• Journal of KIISE:Computer Systems and Theory
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• v.37 no.6
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• pp.354-367
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• 2010

There are many methods for analyzing patterns in time series data. Although stock data represents a time series, there are few studies on stock pattern analysis and prediction. Since people believe that stock price changes randomly we cannot predict stock prices using a scientific method. In this paper, we measured the degree of the randomness of stock prices using Kolmogorov complexity, and we showed that there is a strong correlation between the degree and the accuracy of stock price prediction using our semi-global alignment method. We transformed the stock price data to quantized string sequences. Then we measured randomness of stock prices using Kolmogorov complexity of the string sequences. We use KOSPI 690 stock data during 28 years for our experiments and to evaluate our methodology. When a high Kolmogorov complexity, the stock price cannot be predicted, when a low complexity, the stock price can be predicted, but the prediction ratio of stock price changes of interest to investors, is 12% prediction ratio for short-term predictions and a 54% prediction ratio for long-term predictions.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1093-1102
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• 2012

In this paper, we predicted the interest spread using the VAR (vector autoregressive) model. Variables used in the VAR model were selected among 56 domestic and foreign macroeconomic time series through crosscorrelation and Granger causality test. The performance of the VAR model was compared with the univariate time series model, AR (autoregressive) model, in view of MAPE (mean absolute percentage error) and RMSE (root mean square error) of forecasts for the last twelve months.

• Proceedings of the Korea Information Processing Society Conference
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• 2006.05a
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• pp.23-26
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• 2006

기존의 데이터 마이닝 예측 기법 중 회귀분석은 학습 단계에서 생성된 모델을 변경 없이 새로운 데이터에 적용하였다. 그러나 시계열 데이터에 모델 변경 없이 동일하게 적용하면 시간이 지남에 따라 정확도가 낮아지는 단점이 있다. 따라서 이 논문에서는 시간에 따라 변화하는 시계열데이터의 특성을 고려하여 점진적으로 회귀 모델을 갱신하는 기법을 제안한다. 이 기법은 입력되는 모든 데이터를 회귀 모델에 적용하여 점진적으로 모델을 갱신한다. 제안된 기법의 타당성은 RME(Relative Mean Error)와 RMSE(Root Mean Square Error)를 이용하여 측정하였다. 정확도 측정 실험 결과 제안 기법인 IMQR(Incremental Multiple Quadratic Regression) 기법이 MLR(Multiple Linear Regression), MQR(Multiple Quadratic Regression), SVR(Support Vector Regression) 기법에 비해 RME 가 평균 2%, RMSE 가 평균 0.02 정도 우수한 결과를 얻었다.

• Journal of the military operations research society of Korea
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• v.3 no.2
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• pp.17-45
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• 1977

• Proceedings of the Korean Society of Fisheries Technology Conference
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• 1996.06a
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• pp.63-66
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• 1996

• 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.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.2B
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• pp.131-137
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• 2006

We have investigated the properties of the Singular Spectrum Analysis (SSA) coupled with the Linear Recurrent Formula which made it possible to complement the parametric time series model. The SSA has been applied to extract the underlying properties of the principal component of hydrologic time series, which can often be identified as trends, seasonalities and other oscillatory series, or noise components. Generally, the prediction by the SSA method can be applied to hydrologic time series governed (may be approximately) by the linear recurrent formulae. This study has examined the forecasting ability of the SSA-LRF model. These methods were applied to monthly discharge and water surface level data. These models indicated that two of the time series have good abilities of forecasting, particularly showing promising results during the period of one year. Thus, the method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

• Proceedings of the Korea Information Processing Society Conference
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• 2021.11a
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• pp.458-461
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• 2021

유동인구 예측은 상권의 특성에 따른 점포의 입지 선정 및 고객 맞춤형 마케팅 등 민간 분야에서부터 교통망 등 사회 간접 자본 설계를 위한 공공 분야에 이르기까지 다양한 목적으로 연구되어 왔으며, 최근에는 Covid-19 의 확산에 따라 그 중요도가 더욱 높아지고 있다. 보다 정교한 예측을 위해서는 전체적인 유동 인구 뿐만 아니라 특성 별로 세분화된 하위 그룹에 대해서도 정확한 예측이 요구되나, 기존의 예측 모델들은 이러한 데이터의 계층 구조를 고려하지 않았다. 본 연구에서는 세분화된 하위 그룹 별 유동인구의 예측 정확도를 높이기 위해 전체 유동인구의 패턴을 동시에 활용하는 Global-Local 구조 기반의 Deep Learning 유동인구 분석 모델을 제안한다. 실험 결과 단일 시계열 데이터만을 사용하는 경우 대비 5.4%~52.6%의 예측 오류 감소 효과가 있음을 확인하였다.

• Journal of Digital Convergence
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• v.15 no.12
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• pp.333-340
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• 2017

Since realtime search words are centered on the fact that the search growth rate of an issue is rapidly increasing in a short period of time, it is not possible to express an issue that maintains interest for a certain period of time. In order to overcome these limitations, this paper evaluates the daily and hourly persistence of the realtime words that belong to the top 10 for a certain period of time and extracts the search word that are constantly interested. Then, we present the method of using the time series analysis and the neural network to know how the interest of the upper search word changes, and show the result of forecasting the near future change through the actual example derived through the method. It can be seen that forecasting through time series analysis by date and artificial neural networks learning by time shows good results.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.1-14
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• 2013

ARIMA and ARIMA+IGARCH models are fitted and compared for daily Korean won/US dollar exchange rate data over 17 years. A linear structural change model and an autoregressive structural change model are fitted for multiple change-point estimation since there seems to be structural change with this data.