• 제목/요약/키워드: Series analysis

검색결과 7,681건 처리시간 0.032초

Parametric Modelling of Uncoupled System (언커플시스템의 파라메트릭 모델링)

  • Yoon, Moon-Chul;Kim, Jong-Do;Kim, Kwang-Heui
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • 제5권3호
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    • pp.36-42
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    • 2006
  • The analytical realization of uncoupled system was introduced in this study using times series and its spectrum analysis. The ARMAX spectra of time series methods were compared with the conventional FFT spectrum. Also, the response of second order system uncoupled was solved using the Runge-Kutta Gill method. In this numerical analysis, the displacement, velocity and acceleration were calculated. The displacement response among them was used for the power spectrum analysis. The ARMAX algorithm in time series was proved to be appropriate for the mode estimation and spectrum analysis. Using the separate response of first and second mode, each modes were calculated separately and the response of mixed modes was also analyzed for the mode estimation using several time series methods.

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

  • Ju, Jeong-Woung;Yeo, In Wook
    • Economic and Environmental Geology
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    • 제50권4호
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    • pp.267-276
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    • 2017
  • Seawater intrusion into coastal fractured rock aquifer, resulting in groundwater contamination, is of serious concern in coastal areas of Jeolla Namdo, Korea, which heavily depends on groundwater resources. Time series analysis and forecasting were carried out to analyze and predict EC which is a major indicator of seawater intrusion. Two time series models of autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) were tested for suggesting appropriate time series model. Time series data of EC measured over one year showed a increasing trend with short periodic fluctuations, due to tidal effect and pumping, which indicated that EC time series data tended to be non-stationary. SARIMA model was found better fitted to observed EC than any other time series model. Time series analysis and modeling was found to be a useful tool to analyze EC at coastal fractured rock aquifer subject to seawater intrusion.

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

  • Kim, Sang-Ok;Han, Kyung-Min;Yee, Jurng-Jae;Yoon, Seong-Hwan
    • 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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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.

The usefulness of overfitting via artificial neural networks for non-stationary time series

  • Ahn Jae-Joon;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 대한산업공학회/한국경영과학회 2006년도 춘계공동학술대회 논문집
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    • pp.1221-1226
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    • 2006
  • The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

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A Study on the Microstructure Analysis and Dielectric Properties of Porcelain Suspension Insulators (자기제 현수애자의 미세구조분석과 유전특성에 관한 연구)

  • Kim, Chan-Yeong;Kim, Ju-Yong;Song, Il-Geun;Lee, Byeong-Seong
    • The Transactions of the Korean Institute of Electrical Engineers C
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    • 제48권9호
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    • pp.641-647
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    • 1999
  • The paper provides the results of microstructure analysis and dielectricproperties of porcelain suspension insulators. The evaluation of characteristics was also made as a function of the manufacturers and fabricated years for the experimental specimens which had been used in real distribution lines. Even though the series A contained higher alumina contents than the series B, the densification of series A was lower than that of series B, resulting from much porosity. The microstructure investigation confirmed that series A had much porosity than series B. The series A contained quartz $(SiO_2),\; mullite\; (Al_6Si_2O_{13}),\; corundum(Al_2O_3),\; and cristobalite\; (SiO_2)$ phases. However, the series B had no cristobalite phase which had very high thermal expansion coefficient. Also, the tan$\delta$of series A was more abruptly increased than that of series B as increasing temperature. The elevated temperature may make much expansion of cristobalite crystal than other crystals, resulting in crack and puncture inside cap during the summer days.

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Comparison of long-term forecasting performance of export growth rate using time series analysis models and machine learning analysis (시계열 분석 모형 및 머신 러닝 분석을 이용한 수출 증가율 장기예측 성능 비교)

  • Seong-Hwi Nam
    • Korea Trade Review
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    • 제46권6호
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    • pp.191-209
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    • 2021
  • In this paper, various time series analysis models and machine learning models are presented for long-term prediction of export growth rate, and the prediction performance is compared and reviewed by RMSE and MAE. Export growth rate is one of the major economic indicators to evaluate the economic status. And It is also used to predict economic forecast. The export growth rate may have a negative (-) value as well as a positive (+) value. Therefore, Instead of using the ReLU function, which is often used for time series prediction of deep learning models, the PReLU function, which can have a negative (-) value as an output value, was used as the activation function of deep learning models. The time series prediction performance of each model for three types of data was compared and reviewed. The forecast data of long-term prediction of export growth rate was deduced by three forecast methods such as a fixed forecast method, a recursive forecast method and a rolling forecast method. As a result of the forecast, the traditional time series analysis model, ARDL, showed excellent performance, but as the time period of learning data increases, the performance of machine learning models including LSTM was relatively improved.

PHENOLOGICAL ANALYSIS OF NDVI TIME-SERIES DATA ACCORDING TO VEGETATION TYPES USING THE HANTS ALGORITHM

  • Huh, Yong;Yu, Ki-Yun;Kim, Yong-Il
    • Proceedings of the KSRS Conference
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    • 대한원격탐사학회 2007년도 Proceedings of ISRS 2007
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    • pp.329-332
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    • 2007
  • Annual vegetation growth patterns are determined by the intrinsic phenological characteristics of each land cover types. So, if typical growth patterns of each land cover types are well-estimated, and a NDVI time-series data of a certain area is compared to those estimated patterns, we can implement more advanced analyses such as a land surface-type classification or a land surface type change detection. In this study, we utilized Terra MODIS NDVI 250m data and compressed full annual NDVI time series data into several indices using the Harmonic Analysis of Time Series(HANTS) algorithm which extracts the most significant frequencies expected to be presented in the original NDVI time-series data. Then, we found these frequencies patterns, described by amplitude and phase data, were significantly different from each other according to vegetation types and these could be used for land cover classification. However, in spite of the capabilities of the HANTS algorithm for detecting and interpolating cloud-contaminated NDVI values, some distorted NDVI pixels of June, July and August, as well as the long rainy season in Korea, are not properly corrected. In particular, in the case of two or three successive NDVI time-series data, which are severely affected by clouds, the HANTS algorithm outputted wrong results.

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Forecasting Symbolic Candle Chart-Valued Time Series

  • Park, Heewon;Sakaori, Fumitake
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.471-486
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    • 2014
  • This study introduces a new type of symbolic data, a candle chart-valued time series. We aggregate four stock indices (i.e., open, close, highest and lowest) as a one data point to summarize a huge amount of data. In other words, we consider a candle chart, which is constructed by open, close, highest and lowest stock indices, as a type of symbolic data for a long period. The proposed candle chart-valued time series effectively summarize and visualize a huge data set of stock indices to easily understand a change in stock indices. We also propose novel approaches for the candle chart-valued time series modeling based on a combination of two midpoints and two half ranges between the highest and the lowest indices, and between the open and the close indices. Furthermore, we propose three types of sum of square for estimation of the candle chart valued-time series model. The proposed methods take into account of information from not only ordinary data, but also from interval of object, and thus can effectively perform for time series modeling (e.g., forecasting future stock index). To evaluate the proposed methods, we describe real data analysis consisting of the stock market indices of five major Asian countries'. We can see thorough the results that the proposed approaches outperform for forecasting future stock indices compared with classical data analysis.

Prediction of the shelf-life of ammunition by time series analysis (시계열분석을 적용한 저장탄약수명 예측 기법 연구 - 추진장약의 안정제함량 변화를 중심으로 -)

  • Lee, Jung-Woo;Kim, Hee-Bo;Kim, Young-In;Hong, Yoon-Gee
    • Journal of the military operations research society of Korea
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    • 제37권1호
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    • pp.39-48
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    • 2011
  • To predict the shelf-life of ammunition stockpiled in intermediate have practical meaning as a core value of combat support. This research is to Predict the shelf-life of ammunition by applying time series analysis based on report from ASRP of the 155mm, KD541 performed for 6 years. This study applied time series analysis using 'Mini-tab program' to measure the amount of stabilizer as time passes by is different from the other one that uses regression analysis. The average shelf-life of KD541 drawn by time series analysis was 43 years and the lowest shelf-life assessed on the 95% confidence level was 35 years.