• Title/Summary/Keyword: 다변량 시계열분석

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반도체 공정 신호의 이상탐지 및 분류를 위한 자기구상지도 기반 기법에 관한 연구

  • Yun, Jae-Jun;Park, Jeong-Sul;Baek, Jun-Geol
    • Proceedings of the Korean Vacuum Society Conference
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    • 2011.02a
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    • pp.36-36
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    • 2011
  • 반도체 공정 신호는 주기 신호와 비주기 신호로 구분된다. 특정 패턴을 가지는 주기 신호는 해당 파라미터(parameter)에 대해서 패턴 매칭을 수행하여 관리하는 연구가 진행되고 있다. 반면 비주기 신호 데이터의 경우에는 패턴 매칭 방법을 수행할 수 없다. 또한 반도체 공정에서 얻을 수 있는 두 개 타입의 데이터는 그 파라미터가 방대하기 때문에 현재 실제 공정에 적용되고 있는 방식인 각각 하나의 파라미터에 대해 관리도(control chart)를 구성해 관리하는 것은 많은 비용과 시간의 낭비를 초래한다. 따라서 두 타입 데이터의 여러 개의 파라미터를 동시에 관측할 수 있고 파라미터간의 내재된 상관관계를 고려할 수 있는 장점을 가진 분석 기법에 대한 연구가 필요하다. 주기 신호의 이상탐지를 위한 기존 연구는 신호를 구간으로 나누어 구간별로 SPC 차트적용 시키는 방법, 각 시점 마다 측정되는 값을 하나의 변수로 고려하여 Hotelling's T square, PCA, PLS 등과 같은 다변량 통계 분석을 적용 시키는 방법들이 제시되어 왔다. 이러한 방법들은 다양한 특성을 가지는 주기신호를 분석하고 이상을 탐지 하는데 많은 한계점을 가진다. 이에 본 논문은 다양한 형태를 가지는 신호의 특성을 반영하여 자기구상지도를 기반으로 신호의 분류와 공정의 이상을 탐지하는 기법을 제안한다. 제안하는 기법은 자기구상지도를 이용하여 복잡한(고차원, 시계열) 신호를 2차원 상의 노드로 맵핑시킴으로써 신호의 특질(feature)을 추출하고 새로 표현된 신호의 특질을 기반으로 Logistic regression을 적용시켜 이상을 탐지 한다. 다양한 이상 상황을 가진 반도체 공정 신호를 사용하여 제안한 이상탐지 성능을 평가하였다.

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Application Examples of Daecheong Dam for Efficient Water Management Based on Integrated Water Management (통합물관리 기반 효율적 물관리를 위한 대청댐 실무적용 사례)

  • Kang, Kwon-Su;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2017.05a
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    • pp.85-85
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    • 2017
  • 효율적 물관리란 거대한 물순환 과정에서 인간이 편안한 삶을 사는데 필요한 물의 이용효율을 극대화하는 것이다. 과거의 물관리는 이원화된 수량과 수질관리, 수량중심에서는 용수공급과 홍수조절이 주요한 관심사였다. 현재는 과거의 물관리에 친수와 환경을 더한 복잡한 분야로 확대되고 있다. 통합물관리란 물을 최적으로 관리하기 위해 물관리 이해당사자간의 소통과 물 기술의 고도화를 기반으로 기존에 분산된 물관리 구성요소들(시설 정보, 수량 수질 등)을 권역적으로 관리하는 것을 말한다. 본 연구에서는 대청댐 방류에 따른 금강 하류부의 홍수추적을 위해 수행한 댐하류 소유역별 강우량 빈도분석 과정, 용담댐 방류를 고려한 대청댐 홍수도달시간 검토, Poincare Section과 신경망기법을 이용한 수문자료 예측, 추계학적 다변량 해석과 다변량 신경망해석에 의한 대청댐 유입량 산정과정, 보조여수로 건설에 따른 주여수로와 보조여수로간의 연계운영방안, 단계(관심, 주의, 경계, 심각)를 고려한 대청댐 확보수위 산정, 저수지 중장기 운영계획 수립과 댐 운영 기준수위를 결정하기 위해 누가차분방식으로 적용되는 갈수기 유입량 빈도분석에 대한 실무적용 사례를 소개하고자 한다. 강우량 빈도분석 과정은 L-모멘트방법(Hosking과 Wallis, 1993)을 적용하였고, 홍수도달시간 검토는 평균유속, 하류 수위상승 기점 영향검토, 수리학적 모형(FLDWAV, Progressive lag method 등)을 활용하였다. 카오스 이론을 도입하여 대청댐 수문자료의 상관성 검토 및 추계학적 모형을 이용한 모의발생을 유도하여 수문자료 예측을 시행하였다. 추계학적 모형과 신경망모형 연구의 대상은 대청댐으로, 시계열 자료는 댐의 월강우량, 월유입량, 최고기온, 평균기온, 최소기온, 습도, 증발량 등의 자료를 기반으로 하였다. 적용기간은 1981~2009년의 자료를 이용하여 2010년 1월부터 12월까지 12개월 동안의 월유입량을 예측하였다. 수문자료 해석의 기본이 되는 약 30년간의 자료를 이용하여 분석을 실시하였다. 대청댐의 유입량 예측을 위해 적용된 모형으로는 추계학적 모형인 ARMA모형, TF모형, TFN 모형 등이 적용되었고, 또한 신경망 모형의 종류인 다층 퍼셉트론, PCA모형 등을 활용하여 실측치와 가장 가깝게 근사화시키는 방법론을 찾고자 하였다. 또한, 기존여수로와 보조여수로 연계운영을 위해 3차원 수치해석을 통한 댐하류 안정성 검토 및 확보수위 산정을 통해 단계(관심, 주의, 경계, 심각)별로 대처가 가능한 수위를 산정하였다.

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Daily Behavior Pattern Extraction using Time-Series Behavioral Data of Dairy Cows and k-Means Clustering (행동 시계열 데이터와 k-평균 군집화를 통한 젖소의 일일 행동패턴 검출)

  • Lee, Seonghun;Park, Gicheol;Park, Jaehwa
    • Journal of Software Assessment and Valuation
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    • v.17 no.1
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    • pp.83-92
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    • 2021
  • There are continuous and tremendous attempts to apply various sensor systems and ICTs into the dairy science for data accumulation and improvement of dairy productivity. However, these only concerns the fields which directly affect to the dairy productivity such as the number of individuals and the milk production amount, while researches on the physiology aspects of dairy cows are not enough which are fundamentally involved in the dairy productivity. This paper proposes the basic approach for extraction of daily behavior pattern from hourly behavioral data of dairy cows to identify the health status and stress. Total four clusters were grouped by k-means clustering and the reasonability was proved by visualization of the data in each groups and the representatives of each groups. We hope that provided results should lead to the further researches on catching abnormalities and disease signs of dairy cows.

A spectrum based evaluation algorithm for micro scale weather analysis module with application to time series cluster analysis (스펙트럼분석 기반의 미기상해석모듈 평가알고리즘 제안 및 시계열 군집분석에의 응용)

  • Kim, Hea-Jung;Kwak, Hwa-Ryun;Kim, Yu-Na;Choi, Young-Jean
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.41-53
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    • 2015
  • In meteorological field, many researchers have tried to develop micro scale weather analysis modules for providing real-time weather information service in the metropolitan area. This effort enables us to cope with various economic and social harms coming from serious change in the micro meteorology of a metropolitan area due to rapid urbanization such as quantitative expansions in its urban activity, growth of population, and building concentration. The accuracy of the micro scale weather analysis modules (MSWAM) directly related to usefulness and quality of the real-time weather information service in the metropolitan area. This paper design a evaluation system along with verification tools that sufficiently accommodate spatio-temporal characteristics of the outputs of the MSWAM. For this we proposes a test for the equality of mean vectors of the output series of the MSWAM and corresponding observed time series by using a spectral analysis technique. As a byproduct, a time series cluster analysis method, using a function of the test statistic as the distance measure, is developed. A real data application is given to demonstrate the utility of the method.

The Analysis of EU Carbon Prices Using SVECM Approach (SVECM 모형을 이용한 탄소배출권 가격 연구)

  • Bu, Gi-Duck;Jeong, Kiho
    • Environmental and Resource Economics Review
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    • v.20 no.3
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    • pp.531-565
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    • 2011
  • All previous studies analyzing multivariate time series data of EUA (European Union Allowance) price commonly used endogenous variables within the four variables and included the period from April to June of 2006 in the analysis, when the price distortion occurred. This study uses graph theory and structural vector error correction model (SVECM) to analyze the daily time series data of the EUA (European Union Allowance) price. As endogenous variables, five variables are considered for the analysis, including prices of crude oil, natural gas, electricity and coal in addition to carbon price. Data period is Phase 2 period (April 21, 2008 to March 31, 2010) to avoid the EUA price distortion of Phase 1 period (2005~2007). Further, the monthly data including the economic variables as endogenous variables are analyzed.

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A Demand Forecasting for Aircraft Spare Parts using ARMIA (ARIMA를 이용한 항공기 수리부속의 수요 예측)

  • Park, Young-Jin;Jeon, Geon-Wook
    • Journal of the military operations research society of Korea
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    • v.34 no.2
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    • pp.79-101
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    • 2008
  • This study is for improvement of repair part demand forecasting method of Republic of Korea Air Force aircraft. Recently, demand prediction methods are Weighted moving average, Linear moving average, Trend analysis, Simple exponential smoothing, Linear exponential smoothing. But these use fixed weight and moving average range. Also, NORS(Not Operationally Ready upply) is increasing. Recommended method of Box-Jenkins' ARIMA can solve problems of these method and improve estimate accuracy. To compare recent prediction method and ARIMA that use mean squared error(MSE) is reacted sensitively in change of error. ARIMA has high accuracy than existing forecasting method. If apply this method of study in other several Items, can prove demand forecast Capability.

Corporate Default Prediction Model Using Deep Learning Time Series Algorithm, RNN and LSTM (딥러닝 시계열 알고리즘 적용한 기업부도예측모형 유용성 검증)

  • Cha, Sungjae;Kang, Jungseok
    • Journal of Intelligence and Information Systems
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    • v.24 no.4
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    • pp.1-32
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    • 2018
  • In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.

Evaluation of Impaired Waterbody and Multivariate Analysis Using Time Series Load Curve -in Jiseok Stream Watershed- (시계열 부하 곡선을 이용한 수체손상 평가 및 다변량 분석 -지석천 유역을 대상으로-)

  • Park, Jinhwan;Kang, Taewoo;Han, Sungwook;Baek, Seunggwon;Kang, Taegu;Yoo, Jechul;Kim, Youngsuk
    • Journal of Korean Society on Water Environment
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    • v.33 no.6
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    • pp.650-660
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    • 2017
  • In this study, pollutant emission characteristics by water damage period analyzed 11 items (water temperature, pH, DO, EC, BOD, COD, TOC, SS, T-N, T-P and flow) with load duration curve, time series load curve and factor analysis for three years (2014-2016). Load duration curve is applied to judge the level of impaired waterbody and estimate impaired level by pollutants such as BOD and T-P in this study depending on variation of stream flow. Water quality standard exceeded the flow of mid-range and low-range by flow condition evaluation using load duration curve. This watershed was influenced by point source more than non-point source. Cumulative excess rate of BOD and T-P kept water quality standard for all seasons (spring, summer, autumn and winter) except BOD 59% in spring. Water quality changes were influenced by pollutants of basic environmental treatment facilities and agricultural areas during spring and summer. Results of factor analysis were classified commonly first factor (BOD, COD, and TOC) and second factor (flow, water temperature and SS). Therefore, effects of artificial pollutants and maintenance water must be controlled seasonally and reduced relative to water damage caused by point pollution sources with effluent standard strengthened in the target watershed.

Predicting the Future Price of Export Items in Trade Using a Deep Regression Model (딥러닝 기반 무역 수출 가격 예측 모델)

  • Kim, Ji Hun;Lee, Jee Hang
    • KIPS Transactions on Software and Data Engineering
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    • v.11 no.10
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    • pp.427-436
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    • 2022
  • Korea Trade-Investment Promotion Agency (KOTRA) annually publishes the trade data in South Korea under the guidance of the Ministry of Trade, Industry and Energy in South Korea. The trade data usually contains Gross domestic product (GDP), a custom tariff, business score, and the price of export items in previous and this year, with regards to the trading items and the countries. However, it is challenging to figure out the meaningful insight so as to predict the future price on trading items every year due to the significantly large amount of data accumulated over the several years under the limited human/computing resources. Within this context, this paper proposes a multi layer perception that can predict the future price of potential trading items in the next year by training large amounts of past year's data with a low computational and human cost.

A Study on the Effect of Delinquency Rate of Real Estate PF on Macroeconomic Variables (거시경제변수에 따른 부동산PF 연체율에 관한 연구)

  • Roh, Chi-Young;Kim, Hyung-Joo
    • The Journal of the Korea Contents Association
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    • v.18 no.4
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    • pp.416-427
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    • 2018
  • As the loan size of real estate PF is huge, its market ripple effect gets bigger when overdue occurs. Accordingly, the management of the delinquency rate and macroeconomic analysis are required. As the preceding research mainly proceeded with microeconomic analysis through the real estate PF data of individual banks to evaluate importance of list or analyzed core factors for delinquency, it lacked research on comprehensive real estate PF size. In order to overcome the limitations of such data, this research studied real estate PF delinquency rate of the entire market and effect relationship by the size. The research utilized the size of real estate PF loans, money supply, interest rate, consumer price index(CPI), and GDP data. Also, it applied the first model of VECM as linear relationship between at least two or more variables, following the result of co-integration test. As a result of Granger-causality test, the real estate PF loans delinquency rate is influenced by their loan size, and as a result of impulse response analysis, the interest rate is shown to be affecting delinquency rate the most. Interest rate could risesomeday and aggravate the delinquency rate of real estate PF. Also, risk exposure could be serious as the loan size increases.Therefore, the management of real estate PF delinquency rate requires continuous monitoring, tracking and observing issued loans from a macro point of view. The plans to prevent delinquency will be necessary.