• Title/Summary/Keyword: Analysis of Trend Using Time Series

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The Study for Software Future Forecasting Failure Time Using Time Series Analysis. (시계열 분석을 이용한 소프트웨어 미래 고장 시간 예측에 관한 연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.11 no.3
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    • pp.19-24
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    • 2011
  • Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

A model of predicting performance of Olympic female weightlifters using time series analysis

  • Won, Jin-hee;Cho, In-ho
    • International Journal of Advanced Culture Technology
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    • v.8 no.3
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    • pp.216-222
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    • 2020
  • The purpose of this study was to predict the performance of female weightlifters using time series analysis. Based on this purpose, a time series analysis was used to calculate the performance prediction model for women(58kg) among the domestic women weightlifters who participated in the Olympics. As a result of creating time series data based on 10 years of record and then evaluating the sequential charts of each athlete group, the female athletes' records did not show any seasonality or difference. In addition, after examining the independence of the data through the creation of a time series model, it was shown that the models produced conformed to the criteria for compliance and that there was no difference in the data, but there was a trend. Accordingly, Holt linear trend analysis of the exponential smoothing model was applied. As a result of deriving the prediction model of the athletes through this process, it was found that the women (58kg) who participated in the Olympics continued to improve within the range of 166.11kg to 184.1kg.

Power Test of Trend Analysis using Simulation Experiment (모의실험을 이용한 경향성 분석기법의 검정력 평가)

  • Ryu, Yongjun;Shin, Hongjoon;Kim, Sooyoung;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.46 no.3
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    • pp.219-227
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    • 2013
  • Time series data including change, jump, trend and periodicity generally have nonstationarity. Especially, various methods have been proposed to identify the trend about hydrological time series data. However, among various methods, evaluation about capability of each trend test has not been done a lot. Even for the same data, each method may show the different result. In this study, the simulation was performed for identification about the changes in trend analysis according to the statistical characteristics and the capability in the trend analysis. For this purpose, power test for the trend analysis is conducted using Men-Kendall test, Hotelling-Pabst test, t test and Sen test according to the slope, sample size, standard deviation and significance level. As a result, t test has higher statistical power than the others, while Mann-Kendall, Hotelling-Pabst, and Sen tests were similar results.

A Study on the Demand Forecasting of Healthcare Technology from a Consumer Perspective : Using Social Data and ARIMA Model Approach (소셜데이터 및 ARIMA 분석을 활용한 소비자 관점의 헬스케어 기술수요 예측 연구)

  • Yang, Dong Won;Lee, Zoon Ky
    • Journal of Information Technology Services
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    • v.19 no.4
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    • pp.49-61
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    • 2020
  • Prior studies on technology predictions attempted to predict the emergence and spread of emerging technologies through the analysis of correlations and changes between data using objective data such as patents and research papers. Most of the previous studies predicted future technologies only from the viewpoint of technology development. Therefore, this study intends to conduct technical forecasting from the perspective of the consumer by using keyword search frequency of search portals such as NAVER before and after the introduction of emerging technologies. In this study, we analyzed healthcare technologies into three types : measurement technology, platform technology, and remote service technology. And for the keyword analysis on the healthcare, we converted the classification of technology perspective into the keyword classification of consumer perspective. (Blood pressure and blood sugar, healthcare diagnosis, appointment and prescription, and remote diagnosis and prescription) Naver Trend is used to analyze keyword trends from a consumer perspective. We also used the ARIMA model as a technology prediction model. Analyzing the search frequency (Naver trend) over 44 months, the final ARIMA models that can predict three types of healthcare technology keyword trends were estimated as "ARIMA (1,2,1) (1,0,0)", "ARIMA (0,1,0) (1,0,0)", "ARIMA (1,1,0) (0,0,0)". In addition, it was confirmed that the values predicted by the time series prediction model and the actual values for 44 months were moving in almost similar patterns in all intervals. Therefore, we can confirm that this time series prediction model for healthcare technology is very suitable.

Time Series Classification of Cryptocurrency Price Trend Based on a Recurrent LSTM Neural Network

  • Kwon, Do-Hyung;Kim, Ju-Bong;Heo, Ju-Sung;Kim, Chan-Myung;Han, Youn-Hee
    • Journal of Information Processing Systems
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    • v.15 no.3
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    • pp.694-706
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    • 2019
  • In this study, we applied the long short-term memory (LSTM) model to classify the cryptocurrency price time series. We collected historic cryptocurrency price time series data and preprocessed them in order to make them clean for use as train and target data. After such preprocessing, the price time series data were systematically encoded into the three-dimensional price tensor representing the past price changes of cryptocurrencies. We also presented our LSTM model structure as well as how to use such price tensor as input data of the LSTM model. In particular, a grid search-based k-fold cross-validation technique was applied to find the most suitable LSTM model parameters. Lastly, through the comparison of the f1-score values, our study showed that the LSTM model outperforms the gradient boosting model, a general machine learning model known to have relatively good prediction performance, for the time series classification of the cryptocurrency price trend. With the LSTM model, we got a performance improvement of about 7% compared to using the GB model.

Research Topic Analysis of the Domestic Papers Related to COVID-19 Using LDA (LDA를 사용한 COVID-19 관련 국내 논문의 연구 토픽 분석)

  • Kim, Eun-Hoe;Suh, Yu-Hwa
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.15 no.5
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    • pp.423-432
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    • 2022
  • This paper analyzes a total of 10,599 papers related to COVID-19 from January 2020 to July 2022 collected from the KCI site using LDA topic modeling so that academic researchers can understand the overall research trend. The results of LDA topic modeling are analyzed by major research categories so that academic researchers can easily figure out topics in their research fields. Then, the detailed research category information in which a lot of research is done by topic is analyzed. It is very important for academic researchers to understand the trend of research topics over time. Therefore, in this paper, the trend of topics is analyzed and presented using time series decomposition.

Reserve Price Recommendation Methods for Auction Systems Based on Time Series Analysis (경매 시스템에서 시계열 분석에 기반한 낙찰 예정가 추천 방법)

  • Ko Min Jung;Lee Yong Kyu
    • Journal of Information Technology Applications and Management
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    • v.12 no.1
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    • pp.141-155
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    • 2005
  • It is very important that sellers provide reasonable reserve prices for auction items in internet auction systems. Recently, an agent has been proposed to generate reserve prices automatically based on the case similarity of information retrieval theory and the moving average of time series analysis. However, one problem of the previous approaches is that the recent trend of auction prices is not well reflected on the generated reserve prices, because it simply provides the bid price of the most similar item or an average price of some similar items using the past auction data. In this paper. in order to overcome the problem. we propose a method that generates reserve prices based on the moving average. the exponential smoothing, and the least square of time series analysis. Through performance experiments. we show that the successful bid rate of the new method can be increased by preventing sellers from making unreasonable reserve prices compared with the previous methods.

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Estimation of Water Distributed Volume Using Time Series Analysis (시계열분석(時系列分析)에 의한 배수량추정(配水量推定))

  • Lee, Jung-Hwan;Chung, Chun-Ung;Oh, Min-Hwan
    • Proceedings of the KIEE Conference
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    • 1992.07a
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    • pp.340-343
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    • 1992
  • In this paper, To estimate monthly water distribution volume required optimization control of operating scheme & water distribution management for water transmission system in water supply, both Thomas-Fiering technique and Fourier series are compared and analyzed, respectively. Since water distribution volume is periodically repeated and has a linear fluctuation trend, parameters in each element are estimated through dividing into linear fluctuation trend component and periodical component. Finally, results of time-series analysis are proved to be more reasonable than that of Thomas-Fiering techniques by comparing simulation with observation data.

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Changes of Flowering Time in the Weather Flora in Susan Using the Time Series Analysis (시계열 분석을 이용한 부산지역 계절식물의 개화시기 변화)

  • Choi, Chul-Mann;Moon, Sung-Gi
    • Journal of Environmental Science International
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    • v.18 no.4
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    • pp.369-374
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    • 2009
  • To examine the trend on the flowering time in some weather flora including Prunus serrulata var. spontanea, Cosmos bipinnatus, and Robinia pseudo-acacia in Busan, the changes in time series and rate of flowering time of plants were analyzed using the method of time series analysis. According to the correlation between the flowering time and the temperature, changing pattern of flowering time was very similar to the pattern of the temperature, and change rate was gradually risen up as time goes on. Especially, the change rate of flowering time in C. bipinnatus was 0.487 day/year and showed the highest value. In flowering date in 2007, the difference was one day between measurement value and prediction value in C. bipinnatus and R. pseudo-acacia, whereas the difference was 8 days in P. mume showing great difference compared to other plants. Flowering time was highly related with temperature of February and March in the weather flora except for P. mume, R. pseudo-acacia and C. bipinnatus. In most plants, flowering time was highly related with a daily average temperature. However, the correlation between flowering time and a daily minimum temperature was the highest in Rhododendron mucronulatum and P. persica, otherwise the correlation between flowering time and a daily maximum temperature was the highest in Pyrus sp.

Trading Day Effect on the Seasonal Adjustment for Korean Industrial Activities Trend Using X-12-ARIMA

  • Park, Worlan;Kang, Hee Jeung
    • Communications for Statistical Applications and Methods
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    • v.7 no.2
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    • pp.513-523
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    • 2000
  • The X-12-ARIMA program was utilized on the analysis of the time series trend on 76 Korean industrial activities data in order to ensure that the trading day effect adjustment as well as the seasonal effect adjustment is needed to extract the fundamental trend-cycle factors from various economic time series data. The trading day effect is strongly correlated with the activity of production and shipping but not with the activity of inventory. Furthermore, the industrial activities were classified with respect to the sensitivity on the tranding day effect.

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