• Title/Summary/Keyword: 시계열 예측분석

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The Prediction of Industrial Accident Rate in Korea: A Time Series Analysis (시계열분석을 통한 산업재해율 예측)

  • Choi, Eunsuk;Jeon, Gyeong-Suk;Lee, Won Kee;Kim, Young Sun
    • Korean Journal of Occupational Health Nursing
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    • v.25 no.1
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    • pp.65-74
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    • 2016
  • Purpose: The purpose of this study is to predict industrial accident rate using time series analysis. Methods: The rates of industrial accident and occupational injury death were analyzed using industrial accident statistics analysis system of the Korea Occupational Safety and Health Agency from 2001 to 2014. Time series analysis was done using the most recent data, such as raw materials of Economically Active Population Survey, Economic Statistics System of the Bank of Korea, and e-National indicators. The best-fit model with time series analysis to predict occupational injury was developed by identifying predictors when the value of Akaike Information Criteria was the lowest point. Variables into the model were selected through a series of expertises' consultations and literature review, which consisted of socioeconomic structure, labor force structure, working conditions, and occupational accidents. Results: Indexes at the meso- and macro-levels predicting well occurrence of occupational accidents and occupational injury death were labor force participation rate for ages 45-49 and budget for small scaled workplace support. The rates of industrial accident and occupational injury death are expected to decline. Conclusion: For reducing industrial accident continuously, we call for safe employment policy of economically active middle aged adults and support for improving safety work environment of small sized workplace.

Study on the Relationship between a Firm's Patent Information and Its Performance - The case of pharmaceutical Industry (특허와 제약기업의 실적 간 상관관계에 관한 연구)

  • Lee, Joon-Hyuck;Kim, Gab-Jo;Park, Sang-Sung;Jang, Dong-Sik
    • Proceedings of the Korea Contents Association Conference
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    • 2013.05a
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    • pp.423-424
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    • 2013
  • 오늘날 기업 평가 및 실적예측에 있어 유형 자산 뿐 아니라 지식재산권과 같은 무형자산의 중요성이 대두되고 있다. 이에 따라 대표적인 무형자산 중 하나인 특허 정보를 활용하여 기업실적간의 상관관계에 관련된 연구들이 많이 행해지고 있다. 기존 연구들은 분석 기업의 출원 및 등록 수만을 고려하여 업종의 특성과 출원 및 등록된 특허의 질을 고려하지 않은 연구들이 많이 이루어졌다. 본 연구에서는 특허가 제약 분야에 속한 기업의 실적에 미치는 영향을 실증적으로 연구하기 위해 미국에 상장된 제약기업 30개를 대상으로 10년간의 특허 및 기업실적을 나타내는 시계열자료를 통해 실증적으로 분석하였다.

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Prediction of Sea Surface Temperature and Detection of Ocean Heat Wave in the South Sea of Korea Using Time-series Deep-learning Approaches (시계열 기계학습을 이용한 한반도 남해 해수면 온도 예측 및 고수온 탐지)

  • Jung, Sihun;Kim, Young Jun;Park, Sumin;Im, Jungho
    • Korean Journal of Remote Sensing
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    • v.36 no.5_3
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    • pp.1077-1093
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    • 2020
  • Sea Surface Temperature (SST) is an important environmental indicator that affects climate coupling systems around the world. In particular, coastal regions suffer from abnormal SST resulting in huge socio-economic damage. This study used Long Short Term Memory (LSTM) and Convolutional Long Short Term Memory (ConvLSTM) to predict SST up to 7 days in the south sea region in South Korea. The results showed that the ConvLSTM model outperformed the LSTM model, resulting in a root mean square error (RMSE) of 0.33℃ and a mean difference of -0.0098℃. Seasonal comparison also showed the superiority of ConvLSTM to LSTM for all seasons. However, in summer, the prediction accuracy for both models with all lead times dramatically decreased, resulting in RMSEs of 0.48℃ and 0.27℃ for LSTM and ConvLSTM, respectively. This study also examined the prediction of abnormally high SST based on three ocean heatwave categories (i.e., warning, caution, and attention) with the lead time from one to seven days for an ocean heatwave case in summer 2017. ConvLSTM was able to successfully predict ocean heatwave five days in advance.

Analysis of Multivariate-GARCH via DCC Modelling (DCC 모델링을 이용한 다변량-GARCH 모형의 분석 및 응용)

  • Choi, S.M.;Hong, S.Y.;Choi, M.S.;Park, J.A.;Baek, J.S.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.995-1005
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    • 2009
  • Conditional correlation between financial time series plays an important role in risk management, asset allocation and portfolio selection and therefore diverse efforts for modeling conditional correlations in multivariate-GARCH processes have been made in last two decades. In particular, CCC (cf. Bollerslev, 1990) and DCC(dynamic conditional correlation, cf. Engle, 2002) models have been commonly used since they are relatively parsimonious in the number of parameters involved. This article is concerned with DCC modeling for multivariate GARCH processes in comparison with CCC specification. Various multivariate financial time series are analysed to illustrate possible advantages of DCC over CCC modeling.

Design of Anomaly Detection System Based on Big Data in Internet of Things (빅데이터 기반의 IoT 이상 장애 탐지 시스템 설계)

  • Na, Sung Il;Kim, Hyoung Joong
    • Journal of Digital Contents Society
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    • v.19 no.2
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    • pp.377-383
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    • 2018
  • Internet of Things (IoT) is producing various data as the smart environment comes. The IoT data collection is used as important data to judge systems's status. Therefore, it is important to monitor the anomaly state of the sensor in real-time and to detect anomaly data. However, it is necessary to convert the IoT data into a normalized data structure for anomaly detection because of the variety of data structures and protocols. Thus, we can expect a good quality effect such as accurate analysis data quality and service quality. In this paper, we propose an anomaly detection system based on big data from collected sensor data. The proposed system is applied to ensure anomaly detection and keep data quality. In addition, we applied the machine learning model of support vector machine using anomaly detection based on time-series data. As a result, machine learning using preprocessed data was able to accurately detect and predict anomaly.

Introduction of Hydrometeorological Drought Monitoring System (수문기상 가뭄정보 시스템 소개)

  • Kim, Min Ji;Oh, Tae Suk;Kang, Hye Young;Baek, Moonhee;Park, Cheol Hong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.317-317
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    • 2019
  • 기상청에서는 시스템 이용자의 편의와 자료의 활용 증진을 위해 분리되어 있던 수문기상과 가뭄정보를 하나로 통합하여 '수문기상 가뭄정보 시스템(https://hydro.kma.go.kr)을 2017년 8월 1일부터 운영하고 있다. 본 시스템은 일반국민과 물관리 유관기관(회원)을 대상으로 관측, 수문기상 감시 예측, 기상 가뭄분석 전망으로 나눠 정보를 생산하여 서비스가 제공하고 있다. 수문기상 서비스는 관측 강수량(기상청, 유관기관), 기상청 위성 토양수분량 및 증발산량 자료와 레이더 관측 자료(Radar AWS Rainrate, RAR)를 GIS 기반 유역단위별(4대강권, 대권역, 중권역, 표준유역단위)로 관측 정보를 제공하며, UM(3km), 멀티모델앙상블, 레이더(MAPLE), 유역강수지수자료들로 예측 서비스를 제공하고 있다. 또한, 메타정보를 통해 유역별, 관측소별 상세조회가 가능하여 원하는 유역 또는 관측소를 선택 시 GIS지도에 위치가 표시되며 선택 지점의 정보를 손쉽게 확인할 수 있다. 가뭄 정보는 기상 가뭄 예보 정보와 가뭄 감시 정보를 제공하고 있다. 기상 가뭄 예보 정보는 매주 금요일에 발표되고 있는 기상 가뭄 예보 1개월 전망과 매월 10일경 관계부처(행정안전부, 기상청, 환경부, 농림축산식품부) 합동으로 발표하고 있는 가뭄 예 경보 3개월 전망자료를 제공하고 있으며, GIS 기반 행정구역 및 유역별로 나눠 여러 가지 가뭄지수(표준강수지수, 표준강수증발산지수, 강수평년비, 유효가뭄지수)를 활용하여 기상 가뭄 감시 정보를 제공하고 있다. 또한, 가뭄 감시 현황 정보는 다양한 형태(시계열, 가뭄지수 조회 및 다운로드, 분포도 비교)로도 확인할 수 있으며, 강수량분석 통계(누적 강수량, 강수량 순위, 무강수일수) 정보를 제공한다. 그 밖에 관측 자료(강수량 분포도, 토양수분량, 증발산량 등), 월별 언론모니터링 자료 등을 제공하고 있다. 향후 수문기상과 가뭄 재해에 선제적으로 대응하여 안정적인 물관리를 지원하고 자료의 신뢰도를 지속적으로 제고하여 우리나라에 맞는 수문기상 가뭄정보 시스템으로 거듭나도록 노력해 나갈 것이다.

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Analysis Modeling of Variable Goods Value to extract Key Influencers based on Time series Big Data (시계열 Big Data에 기반한 핵심영향인자 추출을 위한 변동재화 가치 분석 Modeling)

  • Kwon-Woong Kim;Young-Gon Kim
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.23 no.3
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    • pp.185-191
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    • 2023
  • Research to analyze the future prediction of value is being conducted in various. However, it was found through the research results of each field that such future value analysis has too many variables according to each field, so the accuracy of the prediction result is low, and it is difficult to find objective key influencing factors that affect the result. In particular, since objective standards for the importance of various influencing factors have not been established, the key influencing factors have been judged and applied based on the researcher's subjectivity. Accordingly, there is a need for a reasonable process model for extracting key influencing factors that affect the prediction of volatility goods value that can be objectively applied in various fields. In this study, process modeling for extracting key influencing factors was conducted in seven steps, and the method for extracting key influencing factors was explained in detail in each step. In addition, as a result of simulation by applying Ni metal among the major variable goods in the field of raw materials using the proposed modeling, the predicted value by the existing method was 0.872% and the predicted value by applying the modeling of this study was 0.864%. conformance was confirmed.

Correlation Analyses of the Temperature Time Series Data from the Heat Box for Energy Modeling in the Automobile Drying Process (자동차 건조 공정 에너지 예측 모형을 위한 공조기 온도 시계열 데이터의 상관관계 분석)

  • Lee, Chang-Yong;Song, Gensoo;Kim, Jinho
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.37 no.2
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    • pp.27-34
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    • 2014
  • In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

Developing the information security risk index using network gathering data (네트워크 수집정보를 이용한 정보보호 위험도 예측지수 개발)

  • Park, Jin Woo;Yun, Seokhoon;Kim, Jinheum;Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1173-1183
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    • 2016
  • In this paper, we proposed an information security risk index to diagnose users' malware infection situations (such as computer virus and adware) by gathering data from KT network systems. To develop the information security risk index, we used the analytic hierarchy process methodology and estimated the risk weights of malware code types using the judgments of experts. The control chart could be used effectively to forecast the information security risk for the proposed information security risk index data.

A Study on Forecasting Method for a Short-Term Demand Forecasting of Customer's Electric Demand (수요측 단기 전력소비패턴 예측을 위한 평균 및 시계열 분석방법 연구)

  • Ko, Jong-Min;Yang, Il-Kwon;Song, Jae-Ju
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.1
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    • pp.1-6
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    • 2009
  • The traditional demand prediction was based on the technique wherein electric power corporations made monthly or seasonal estimation of electric power consumption for each area and subscription type for the next one or two years to consider both seasonally generated and local consumed amounts. Note, however, that techniques such as pricing, power generation plan, or sales strategy establishment were used by corporations without considering the production, comparison, and analysis techniques of the predicted consumption to enable efficient power consumption on the actual demand side. In this paper, to calculate the predicted value of electric power consumption on a short-term basis (15 minutes) according to the amount of electric power actually consumed for 15 minutes on the demand side, we performed comparison and analysis by applying a 15-minute interval prediction technique to the average and that to the time series analysis to show how they were made and what we obtained from the simulations.