• 제목/요약/키워드: Integrated Time Series Analysis

검색결과 124건 처리시간 0.024초

연안암반대수층의 해수침투경향성 파악을 위한 전기전도도 시계열 분석과 예측 (Time Series Analysis and Forecasting of Electrical Conductivity in Coastal Aquifers)

  • 주정웅;여인욱
    • 자원환경지질
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    • 제50권4호
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    • pp.267-276
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    • 2017
  • 전라남도는 연안지역은 농업활동과 상수도의 미보급으로 인하여 지하수에 크게 의존하고 있다. 지하수의 과다사용은 지하수위 저하를 일으키며 그로 인한 해수침투가 발생할 가능성이 매우 높다. 따라서 지하수 사용에 따른 해수침투 관리가 매우 필요한 지역이다. 전라남도 무안군의 연안암반대수층에서 측정된 EC 자료를 이용하여 해안가 대수층에 적합한 시계열 모형을 구축하고, 해수침투의 지표인 EC를 예측하고자 시계열 분석을 수행하였다. 1년 이상 측정한 EC 시계열 자료는 짧은 주기적인 변동과 함께 추세적으로 증가하는 비정상 시계열의 특성을 보였다. 시계열 분석을 통해 시계열 모형 식별 결과 ARIMA 모형과 계절적인 요인을 고려 할 수 있는 SARIMA 모형 이 적합한 것으로 나타났다. 하지만 두 모형 적용한 결과, EC의 주기적인 변동으로 인해 ARIMA보다는 EC 자료의 변동 특성을 잘 반영한 SARIMA 모형이 예측에 있어서 유리한 것으로 나타났다. 위와 같이 시계열 분석은 암반 대수층에서 해수침투로 인한 EC의 변화를 예측하는데 있어 유용한 것으로 나타났다.

시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석 (Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models)

  • 김승우;이평연;권상욱;김종훈
    • 전력전자학회논문지
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    • 제27권4호
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    • pp.316-324
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    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

Using integrated displacement method to time-history analysis of steel frames with nonlinear flexible connections

  • Hadianfard, M.A.
    • Structural Engineering and Mechanics
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    • 제41권5호
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    • pp.675-689
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    • 2012
  • Most connections of steel structures exhibit flexible behaviour under cyclic loading. The flexible connections can be assumed as nonlinear rotational springs attached to the ends of each beam. The nonlinear behaviour of the connections can be considered by suitable moment-rotation relationship. Time-history analysis by direct integration method can be used as a powerful technique to determine the nonlinear dynamic response of the structure. In conventional numerical integration, the response is evaluated for a series of short time increments. The limitations on the size of time intervals can be removed by using Chen and Robinson improved time history analysis method, in which the integrated displacements are used as the new variables in integrated equation of motion. The proposed method permits longer time intervals and reduces the computational works. In this paper the nonlinearity behaviour of the structure is summarized on the connections, and the step by step improved time-history analysis is used to calculate the dynamic response of the structure. Several numerical calculations which indicate the applicability and advantages of the proposed methodology are presented. These calculations illustrate the importance of the effect of the nonlinear behaviour of the flexible connections in the calculation of the dynamic response of steel frames.

Nonlinear damage detection using higher statistical moments of structural responses

  • Yu, Ling;Zhu, Jun-Hua
    • Structural Engineering and Mechanics
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    • 제54권2호
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    • pp.221-237
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    • 2015
  • An integrated method is proposed for structural nonlinear damage detection based on time series analysis and the higher statistical moments of structural responses in this study. It combines the time series analysis, the higher statistical moments of AR model residual errors and the fuzzy c-means (FCM) clustering techniques. A few comprehensive damage indexes are developed in the arithmetic and geometric mean of the higher statistical moments, and are classified by using the FCM clustering method to achieve nonlinear damage detection. A series of the measured response data, downloaded from the web site of the Los Alamos National Laboratory (LANL) USA, from a three-storey building structure considering the environmental variety as well as different nonlinear damage cases, are analyzed and used to assess the performance of the new nonlinear damage detection method. The effectiveness and robustness of the new proposed method are finally analyzed and concluded.

차세대에너지시스템 구축을 위한 도시기상조건 시계열분석 (A Time Series Analysis on Urban Weather Conditions for Constructing Urban Integrated Energy System)

  • 김상옥;한경민;이정재;윤성환
    • 한국태양에너지학회:학술대회논문집
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    • 한국태양에너지학회 2009년도 추계학술발표대회 논문집
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    • pp.26-31
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    • 2009
  • This study was analysed influence of urban higher temperature in Busan about time series analysis of AWS data. The results are as follows. (1) The temperature of Busan show min $13.2^{\circ}C$ ~max $15.8^{\circ}C$ by 50 years, it is on the rise. (2) The seasonal adjustment series, summer appeared min $17.5^{\circ}C$ ~max $28.9^{\circ}C$ with primitive series similarly. The winter was min $-11.4^{\circ}C$ ~max $17.9^{\circ}C$, the minimum temperature was more lowly than primitive series and maximum temperature was more higher than primitive series. The results, seasonal adjustment series is guessed with influence difference urban structural element beside seasonal factor. (3) Regional analytical result, January appeared with range of min 28% ~max 196% of the seasonal factor and August appeared min 90% ~ max 106%. One of the case which is of 100% or more of the seasonal factor January 12nd~17th, August appears at the 15~17th.

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ARIM모형을 활용한 모듈러 건축시장 현황 조사 (Survey on the Market of Modular Building Using ARIMA Model)

  • 박남천;김균태;이유리
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2014년도 춘계 학술논문 발표대회
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    • pp.14-15
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    • 2014
  • The modular construction is as yet early stage of market in Korea. So It is have difficulty of market demand forecast of the modular building. Therefore, this study was done analysis for market trends of the modular building using ARIMA(Auto Regressive Integrated Moving Average) model by time series data.

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시계열 자료 분석기법에 의한 풍속 예측 연구 (Estimation Model of Wind speed Based on Time series Analysis)

  • 김건훈;정영석;주영철
    • 한국태양에너지학회:학술대회논문집
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    • 한국태양에너지학회 2008년도 추계학술발표대회 논문집
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    • pp.288-293
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    • 2008
  • A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.

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Resolution of a Multi-Step Electron Transfer Reaction by Time Resolved Impedance Measurements: Sulfur Reduction in Nonaqueous Media

  • Park, Jin-Bum;Chang, Byoung-Yong;Yoo, Jung-Suk;Hong, Sung-Young;Park, Su-Moon
    • Bulletin of the Korean Chemical Society
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    • 제28권9호
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    • pp.1523-1530
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    • 2007
  • The first reduction peak of the cyclic voltammogram (CV) for sulfur reduction in dimethyl sulfoxide has been studied using time resolved Fourier transform electrochemical impedance spectroscopic (FTEIS) analysis of small potential step chronoamperometric currents. The FTEIS analysis results reveal that the impedance signals obtained during short potential steps can be resolved into electron transfer reactions of two different time constants in a high frequency region. The FTEIS method provides snap shots of impedance profiles during an earlier phase of the reaction, leading to time resolved EIS measurements. Our results obtained by the FTEIS analysis are consistent with a series of electron transfer and chemical equilibrium steps of a complex reaction, making up an ECE (electrochemical-chemical-electrochemical) mechanism postulated from the results of computer simulation.

Model Misspecification in Nonstationary Seasonal Time Series

  • Sung K. Ahn;Park, Young J.;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • 제27권1호
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    • pp.67-90
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    • 1998
  • In this paper we analytically study model misspecification that arises in regression analysis of nonstationary seasonal time series. We assume the underlying data generating process is a seasonally or a regularly and seasonally integrated process. We first study consequences of totally misspecified cases where seasonal indicator variables, a linear time trend, or another statistically independent seasonally integrated process are used as predictor variables in order to model the nonstationary seasonal behavior of the dependent variable. Then we study consequences of partially misspecified cases where the dependent variable and a predictor variable are cointegrated at some, but not all of the frequencies corresponding to the nonstationary roots.

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BIM-BASED TIME SERIES COST MODEL FOR BUILDING PROJECTS: FOCUSING ON MATERIAL PRICES

  • Sungjoo Hwang;Moonseo Park;Hyun-Soo Lee;Hyunsoo Kim
    • 국제학술발표논문집
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    • The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
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    • pp.1-6
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    • 2011
  • As large-scale building projects have recently increased for the residential, commercial and office facilities, construction costs for these projects have become a matter of great concern, due to their significant construction cost implications, as well as unpredictable market conditions and fluctuations in the rate of inflation during the projects' long-term construction periods. In particular, recent volatile fluctuations of construction material prices fueled such problems as cost forecasting. This research develops a time series model using the Box-Jenkins approach and material price time series data in Korea in order to forecast trends in the unit prices of required materials. Building information modeling (BIM) approaches are also used to analyze injection times of construction resources and to conduct quantity take-off so that total material prices can be forecast. To determine an optimal time series model for forecasting price trends, comparative analysis of predictability of tentative autoregressive integrated moving average (ARIMA) models is conducted. The proposed BIM-based time series forecasting model can help to deal with sudden changes in economic conditions by estimating material prices that correspond to resource injection times.

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