• Communications for Statistical Applications and Methods
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• v.30 no.4
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• pp.369-388
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• 2023

In this paper, we develop the two-step procedure that detects and estimates the position of structural changes for multivariate nonstationary time series, either on mean parameters or second-order structures. We first investigate the presence of mean structural change by monitoring data through the aggregated cumulative sum (CUSUM) type statistic, a sequential procedure identifying the likely position of the change point on its trend. If no mean change point is detected, the proposed method proceeds to scan the second-order structural change by modeling the multivariate nonstationary time series with a multivariate locally stationary Wavelet process, allowing the time-localized auto-correlation and cross-dependence. Under this framework, the estimated dynamic spectral matrices derived from the local wavelet periodogram capture the time-evolving scale-specific auto- and cross-dependence features of data. We then monitor the change point from the lower-dimensional approximated space of the spectral matrices over time by applying the dynamic principal component analysis. Different from existing methods requiring prior information on the type of changes between mean and covariance structures as an input for the implementation, the proposed algorithm provides the output indicating the type of change and the estimated location of its occurrence. The performance of the proposed method is demonstrated in simulations and the analysis of two real finance datasets.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.168-168
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• 2020

This study is to evaluate the drought-related bigdata characteristics published from South Korean by developing crawler. The 5 years (2013 ~ 2017) drought-related posted articles were collected from Korean internet search engine 'NAVER' which contains 13 main and 81 local daily newspapers. During the 5 years period, total 40,219 news articles including 'drought' word were found using crawler. To filter the homonyms liken drought to soccer goal drought in sports, money drought economics, and policy drought in politics often used in South Korea, the quality control was processed and 47.8 % articles were filtered. After, the 20,999 (52.2 %) drought news articles of this study were classified into four categories of water deficit (WD), water security and support (WSS), economic damage and impact (EDI), and environmental and sanitation impact (ESI) with 27, 15, 13, and 18 drought-related keywords in each category. The WD, WSS, EDI, and ESI occupied 41.4 %, 34.5 %, 14.8 %, and 9.3 % respectively. The drought articles were mostly posted in June 2015 and June 2017 with 22.7 % (15,097) and 15.9 % (10,619) respectively. The drought news articles were spatiotemporally compared with SPI (Standardized Precipitation Index) and RDI (Reservoir Drought Index) were calculated. They were classified into administration boundaries of 8 main cities and 9 provinces in South Korea because the drought response works based on local government unit. The space-time clustering between news articles (WD, WSS, EDI, and ESI) and indices (SPI and RDI) were tried how much they have correlation each other. The spatiotemporal clusters detection was applied using SaTScan software (Kulldorff, 2015). The retrospective and prospective cluster analyses were conducted for past and present time to understand how much they are intensive in clusters. The news articles of WD, WSS and EDI had strong clusters in provinces, and ESI in cities.

• Journal of Korean Society of Water and Wastewater
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• v.37 no.5
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• pp.261-269
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• 2023

In light of recent social concerns related to issues such as water supply pipe deterioration leading to problems like leaks and degraded water quality, the significance of maintenance efforts to enhance water source quality and ensure a stable water supply has grown substantially. In this study, scan statistic was applied to analyze water quality complaints and water leakage accidents from 2015 to 2021 to present a reasonable method to identify areas requiring improvement in water management. SaTScan, a spatio-temporal statistical analysis program, and ArcGIS were used for spatial information analysis, and clusters with high relative risk (RR) were determined using the maximum log-likelihood ratio, relative risk, and Monte Carlo hypothesis test for I city, the target area. Specifically, in the case of water quality complaints, the analysis results were compared by distinguishing cases occurring before and after the onset of "red water." The period between 2015 and 2019 revealed that preceding the occurrence of red water, the leak cluster at location L2 posed a significantly higher risk (RR: 2.45) than other regions. As for water quality complaints, cluster C2 exhibited a notably elevated RR (RR: 2.21) and appeared concentrated in areas D and S, respectively. On the other hand, post-red water incidents of water quality complaints were predominantly concentrated in area S. The analysis found that the locations of complaint clusters were similar to those of red water incidents. Of these, cluster C7 exhibited a substantial RR of 4.58, signifying more than a twofold increase compared to pre-incident levels. A kernel density map analysis was performed using GIS to identify priority areas for waterworks management based on the central location of clusters and complaint cluster RR data.