• Title/Summary/Keyword: 시계열 데이터 분석

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The analysis of EU carbon trading and energy prices using vector error correction model (벡터오차수정모형을 이용한 유럽 탄소배출권가격 분석)

  • Bu, Gi-Duck;Jeong, Ki-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.3
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    • pp.401-412
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    • 2011
  • This study uses a vector error correction model to analyze the daily time series data of the spot price of EUA (European Union Allowance). 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 Phase 1 period (2005-2007) where the EUA prices were distorted. Unit-root and cointegration test results reveal that all variables have a unit root and cointegration vectors exist, so a vector error correction model is adopted instead of a vector autoregressive model.

Analysis of Pattern Change of Real Transaction Price of Apartment in Seoul (서울시 아파트 실거래가의 변화패턴 분석)

  • Kim, Jung Hee
    • Journal of Korean Society for Geospatial Information Science
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    • v.22 no.1
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    • pp.63-70
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    • 2014
  • This study is to analyze impact of geography and timing on the real transactions prices of apartment complexes in Seoul using data provided by the Ministry of Land, Infrastructure and Transport. The average real transactions and location data of apartment complex was combined into the GIS data. First, the pattern of apartment real transaction price change by period and by area was analyzed by kriging, the one of the spatial interpolation technique. Second, to analyze the pattern of apartment market price change by administrative district(administrative 'Dong' unit), the average of market price per unit area was calculated and converted to Moran I value, which was used to analyze the clustering level of the real transaction price. Through the analysis, spatial-temporal distribution pattern can be found and the type of change can be forecasted. Therefore, this study can be referred as of the base data research for the housing or local policies. Also, the regional unbalanced apartment price can be presented by analyzing the vertical pattern of the change in the time series and the horizontal pattern of the change based on GIS.

Evaluation of Multivariate Stream Data Reduction Techniques (다변량 스트림 데이터 축소 기법 평가)

  • Jung, Hung-Jo;Seo, Sung-Bo;Cheol, Kyung-Joo;Park, Jeong-Seok;Ryu, Keun-Ho
    • The KIPS Transactions:PartD
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    • v.13D no.7 s.110
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    • pp.889-900
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    • 2006
  • Even though sensor networks are different in user requests and data characteristics depending on each application area, the existing researches on stream data transmission problem focus on the performance improvement of their methods rather than considering the original characteristic of stream data. In this paper, we introduce a hierarchical or distributed sensor network architecture and data model, and then evaluate the multivariate data reduction methods suitable for user requirements and data features so as to apply reduction methods alternatively. To assess the relative performance of the proposed multivariate data reduction methods, we used the conventional techniques, such as Wavelet, HCL(Hierarchical Clustering), Sampling and SVD (Singular Value Decomposition) as well as the experimental data sets, such as multivariate time series, synthetic data and robot execution failure data. The experimental results shows that SVD and Sampling method are superior to Wavelet and HCL ia respect to the relative error ratio and execution time. Especially, since relative error ratio of each data reduction method is different according to data characteristic, it shows a good performance using the selective data reduction method for the experimental data set. The findings reported in this paper can serve as a useful guideline for sensor network application design and construction including multivariate stream data.

Examining Diurnal Thermal Variations by Urban Built Environment Type with ECOSTRESS Land Surface Temperature Data: Evidence from Seoul, Korea (도시 건조환경 유형에 따른 서울시 주간 지표면 온도 변동성 분석: ECOSTRESS 데이터의 활용)

  • Gyuwon Jeon;Yujin Park
    • Journal of the Korean Regional Science Association
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    • v.40 no.2
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    • pp.107-130
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    • 2024
  • Urban land surface temperature (LST) change is a major environmental factor that affects the thermal comfort, energy consumption, and health of urban residents. Most studies that explored the relationship between LST and urban built-environment form analyzed only midday LST. This study explores the diurnal variation of summertime LST in Seoul using ECOSTRESS data, which observes LST at various times of the day and analyzes whether the LST variation differs by built environment type. Launched in 2018, ECOSTRESS operates in a non-sun-synchronous orbit, observing LST with a high resolution of 70 meters. This study collected data from early morning (6:25) to evening (17:26) from 2019 to 2022 to build time-series LST. Based on greenery, water bodies, and building form data, eight types of Seoul's built environment were derived by hierarchical clustering, and the LST fluctuation characteristics of each cluster were compared. The results showed that the spatial disparity in LST increased after dawn, peaked at noon, and decreased again, highlighting areas with rapid versus stable LST changes. Low-rise and high-rise compact districts experienced fast, high temperature increases and high variability, while low-density apartments experienced moderate LST increases and low variability. These results suggest urban forms that can mitigate rapid daytime heating.

The Study of the Economic Effects and the Policy Demands through the Strategic Servitization in the Era of Industry 4.0 (인더스트리 4.0 시대의 전략적 제조-서비스 융합을 통한 경제효과분석 및 정책수요시사)

  • Kim, Jonghyuk;Kim, Suk-Chul
    • International Area Studies Review
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    • v.20 no.2
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    • pp.25-46
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    • 2016
  • In order to newly expand and define the concept of "strategic servitization" based on Industry 4.0, this study tried to evaluate the existing status of domestic and foreign servitized manufacturing and investigated the servitization cases of some leading overseas companies. In addition, we chose 250 samples of manufacturing firms listed on KOSDAQ and collected a vast amount of data regarding servitized manufacturing, such as the current status about new businesses, profit model, and financial fluctuations of each company. Based on these data, we classified the main types of manufacturing-service convergence into a $2{\times}2$ framework and derived a new strategic servitization model for each type of signature. Furthermore, we divided the sample corporations into three groups, which are pure manufacturer, servitized firm, and strategic servitized firm, and through the mutual comparison of the real sales amounts and the estimated sales amounts by time-series extrapolation analysis, we statistically proved that the service sales of strategic servitized firms give positive impacts on ROA when compared with those of the other two groups. Finally, we selected 12 leading domestic strategic-servitized firms, interviewed them in depth, and not only organized the issues during this process and their solutions by categories but also suggested the policy demands for strategic servitization.

Flow-density Relations Satisfying Stationary Conditions using Statistical Analysis (통계적 분석에 의한 정상상태조건을 만족하는 교통량-밀도 관계 도출)

  • Kim, Yeong-Ho
    • Journal of Korean Society of Transportation
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    • v.24 no.5 s.91
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    • pp.135-142
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    • 2006
  • The flow-density relations represent equilibrium relations between flow and density in the stationary state. Using individual vehicle data this paper proposed a method to 131ter traffic data in the stationary state and showed flow-density relations produced by the traffic data in the stationary state. The Proposed method is based on the idea that free flow and congested flow show totally different traffic behaviors and time series of the traffic data observed at detection stations. The traffic data collected from the stationary state in the free flow using this filtering method consist in the left branch of the flow-density relation and the traffic data collected from the stationary state in the congested flow consist in the right branch of the flow-density relation. The traffic data in the stationary state skew reproducible flow-density relation in the almost whole range of the traffic flow.

Analyzing Regional Public Hospitals' Efficiency and Productivity Change (지방의료원의 효율성 및 생산성변화 분석)

  • Jeon, Jin-hwan;Kim, Jong-Ki
    • The Journal of the Korea Contents Association
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    • v.10 no.5
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    • pp.303-313
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    • 2010
  • The purpose of this study is to evaluate the performance efficiency and productivity change of the regional public hospital in Korea. We use DEA(Data Envelopment Analysis) for CCR, BCC model, and MPI(Malmquist Productivity Index). DEA is a useful nonparametric technique for measurement of efficiency of a DMU(Decision Making Unit) and MPI is a evaluation method to measure DMU's productivity change. We utilize 34 regional public hospital's time-series data over 6 years from 2003 to 2008.The results of this study were as follows. First, technical efficiency(TE) shows that approximately 3.6% of inefficiency exists on the regional public hospitals and it reveals that the cause for technical inefficiency is due to scale inefficiency. Second, MPI's results show that regional public hospital made effort to improve total factor productivity change to raise technical efficiency. In order to raise efficiency, the regional public hospitals should deploy internal innovation and the government should support welfare policies.

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.

An Analysis of the International Trends of Research on Artificial Intelligence in Education Using Topic Modeling (인공지능 활용 교육의 토픽모델링 분석을 통한 수학교육 연구 방향의 함의)

  • Noh, Jihwa;Ko, Ho Kyoung;Kim, Byeongsoo;Huh, Nan
    • Journal of the Korean School Mathematics Society
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    • v.26 no.1
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    • pp.1-19
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    • 2023
  • This study analyzed the international trends of research concerning artificial intelligence in education by examining 352 papers recently published in the International Journal of Artificial Intelligence in Education(IJAIED) with the topic modeling method. The IJAIED is the official, SCOPUS-indexed journal of the International AIED Society. The analysis revealed that international AIED research trends could be categorized into eight topics with topics such as analyzing student behavior model in learning systems and designing feedback to student solutions being increased over time, whereas research focusing on data handling methods was decreased over time. Based on the findings implications and suggestions for the research and development of the applications of AIED were provided.

A Design of Context Prediction Structure using Homogeneous Feature Extraction (동질적 특징추출을 이용한 상황예측 구조의 설계)

  • Kim, Hyung-Sun;Im, Kyoung-Mi;Lim, Jae-Hyun
    • Journal of Internet Computing and Services
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    • v.11 no.4
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    • pp.85-94
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    • 2010
  • In this paper, we propose a location-prediction structure that can provide user service in advance. It consists of seven steps and supplies intelligent services which can forecast user's location. Context information collected from physical sensors and a history database is so difficult that it can't present importance of data and abstraction of data because of heterogeneous data type. Hence, we offer the location-prediction that change data type from heterogeneous data to homogeneous data. Extracted data is clustered by SOFM, then it gets user's location information by ARIMA and realizes the services by a reasoning engine. In order to validate the proposed location-prediction, we built a test-bed and test it by the scenario.