• 제목/요약/키워드: 시계열

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The Development of Econometric Model for Air Transportation Demand Based on Stationarity in Time-series (시계열 자료의 안정성을 고려한 항공수요 계량경제모형 개발)

  • PARK, Jeasung;KIM, Byung Jong;KIM, Wonkyu;JANG, Eunhyuk
    • Journal of Korean Society of Transportation
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    • v.34 no.1
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    • pp.95-106
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    • 2016
  • Air transportation demand is consistently increasing in Korea due to economic growth and low cost carriers. For this reason, airport expansion plans are being discussed in Korea. Therefore, it is essential to forecast reliable air transportation demand with adequate methods. However, most of the air transportation demand models in Korea has been developed by simple regression analysis with several dummy variables. Simple regression analysis without considering stationarity of time-series data can bring spurious outputs when a direct causal relationship between explanatory variables and dependent variable does not exist. In this paper, econometric model were developed for air transportation demand based on stationarity in time-series data. Unit root test and co-integration test are used for testing hypothesis of stationarity.

Classification of Transport Vehicle Noise Events in Magnetotelluric Time Series Data in an Urban area Using Random Forest Techniques (Random Forest 기법을 이용한 도심지 MT 시계열 자료의 차량 잡음 분류)

  • Kwon, Hyoung-Seok;Ryu, Kyeongho;Sim, Ickhyeon;Lee, Choon-Ki;Oh, Seokhoon
    • Geophysics and Geophysical Exploration
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    • v.23 no.4
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    • pp.230-242
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    • 2020
  • We performed a magnetotelluric (MT) survey to delineate the geological structures below the depth of 20 km in the Gyeongju area where an earthquake with a magnitude of 5.8 occurred in September 2016. The measured MT data were severely distorted by electrical noise caused by subways, power lines, factories, houses, and farmlands, and by vehicle noise from passing trains and large trucks. Using machine-learning methods, we classified the MT time series data obtained near the railway and highway into two groups according to the inclusion of traffic noise. We applied three schemes, stochastic gradient descent, support vector machine, and random forest, to the time series data for the highspeed train noise. We formulated three datasets, Hx, Hy, and Hx & Hy, for the time series data of the large truck noise and applied the random forest method to each dataset. To evaluate the effect of removing the traffic noise, we compared the time series data, amplitude spectra, and apparent resistivity curves before and after removing the traffic noise from the time series data. We also examined the frequency range affected by traffic noise and whether artifact noise occurred during the traffic noise removal process as a result of the residual difference.

A noise reduction method for MODIS NDVI time series data based on statistical properties of NDVI temporal dynamics (MODIS NDVI 시계열 자료의 통계적 특성에 기반한 NDVI 데이터 잡음 제거 방법)

  • Jung, Myunghee;Jang, Seok-Woo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.9
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    • pp.24-33
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    • 2017
  • Multitemporal MODIS vegetation index (VI) data are widely used in vegetation monitoring research into environmental and climate change, since they provide a profile of vegetation activity. However, MODIS data inevitably contain disturbances caused by the presence of clouds, atmospheric variability, and instrument problems, which impede the analysis of the NDVI time series data and limit its application utility. For this reason, preprocessing to reduce the noise and reconstruct high-quality temporal data streams is required for VI analysis. In this study, a data reconstruction method for MODIS NDVI is proposed to restore bad or missing data based on the statistical properties of the oscillations in the NDVI temporal dynamics. The first derivatives enable us to examine the monotonic properties of a function in the data stream and to detect anomalous changes, such as sudden spikes and drops. In this approach, only noisy data are corrected, while the other data are left intact to preserve the detailed temporal dynamics for further VI analysis. The proposed method was successfully tested and evaluated with simulated data and NDVI time series data covering Baekdu Mountain, located in the northern part of North Korea, over the period of interest from 2006 to 2012. The results show that it can be effectively employed as a preprocessing method for data reconstruction in MODIS NDVI analysis.

A Study on the Time Series Analysis of the Actual Unit Cost based on the Bid Prices (시계열을 이용한 실적단가 예측방안에 관한 연구)

  • Park, Won-Young;Seo, Jong-Won;Kang, Sang-Hyeok;Choi, Bong-Joon
    • Korean Journal of Construction Engineering and Management
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    • v.10 no.4
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    • pp.50-57
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    • 2009
  • The Korea Standard of Estimate which has been used as the only basis of Cost estimate of public construction projects is failed to reflect the fluctuation of current construction cost. Therefore, the government decided to gradually introduce historical construction cost into cost estimate of public construction projects from 2004 and to reduce the use of Korean Standard of Estimate. This paper presents a series of process and the methodology for computing Actual Cost and analyzing the fluctuation patterns based on not only previous contract prices which made a successful bid but also all of the other bid prices. Also, this paper mainly handles a device for extracting strategic bid price such as low price bid for assuring reliable data and for predicting the construction cost which is built by Wavelet Analysis of Time series Analysis data and Neural Network. It is anticipated that the effective use of the proposed process for estimating actual unit cost would make the cost estimation more current and reasonable.

Effect of the Application of Temporal Mask Map on the Relationship between NDVI and Rice Yield (시계열 마스크 맵이 논벼 NDVI와 단수와의 관계에 미치는 영향)

  • Na, Sang-il;Ahn, Ho-yong;Park, Chan-won;Hong, Suk-young;So, Kyu-ho;Lee, Kyung-do
    • Korean Journal of Remote Sensing
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    • v.36 no.5_1
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    • pp.725-733
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    • 2020
  • The objectives of this study were (1) to develop a temporal mask map using MCD12Q1 data, and (2) to extract the annual variations in paddy, (3) to investigate the correlation analysis between MYD13Q1 NDVI and rice yield, and (4) to review its applicability. For these purposes, the temporal mask map was created using annual MCD12Q1 PFT data from 2002 to 2019, and compared with the fixed mask map. As a result, it found that the temporal mask map well reflected the variations of the paddy area. In addition, the correlation coefficient between NDVI and rice yield was also high significant as compared to the fixed mask map. Therefore, the temporal mask map will be useful for NDVI extraction, crop monitoring, and estimation of rice yield.

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.

A comparative study for reconstructing a high-quality NDVI time series data derived from MODIS surface reflectance (MODIS 지표 분광반사도 자료를 이용한 고품질 NDVI 시계열 자료 생성의 기법 비교 연구)

  • Lee, Jihye;Kang, Sinkyu;Jang, Keunchang;Hong, Suk Young
    • Korean Journal of Remote Sensing
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    • v.31 no.2
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    • pp.149-160
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    • 2015
  • A comparative study was conducted for alternative consecutive procedures of detection of cloud-contaminated pixels and gap-filling and smoothing of time-series data to produce high-quality gapless satellite vegetation index (i.e. Normalized Difference Vegetation Index, NDVI). Performances of five alternative methods for detecting cloud contaminations were tested with ground-observed cloudiness data. The data gap was filled with a simple linear interpolation and then, it was applied two alternative smoothing methods (i.e. Savitzky-Golay and Wavelet transform). Moderate resolution imaging spectroradiometer (MODIS) data were used in this study. Among the alternative cloud detection methods, a criterion of MODIS Band 3 reflectance over 10% showed best accuracy with an agreement rate of 85%, which was followed by criteria of MODIS Quality assessment (82%) and Band 3 reflectance over 20% (81%), respectively. In smoothing process, the Savitzky-Golay filter was better performed to retain original NDVI patterns than the wavelet transform. This study demonstrated an operational framework of gapdetection, filling, and smoothing to produce high-quality satellite vegetation index.

Optimal Construction of Multiple Indexes for Time-Series Subsequence Matching (시계열 서브시퀀스 매칭을 위한 최적의 다중 인덱스 구성 방안)

  • Lim, Seung-Hwan;Kim, Sang-Wook;Park, Hee-Jin
    • Journal of KIISE:Databases
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    • v.33 no.2
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    • pp.201-213
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    • 2006
  • A time-series database is a set of time-series data sequences, each of which is a list of changing values of the object in a given period of time. Subsequence matching is an operation that searches for such data subsequences whose changing patterns are similar to a query sequence from a time-series database. This paper addresses a performance issue of time-series subsequence matching. First, we quantitatively examine the performance degradation caused by the window size effect, and then show that the performance of subsequence matching with a single index is not satisfactory in real applications. We argue that index interpolation is fairly useful to resolve this problem. The index interpolation performs subsequence matching by selecting the most appropriate one from multiple indexes built on windows of their inherent sizes. For index interpolation, we first decide the sites of windows for multiple indexes to be built. In this paper, we solve the problem of selecting optimal window sizes in the perspective of physical database design. For this, given a set of query sequences to be peformed in a target time-series database and a set of window sizes for building multiple indexes, we devise a formula that estimates the cost of all the subsequence matchings. Based on this formula, we propose an algorithm that determines the optimal window sizes for maximizing the performance of entire subsequence matchings. We formally Prove the optimality as well as the effectiveness of the algorithm. Finally, we perform a series of extensive experiments with a real-life stock data set and a large volume of a synthetic data set. The results reveal that the proposed approach improves the previous one by 1.5 to 7.8 times.

Study on the Prediction of Motion Response of Fishing Vessels using Recurrent Neural Networks (순환 신경망 모델을 이용한 소형어선의 운동응답 예측 연구)

  • Janghoon Seo;Dong-Woo Park;Dong Nam
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.29 no.5
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    • pp.505-511
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    • 2023
  • In the present study, a deep learning model was established to predict the motion response of small fishing vessels. Hydrodynamic performances were evaluated for two small fishing vessels for the dataset of deep learning model. The deep learning model of the Long Short-Term Memory (LSTM) which is one of the recurrent neural network was utilized. The input data of LSTM model consisted of time series of six(6) degrees of freedom motions and wave height and the output label was selected as the time series data of six(6) degrees of freedom motions. The hyperparameter and input window length studies were performed to optimize LSTM model. The time series motion response according to different wave direction was predicted by establised LSTM. The predicted time series motion response showed good overall agreement with the analysis results. As the length of the time series increased, differences between the predicted values and analysis results were increased, which is due to the reduced influence of long-term data in the training process. The overall error of the predicted data indicated that more than 85% of the data showed an error within 10%. The established LSTM model is expected to be utilized in monitoring and alarm systems for small fishing vessels.

Deep Learning-Based Short-Term Time Series Forecasting Modeling for Palm Oil Price Prediction (팜유 가격 예측을 위한 딥러닝 기반 단기 시계열 예측 모델링)

  • Sungho Bae;Myungsun Kim;Woo-Hyuk Jung;Jihwan Woo
    • Information Systems Review
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    • v.26 no.2
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    • pp.45-57
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    • 2024
  • This study develops a deep learning-based methodology for predicting Crude Palm Oil (CPO) prices. Palm oil is an essential resource across various industries due to its yield and economic efficiency, leading to increased industrial interest in its price volatility. While numerous studies have been conducted on palm oil price prediction, most rely on time series forecasting, which has inherent accuracy limitations. To address the main limitation of traditional methods-the absence of stationarity-this research introduces a novel model that uses the ratio of future prices to current prices as the dependent variable. This approach, inspired by return modeling in stock price predictions, demonstrates superior performance over simple price prediction. Additionally, the methodology incorporates the consideration of lag values of independent variables, a critical factor in multivariate time series forecasting, to eliminate unnecessary noise and enhance the stability of the prediction model. This research not only significantly improves the accuracy of palm oil price prediction but also offers an applicable approach for other economic forecasting issues where time series data is crucial, providing substantial value to the industry.