• Title/Summary/Keyword: time series data analysis

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Time Series Analysis and Forecasting of Electrical Conductivity in Coastal Aquifers (연안암반대수층의 해수침투경향성 파악을 위한 전기전도도 시계열 분석과 예측)

  • Ju, Jeong-Woung;Yeo, In Wook
    • Economic and Environmental Geology
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    • v.50 no.4
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    • pp.267-276
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    • 2017
  • Seawater intrusion into coastal fractured rock aquifer, resulting in groundwater contamination, is of serious concern in coastal areas of Jeolla Namdo, Korea, which heavily depends on groundwater resources. Time series analysis and forecasting were carried out to analyze and predict EC which is a major indicator of seawater intrusion. Two time series models of autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) were tested for suggesting appropriate time series model. Time series data of EC measured over one year showed a increasing trend with short periodic fluctuations, due to tidal effect and pumping, which indicated that EC time series data tended to be non-stationary. SARIMA model was found better fitted to observed EC than any other time series model. Time series analysis and modeling was found to be a useful tool to analyze EC at coastal fractured rock aquifer subject to seawater intrusion.

Proposal of An Artificial Intelligence Farm Income Prediction Algorithm based on Time Series Analysis

  • Jang, Eun-Jin;Shin, Seung-Jung
    • International journal of advanced smart convergence
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    • v.10 no.4
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    • pp.98-103
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    • 2021
  • Recently, as the need for food resources has increased both domestically and internationally, support for the agricultural sector for stable food supply and demand is expanding in Korea. However, according to recent media articles, the biggest problem in rural communities is the unstable profit structure. In addition, in order to confirm the profit structure, profit forecast data must be clearly prepared, but there is a lack of auxiliary data for farmers or future returnees to predict farm income. Therefore, in this paper we analyzed data over the past 15 years through time series analysis and proposes an artificial intelligence farm income prediction algorithm that can predict farm household income in the future. If the proposed algorithm is used, it is expected that it can be used as auxiliary data to predict farm profits.

Development of 3D Visualization Technology for Meteorological Data Using IDL (IDL을 이용한 기상자료 3 차원 가시화 기술개발 연구)

  • Joh Min-su;Yun Ja-Young;Seo In-Bum
    • 한국가시화정보학회:학술대회논문집
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    • 2002.11a
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    • pp.77-80
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    • 2002
  • The recent 3D visualization such as volume rendering, iso-surface rendering or stream line visualization gives more understanding about structures or distribution of data in a space and, moreover, the real-time rendering of a scene enables the animation of time-series data. Because the meteorological data is frequently formed as multi-variables, 3-dimensional and time-series data, the spatial analysis, time-series analysis, vector display, and animation techniques can do important roles to get more understanding about data. In this research, our aim is to develop the 3-dimensional visualization techniques for meteorological data in the PC environment by using IDL. The visualization technology from :his research will be used as basic technology not only for the deeper understanding and the more exact prediction about meteorological environments but also for the scientific and spatial data visualization research in any field from which three-dimensional data comes out such as oceanography, earth science, or aeronautical engineering.

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Classification of Time-Series Data Based on Several Lag Windows

  • Kim, Hee-Young;Park, Man-Sik
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.377-390
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    • 2010
  • In the case of time-series analysis, it is often more convenient to rely on the frequency domain than the time domain. Spectral density is the core of the frequency-domain analysis that describes autocorrelation structures in a time-series process. Possible ways to estimate spectral density are to compute a periodogram or to average the periodogram over some frequencies with (un)equal weights. This can be an attractive tool to measure the similarity between time-series processes. We employ the metrics based on a smoothed periodogram proposed by Park and Kim (2008) for the classification of different classes of time-series processes. We consider several lag windows with unequal weights instead of a modified Daniel's window used in Park and Kim (2008). We evaluate the performance under various simulation scenarios. Simulation results reveal that the metrics used in this study split the time series into the preassigned clusters better than do the raw-periodogram based ones proposed by Caiado et al. 2006. Our metrics are applied to an economic time-series dataset.

Effect of land use and urbanization on groundwater recharge in metropolitan area: time series analysis of groundwater level data

  • Chae, Gi-Tak;Yun, Seong-Taek;Kim, Dong-Seung;Choi, Hyeon-Su
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2004.09a
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    • pp.113-114
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    • 2004
  • In order to classify the groundwater recharge characteristics in an urban area, a time series analysis of groundwater level data was performed. For this study, the daily groundwater level data from 35 monitoring wells were collected for 3 years (Fig. 1). The use of the cross-correlation function (CCF), one of the time series analysis, showed both the close relationship between rainfall and groundwater level change and the lag time (delay time) of groundwater level fluctuation after a rainfall event. Based on the result of CCF, monitored wells were classified into two major groups. Group I wells (n=10) showed a fast response of groundwater level change to rainfall event, with a delay time of maximum correlation between rainfall and groundwater level near 1 to 7 days. On the other hand, the delay time of 17-68 days was observed from Group II wells (n=25) (Fig. 1). The fast response in Group I wells is possibly caused by the change of hydraulic pressure of bedrock aquifer due to the rainfall recharge, rather than the direct response to rainfall recharge.

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Fuzzy Logic-based Modeling of a Score (퍼지 이론을 이용한 악보의 모델링)

  • 손세호;권순학
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.3
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    • pp.264-269
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    • 2001
  • In this paper, we interpret a score as a time series and deal with the fuzzy logic-based modeling of it. The musical notes in a score represent a lot of information about the length of a sound and pitches, etc. In this paper, using melodies, tones and pitches in a score, we transform data on a score into a time series. Once more, we foml the new Lime series by sliding a window through the time series. For analyzing the time series data, we make use of the Box-Jenkins s time series analysis. On the basis of the identified characteristics of time series, we construct the fuzzy model.

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Multiple Model Prediction System Based on Optimal TS Fuzzy Model and Its Applications to Time Series Forecasting (최적 TS 퍼지 모델 기반 다중 모델 예측 시스템의 구현과 시계열 예측 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.28 no.B
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    • pp.101-109
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    • 2008
  • In general, non-stationary or chaos time series forecasting is very difficult since there exists a drift and/or nonlinearities in them. To overcome this situation, we suggest a new prediction method based on multiple model TS fuzzy predictors combined with preprocessing of time series data, where, instead of time series data, the differences of them are applied to predictors as input. In preprocessing procedure, the candidates of optimal difference interval are determined by using con-elation analysis and corresponding difference data are generated. And then, for each of them, TS fuzzy predictor is constructed by using k-means clustering algorithm and least squares method. Finally, the best predictor which minimizes the performance index is selected and it works on hereafter for prediction. Computer simulation is performed to show the effectiveness and usefulness of our method.

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Detecting Anomalies in Time-Series Data using Unsupervised Learning and Analysis on Infrequent Signatures

  • Bian, Xingchao
    • Journal of IKEEE
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    • v.24 no.4
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    • pp.1011-1016
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    • 2020
  • We propose a framework called Stacked Gated Recurrent Unit - Infrequent Residual Analysis (SG-IRA) that detects anomalies in time-series data that can be trained on streams of raw sensor data without any pre-labeled dataset. To enable such unsupervised learning, SG-IRA includes an estimation model that uses a stacked Gated Recurrent Unit (GRU) structure and an analysis method that detects anomalies based on the difference between the estimated value and the actual measurement (residual). SG-IRA's residual analysis method dynamically adapts the detection threshold from the population using frequency analysis, unlike the baseline model that relies on a constant threshold. In this paper, SG-IRA is evaluated using the industrial control systems (ICS) datasets. SG-IRA improves the detection performance (F1 score) by 5.9% compared to the baseline model.

Analysis of Intrinsic Patterns of Time Series Based on Chaos Theory: Focusing on Roulette and KOSPI200 Index Future (카오스 이론 기반 시계열의 내재적 패턴분석: 룰렛과 KOSPI200 지수선물 데이터 대상)

  • Lee, HeeChul;Kim, HongGon;Kim, Hee-Woong
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.119-133
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    • 2021
  • As a large amount of data is produced in each industry, a number of time series pattern prediction studies are being conducted to make quick business decisions. However, there is a limit to predicting specific patterns in nonlinear time series data due to the uncertainty inherent in the data, and there are difficulties in making strategic decisions in corporate management. In addition, in recent decades, various studies have been conducted on data such as demand/supply and financial markets that are suitable for industrial purposes to predict time series data of irregular random walk models, but predict specific rules and achieve sustainable corporate objectives There are difficulties. In this study, the prediction results were compared and analyzed using the Chaos analysis method for roulette data and financial market data, and meaningful results were derived. And, this study confirmed that chaos analysis is useful for finding a new method in analyzing time series data. By comparing and analyzing the characteristics of roulette games with the time series of Korean stock index future, it was derived that predictive power can be improved if the trend is confirmed, and it is meaningful in determining whether nonlinear time series data with high uncertainty have a specific pattern.

Time Series Analysis of Engine Test Data (엔진 시험 데이터에 대한 시계열 분석)

  • Kim, Il-Doo;Yoon, Hyun-Gull;Lim, Jin-Shik
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2011.11a
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    • pp.241-245
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    • 2011
  • In an engine test, data are collected in a form of a time series. Usually only the time average of a time series is interesting to engineers while its stochastic fluctuation is being ignored. In this paper, we collect pressure and fuel flux data from an air-breathing engine test and analyze their fluctuations using the multiscale sample entropy analysis, which is suggested as a measure of the complexity of a time series. It is shown that different physical quantities indeed have different complexities at each timescales, suggesting a possibility of an instantaneous tool which evaluates the engine test.

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