMP with the AWS observations and GDAPS medium-range prediction model data operated by Korea Meteorological Administration. For this comparison, the model latitude and longitude data closest to the observation station were extracted and a total of nine points were selected. For each point, the characteristics of the model prediction error were obtained by comparing the daily average of the previous prediction data of air temperature, wind speed, and hourly precipitation, and then we tried to improve the next prediction data using Support Vector Machine( SVM) method. For three months from August to October 2017, the SVM method was used to calibrate the predicted time series data for each run. It was found that The SVM-based correction was promising and encouraging for wind speed and precipitation variables than for temperature variable. The correction effect was small in August but considerably increased in September and October. These results indicate that the SVM method can contribute to mitigate the gradual degradation of medium-range predictability as the model boundary data flows into the model interior.

Regionalized Daily Streamflow Model using a Modified Retention Parameter in SCS Method

  • 김대철;박성기;노재경
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.32 no.E
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    • pp.47-58
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    • 1990
  • Abstract A regionalized daily streamflow model using a modified retention parameter in the SCS method was developed to predict the daily streamflow of a natural series for Korean watersheds. Model verification showed that it is possible to use the model for extending short period records in a gaged watershed or for predicting daily streamflow in any ungaged watershed, with reasonable accuracy by simply inputing the name of the watershed boundary, the watershed size, the latitude and longitude of the watershed, and the daily areal rainfall.

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Time-Series based Dataset Selection Method for Effective Text Classification (효율적인 문헌 분류를 위한 시계열 기반 데이터 집합 선정 기법)

  • Chae, Yeonghun;Jeong, Do-Heon
    • The Journal of the Korea Contents Association
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    • v.17 no.1
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    • pp.39-49
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    • 2017
  • As the Internet technology advances, data on the web is increasing sharply. Many research study about incremental learning for classifying effectively in data increasing. Web document contains the time-series data such as published date. If we reflect time-series data to classification, it will be an effective classification. In this study, we analyze the time-series variation of the words. We propose an efficient classification through dividing the dataset based on the analysis of time-series information. For experiment, we corrected 1 million online news articles including time-series information. We divide the dataset and classify the dataset using SVM and $Na{\ddot{i}}ve$ Bayes. In each model, we show that classification performance is increasing. Through this study, we showed that reflecting time-series information can improve the classification performance.

Time Series Prediction of Dynamic Response of a Free-standing Riser using Quadratic Volterra Model (Quadratic Volterra 모델을 이용한 자유지지 라이저의 동적 응답 시계열 예측)

  • Kim, Yooil
    • Journal of the Society of Naval Architects of Korea
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    • v.51 no.4
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    • pp.274-282
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    • 2014
  • Time series of the dynamic response of a slender marine structure was predicted using quadratic Volterra series. The wave-structure interaction system was identified using the NARX(Nonlinear Autoregressive with Exogenous Input) technique, and the network parameters were determined through the supervised training with the prepared datasets. The dataset used for the network training was obtained by carrying out the nonlinear finite element analysis on the freely standing riser under random ocean waves of white noise. The nonlinearities involved in the analysis were both large deformation of the structure under consideration and the quadratic term of relative velocity between the water particle and structure in Morison formula. The linear and quadratic frequency response functions of the given system were extracted using the multi-tone harmonic probing method and the time series of response of the structure was predicted using the quadratic Volterra series. In order to check the applicability of the method, the response of structure under the realistic ocean wave environment with given significant wave height and modal period was predicted and compared with the nonlinear time domain simulation results. It turned out that the predicted time series of the response of structure with quadratic Volterra series successfully captures the slowly varying response with reasonably good accuracy. It is expected that the method can be used in predicting the response of the slender offshore structure exposed to the Morison type load without relying on the computationally expensive time domain analysis, especially for the screening purpose.

A Study on the Data Driven Neural Network Model for the Prediction of Time Series Data: Application of Water Surface Elevation Forecasting in Hangang River Bridge (시계열 자료의 예측을 위한 자료 기반 신경망 모델에 관한 연구: 한강대교 수위예측 적용)

  • Yoo, Hyungju;Lee, Seung Oh;Choi, Seohye;Park, Moonhyung
    • Journal of Korean Society of Disaster and Security
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    • v.12 no.2
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    • pp.73-82
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    • 2019
  • Recently, as the occurrence frequency of sudden floods due to climate change increased, the flood damage on riverside social infrastructures was extended so that there has been a threat of overflow. Therefore, a rapid prediction of potential flooding in riverside social infrastructure is necessary for administrators. However, most current flood forecasting models including hydraulic model have limitations which are the high accuracy of numerical results but longer simulation time. To alleviate such limitation, data driven models using artificial neural network have been widely used. However, there is a limitation that the existing models can not consider the time-series parameters. In this study the water surface elevation of the Hangang River bridge was predicted using the NARX model considering the time-series parameter. And the results of the ANN and RNN models are compared with the NARX model to determine the suitability of NARX model. Using the 10-year hydrological data from 2009 to 2018, 70% of the hydrological data were used for learning and 15% was used for testing and evaluation respectively. As a result of predicting the water surface elevation after 3 hours from the Hangang River bridge in 2018, the ANN, RNN and NARX models for RMSE were 0.20 m, 0.11 m, and 0.09 m, respectively, and 0.12 m, 0.06 m, and 0.05 m for MAE, and 1.56 m, 0.55 m and 0.10 m for peak errors respectively. By analyzing the error of the prediction results considering the time-series parameters, the NARX model is most suitable for predicting water surface elevation. This is because the NARX model can learn the trend of the time series data and also can derive the accurate prediction value even in the high water surface elevation prediction by using the hyperbolic tangent and Rectified Linear Unit function as an activation function. However, the NARX model has a limit to generate a vanishing gradient as the sequence length becomes longer. In the future, the accuracy of the water surface elevation prediction will be examined by using the LSTM model.

Analysis of the Music based on Time series (시계열을 이용한 음악의 해석)

  • 손세호;이중우;권순학
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2001.12a
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    • pp.113-116
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    • 2001
  • This paper describes an analysis of the music as a time series and the fuzzy logic-based modeling of it. All music is made up of a finite number of musical notations known as the musical symbols, such as clefs, staff, tine signature, notes, rests, etc. . The musical score uses musical symbols to present various characteristics, such as rhythm, melody, chord, etc,. for interpreting the music. In this paper, it is possible to transform the beat and pitch in the musical into time series from the viewpoint of recognizing beat and pitch of sounding tone at each time. On the basis of the identified features of the musical score, a musical score is represented as a time series and then is constructed to fuzzy logic-based model for predicting them. Examples are presented to illustrate the validity of the proposed method.

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A Novel Framework Based on CNN-LSTM Neural Network for Prediction of Missing Values in Electricity Consumption Time-Series Datasets

  • Hussain, Syed Nazir;Aziz, Azlan Abd;Hossen, Md. Jakir;Aziz, Nor Azlina Ab;Murthy, G. Ramana;Mustakim, Fajaruddin Bin
    • Journal of Information Processing Systems
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    • v.18 no.1
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    • pp.115-129
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    • 2022
  • Adopting Internet of Things (IoT)-based technologies in smart homes helps users analyze home appliances electricity consumption for better overall cost monitoring. The IoT application like smart home system (SHS) could suffer from large missing values gaps due to several factors such as security attacks, sensor faults, or connection errors. In this paper, a novel framework has been proposed to predict large gaps of missing values from the SHS home appliances electricity consumption time-series datasets. The framework follows a series of steps to detect, predict and reconstruct the input time-series datasets of missing values. A hybrid convolutional neural network-long short term memory (CNN-LSTM) neural network used to forecast large missing values gaps. A comparative experiment has been conducted to evaluate the performance of hybrid CNN-LSTM with its single variant CNN and LSTM in forecasting missing values. The experimental results indicate a performance superiority of the CNN-LSTM model over the single CNN and LSTM neural networks.

Preparation of Soil Input Files to a Crop Model Using the Korean Soil Information System (흙토람 데이터베이스를 활용한 작물 모델의 토양입력자료 생성)

  • Yoo, Byoung Hyun;Kim, Kwang Soo
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.19 no.3
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    • pp.174-179
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    • 2017
  • Soil parameters are required inputs to crop models, which estimate crop yield under a given environment condition. The Korean Soil Information System (KSIS), which provides detailed soil profile record of 390 soil series in the HTML (HyperText Markup Language) format, would be useful to prepare soil input files. Korean Soil Information System Processing Tool (KSISPT) was developed to aid generation of soil input data based on the KSIS database. Java was used to implement the tool that consists of a set of modules for parsing the HTML document of the KSIS, storing data required for preparing soil input file, calculating additional soil parameter, and writing soil input file to a local disk. Using the automated soil data preparation tool, about 940 soil input data were created for the DSSAT model and the ORYZA 2000 model, respectively. In combination with soil series distribution map at 30m resolution, spatial analysis of crop yield could be projected under climate change, which would help the development of adaptation strategies.

Verification on PTF (Pedo-Transfer Function) estimating soil water retention based on soil properties (토양특성 기반 토양수분 함량 예측을 위한 PTF 적용성 검정)

  • Hur, Seung-Oh;Sonn, Yeon-Gyu;Hyun, Byung-Kewn;Shin, Kook-Sik;Oh, Taek-Keun;Kim, Jeong-Gyu
    • Korean Journal of Agricultural Science
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    • v.41 no.4
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    • pp.391-398
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    • 2014
  • Identifying soil water content as a major factor for evaluating irrigation and water resource is a primary module to develop a prediction model. A variety of PTFs (Pedo-Transfer Functions) are applied in the models to estimate soil water content, the analysis techniques, however, which compare the estimated from models and the measured by instruments, are not reached at the level to demonstrate the effectiveness of the PTFs in Korea. Many soil physicians such as Eom, Peterson, Rawls, Saxton, Bruand, Baties, Tomasella & Hodnett (T&H), and Minasny, have developed analytic models using PTFs. Soil data for the analysis used soil water contents on 347 soil series (10 kPa), 358 soil series (33 kPa), 356 soil series (1,500 kPa) established by NAAS (National Academy of Agricultural Science). A coefficient of determination on soil water content at 10, 33 and 1,500 kPa was the highest as 0.5932 in EM (Eom model), 0.6744 in REM (Rawls model) and 0.6108 in REM, respectively. In conclusion, it is strongly suggested that the use of EM or REM is suitable for estimating soil water content in Korea although SM (Saxton model) has been widely used.