• Proceedings of the Korea Water Resources Association Conference
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• 2005.05b
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• pp.143-148
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• 2005

The main purpose of this study is to suggest and evaluate an operational method for assessing the potential impact of climate change on hydrologic components and water resources of regional scale river basins. The method, which uses large scale climate change information provided by a state of the art general circulation model(GCM) comprises a statistical downscaling approach and a spatially distributed hydrological model applied to a river basin located in Korea. First, we construct global climate change scenarios using the YONU GCM control run and transient experiments, then transform the YONU GCM grid-box predictions with coarse resolution of climate change into the site-specific values by statistical downscaling techniques. The values are used to modify the parameters of the stochastic weather generator model for the simulation of the site-specific daily weather time series. The weather series fed into a semi-distributed hydrological model called SLURP to simulate the streamflows associated with other water resources for the condition of $2CO_2$. This approach is applied to the Yongdam dam basin in southern part of Korea. The results show that under the condition of $2CO_2$, about $7.6\% of annual mean streamflow is reduced when it is compared with the observed one. And while Seasonal streamflows in the winter and autumn are increased, a streamflow in the summer is decreased. However, the seasonality of the simulated series is similar to the observed pattern and the analysis of the duration cure shows the mean of averaged low flow is increased while the averaged wet and normal flow are decreased for the climate change.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.39 no.1
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• pp.64-72
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• 2016

In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

• Water for future
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• v.17 no.4
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• pp.281-291
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• 1984

In our Koreans river basins there are many of monthly rainfall data, but unfortrnately streamflow data needed are rare. Analysing monthly rainfall data of Somjin river basin, the stochastic theory model for calculation of monthly streamflow series of that region is determined. The model is composed of Box & Jenkins stansfer function plus ARIMA residual models. This linear stochastic differenced time series equation models can adapt themselves to the structure and variety of rainfall, streamflow data on the assumption of the stationary covarience. The fiexibility of Box-Jenkins method consists mainly in the iterative technique of building an AIRMA model from observations and by the use of autocorrelation functions. The best models for Somjin river basin belong to the general calss: $Y_t=($\omega$o-$\omega$_1B) C_iX_t+$\varepsilon$t$ $Y_t$ monthly streamflow, $X_t$ : monthly rainfall, $C_i$ :monthly run-off, $$\omega$o-$\omega$_1$ : transfer parameter, $$\varepsilon$_t$ : residual The streamflow series resulted from the proposed model is satisfactory comparing with the exsting streamflow data of Somjin gauging station site.

• Journal of the Korean Institute of Intelligent Systems
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• v.15 no.7
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• pp.881-886
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• 2005

This paper presents intelligent digital redesign method of global approach for hybrid state space fuzzy-model-based controllers. For effectiveness and stabilization of continuous-time uncertain nonlinear systems under discrete-time controller, Takagi-Sugeno(TS) fuzzy model is used to represent tile complex system. And global approach design problems viewed as a convex optimization problem that we minimize the error of the norm bounds between nonlinearly interpolated linear operators to be matched. Also, by using the power series, we analyzed nonlinear system's uncertain parts more precisely. When a sampling period is sufficiently small, the conversion of a continuous-time structured uncertain nonlinear system to an equivalent discrete-time system have proper reason. Sufficiently conditions for the global state-matching of tile digitally controlled system are formulated in terms of linear matrix inequalities (LMIs). Finally, a TS fuzzy model for the chaotic Lorentz system is used as an example to guarantee the stability and effectiveness of the proposed method.

• Journal of the Institute of Convergence Signal Processing
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• v.1 no.1
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• pp.15-22
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• 2000

The analysis of power spectrum based on linear AR model is applied widely to quantize the response of autonomic nerve noninvasively, In this paper, we estimate the power spectrum density for heartrate variability of the electrocadiogram and pulse wave for short term data(less than two minute), The time series of heart rate variability is obtained from the time interval(RRI, PPI) between the feature point of the electrocadiogram and pulse wave for normal person, The generated time series reconstructed into new time series through polynomial interpolation to apply to the AR mode. The power spectrum density for AR model is calculated by Burg algorithm, After applying AR model, the power spectrum density for heart rate variability of the electrocadiogram and the pulse wave is shown smooth spectrum power at the region of low frequence and high frequence, and that the power spectrum density of electrocadiogram and pulse wave has similar form for same subject.

• Journal of Soil and Groundwater Environment
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• v.19 no.3
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• pp.123-133
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• 2014

It is important to predict the groundwater level fluctuation for effective management of groundwater monitoring system and groundwater resources. In the present study, three different time series models for the prediction of groundwater level in response to rainfall were built, those are transfer function noise model (TFNM), artificial neural network (ANN), and adaptive neuro fuzzy interference system (ANFIS). The models were applied to time series data of Boen, Cheolsan, and Hongcheon stations in National Groundwater Monitoring Network. The result shows that the model performance of ANN and ANFIS was higher than that of TFNM for the present case study. As lead time increased, prediction accuracy decreased with underestimation of peak values. The performance of the three models at Boen station was worst especially for TFNM, where the correlation between rainfall and groundwater data was lowest and the groundwater extraction is expected on account of agricultural activities. The sensitivity analysis for the input structure showed that ANFIS was most sensitive to input data combinations. It is expected that the time series model approach and results of the present study are meaningful and useful for the effective management of monitoring stations and groundwater resources.

• Journal of Convergence for Information Technology
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• v.12 no.1
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• pp.31-38
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• 2022

This paper applies an expert independent unsupervised neural network learning-based multivariate time series data analysis model, MSCRED(Multi-Scale Convolutional Recurrent Encoder-Decoder), and to overcome the limitation, because the MCRED is based on Auto-encoder model, that train data must not to be contaminated, by using learning data sampling technique, called Subset Sampling Validation. By using the vibration data of power plant equipment that has been labeled, the classification performance of MSCRED is evaluated with the Anomaly Score in many cases, 1) the abnormal data is mixed with the training data 2) when the abnormal data is removed from the training data in case 1. Through this, this paper presents an expert-independent anomaly diagnosis framework that is strong against error data, and presents a concise and accurate solution in various fields of multivariate time series data.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.395-406
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• 2022

This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

• Journal of Navigation and Port Research
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• v.47 no.6
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• pp.376-385
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• 2023

Fishing boat capsizing accidents account for more than half of all capsize accidents. These can occur for a variety of reasons, including inexperienced operation, bad weather, and poor maintenance. Due to the size and influence of the industry, technological complexity, and regional diversity, fishing ships are relatively under-researched compared to commercial ships. This study aimed to predict the rolling motion time series of fishing boats using an image-based deep learning model. Image-based deep learning can achieve high performance by learning various patterns in a time series. Three image-based deep learning models were used for this purpose: Xception, ResNet50, and CRNN. Xception and ResNet50 are composed of 177 and 184 layers, respectively, while CRNN is composed of 22 relatively thin layers. The experimental results showed that the Xception deep learning model recorded the lowest Symmetric mean absolute percentage error(sMAPE) of 0.04291 and Root Mean Squared Error(RMSE) of 0.0198. ResNet50 and CRNN recorded an RMSE of 0.0217 and 0.022, respectively. This confirms that the models with relatively deeper layers had higher accuracy.

• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.49-61
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• 2010

The time series dependencies of Financial volatility are frequently measured by the autocorrelation function of power-transformed absolute returns. It is known as the Taylor property that the autocorrelations of the absolute returns are larger than those of the squared returns. Hass (2009) developed a simple method for detecting the Taylor property in absolute-value-GAROH(1,1) (AVGAROH(1,1)) model. In this article, we fitted AVGAROH(1,1) model for various Korean financial time series and observed the Taylor property.