• Journal of the Korean Data and Information Science Society
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• v.25 no.3
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• pp.579-599
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• 2014

The purpose of this study was to identify the trends and risk of bias of research using time series analysis on health and welfare in Korea and to suggest a direction for future health and welfare research. The database searches identified 6,543 papers. Following the process for screening and selecting, a total of 91 papers were included in the systematic review. There has been a steady increase in the number of articles using time series analysis from 1987 to 2013. Time series analysis was applied in medicine and health science journals. The main goals were explanation and description. Most of the subjects were heath status and utilization of healthcare services. The main model used in the time series analysis was ARIMA followed by time series regression. The data were gathered from various sources, including the national statistical office and government agencies. For assessing risk of bias, some studies were found to have inadequate sample sizes or showed no time series graphs and plots. These findings suggest greater widespread utilization of time series analysis in the field of health and welfare and to use the appropriate analysis methods and statistical procedures to obtain more reliable results to improve the quality of research.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2018.05a
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• pp.144-146
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• 2018

준해상사고를 줄이기 위하여 준해양사고 등을 분석하여 사고 예방에 활용하였다. 하지만 준해양사고 건수가 많은 대신 주내용이 정성적이기 때문에 다양한 정량적 데이터로 분석하기에는 현실적 어려움이 있었다. 이러 장단점을 고려하여 준해양사고에 대해서 그동안 단순한 내용 검토 방식에서 통계적 분석과 이를 통한 객관적 결과 토출이 가능한 빅데이터 기법를 적용한 연구가 필요하다. 이를 위해 10,000여건의 준해양사고 보고서를 전처리 작업을 통해 통일된 양식으로 정리하였다. 이 데이터를 기반으로 1차로 텍스트마이닝 분석을 통해 정박 중 준해양사고 발생 원인에 대한 주요 키워드를 도출하였다. 주요 키워드에 대해 2차로 시계열 및 클러스터 분석을 통해 발생할 수 있는 준해양 사고 상황에 대한 경향 예측을 도출하였다. 이번 연구에서는 정성적 자료인 준해양사고 보고서를 빅데이터 기법을 활용하여 정량화된 데이터로 전환할 수 있고 이를 통해 통계적 분석이 가능함을 확인하였다. 또한 빅데이터 기법을 통해 차 후 발생할 수 있는 준해양사고 객관적인 경향을 파악함으로써 예방 대책에 대한 정보 제공이 가능함을 확인할 수 있었다.

• Proceedings of the Korea Information Processing Society Conference
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• 2009.04a
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• pp.523-526
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• 2009

시계열 데이터에서 패턴을 분석하는 기법은 많은 발전이 이루어져 오고 있으나 주식시장의 경우 패턴 분석 및 예측에 관련되어 많은 연구가 이루어져 있지 않고 있다. 이는 주가의 등락 자체가 본질적으로 무작위하다고 생각되어지고 있기 때문이다. 본 연구에서는 주가의 등락이 보여주는 무작위성의 정도를 Kolmogorov Complexity로 측정, 그 무작위성의 정도와 본 논문에서 제시한 반전역정렬로 예측하는 주가의 예측 간의 상관관계를 보인다. 이를 위하여 KOSPI 주식 데이터 28년 690개의 데이터를 수집하여 이들 주식 데이터의 등락을 양자화된 문자열로 변환하여 본 논문에서 제시한 방법의 의미를 평가하였다. 그 결과 Kolmogorov Complexity가 높은 경우에는 주가 변동 예측이 어려우며, Kolmogorov Complexity가 낮은 경우에는 주식 변동 예측은 가능하나 등락 예측 율은 단기 예측은 12%이상의 예측율을 보일 수 없으며, 장기 예측의 경우 54%의 예측율로 수렴함을 확인하였다.

• The Korean Journal of Applied Statistics
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• v.23 no.1
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• pp.41-47
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• 2010

In this paper, we show the performance evaluation of outlier detection methods based on the GARCH model. We first introduce GARCH model and the methods of outlier detection in the GARCH model. The results of small simulation and the real KOSPI data show the out-performance of the outlier detection method over the traditional method in the GARCH model.

• Journal of Korea Water Resources Association
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• v.38 no.8 s.157
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• pp.617-629
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• 2005

In this paper, a hypothesis is tested that division of non-monotonic time series into monotonic parts will improve the estimation of trends through increased homogeneity in direction of time-variation using LOWESS smoothing and seasonal Kendall test. From the trend analysis of generated time series and water temperature, discharge, air temperature and solar radiation of Lake Daechung, it is shown that the hypothesis is supported by improved estimation of trends and slopes. Also, characteristics in homogeneity variation of seasonal changes seems to be more clearly manifested as homogeneity in direction of time-variation is increased. And this will help understand the effects of human intervention on natural processes and seems to warrant more in-depth study on this subject. The proposed method can be used for trend analysis to detect monotonic trends and it is expected to improve understanding of long-term changes in natural environment.

• Spatial Information Research
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• v.14 no.1 s.36
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• pp.163-176
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• 2006

The concept of 'spatial association' explains spatial distribution pattern of geographical phenomenon based on similarity with neighborhoods, as in the Tobler's Law of Geography: 'Everything is related to everything else, but near things are more related than distant things.' In this study, we develop a time-series exploratory analysis tool for discovering temporal patterns of spatial association by combining spatial statistics and geo-visualization, and thus present a possibility to support spatial decision-making process. As for the spatial proximity weight matrix indispensable to measuring global and local spatial association, we employ a variety of flexible weighting schemes using geometric characteristics of areal unit. In addition, we renovate the existing visualization methods for more effective understanding of the procedures and results of time-series analysis on spatial association: for instance, temporal parallel coordinate plot with box plot, animated map for spatial association, and 3D Moran scatterplot. The feasibility of our system is verified by time-series analysis experiments on the spatial association of land price fluctuation rate for all administrative units in Korea, $1995{\sim}2004$.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.21 no.3
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• pp.254-265
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• 2009

The estimation of the extreme sea level is necessary in the design of offshore or coastal structures. In this paper, the storm surge data calculated numerically at 52 harbors around the Korean Peninsula are analyzed by using annual maximum series(AMS), peaks over threshold(POT) and empirical simulation technique(EST). The maximum likelihood method was used to estimate the parameters in both AMS and POT models. The Generalized Pareto distribution was used and Chi-square and Kolmogorov-Smirnov goodness-of-fit tests were performed with the acceptable significance level 5%. The extreme sea levels were also evaluated by EST including tide effect, showing similar results as given by Jeong et al.(2008).

• The Korean Journal of Applied Statistics
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• v.35 no.4
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• pp.553-568
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• 2022

The Household Income and Expenditure Survey is a representative survey of Statistics Korea, which aims to measure and analyze national income and consumption levels and their changes by understanding the current state of household balances. Recently, the disconnection problem in these time series caused by the large-scale reorganization of the survey methods in 2017 and 2019 has become an issue. In this study, we model the characteristics of the time series in the Household Income and Expenditure Survey up to 2016, and use the modeling to compute forecasts for linking the expenditures in 2017 and 2018. In order to evenly reflect the characteristics across all expenditure item series and to reduce the impact of a specific forecast model, we synthesize a total of 8 models such as regression models, time series models, and machine learning techniques. In particular, the noteworthy aspect of this study is that it improves the forecast by using the optimal combination technique that can exactly reflect the hierarchical structure of the Household Income and Expenditure Survey without loss of information as in the top-down or bottom-up methods. As a result of applying the proposed method to forecast expenditure series from 2017 to 2019, it contributed to the recovery of time series linkage and improved the forecast. In addition, it was confirmed that the hierarchical time series forecasts by the optimal combination method make linkage results closer to the actual survey series.

• The Journal of the Korea Contents Association
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• v.17 no.1
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• pp.39-49
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• 2017

As the Internet technology advances, data on the web is increasing sharply. Many research study about incremental learning for classifying effectively in data increasing. Web document contains the time-series data such as published date. If we reflect time-series data to classification, it will be an effective classification. In this study, we analyze the time-series variation of the words. We propose an efficient classification through dividing the dataset based on the analysis of time-series information. For experiment, we corrected 1 million online news articles including time-series information. We divide the dataset and classify the dataset using SVM and $Na{\ddot{i}}ve$ Bayes. In each model, we show that classification performance is increasing. Through this study, we showed that reflecting time-series information can improve the classification performance.

• Journal of the Korean Society for information Management
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• v.36 no.4
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• pp.83-105
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• 2019

This study aims to suggest an effective method for the automatic classification of keywords with similar patterns by calculating pattern similarity of temporal data. For this, large scale news on the Web were collected and time series data composed of 120 time segments were built. To make training data set for the performance test of the proposed model, 440 representative keywords were manually classified according to 8 types of trend. This study introduces a Dynamic Time Warping(DTW) method which have been commonly used in the field of time series analytics, and proposes an application model, MA-DTW based on a Moving Average(MA) method which gives a good explanation on a tendency of trend curve. As a result of the automatic classification by a k-Nearest Neighbor(kNN) algorithm, Euclidean Distance(ED) and DTW showed 48.2% and 66.6% of maximum micro-averaged F1 score respectively, whereas the proposed model represented 74.3% of the best micro-averaged F1 score. In all respect of the comprehensive experiments, the suggested model outperformed the methods of ED and DTW.