• 제목/요약/키워드: Series analysis

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커플시스템의 파라메트릭 모델링 (Parametric Modelling of Coupled System)

  • 윤문철;김종도;김병탁
    • 한국기계가공학회지
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    • 제5권3호
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    • pp.43-50
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    • 2006
  • In this successive study, the analytical realization of coupled system was introduced using the times series identification and spectrum analysis, which was compared with conventional FFT spectrum. Also, the numerical responses of second order system, which is coupled, were solved using the numerical calculation of Runge-Kutta Gill method. After numerical analysis, the displacement, velocity and acceleration were acquired. Among them, the response of displacement was used for the analysis of time series spectrum. Among several time series, the ARMAX algorithm was proved to be appropriate for the spectrum analysis of the coupled system. Using the separated response of 1st and 2nd mode, the mode was calculated separately. And the responses of mixed modes were also analyzed for calculation of the mixed modes in the coupled system.

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실적자료에 의한 공동주택 하자보수비용의 시계열적 분석 (A Study on the Time Series Analysis of Defect Maintenance Cost in Apartment House according to the Actual Use Data)

  • 송동현;이상범
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2011년도 춘계 학술논문 발표대회 1부
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    • pp.177-178
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    • 2011
  • Recently a great deal of people are taking legal action against the housing provider due to the defects of their Apartment house. And most of the housing companies are spending a huge amount of expenses and efforts to keep their brand value. This essay will carry out time series analysis the 20 housing district which are constructed by huge construction companies. This analysis itemised by metropolitan area(Seoul) and others to keep the degree of reliability, and converted future defect maintenance cost into current cost applied by discount rate to figure out suitability of defect maintenance cost. Even though, this essay is not able to represent standard of defect maintenance cost due to the insufficiency of record, while it will be assisted as a referance when long-term record of time series is estabilished.

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Common Feature Analysis of Economic Time Series: An Overview and Recent Developments

  • Centoni, Marco;Cubadda, Gianluca
    • Communications for Statistical Applications and Methods
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    • 제22권5호
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    • pp.415-434
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    • 2015
  • In this paper we overview the literature on common features analysis of economic time series. Starting from the seminal contributions by Engle and Kozicki (1993) and Vahid and Engle (1993), we present and discuss the various notions that have been proposed to detect and model common cyclical features in macroeconometrics. In particular, we analyze in details the link between common cyclical features and the reduced-rank regression model. We also illustrate similarities and differences between the common features methodology and other popular types of multivariate time series modelling. Finally, we discuss some recent developments in this area, such as the implications of common features for univariate time series models and the analysis of common autocorrelation in medium-large dimensional systems.

직사각형의 전력-접지층에 대한 전압전류 특성해석을 위한 빠른 계산방법 (Fast computation method for the voltage-current analysis on the rectangular power-ground plane)

  • 서영석
    • 한국정보통신학회논문지
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    • 제9권1호
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    • pp.140-145
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    • 2005
  • 기존의 금속${\cdot}$유전체${\cdot}$금속 기판형태의 전력${\cdot}$접지층 사이의 전압표현식은 2차원 무한급수 형태로 표시된다. 계산시간 단축을 위해 Fourier 급수합 공식을 이용하여 2차원 무한급수를 1차원 무한급수로 변형시켰다. 이 식들을 $9‘{\times}4'$크기를 가지는 전력${\cdot}$접지층에 대한 전압 계산에 적용했다. 유도된 1차원 급수 계산식은 기존의 2차원 급수식에 비해 빠른 수렴성과 정확한 결과를 보였다. 이 결과는 반복적인 계산이 많이 필요한 전력${\cdot}$접지층 해석에 유용하게 적용될 수 있을 것이다.

ARIMA 모델을 이용한 수막재배지역 지하수위 시계열 분석 및 미래추세 예측 (Time-series Analysis and Prediction of Future Trends of Groundwater Level in Water Curtain Cultivation Areas Using the ARIMA Model)

  • 백미경;김상민
    • 한국농공학회논문집
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    • 제65권2호
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    • pp.1-11
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    • 2023
  • This study analyzed the impact of greenhouse cultivation area and groundwater level changes due to the water curtain cultivation in the greenhouse complexes. The groundwater observation data in the Miryang study area were used and classified into greenhouse and field cultivation areas to compare the groundwater impact of water curtain cultivation in the greenhouse complex. We identified the characteristics of the groundwater time series data by the terrain of the study area and selected the optimal model through time series analysis. We analyzed the time series data for each terrain's two representative groundwater observation wells. The Seasonal ARIMA model was chosen as the optimal model for riverside well, and for plain and mountain well, the ARIMA model and Seasonal ARIMA model were selected as the optimal model. A suitable prediction model is not limited to one model due to a change in a groundwater level fluctuation pattern caused by a surrounding environment change but may change over time. Therefore, it is necessary to periodically check and revise the optimal model rather than continuously applying one selected ARIMA model. Groundwater forecasting results through time series analysis can be used for sustainable groundwater resource management.

시계열분석을 통한 산업재해율 예측 (The Prediction of Industrial Accident Rate in Korea: A Time Series Analysis)

  • 최은숙;전경숙;이원기;김영선
    • 한국직업건강간호학회지
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    • 제25권1호
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    • pp.65-74
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    • 2016
  • Purpose: The purpose of this study is to predict industrial accident rate using time series analysis. Methods: The rates of industrial accident and occupational injury death were analyzed using industrial accident statistics analysis system of the Korea Occupational Safety and Health Agency from 2001 to 2014. Time series analysis was done using the most recent data, such as raw materials of Economically Active Population Survey, Economic Statistics System of the Bank of Korea, and e-National indicators. The best-fit model with time series analysis to predict occupational injury was developed by identifying predictors when the value of Akaike Information Criteria was the lowest point. Variables into the model were selected through a series of expertises' consultations and literature review, which consisted of socioeconomic structure, labor force structure, working conditions, and occupational accidents. Results: Indexes at the meso- and macro-levels predicting well occurrence of occupational accidents and occupational injury death were labor force participation rate for ages 45-49 and budget for small scaled workplace support. The rates of industrial accident and occupational injury death are expected to decline. Conclusion: For reducing industrial accident continuously, we call for safe employment policy of economically active middle aged adults and support for improving safety work environment of small sized workplace.

광업 데이터의 시계열 분석을 통해 실리카 농도를 예측하기 위한 머신러닝 모델 (A Machine Learning Model for Predicting Silica Concentrations through Time Series Analysis of Mining Data)

  • 이승훈;윤연아;정진형;심현수;장태우;김용수
    • 품질경영학회지
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    • 제48권3호
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    • pp.511-520
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    • 2020
  • Purpose: The purpose of this study was to devise an accurate machine learning model for predicting silica concentrations following the addition of impurities, through time series analysis of mining data. Methods: The mining data were preprocessed and subjected to time series analysis using the machine learning model. Through correlation analysis, valid variables were selected and meaningless variables were excluded. To reflect changes over time, dependent variables at baseline were treated as independent variables at later time points. The relationship between independent variables and the dependent variable after n point was subjected to Pearson correlation analysis. Results: The correlation (R2) was strongest after 3 hours, which was adopted as a dependent variable. According to root mean square error (RMSE) data, the proposed method was superior to the other machine learning methods. The XGboost algorithm showed the best predictive performance. Conclusion: This study is important given the current lack of machine learning studies pertaining to the domestic mining industry. In addition, using time series analysis in mining data will show further improvement. Before establishing a predictive model for the proposed method, predictions should be made using data with time series characteristics. After doing this work, it should also improve prediction accuracy in other domains.

광대역 하이브리드 기법과 지반응답 해석을 통한 낙동강 삼각주 지역의 가상지진 지반운동 시뮬레이션 (Ground Motion Simulation of Scenario Earthquakes in the Nakdonggang Delta Region using a Broadband Hybrid Method and Site Response Analysis)

  • 김재휘;오준수;정석호
    • 한국지진공학회논문집
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    • 제28권5호
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    • pp.233-247
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    • 2024
  • The damage to structures during an earthquake can be varied depending on the frequency characteristics of seismic waves and the geological properties of the ground. Therefore, considering such attributes in the design ground motions is crucial. The Korean seismic design standard (KDS 17 10 00) provides design response spectra for various ground classifications. If required for time-domain analysis, ground motion time series can be either selected and adjusted from motions recorded at rock sites in intraplate regions or artificially synthesized. Ground motion time series at soil sites should be obtained from site response analysis. However, in practice, selecting suitable ground motion records is challenging due to the overall lack of large earthquakes in intraplate regions, and artificially synthesized time series often leads to unrealistic responses of structures. As an alternative approach, this study provides a case study of generating ground motion time series based on the hybrid broadband ground motion simulation of selected scenario earthquakes at sites in the Nakdonggang delta region. This research is significant as it provides a novel method for generating ground motion time series that can be used in seismic design and response analysis. For large-magnitude earthquake scenarios close to the epicenter, the simulated response spectra surpassed the 1000-year design response spectra in some specific frequency ranges. Subsequently, the acceleration time series at each location were used as input motions to perform nonlinear 1D site response analysis through the PySeismoSoil Package to account for the site response characteristics at each location. The results of the study revealed a tendency to amplify ground motion in the mid to long-period range in most places within the study area. Additionally, significant amplification in the short-period range was observed in some locations characterized by a thin soil layer and relatively high shear wave velocity soil near the upper bedrock.

회귀모형에 의한 서해안 평균해면의 연시계열자료의 평가 (The Evaluation of the Annual Time Series Data for the Mean Sea Level of the West Coast by Regression Model)

  • 조기태;박영기;이장춘
    • 한국환경과학회지
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    • 제9권1호
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    • pp.19-25
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    • 2000
  • As the tideland reclamation is done on a large scale these days, construction work is active in the coastal areas. Facilities in the coastal areas must be built with the tide characteristics taken into consideration. Thus the tide characteristics affect the overall reclamation plan. The analysis of the tide data boils down to a harmonic analysis of the hourly changes of long-term tide data and extraction of unharmonic coefficients from the results. Since considerable amount of tide data of the West Coast are available, the existing data can be collected and can be used to obtain the temporal changes of the tide by being fitted into the tide prediction model. The goal of this thesis lies in assessing whether the mean sea level used in the field agrees with the analysis results from the long-term observation data obtained with their homogeneity guaranteed. To achieve this goal, the research was conducted as follows. First the present conditions of the observation stations, the land level standard, and the sea level standard were analyzed to set up a time series model formula for representing them. To secure the homogeneity of the time series, each component was separated. Lastly the mean sea level used in the field was assessed based on the results obtained form the analysis of the time series.

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주기 패턴을 이용한 센서 네트워크 데이터의 이상치 예측 (Outlier prediction in sensor network data using periodic pattern)

  • 김형일
    • 센서학회지
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    • 제15권6호
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    • pp.433-441
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    • 2006
  • Because of the low power and low rate of a sensor network, outlier is frequently occurred in the time series data of sensor network. In this paper, we suggest periodic pattern analysis that is applied to the time series data of sensor network and predict outlier that exist in the time series data of sensor network. A periodic pattern is minimum period of time in which trend of values in data is appeared continuous and repeated. In this paper, a quantization and smoothing is applied to the time series data in order to analyze the periodic pattern and the fluctuation of each adjacent value in the smoothed data is measured to be modified to a simple data. Then, the periodic pattern is abstracted from the modified simple data, and the time series data is restructured according to the periods to produce periodic pattern data. In the experiment, the machine learning is applied to the periodic pattern data to predict outlier to see the results. The characteristics of analysis of the periodic pattern in this paper is not analyzing the periods according to the size of value of data but to analyze time periods according to the fluctuation of the value of data. Therefore analysis of periodic pattern is robust to outlier. Also it is possible to express values of time attribute as values in time period by restructuring the time series data into periodic pattern. Thus, it is possible to use time attribute even in the general machine learning algorithm in which the time series data is not possible to be learned.