• 제목/요약/키워드: 비정상 시계열

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Time-series Mapping and Uncertainty Modeling of Environmental Variables: A Case Study of PM10 Concentration Mapping (시계열 환경변수 분포도 작성 및 불확실성 모델링: 미세먼지(PM10) 농도 분포도 작성 사례연구)

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.32 no.3
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    • pp.249-264
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    • 2011
  • A multi-Gaussian kriging approach extended to space-time domain is presented for uncertainty modeling as well as time-series mapping of environmental variables. Within a multi-Gaussian framework, normal score transformed environmental variables are first decomposed into deterministic trend and stochastic residual components. After local temporal trend models are constructed, the parameters of the models are estimated and interpolated in space. Space-time correlation structures of stationary residual components are quantified using a product-sum space-time variogram model. The ccdf is modeled at all grid locations using this space-time variogram model and space-time kriging. Finally, e-type estimates and conditional variances are computed from the ccdf models for spatial mapping and uncertainty analysis, respectively. The proposed approach is illustrated through a case of time-series Particulate Matter 10 ($PM_{10}$) concentration mapping in Incheon Metropolitan city using monthly $PM_{10}$ concentrations at 13 stations for 3 years. It is shown that the proposed approach would generate reliable time-series $PM_{10}$ concentration maps with less mean bias and better prediction capability, compared to conventional spatial-only ordinary kriging. It is also demonstrated that the conditional variances and the probability exceeding a certain thresholding value would be useful information sources for interpretation.

Analysis and Forecast of Non-Stationary Monthly Steam Flow (비정상 월유량 시계열의 해석과 예측)

  • 이재형;선우중호
    • Water for future
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    • v.11 no.2
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    • pp.54-61
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    • 1978
  • An attemption of synthesizing and forecasting of monthly river flow has been made by employing a linear stochastic difference equation model. As one of the linear stochestic difference equation model, an ARIMA Type is tested to find the suitability of the model to the monthly river flows. On the assumption of the stationary covariacne of differenced monthly river flows the model is identrfield and is evaluated so that the residuale have the minimum variance. Finally a test is performed to finld the residerals beings White noise. Monthly river flows at six stations in Han River Basin are applied for case studies. It was found that the difference operator is a good measure of forecasting the monthly river flow.

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A Study on the Real Time Forecasting for Monthly Inflow of Daecheong Dam using Seasonal ARIMA Model (계절 ARIMA모형을 이용한 대청댐 유역 실시간 유입량 예측에 관한 연구)

  • Kim, Keun-Soon;Ahn, Jae-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1395-1399
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    • 2010
  • 최근 들어 전 세계적으로 태풍과 가뭄 그리고 국지적인 호우 등의 기상변화로 인하여 수자원 종합적인 개발과 이용계획에 대한 전문적인 예측이 필요하다. 우리나라는 홍수기에 집중적인 강우 발생으로 인하여 평수기와 유입량 차이가 심한 수문특성을 가지고 있어 안정적인 수자원 공급에 대한 장기적인 관점에서 이수와 치수정책을 수립해야 한다. 본 연구는 1985년 1월부터 2008년 12월까지 24년에 해당하는 한정된 기간의 짧은 유출량 자료를 갖는 대청댐 유역에서의 시계열 유입량 특성을 Box-Jenkins모형 또는 ARIMA모형을 적용하여 추계학적 분석을 실시하였다. 월유입량과 같은 비정상성 시계열에 적용될 수 있는 적절한 추계학적 모형을 찾기 위하여 모형의 식별과 모형의 추정, 모형의 검진 등의 3단계에 걸친 분석을 실시하였다. 연구결과 대청댐 월유입량 예측모형으로 승법계절 ARIMA$(0,1,2){\times}(1,1,0)_{12}$이 유도되었으며, 이 모형으로 1, 3, 6, 12개월의 선행기간에 대한 실시간 유입량을 예측하였다. 예측된 유입량을 2008년 실측유입량과 비교한 결과 6개월에 대한 예측의 정확성이 가장 높게 나타났다. 또한 평수기와 홍수기를 구분한 예측도 실시하였으며, 평수기는 1개월 홍수기는 3개월 간격으로 예측하는 것이 가장 적절한 것으로 분석되었다.

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Prediction of Power Consumption for Improving QoS in an Energy Saving Server Cluster Environment (에너지 절감형 서버 클러스터 환경에서 QoS 향상을 위한 소비 전력 예측)

  • Cho, Sungchoul;Kang, Sanha;Moon, Hungsik;Kwak, Hukeun;Chung, Kyusik
    • KIPS Transactions on Computer and Communication Systems
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    • v.4 no.2
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    • pp.47-56
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    • 2015
  • In an energy saving server cluster environment, the power modes of servers are controlled according to load situation, that is, by making ON only minimum number of servers needed to handle current load while making the other servers OFF. This algorithm works well under normal circumstances, but does not guarantee QoS under abnormal circumstances such as sharply rising or falling loads. This is because the number of ON servers cannot be increased immediately due to the time delay for servers to turn ON from OFF. In this paper, we propose a new prediction algorithm of the power consumption for improving QoS under not only normal but also abnormal circumstances. The proposed prediction algorithm consists of two parts: prediction based on the conventional time series analysis and prediction adjustment based on trend analysis. We performed experiments using 15 PCs and compared performance for 4 types of conventional time series based prediction methods and their modified methods with our prediction algorithm. Experimental results show that Exponential Smoothing with Trend Adjusted (ESTA) and its modified ESTA (MESTA) proposed in this paper are outperforming among 4 types of prediction methods in terms of normalized QoS and number of good reponses per power consumed, and QoS of MESTA proposed in this paper is 7.5% and 3.3% better than that of conventional ESTA for artificial load pattern and real load pattern, respectively.

Server Management Prediction System based on Network Log and SNMP (네트워크 로그 및 SNMP 기반 네트워크 서버 관리 예측 시스템)

  • Moon, Sung-Joo
    • Journal of Digital Contents Society
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    • v.18 no.4
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    • pp.747-751
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    • 2017
  • The log has variable informations that are important and necessary to manage a network when accessed to network servers. These informations are used to reduce a cost and efficient manage a network through the meaningful prediction information extraction from the amount of user access. And, the network manager can instantly monitor the status of CPU, memory, disk usage ratio on network using the SNMP. In this paper, firstly, we have accumulated and analysed the 6 network logs and extracted the informations that used to predict the amount of user access. And then, we experimented the prediction simulation with the time series analysis such as moving average method and exponential smoothing. Secondly, we have simulated the usage ration of CPU, memory, and disk using Xian SNMP simulator and extracted the OID for the time series prediction of CPU, memory, and disk usage ration. And then, we presented the visual result of the variable experiments through the Excel and R programming language.

Selecting a mother wavelet for univariate wavelet analysis of time series data (시계열 자료의 단변량 웨이블릿 분석을 위한 모 웨이블릿의 선정)

  • Lee, Hyunwook;Lee, Jinwook;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • v.52 no.8
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    • pp.575-587
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    • 2019
  • This study evaluated the effect of a mother wavelet in the wavelet analysis of various times series made by combining white noise and/or sine function. The result derived is also applied to short-memory arctic oscillation index (AOI) and long-memory southern oscillation index (SOI). This study, different from previous studies evaluating one or two mother wavelets, considers a total of four generally-used mother wavelets, Bump, Morlet, Paul, and Mexican Hat. Summarizing the results is as follows. First, the Bump mother wavelet is found to have some limitations to represent the unstationary behavior of the periodic components. Its application results are more or less the same as the spectrum analysis. On the other hand, the Morlet and Paul mother wavelets are found to represent the non-stationary behavior of the periodic components. Finally, the Mexican Hat mother wavelet is found to be too complicated to interpret. Additionally, it is also found that the application result of Paul mother wavelet can be inconsistent for some specific time series. As a result, the Morlet mother wavelet seems to be the most stable one for general applications, which is also assured by the recent trend that the Morlet mother wavelet is most frequently used in the wavelet analysis research.

RBF Network Structure for Prediction of Non-linear, Non-stationary Time Series (비선형, 비정상 시계열 예측을 위한 RBF(Radial Basis Function) 회로망 구조)

  • Kim, Sang-Hwan;Lee, Jong-Ho
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.2
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    • pp.168-175
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    • 1999
  • In this paper, a modified RBF(Radial Basis Function) network structure is suggested for the prediction of a time-series with non-linear, non-stationary characteristics. Coventional RBF network predicting time series by using past outputs sense the trajectory of the time series and react when there exists strong relation between input and hidden activation function's RBF center. But this response is highly sensitive to level and trend of time serieses. In order to overcome such dependencies, hidden activation functions are modified to react to the increments of input variable and multiplied by increment(or dectement) for prediction. When the suggested structure is applied to prediction of Macyey-Glass chaotic time series, Lorenz equation, and Rossler equation, improved performances are obtained.

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RBF Neural Network Sturcture for Prediction of Non-linear, Non-stationary Time Series (비선형, 비정상 시계열 예측을 위한RBF(Radial Basis Function) 신경회로망 구조)

  • Kim, Sang-Hwan;Lee, Chong-Ho
    • Proceedings of the KIEE Conference
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    • 1998.07g
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    • pp.2299-2301
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    • 1998
  • In this paper, a modified RBF (Radial Basis Function) neural network structure is suggested for the prediction of time series with non-linear, non-stationary characteristics. Conventional RBF neural network predicting time series by using past outputs is for sensing the trajectory of the time series and for reacting when there exists strong relation between input and hidden neuron's RBF center. But this response is highly sensitive to level and trend of time serieses. In order to overcome such dependencies, hidden neurons are modified to react to the increments of input variable and multiplied by increments(or decrements) of out puts for prediction. When the suggested structure is applied to prediction of Lorenz equation, and Rossler equation, improved performances are obtainable.

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Development of an intelligent IIoT platform for stable data collection (안정적 데이터 수집을 위한 지능형 IIoT 플랫폼 개발)

  • Woojin Cho;Hyungah Lee;Dongju Kim;Jae-hoi Gu
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.4
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    • pp.687-692
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    • 2024
  • The energy crisis is emerging as a serious problem around the world. In the case of Korea, there is great interest in energy efficiency research related to industrial complexes, which use more than 53% of total energy and account for more than 45% of greenhouse gas emissions in Korea. One of the studies is a study on saving energy through sharing facilities between factories using the same utility in an industrial complex called a virtual energy network plant and through transactions between energy producing and demand factories. In such energy-saving research, data collection is very important because there are various uses for data, such as analysis and prediction. However, existing systems had several shortcomings in reliably collecting time series data. In this study, we propose an intelligent IIoT platform to improve it. The intelligent IIoT platform includes a preprocessing system to identify abnormal data and process it in a timely manner, classifies abnormal and missing data, and presents interpolation techniques to maintain stable time series data. Additionally, time series data collection is streamlined through database optimization. This paper contributes to increasing data usability in the industrial environment through stable data collection and rapid problem response, and contributes to reducing the burden of data collection and optimizing monitoring load by introducing a variety of chatbot notification systems.

Comparison of Prediction Accuracy Between Classification and Convolution Algorithm in Fault Diagnosis of Rotatory Machines at Varying Speed (회전수가 변하는 기기의 고장진단에 있어서 특성 기반 분류와 합성곱 기반 알고리즘의 예측 정확도 비교)

  • Moon, Ki-Yeong;Kim, Hyung-Jin;Hwang, Se-Yun;Lee, Jang Hyun
    • Journal of Navigation and Port Research
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    • v.46 no.3
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    • pp.280-288
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    • 2022
  • This study examined the diagnostics of abnormalities and faults of equipment, whose rotational speed changes even during regular operation. The purpose of this study was to suggest a procedure that can properly apply machine learning to the time series data, comprising non-stationary characteristics as the rotational speed changes. Anomaly and fault diagnosis was performed using machine learning: k-Nearest Neighbor (k-NN), Support Vector Machine (SVM), and Random Forest. To compare the diagnostic accuracy, an autoencoder was used for anomaly detection and a convolution based Conv1D was additionally used for fault diagnosis. Feature vectors comprising statistical and frequency attributes were extracted, and normalization & dimensional reduction were applied to the extracted feature vectors. Changes in the diagnostic accuracy of machine learning according to feature selection, normalization, and dimensional reduction are explained. The hyperparameter optimization process and the layered structure are also described for each algorithm. Finally, results show that machine learning can accurately diagnose the failure of a variable-rotation machine under the appropriate feature treatment, although the convolution algorithms have been widely applied to the considered problem.