• Title/Summary/Keyword: time series regression analysis

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A Study on the Prediction of the World Seaborne Trade Volume through the Exponential Smoothing Method and Seemingly Unrelated Regression Model (지수평활법과 SUR 모형을 통한 세계 해상물동량 예측 연구)

  • Ahn, Young-Gyun
    • Korea Trade Review
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    • v.44 no.2
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    • pp.51-62
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    • 2019
  • This study predicts the future world seaborne trade volume with econometrics methods using 23-year time series data provided by Clarksons. For this purpose, this study uses simple regression analysis, exponential smoothing method and seemingly unrelated regression model (SUR Model). This study is meaningful in that it predicts worldwide total seaborne trade volume and seaborne traffic in four major items (container, bulk, crude oil, and LNG) from 2019 to 2023 as there are few prior studies that predict future seaborne traffic using recent data. It is expected that more useful references can be provided to trade related workers if the analysis period was increased and additional variables could be included in future studies.

Predicting Oxynitrification layer using AI-based Varying Coefficient Regression model (AI 기반의 Varying Coefficient Regression 모델을 이용한 산질화층 예측)

  • Hye Jung Park;Joo Yong Shim;Kyong Jun An;Chang Ha Hwang;Je Hyun Han
    • Journal of the Korean Society for Heat Treatment
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    • v.36 no.6
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    • pp.374-381
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    • 2023
  • This study develops and evaluates a deep learning model for predicting oxide and nitride layers based on plasma process data. We introduce a novel deep learning-based Varying Coefficient Regressor (VCR) by adapting the VCR, which previously relied on an existing unique function. This model is employed to forecast the oxide and nitride layers within the plasma. Through comparative experiments, the proposed VCR-based model exhibits superior performance compared to Long Short-Term Memory, Random Forest, and other methods, showcasing its excellence in predicting time series data. This study indicates the potential for advancing prediction models through deep learning in the domain of plasma processing and highlights its application prospects in industrial settings.

Regional Drought Frequency Analysis with Estimated Monthly Runoff Series in the Nakdong River Basin (낙동강 유역의 유역 유출량 산정에 따른 지역별 가뭄 빈도분석)

  • 김성원
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.41 no.5
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    • pp.53-67
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    • 1999
  • In this study, regional frequency analysis is used to determine each subbasin drought frequency with watershed runoff which is calculated with Tank Model in Nakdong river basin. L-Monments methd which is almost unbiased and nearly normal distribution is applied to estimate paramers of drought frequency analysis of monthly runoff time series. The duration of '76-77 was the most severe drought year than othe rwater years in this study. To decide drought frequency of each subbasin from the main basin, it is calculated by interpolaing runoff from the frequency-druoght runoff relationship. and the linear regression analysis is accomplished between drought frequency of main basin and that of each subbasin. With the results of linear regression analysis, the drought runoff of each subbasin is calculated corresponing to drought frequency 10,20 and 30 years of Nakdong river basin considering safety standards for the design of impounding facilities. As the results of this study, the proposed methodology and procedure of this study can be applied to water budget analysis considering safety standards for the design of impounding facilities in the large-scale river basin. For this purpose, above all, it is recommanded that expansion of reliable observed runoff data is necessary instead of calculated runoff by rainfall-runoff conceptual model.

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Analyzing Growth Factors of Alley Markets Using Time-Series Clustering and Logistic Regression (시계열 군집분석과 로지스틱 회귀분석을 이용한 골목상권 성장요인 연구)

  • Kang, Hyun Mo;Lee, Sang-Kyeong
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.37 no.6
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    • pp.535-543
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    • 2019
  • Recently, growing social interest in alley markets, which have shown rapid growth like Gyeonglidan-gil street in Seoul, has led to the need for an analysis of growth factors. This paper aims at exploring growing alley markets through time-series clustering using DTW (Dynamic Time Warping) and examining the growth factors through logistic regression. According to cluster analysis, the number of growing markets of the Northeast, the Southwest, and the Southeast were much more than the Northwest but the proportion in region of the Northwest, the Northeast, and the Southwest were much more than the Southeast. Logistic regression results show that people in 20s and 30s have a lower impact on sales than those in 50s, but have a greater impact on growth of alley market. Alley markets located in high-income areas often reached their growth limits, indicating a tendency to stagnate or decline. The proximity of a subway station effected positive on sales but negative on growth. This research is an advanced study in that the causes of sales growth of alley markets is examined, which has not been examined in the preceding study.

The Impact of Outpatient Coinsurance Rate Increase on Outpatient Healthcare Service Utilization in Tertiary and General Hospital (외래 본인부담률 인상이 상급종합병원과 종합병원 외래 의료이용에 미친 영향)

  • Kim, Hyo-Jeong;Kim, Young-Hoon;Kim, Han-Sung;Woo, Jung-Sik;Oh, Su-Jin
    • Health Policy and Management
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    • v.23 no.1
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    • pp.19-34
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    • 2013
  • Background: The study describes the changes resulted from imposition on tertiary hospital outpatient coinsurance rate rise policy and in tertiary or general hospital drug coverage rise policy on healthcare service utilization. Methods: Accordingly, the hypothesis about outpatient healthcare utilization after rise policy in outpatient coinsurance rate and drug coverage was established, using interrupted time-series analysis and segmented regression analysis to test the hypothesis. 5-year analysis period (2007. 3-2012. 3) from the outset year was designated, the data about most common 10 high-ranking of the main diseases targeting visiting patient from age of 6 to 64 were collected. Results: The summary on the major research is followed. First, the medical expense and duration of treatment tends to be increased in case of imposition about rise policy in outpatient coinsurance rate in the tertiary hospital under the interrupted time-series analysis. It showed temporary increase and slow down on account of influenza A even after the policy enforcement. In segmented regression analysis, duration of visit and medical expense in the tertiary hospital increased temporally right after the policy implementation and the decreased rapidly depends on period. Both rise and fall is statistically significant. The second, In case of tertiary or general hospital outpatient drug coverage rise policy, all of the tertiary hospital healthcare service utilization variables by the interrupted time-series analysis, drug coverage policy in the general hospital deeply declined according to decreasing trend before policy implementation. The third, in case of segmented regression analysis, the visit duration and medical expense statistically declined right after the policy implementation in both the tertiary and general hospital. Meanwhile, administration day was statistically meaningful only for the decrease right after the policy implementation. Otherwise, general hospital changes are not statistically meaningful. And the medicine cost was statistically, meaningfully decreased after the increase in drug coverage. Conclusion: Finally, the result demonstrated according to the analysis is only 1 hypothesis is denied, the other 2 are partially supported. Then, tertiary hospital outpatient coinsurance rate increase policy comparatively makes decrease effect on long-term healthcare utilization, and tertiary or general hospital outpatient drug coverage policy showed partially short-term effect is assured.

The Effect of Public Report on Antibiotics Prescribing Rate (급성상기도감염 항생제 처방률 공개 효과 분석)

  • Kim, Su-Kyeong;Kim, Hee-Eun;Back, Mi-Sook;Lee, Suk-Hyang
    • Korean Journal of Clinical Pharmacy
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    • v.20 no.3
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    • pp.242-247
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    • 2010
  • Controlling inappropriate antibiotics prescribing for acute upper respiratory infections(URI) is a very important for prudent use of antibiotics and resistance control. Health Insurance Review and Assessment Service (HIRA) introduced Prescribing Evaluation Program and publicly reported antibiotics prescribing rate for URI of each health institution. We performed segmented regression analysis of interrupted time series to estimate the effect of public report on antibiotics prescribing rate using national health insurance claims data. The results indicate that just before the public report period, clinics' monthly antibiotics prescribing rate for URI was 66.7%. Right after the public report, the estimated antibiotics prescribing rate dropped abruptly by 12.3%p. There was no significant changes in month-to-month trend in the prescribing rate before and after the intervention.

A Time Series Analysis for the Monthly Variation of $SO_2$ in the Certain Areas (ARIMA model에 의한 서울시 일부지역 $SO_2$ 오염도의 월변화에 대한 시계열분석)

  • Kim, Kwang-Jin;Lee, Sang-Hun;Chung, Yong
    • Journal of Korean Society for Atmospheric Environment
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    • v.4 no.2
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    • pp.72-81
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    • 1988
  • The typical ARIMA model which was developed by Box and Jenkins, was applied to the monthly $SO_2$ data collected at Seoungsoo and Oryudong in metropolitan area over five years, 1982 to 1986. To find out the changing pattern of $SO_2$ concentration, autocorrelation and partial autocorrelation analysis were undertaken. The three steps of time series model building were followed and the residual series was found to be a random white noise. The results of this study is summarized as follows. 1) The monthly $SO_2$ series was found to be a non-stationary series which which has a periodicity of 12 months. After eliminating the periodicity by differencing, the monthly $SO_2$ series became a stationary series. 2) The ARIMA seasonal model of the $SO_2$ was determined to be ARIMA $(1, 0, 0)(0, 1, 0,)_{12}$ model. 3) The model equations based on the prediction were: for Seoungsoodong: $Y_t = 0.5214Y_{t-1} + Y_{t-12} - 0.5214Y_{t-13} + a_t$ for Oryudong: $Y_t = 0.8549Y_{t-1} + Y_{t-12} - 0.8549Y_{t-13} + a_t$ 4) The validity of the model identified was checked by compairing the measured $SO_2$ values and one-month-ahead predicted values. The result of correlation and regression analysis is as follows. Seoungsoodong: $Y = 0.8710X + 0.0062 r = 0.8768$ Oryudong : $Y = 0.8758X + 0.0073 r = 0.9512$

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A Study of Anomaly Detection for ICT Infrastructure using Conditional Multimodal Autoencoder (ICT 인프라 이상탐지를 위한 조건부 멀티모달 오토인코더에 관한 연구)

  • Shin, Byungjin;Lee, Jonghoon;Han, Sangjin;Park, Choong-Shik
    • Journal of Intelligence and Information Systems
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    • v.27 no.3
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    • pp.57-73
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    • 2021
  • Maintenance and prevention of failure through anomaly detection of ICT infrastructure is becoming important. System monitoring data is multidimensional time series data. When we deal with multidimensional time series data, we have difficulty in considering both characteristics of multidimensional data and characteristics of time series data. When dealing with multidimensional data, correlation between variables should be considered. Existing methods such as probability and linear base, distance base, etc. are degraded due to limitations called the curse of dimensions. In addition, time series data is preprocessed by applying sliding window technique and time series decomposition for self-correlation analysis. These techniques are the cause of increasing the dimension of data, so it is necessary to supplement them. The anomaly detection field is an old research field, and statistical methods and regression analysis were used in the early days. Currently, there are active studies to apply machine learning and artificial neural network technology to this field. Statistically based methods are difficult to apply when data is non-homogeneous, and do not detect local outliers well. The regression analysis method compares the predictive value and the actual value after learning the regression formula based on the parametric statistics and it detects abnormality. Anomaly detection using regression analysis has the disadvantage that the performance is lowered when the model is not solid and the noise or outliers of the data are included. There is a restriction that learning data with noise or outliers should be used. The autoencoder using artificial neural networks is learned to output as similar as possible to input data. It has many advantages compared to existing probability and linear model, cluster analysis, and map learning. It can be applied to data that does not satisfy probability distribution or linear assumption. In addition, it is possible to learn non-mapping without label data for teaching. However, there is a limitation of local outlier identification of multidimensional data in anomaly detection, and there is a problem that the dimension of data is greatly increased due to the characteristics of time series data. In this study, we propose a CMAE (Conditional Multimodal Autoencoder) that enhances the performance of anomaly detection by considering local outliers and time series characteristics. First, we applied Multimodal Autoencoder (MAE) to improve the limitations of local outlier identification of multidimensional data. Multimodals are commonly used to learn different types of inputs, such as voice and image. The different modal shares the bottleneck effect of Autoencoder and it learns correlation. In addition, CAE (Conditional Autoencoder) was used to learn the characteristics of time series data effectively without increasing the dimension of data. In general, conditional input mainly uses category variables, but in this study, time was used as a condition to learn periodicity. The CMAE model proposed in this paper was verified by comparing with the Unimodal Autoencoder (UAE) and Multi-modal Autoencoder (MAE). The restoration performance of Autoencoder for 41 variables was confirmed in the proposed model and the comparison model. The restoration performance is different by variables, and the restoration is normally well operated because the loss value is small for Memory, Disk, and Network modals in all three Autoencoder models. The process modal did not show a significant difference in all three models, and the CPU modal showed excellent performance in CMAE. ROC curve was prepared for the evaluation of anomaly detection performance in the proposed model and the comparison model, and AUC, accuracy, precision, recall, and F1-score were compared. In all indicators, the performance was shown in the order of CMAE, MAE, and AE. Especially, the reproduction rate was 0.9828 for CMAE, which can be confirmed to detect almost most of the abnormalities. The accuracy of the model was also improved and 87.12%, and the F1-score was 0.8883, which is considered to be suitable for anomaly detection. In practical aspect, the proposed model has an additional advantage in addition to performance improvement. The use of techniques such as time series decomposition and sliding windows has the disadvantage of managing unnecessary procedures; and their dimensional increase can cause a decrease in the computational speed in inference.The proposed model has characteristics that are easy to apply to practical tasks such as inference speed and model management.

Electricity Price Forecasting in Ontario Electricity Market Using Wavelet Transform in Artificial Neural Network Based Model

  • Aggarwal, Sanjeev Kumar;Saini, Lalit Mohan;Kumar, Ashwani
    • International Journal of Control, Automation, and Systems
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    • v.6 no.5
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    • pp.639-650
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    • 2008
  • Electricity price forecasting has become an integral part of power system operation and control. In this paper, a wavelet transform (WT) based neural network (NN) model to forecast price profile in a deregulated electricity market has been presented. The historical price data has been decomposed into wavelet domain constitutive sub series using WT and then combined with the other time domain variables to form the set of input variables for the proposed forecasting model. The behavior of the wavelet domain constitutive series has been studied based on statistical analysis. It has been observed that forecasting accuracy can be improved by the use of WT in a forecasting model. Multi-scale analysis from one to seven levels of decomposition has been performed and the empirical evidence suggests that accuracy improvement is highest at third level of decomposition. Forecasting performance of the proposed model has been compared with (i) a heuristic technique, (ii) a simulation model used by Ontario's Independent Electricity System Operator (IESO), (iii) a Multiple Linear Regression (MLR) model, (iv) NN model, (v) Auto Regressive Integrated Moving Average (ARIMA) model, (vi) Dynamic Regression (DR) model, and (vii) Transfer Function (TF) model. Forecasting results show that the performance of the proposed WT based NN model is satisfactory and it can be used by the participants to respond properly as it predicts price before closing of window for submission of initial bids.

Seasonal analysis of Beach-related Issues using Local Newspaper Articles and Topic Modeling (지역신문기사 자료와 토픽모델링을 이용한 해변 관련 계절별 현안분석)

  • Yoo, Mu-Sang;Jeong, Su-Yeon;Kim, Geon-Hu;Sohn, Chul
    • Journal of the Korean Regional Science Association
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    • v.34 no.4
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    • pp.19-34
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    • 2018
  • The purpose of this study is to analyze the seasonal issues using the local newspaper articles with the keyword beach from 2004 to 2017. Topic modeling and Time series regression analysis based on open source programs were performed for analysis. Topic modeling results showed 35 topics in spring, 47 topics in summer, 36 topics in autumn and 35 topics in winter. The common themes were 'beaches', 'festivals and events', 'accident and environmental issues', 'tourism', 'development and sale', 'administration and policy' and 'weather'. Time series regression analysis showed in the spring, 5 Hot-Topics and 2 Cold-Topic were found out of the 35 topics. In the summer, 6 Hot-Topics and 3 Cold-Topic were found out of the 47 topics. In the autumn, 4 Hot-Topics and 3 Cold-Topic were found out of the 36 topics. In the winter, 3 Hot-Topics and 3 Cold-Topic were found out of the 35 topics. And for each season, topics that do not fall into the Hot-Topic and Cold-Topic are classified as Neutral-Topic. In this study if seasonal uses are different such as beaches are deemed that seasonal topic modeling for analysis of regional issues will yield more useful results and enable detailed diagnosis.