• Title/Summary/Keyword: 시계열 예측분석

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Android Malware Detection Using Auto-Regressive Moving-Average Model (자기회귀 이동평균 모델을 이용한 안드로이드 악성코드 탐지 기법)

  • Kim, Hwan-Hee;Choi, Mi-Jung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.40 no.8
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    • pp.1551-1559
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    • 2015
  • Recently, the performance of smart devices is almost similar to that of the existing PCs, thus the users of smart devices can perform similar works such as messengers, SNSs(Social Network Services), smart banking, etc. originally performed in PC environment using smart devices. Although the development of smart devices has led to positive impacts, it has caused negative changes such as an increase in security threat aimed at mobile environment. Specifically, the threats of mobile devices, such as leaking private information, generating unfair billing and performing DDoS(Distributed Denial of Service) attacks has continuously increased. Over 80% of the mobile devices use android platform, thus, the number of damage caused by mobile malware in android platform is also increasing. In this paper, we propose android based malware detection mechanism using time-series analysis, which is one of statistical-based detection methods.We use auto-regressive moving-average model which is extracting accurate predictive values based on existing data among time-series model. We also use fast and exact malware detection method by extracting possible malware data through Z-Score. We validate the proposed methods through the experiment results.

A Study on Monitoring Surface Displacement Using SAR Data from Satellite to Aid Underground Construction in Urban Areas (위성 SAR 자료를 활용한 도심지 지하 교통 인프라 건설에 따른 지표 변위 모니터링 적용성 연구)

  • Woo-Seok Kim;Sung-Pil Hwang;Wan-Kyu Yoo;Norikazu Shimizu;Chang-Yong Kim
    • The Journal of Engineering Geology
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    • v.34 no.1
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    • pp.39-49
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    • 2024
  • The construction of underground infrastructure is garnering growing increasing research attention owing to population concentration and infrastructure overcrowding in urban areas. An important associated task is establishing a monitoring system to evaluate stability during infrastructure construction and operation, which relies on developing techniques for ground investigation that can evaluate ground stability, verify design validity, predict risk, facilitate safe operation management, and reduce construction costs. The method proposed here uses satellite imaging in a cost-effective and accurate ground investigation technique that can be applied over a wide area during the construction and operation of infrastructure. In this study, analysis was performed using Synthetic Aperture Radar (SAR) data with the time-series radar interferometric technique to observe surface displacement during the construction of urban underground roads. As a result, it was confirmed that continuous surface displacement was occurring at some locations. In the future, comparing and analyzing on-site measurement data with the points of interest would aid in confirming whether displacement occurs due to tunnel excavation and assist in estimating the extent of excavation impact zones.

Short-term Prediction of Travel Speed in Urban Areas Using an Ensemble Empirical Mode Decomposition (앙상블 경험적 모드 분해법을 이용한 도시부 단기 통행속도 예측)

  • Kim, Eui-Jin;Kim, Dong-Kyu
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.38 no.4
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    • pp.579-586
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    • 2018
  • Short-term prediction of travel speed has been widely studied using data-driven non-parametric techniques. There is, however, a lack of research on the prediction aimed at urban areas due to their complex dynamics stemming from traffic signals and intersections. The purpose of this study is to develop a hybrid approach combining ensemble empirical mode decomposition (EEMD) and artificial neural network (ANN) for predicting urban travel speed. The EEMD decomposes the time-series data of travel speed into intrinsic mode functions (IMFs) and residue. The decomposed IMFs represent local characteristics of time-scale components and they are predicted using an ANN, respectively. The IMFs can be predicted more accurately than their original travel speed since they mitigate the complexity of the original data such as non-linearity, non-stationarity, and oscillation. The predicted IMFs are summed up to represent the predicted travel speed. To evaluate the proposed method, the travel speed data from the dedicated short range communication (DSRC) in Daegu City are used. Performance evaluations are conducted targeting on the links that are particularly hard to predict. The results show the developed model has the mean absolute error rate of 10.41% in the normal condition and 25.35% in the break down for the 15-min-ahead prediction, respectively, and it outperforms the simple ANN model. The developed model contributes to the provision of the reliable traffic information in urban transportation management systems.

Development of a Data-Driven Model for Forecasting Outflow to Establish a Reasonable River Water Management System (합리적인 하천수 관리체계 구축을 위한 자료기반 방류량 예측모형 개발)

  • Yoo, Hyung Ju;Lee, Seung Oh;Choi, Seo Hye;Park, Moon Hyung
    • Journal of Korean Society of Disaster and Security
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    • v.13 no.4
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    • pp.75-92
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    • 2020
  • In most cases of the water balance analysis, the return flow ratio for each water supply was uniformly determined and applied, so it has been contained a problem that the volume of available water would be incorrectly calculated. Therefore, sewage and wastewater among the return water were focused in this study and the data-driven model was developed to forecast the outflow from the sewage treatment plant. The forecasting results of LSTM (Long Short-Term Memory), GRU (Gated Recurrent Units), and SVR (Support Vector Regression) models, which are mainly used for forecasting the time series data in most fields, were compared with the observed data to determine the optimal model parameters for forecasting outflow. As a result of applying the model, the root mean square error (RMSE) of the GRU model was smaller than those of the LSTM and SVR models, and the Nash-Sutcliffe coefficient (NSE) was higher than those of others. Thus, it was judged that the GRU model could be the optimal model for forecasting the outflow in sewage treatment plants. However, the forecasting outflow tends to be underestimated and overestimated in extreme sections. Therefore, the additional data for extreme events and reducing the minimum time unit of input data were necessary to enhance the accuracy of forecasting. If the water use of the target site was reviewed and the additional parameters that could reflect seasonal effects were considered, more accurate outflow could be forecasted to be ready for climate variability in near future. And it is expected to use as fundamental resources for establishing a reasonable river water management system based on the forecasting results.

Fire Occurrence Pattern Analysis and Fire Risk Calculation of Jinju City (진주시 화재발생 패턴분석과 위험등급 산출)

  • Bae, Gyu Han;Yoo, Hwan Hee
    • Journal of Korean Society for Geospatial Information Science
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    • v.22 no.4
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    • pp.151-157
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    • 2014
  • Diverse and complex facilities have been on the increase in urban areas in accordance with rapid urbanization. Along the lines of the increase in facilities, the risk of fire has increased. In particular, fire accidents as well as traffic accidents accounted for the highest rate in artificial disasters. Therefore, the National Fire Information Systems managed by the National Emergency Management Agency (NEMA) appeared for the effective fire management. The NEMA has provided the public with the Internet services regarding information about fire outbreak since 2007. This study acquired data from both NEMA and the Jinju City Fire Department. It constructed the fire data of Jinju City and calculated the change in spatial density targeting fire, occurred in Jinju city with a view to examining the fire risk of facilities by conducting a time series analysis on the trends of fire outbreak over a span of periods between 2007 and 2013. It also conducted an analysis of Moran's I, Getis-Ord Gi. Therefore, it came to select higher hot spots in terms of fire location and fire density. In addition, it attempted to calculate the levels of fire hazard by drawing up the matrix of personal injury and property damage, depending on facilities to present the methods, which can predict the risk of fire occurrence in urban areas.

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.

Quantile Co-integration Application for Maritime Business Fluctuation (분위수 공적분 모형과 해운 경기변동 분석)

  • Kim, Hyun-Sok
    • Journal of Korea Port Economic Association
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    • v.38 no.2
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    • pp.153-164
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    • 2022
  • In this study, we estimate the quantile-regression framework of the shipping industry for the Capesize used ship, which is a typical raw material transportation from January 2000 to December 2021. This research aims two main contributions. First, we analyze the relationship between the Capesize used ship, which is a typical type in the raw material transportation market, and the freight market, for which mixed empirical analysis results are presented. Second, we present an empirical analysis model that considers the structural transformation proposed in the Hyunsok Kim and Myung-hee Chang(2020a) study in quantile-regression. In structural change investigations, the empirical results confirm that the quantile model is able to overcome the problems caused by non-stationarity in time series analysis. Then, the long-run relationship of the co-integration framework divided into long and short-run effects of exogenous variables, and this is extended to a prediction model subdivided by quantile. The results are the basis for extending the analysis based on the shipping theory to artificial intelligence and machine learning approaches.

Analysis and Forecasting of Daily Bulk Shipping Freight Rates Using Error Correction Models (오차교정모형을 활용한 일간 벌크선 해상운임 분석과 예측)

  • Ko, Byoung-Wook
    • Journal of Korea Port Economic Association
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    • v.39 no.2
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    • pp.129-141
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    • 2023
  • This study analyzes the dynamic characteristics of daily freight rates of dry bulk and tanker shipping markets and their forecasting accuracy by using the error correction models. In order to calculate the error terms from the co-integrated time series, this study uses the common stochastic trend model (CSTM model) and vector error correction model (VECM model). First, the error correction model using the error term from the CSTM model yields more appropriate results of adjustment speed coefficient than one using the error term from the VECM model. Furthermore, according to the adjusted determination coefficients (adjR2), the error correction model of CSTM-model error term shows more model fitness than that of VECM-model error term. Second, according to the criteria of mean absolute error (MAE) and mean absolute scaled error (MASE) which measure the forecasting accuracy, the results show that the error correction model with CSTM-model error term produces more accurate forecasts than that of VECM-model error term in the 12 cases among the total 15 cases. This study proposes the analysis and forecast tasks 1) using both of the CSTM-model and VECM-model error terms at the same time and 2) incorporating additional data of commodity and energy markets, and 3) differentiating the adjustment speed coefficients based the sign of the error term as the future research topics.

Inflow Forecasting Using Fuzzy-Grey Model (Fuzzy-Grey 모형을 이용한 유입량 예측)

  • Kim, Yong;Yi, Choong Sung;Kim, Hung Soo;Shim, Myung Pil
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.759-764
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    • 2004
  • 본 연구는 Deng(1989)이 제시한 Grey 모형을 이용하여 성진강댐의 월유입량을 예측하였고 그 방법을 제시하였다. Grey 모형은 시계열모형이나 다른 모형에 비해 비교적 적은 수의 자료를 이용하고, 간단할 수식으로 구성되어 있는 장점이 있으나, 적은 수의 자료로 인해 입력자료가 가지는 증감의 경향(trend)으로 오차가 발생하기 쉽다. 그러므로 예측오차를 극복하기 위해서 Fuzzy 시스템을 결합한 Fuzzy-Grey 모형을 구성하였고 Fuzzy 시스템에 필요한 매개변수를 추정하기 위해 최적화기법인 유전자 알고리즘(GA; Genetic Algorithm)을 이용하였다. Grey 모형과 결합된 Fuzzy 시스템은 현재의 입력자료가 가지는 패턴과 가장 유사한 패턴의 과거자료를 이용하여 현재의 입력자료의 예측오차를 추론해내는 기능을 가진다. 오차를 추론하기 위해서 과거 월유입량 자료중 현재 입력 자료와 유사한 패턴을 Grey 상관도를 이용하여 검색하고, 보다 높은 유사성을 가지는 패턴을 선별하고자 노름(norm)을 사용하였고, 유전자 알고리즘의 탐색공간을 제한하였다. 이렇게 구성한 Fuzzy-Grey 모형을 이용하여 전국적인 가뭄년도였던 1992년, 1988년, 2001년에 대해 섬진강댐의 월유입량을 예측하였다. 오차는 1982년, 2001년, 1988년 순으로 비슷한 크기의 오차가 발생하였는데 결과를 분석하여 보면, 급격한 월유입량의 변화가 있었던 경우에 오차가 크게 발생하였으나 가뭄년도에 대해 월유입량의 불확실성이 큼에도 불구하고 비교적 월유입량의 추세를 잘 예측한 것으로 판단된다. 본 연구에서 적용한 Fuzzy-Grey 모형은 적은 수의 자료를 이용하여 예측하고 예측결과를 다시 입력자료로 사용하는 업데이트 방식을 사용하기 때문에 예측결과의 오차가 완전하게 보정되지 않으면 다음 결과에 역시 오차를 주게 되어 오차보정이 상당히 중요하다는 것을 알 수 있었다. 오차를 보다 효과적으로 보정하기 위해서는 퍼지제어에 사용되는 퍼지규칙의 수를 늘리고, 유입량에 직접적인 영향을 주는 강우량과 연계한 2변수의 Fuzzy-Grey 모형을 이용한다면 보다 정확한 유입량 예측이 가능할 것으로 사료된다.

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Development of statistical forecast model for PM10 concentration over Seoul (서울지역 PM10 농도 예측모형 개발)

  • Sohn, Keon Tae;Kim, Dahong
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.2
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    • pp.289-299
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    • 2015
  • The objective of the present study is to develop statistical quantitative forecast model for PM10 concentration over Seoul. We used three types of data (weather observation data in Korea, the China's weather observation data collected by GTS, and air quality numerical model forecasts). To apply the daily forecast system, hourly data are converted to daily data and then lagging was performed. The potential predictors were selected based on correlation analysis and multicollinearity check. Model validation has been performed for checking model stability. We applied two models (multiple regression model and threshold regression model) separately. The two models were compared based on the scatter plot of forecasts and observations, time series plots, RMSE, skill scores. As a result, a threshold regression model performs better than multiple regression model in high PM10 concentration cases.