• 제목/요약/키워드: Analysis of Trend Using Time Series

검색결과 194건 처리시간 0.012초

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

  • 김희철;신현철
    • 융합보안논문지
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    • 제11권3호
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    • pp.19-24
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    • 2011
  • 소프트웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나, 단조증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정 등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하다가 시간 절단이 될 경우에 미래의 고장 시간 예측에 관하여 연구 하였다. 시계열 분석에 이용되는 단순이동 평균법과 가중이동평균법, 지수평활법을 이용하여 미래고장 시간을 예측하여 비교하고자 한다. 실증분석에서는 고장간격 자료를 이용하여 모형들에 대한 예측값을 평균자승오차를 이용하여 비교하고 효율적 모형을 선택 하였다.

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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    • 제8권3호
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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.

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

  • 류용준;신홍준;김수영;허준행
    • 한국수자원학회논문집
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    • 제46권3호
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    • pp.219-227
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    • 2013
  • 수문시계열 자료에 변동성, 도약성, 경향성, 주기성 등이 있으면 이러한 자료는 일반적으로 비정상성을 가지며, 특히 경향성 판단을 통한 다양한 방법들이 제시되어 왔다. 그러나 다양한 방법 간의 검정능력에 대한 평가는 많이 이루어지지 않았으며, 그로인해 동일 자료에 대한 다른 방법의 적용으로 반대의 결과가 나오는 경우도 발생하게 된다. 따라서 본 연구에서는 통계적 특성에 따른 경향성 분석의 변화를 파악하고, 경향성 분석방법 간의 검정능력을 파악해 보았다. 이를 위해 경향성 분석기법인 Mann-Kendall 검정, Hotelling-Pabst 검정, t 검정, Sen 검정을 적용하였으며 기울기, 표본크기, 표준편차에 따라 다양한 모의실험을 수행하였다. 그 결과 t 검정이 다른 검정에 비해 상대적으로 높은 검정력을 보였고, Mann-Kendall 검정, Hotelling-Pabst 검정, Sen 검정은 비슷한 결과를 보였다.

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

  • 양동원;이준기
    • 한국IT서비스학회지
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    • 제19권4호
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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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    • 제15권3호
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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.

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

  • 김은회;서유화
    • 한국정보전자통신기술학회논문지
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    • 제15권5호
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    • pp.423-432
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    • 2022
  • 본 논문은 학술연구자들이 COVID-19 관련 논문의 전체적인 연구 동향을 파악할 수 있도록 한다. KCI 사이트에서 수집한 2020년 1월부터 2022년 7월까지 총 10,599편의 COVID-19 관련 논문 정보를 LDA 토픽 모델링으로 분석한 결과를 제시한다. 또한 학술연구자들이 자신의 관심 연구분야의 토픽을 쉽게 파악할 수 있도록 LDA 토픽 모델링의 결과를 주요 연구 카테고리별로 분석하고, 토픽별로 연구가 많이 이루어지는 세부 연구 카테고리 정보를 분석한다. 학술연구자들이 시간의 흐름에 따른 연구 토픽의 추세(trend)를 파악하는 것은 연구 동향을 파악하는데 매우 중요하다. 따라서 이를 위해 본 논문에서는 시계열 분해를 사용하여 토픽들의 추세(trend)를 분석하여 제시한다.

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

  • 고민정;이용규
    • Journal of Information Technology Applications and Management
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    • 제12권1호
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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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시계열분석(時系列分析)에 의한 배수량추정(配水量推定) (Estimation of Water Distributed Volume Using Time Series Analysis)

  • 이정환;정춘웅;오민환
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1992년도 하계학술대회 논문집 A
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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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시계열 분석을 이용한 부산지역 계절식물의 개화시기 변화 (Changes of Flowering Time in the Weather Flora in Susan Using the Time Series Analysis)

  • 최철만;문성기
    • 한국환경과학회지
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    • 제18권4호
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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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    • 제7권2호
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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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