• Journal of the Korean Professional Engineers Association
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• v.18 no.2
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• pp.1-5
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• 1985

In the flood prediction research, it is pointed out that the difficulty of flood prediction is the frequently experienced overestimation of flood peak. That is caused by the rainfall prediction difficulty and the nonlinearity of hydrological phenomena. Even though the former reason will remain still unsolved, but the latter one can be possibly resolved the method of the AMRA (Auto Regressive Moving Average) model for each runoff component as developed by Dr. Hino and Dr. Hasebe. The principle of the method consists of separating though the numerical filters the total runoff time series into long-term, intermediate and short-term components, or ground water flow, interflow, and surface flow components. As a total system, a hydrological system is a non-linear one. However, once it is separated into two or three subsystems, each subsystem may be treated as a linear system. Also the rainfall components into each subsystem a estimated inversely from the runoff component which is separated from the observed flood. That is why flood prediction can be done without rainfall data. In the prediction of surface flow, the Kalman filter will be applicable but this paper shows only impulse function method.

• The Bulletin of The Korean Astronomical Society
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• v.39 no.1
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• pp.45.1-45.1
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• 2014

We present the results of a time series analysis of the long-term radio lightcurves of four blazars: 3C 279, 3C 345, 3C 446, and BL Lacertae. We exploit the data base of the University of Michigan Radio Astronomy Observatory (UMRAO) monitoring program which provides densely sampled lightcurves spanning 32 years in time in three frequency bands located at 4.8, 8, and 14.5,GHz. Our sources show mostly flat or inverted (spectral indices -0.5 < alpha < 0) spectra, in agreement with optically thick emission. All lightcurves show strong variability on all time scales. Analyzing the time lags between the lightcurves from different frequency bands, we find that we can distinguish high-peaking flares and low-peaking flares in accord with the classification of Valtaoja et al. (1992). The periodograms (temporal power spectra) of the observed lightcurves are consistent with random-walk powerlaw noise without any indication of (quasi-)periodic variability. The fact that all four sources studied are in agreement with being random-walk noise emitters at radio wavelengths suggests that such behavior is a general property of blazars.

• Geomechanics and Engineering
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• v.9 no.4
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• pp.499-511
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• 2015

The creep property of salt rock significantly influences the long-term stability of the salt rock underground storage. Triaxial creep tests were performed to investigate the creep behavior of salt rock. The test results indicate that the creep of salt rock has a nonlinear characteristic, which is related to stress level and creep time. The higher the stress level, the longer the creep time, the more obvious the nonlinear characteristic will be. The elastic modulus of salt rock decreases with the prolonged creep time, which shows that the creep damage is produced for the gradual expansion of internal cracks, defects, etc., causing degradation of mechanical properties; meanwhile, the creep rate of salt rock also decreases with the prolonged creep time in the primary creep stage, which indicates that the mechanical properties of salt rock are hardened and strengthened. That is to say, damage and hardening exist simultaneously during the creep of salt rock. Both the damage effect and the hardening effect are considered, an improved Maxwell creep model is proposed by connecting an elastic body softened over time with a viscosity body hardened over time in series, and the creep equation of which is deduced. Creep test data of salt rock are used to evaluate the reasonability and applicability of the improved Maxwell model. The fitting curves are in excellent agreement with the creep test data, and compared with the classical Burgers model, the improved Maxwell model is able to precisely predict the long-term creep deformation of salt rock, illustrating our model can perfectly describe the creep property of salt rock.

• The Journal of Asian Finance, Economics and Business
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• v.8 no.8
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• pp.311-324
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• 2021

Investors have increasingly become interested in macroeconomic antecedents in order to better understand the investment environment and estimate the scope of profitable investment in equity markets. This study endeavors to examine the interdependency between the macroeconomic antecedents (international oil price (COP), Domestic gold price (GP), Rupee-dollar exchange rates (ER), Real interest rates (RIR), consumer price indices (CPI)), and the BSE Sensex and Nifty 50 index return. The data is converted into a natural logarithm for keeping it normal as well as for reducing the problem of heteroscedasticity. Monthly time series data from January 1992 to July 2019 is extracted from the Reserve Bank of India database with the application of financial Econometrics. Breusch-Godfrey serial correlation LM test for removal of autocorrelation, Breusch-Pagan-Godfrey test for removal of heteroscedasticity, Cointegration test and VECM test for testing cointegration between macroeconomic factors and market returns,] are employed to fit regression model. The Indian market returns are stable and positive but show intense volatility. When the series is stationary after the first difference, heteroskedasticity and serial correlation are not present. Different forecast accuracy measures point out macroeconomics can forecast future market returns of the Indian stock market. The step-by-step econometric tests show the long-run affiliation among macroeconomic antecedents.

• Journal of Korea Water Resources Association
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• v.37 no.12
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• pp.993-1007
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• 2004

There are many different techniques for the estimation of the Hurst exponent. However, the techniques can produce different characteristics for the persistence of a time series each other. This study uses several techniques such as adjusted range, resealed range(RR) analysis, modified restated range(MRR) analysis, 1/f power spectral density analysis, Maximum Likelihood Estimation(MLE), detrended fluctuations analysis(DFA), and aggregated variance time(AVT)method for the Hurst exponent estimation. The generated time series from chaos and stochastic systems are analyzed for the comparative study of the techniques. Then this study discusses the advantages and disadvantages of the techniques and also the limitations of them.

• KIPS Transactions on Software and Data Engineering
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• v.6 no.9
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• pp.457-464
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• 2017

Indoor air quality analysis is conducted to understand abnormal atmospheric phenomena and the external factor affecting indoor air quality. By recording indoor air quality measurements periodically, we are able to observe patterns in air quality. However, it difficult to predict the number of potential parameters, set parameters for a given observation and find the coefficients. Moreover, the results are time-dependent. Thus to address these issues, we introduce a microchip capable of periodically recording indoor air quality and a model that estimates atmospheric changes based on time series data.

• Journal of Korea Water Resources Association
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• v.42 no.8
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• pp.673-680
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• 2009

Alternatives to conventional water resources are being sought due to the scarcity and the poor quality of surface water. Riverbank filtration (RBF) is one of them and considered as a promising source of water supply in some cities. Changwon City has started RBF in 2001 and field data have been accumulated. This study is to develop a time-series model for groundwater level data collected from the pumping area of RBF. The site is Daesan-myeon, Changwon City, where groundwater level data have been measured for the last five years (Jan. 2003$\sim$Dec. 2007). Minute-based groundwater levels was averaged out to monthly data to see the long-term behavior. Time-series analysis was conducted according to the Box-Jenkins method. The resulted model turned out to be a seasonal ARIMA model, and its forecasting performance was satisfactory. We believe this study will provide a prototype for other riverbank filtration sites where the predictability of groundwater level is essential for the reliable supply of water.

• The Journal of the Acoustical Society of Korea
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• v.42 no.4
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• pp.345-356
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• 2023

Target signal of passive sonar shows narrow band harmonic characteristic with a variation in intensity within a few seconds and long term frequency variation due to the Lloyd's mirror effect. We propose a signal classification algorithm based on Gated Recurrent Unit (GRU) that learns local and global time series features. The algorithm proposed implements a multi layer network using GRU and extracts local and global time series features via dilated connections. We learns attention mechanism to weight time series features and classify passive sonar signals. In experiments using public underwater acoustic data, the proposed network showed superior classification accuracy of 96.50 %. This result is 4.17 % higher classification accuracy compared to existing skip connected GRU network.

• International Journal of Internet, Broadcasting and Communication
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• v.12 no.1
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• pp.144-150
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• 2020

Reinforcement learning is a technology that can present successful and creative solutions in many areas. This reinforcement learning technology was used to deploy containers from cloud servers to fog servers to help them learn the maximization of rewards due to reduced traffic. Leveraging reinforcement learning is aimed at predicting traffic in the network and optimizing traffic-based fog computing network environment for cloud, fog and clients. The reinforcement learning system collects network traffic data from the fog server and IoT. Reinforcement learning neural networks, which use collected traffic data as input values, can consist of Long Short-Term Memory (LSTM) neural networks in network environments that support fog computing, to learn time series data and to predict optimized traffic. Description of the input and output values of the traffic-based reinforcement learning LSTM neural network, the composition of the node, the activation function and error function of the hidden layer, the overfitting method, and the optimization algorithm.

• Journal of Wetlands Research
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• v.10 no.2
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• pp.39-51
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• 2008

In recent days, the cases of using wetlands in treating waste water, storm events, mining leachate, and agriculture effluents are increasing. But there is the lack of the data for wetlands because of the difficulty in long term monitoring. Such an aspect makes the proper use of wetland impractical. In this study for the purpose of generating a long term hydrologic data, the time series of storage amount for Upo, Mokpo, Sajipo, and Jjokjibeol in Topyeong watershed is simulated using SWAT model. Based on the SWAT-Topyeong model involved in several scenarios for constructing new washlands in Topyeong watershed, the temporal behavior of new washlands is analyzed. It is also revealed that the constructed washland can affect the Upo in some degrees.