• Journal of the Korea Academia-Industrial cooperation Society
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• v.15 no.12
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• pp.7018-7024
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• 2014

This study examined the squared returns and absolute returns of KOSPI 200 with GPH (Geweke and Porter-Hudak, 1983) estimators. GPH was estimated by the long-term memory preserving time series parameter d in linear regression. This called the GPH estimator, which depends on a bandwidth m. m was decided by confirming the stable section of the point estimate by validating the track of the GPH estimator according to the value of m. The result suggests that by satisfying 0< d <0.5, the squared returns and absolute returns of KOPI 200 retains long-term memory.

• Fisheries and Aquatic Sciences
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• v.2 no.2
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• pp.210-217
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• 1999

Chemical oxygen demand (COD), phytoplankton cell number and chlorophyll-a concentration (Chl-a), sediment mean grain size and ignition loss were studied to determine their temporal trends in the study area. Historical data of COD, cell number and Chl-a were gathered from the late 1960s or early 1980s to 1997, and trends in temporal domain were obtained from a simple regression. Sediments for grain size and ignition loss (as organic contents in sediments) were sampled from the Chokchon macrotidal flat bimonthly from September 1990 to November 1996, and were analyzed using the decomposition method of time series analysis. In general, the first three data showed increasing trends based on regression analysis. The trends of sediment grain size fluctuated in a neutral pathway while those of ignition loss yielded no increasing pattern. In contrast with the suggestions from Ahn and Choi (1998) who reported a coarsening variation in sediment grain size to be a cause of the directional and remarkable changes of macrofaunal communities in this area, we could not find such a corresponding variation pattern from our samples. In diagnosing eutrophication, a paradoxical phenomenon was encountered between the trends in water column (COD, cell number and Chl-a) and sediment (ignition loss) data. In this paper, we inferred the possible processes that produce the discrepancy. Some explanations and biological responses to eutrophication were predicted and discussed.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.523-523
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• 2000

We have developed a method to build time series prediction models by Genetic Programming (GP). Our proposed CP includes two new techniques. One is the parameter optimization algorithm, and the other is the new mutation operator. In this paper, the sunspot prediction experiment by our proposed CP was performed. The sunspot prediction is good benchmark, because many researchers have predicted them with various kinds of models. We make three experiments. The first is to compare our proposed method with the conventional methods. The second is to investigate about the relation between a model-building period and prediction precision. In the first and the second experiments, the long-term data of annual sunspots are used. The third is to try the prediction using monthly sunspots. The annual sunspots are a mean of the monthly sunspots. The behaviors of the monthly sunspot cycles in tile annual sunspot data become invisible. In the long-term data of the monthly sunspots, the behavior appears and is complicated. We estimate that the monthly sunspot prediction is more difficult than the annual sunspot prediction. The usefulness of our method in time series prediction is verified by these experiments.

• Smart Structures and Systems
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• v.25 no.3
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• pp.285-299
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• 2020

Long term structural health monitoring has gained wide attention among civil engineers in recent years due to the scale and severity of infrastructure deterioration. Establishing effective damage indicators and proposing enhanced monitoring methods are of great interests to the engineering practices. In the case of bridge health monitoring, long term structural vibration measurement has been acknowledged to be quite useful and utilized in the planning of maintenance works. Previous researches are majorly concentrated on linear time series models for the measurement, whereas nonlinear dependences among the measurement are not carefully considered. In this paper, a new bridge health monitoring method is proposed based on the use of long term vibration measurement. A combination of the fundamental ARMA model and copula theory is investigated for the first time in detecting bridge structural damages. The concept is applied to a real engineering practice in Japan. The efficiency and accuracy of the copula based damage indicator is analyzed and compared in different window sizes. The performance of the copula based indicator is discussed based on the damage detection rate between the intact structural condition and the damaged structural condition.

• Journal of Electrical Engineering and Technology
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• v.13 no.5
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• pp.1841-1851
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• 2018

For the safe and stable operation of the power system, accurate wind power prediction is of great significance. A wind power prediction method based on empirical mode decomposition and improved extreme learning machine is proposed in this paper. Firstly, wind power time series is decomposed into several components with different frequency by empirical mode decomposition, which can reduce the non-stationary of time series. The components after decomposing remove the long correlation and promote the different local characteristics of original wind power time series. Secondly, an improved extreme learning machine prediction model is introduced to overcome the sample data updating disadvantages of standard extreme learning machine. Different improved extreme learning machine prediction model of each component is established. Finally, the prediction value of each component is superimposed to obtain the final result. Compared with other prediction models, the simulation results demonstrate that the proposed prediction method has better prediction accuracy for wind power.

• Korean Journal of Artificial Intelligence
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• v.12 no.1
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• pp.17-24
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• 2024

This paper introduces a novel approach to time-series estimation for energy load forecasting within Virtual Power Plant (VPP) systems, leveraging advanced artificial intelligence (AI) algorithms, namely Long Short-Term Memory (LSTM) and Seasonal Autoregressive Integrated Moving Average (SARIMA). Virtual power plants, which integrate diverse microgrids managed by Energy Management Systems (EMS), require precise forecasting techniques to balance energy supply and demand efficiently. The paper introduces a hybrid-method forecasting model combining a parametric-based statistical technique and an AI algorithm. The LSTM algorithm is particularly employed to discern pattern correlations over fixed intervals, crucial for predicting accurate future energy loads. SARIMA is applied to generate time-series forecasts, accounting for non-stationary and seasonal variations. The forecasting model incorporates a broad spectrum of distributed energy resources, including renewable energy sources and conventional power plants. Data spanning a decade, sourced from the Korea Power Exchange (KPX) Electrical Power Statistical Information System (EPSIS), were utilized to validate the model. The proposed hybrid LSTM-SARIMA model with parameter sets (1, 1, 1, 12) and (2, 1, 1, 12) demonstrated a high fidelity to the actual observed data. Thus, it is concluded that the optimized system notably surpasses traditional forecasting methods, indicating that this model offers a viable solution for EMS to enhance short-term load forecasting.

• East Asian mathematical journal
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• v.35 no.3
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• pp.305-318
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• 2019

Over the past decades, the Lee-Carter model [1] has attracted much attention from various demography-related fields in order to project the future mortality rates. In the Lee-Carter model, the speed of mortality improvement is stochastically modeled by the so-called mortality index and is used to forecast the future mortality rates based on the time series analysis. However, the modeling is applied to long time series and thus an important structural change might exist, leading to potentially large long-term forecasting errors. Therefore, in this paper, we are interested in detecting the structural change of the Lee-Carter model and investigating the actuarial implications. For the purpose, we employ the tests proposed by Coelho and Nunes [2] and analyze the mortality data for six countries including Korea since 1970. Also, we calculate life expectancies and whole life insurance premiums by taking into account the structural change found in the Korean male mortality rates. Our empirical result shows that more caution needs to be paid to the Lee-Carter modeling and its actuarial applications.

• Wind and Structures
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• v.38 no.2
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• pp.147-160
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• 2024

The aerodynamic force is a significant component that influences the stability and safety of structures. It has unstable properties and depends on computer precision, making its long-term prediction challenging. Accurately estimating the aerodynamic traits of structures is critical for structural design and vibration control. This paper establishes an unsteady aerodynamic time series prediction model using Long Short-Term Memory (LSTM) network. The unsteady aerodynamic force under varied Reynolds number and angles of attack is predicted by the LSTM model. The input of the model is the aerodynamic coefficients of the 1 to n sample points and output is the aerodynamic coefficients of the n+1 sample point. The model is predicted by interpolation and extrapolation utilizing Unsteady Reynolds-average Navier-Stokes (URANS) simulation data of flow around a circular cylinder, square cylinder and airfoil. The results illustrate that the trajectories of the LSTM prediction results and URANS outcomes are largely consistent with time. The mean relative error between the forecast results and the original results is less than 6%. Therefore, our technique has a prospective application in unsteady aerodynamic force prediction of structures and can give technical assistance for engineering applications.

• Journal of Soil and Groundwater Environment
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• v.16 no.2
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• pp.30-40
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• 2011

In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.

• Korean Security Journal
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• no.30
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• pp.139-169
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• 2012

The purpose of this study is to contribute to establishing the scientific policing policies through deriving the time series models that can forecast the occurrence of major crimes such as murder, robbery, burglary, rape, violence and identifying the occurrence of major crimes using the models. In order to achieve this purpose, there were performed the statistical methods such as Generation of Time Series Model(C) for identifying the forecasting models of time series, Generation of Time Series Model(C) and Sequential Chart of Time Series(N) for identifying the accuracy of the forecasting models of time series on the monthly incidence of major crimes from 2002 to 2010 using IBM PASW(SPSS) 19.0. The following is the result of the study. First, murder, robbery, rape, theft and violence crime's forecasting models of time series are Simple Season, Winters Multiplicative, ARIMA(0,1,1)(0,1,1), ARIMA(1,1,0 )(0,1,1) and Simple Season. Second, it is possible to forecast the short-term's occurrence of major crimes such as murder, robbery, burglary, rape, violence using the forecasting models of time series. Based on the result of this study, we have to suggest various forecasting models of time series continuously, and have to concern the long-term forecasting models of time series which is based on the quarterly, yearly incidence of major crimes.