• Title/Summary/Keyword: Statistical Differencing

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Multicity Seasonal Air Quality Index Forecasting using Soft Computing Techniques

  • Tikhe, Shruti S.;Khare, K.C.;Londhe, S.N.
    • Advances in environmental research
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    • v.4 no.2
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    • pp.83-104
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    • 2015
  • Air Quality Index (AQI) is a pointer to broadcast short term air quality. This paper presents one day ahead AQI forecasting on seasonal basis for three major cities in Maharashtra State, India by using Artificial Neural Networks (ANN) and Genetic Programming (GP). The meteorological observations & previous AQI from 2005-2008 are used to predict next day's AQI. It was observed that GP captures the phenomenon better than ANN and could also follow the peak values better than ANN. The overall performance of GP seems better as compared to ANN. Stochastic nature of the input parameters and the possibility of auto-correlation might have introduced time lag and subsequent errors in predictions. Spectral Analysis (SA) was used for characterization of the error introduced. Correlational dependency (serial dependency) was calculated for all 24 models prepared on seasonal basis. Particular lags (k) in all the models were removed by differencing the series, that is converting each i'th element of the series into its difference from the (i-k)"th element. New time series is generated for all seasonal models in synchronization with the original time line & evaluated using ANN and GP. The statistical analysis and comparison of GP and ANN models has been done. We have proposed a promising approach of use of GP coupled with SA for real time prediction of seasonal multicity AQI.

Comparison Study of Time Series Clustering Methods (시계열자료 눈집방법의 비교연구)

  • Hong, Han-Woom;Park, Min-Jeong;Cho, Sin-Sup
    • The Korean Journal of Applied Statistics
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    • v.22 no.6
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    • pp.1203-1214
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    • 2009
  • In this paper we introduce the time series clustering methods in the time and frequency domains and discuss the merits or demerits of each method. We analyze 15 daily stock prices of KOSPI 200, and the nonparametric method using the wavelet shows the best clustering results. For the clustering of nonstationary time series using the spectral density, the EMD method remove the trend more effectively than the differencing.

Model selection for unstable AR process via the adaptive LASSO (비정상 자기회귀모형에서의 벌점화 추정 기법에 대한 연구)

  • Na, Okyoung
    • The Korean Journal of Applied Statistics
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    • v.32 no.6
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    • pp.909-922
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    • 2019
  • In this paper, we study the adaptive least absolute shrinkage and selection operator (LASSO) for the unstable autoregressive (AR) model. To identify the existence of the unit root, we apply the adaptive LASSO to the augmented Dickey-Fuller regression model, not the original AR model. We illustrate our method with simulations and a real data analysis. Simulation results show that the adaptive LASSO obtained by minimizing the Bayesian information criterion selects the order of the autoregressive model as well as the degree of differencing with high accuracy.

Image noise reduction algorithms using nonparametric method (비모수 방법을 사용한 영상 잡음 제거 알고리즘)

  • Woo, Ho-young;Kim, Yeong-hwa
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.721-740
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    • 2019
  • Noise reduction is an important field in image processing and requires a statistical approach. However, it is difficult to assume a specific distribution of noise, and a spatial filter that reflects regional characteristics is a small sample and cannot be accessed in a parametric manner. The first order image differential and the second order image differential show a clear difference according to the noise level included in the image and can be more clearly understood using the canyon edge detector. The Fligner-Killeen test was performed and the bootstrap method was used to statistically check the noise level. The estimated noise level was set between 0 and 1 using the cumulative distribution function of the beta distribution. In this paper, we propose a nonparametric noise reduction algorithm that accounts for the noise level included in the image.

Locally Powerful Unit-Root Test (국소적 강력 단위근 검정)

  • Choi, Bo-Seung;Woo, Jin-Uk;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.531-542
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    • 2008
  • The unit root test is the major tool for determining whether we use differencing or detrending to eliminate the trend from time series data. Dickey-Fuller test (Dickey and Fuller, 1979) has the low power of test when the sample size is small or the true coefficient of AR(1) process is almost unit root and the Bayesian unit root test has complicated testing procedure. We propose a new unit root testing procedure, which mixed Bayesian approach with the traditional testing procedure. Using simulation studies, our approach showed locally higher powers than Dickey-Fuller test when the sample size is small or the time series has almost unit root and simpler procedure than Bayesian unit root test procedure. Proposed testing procedure can be applied to the time series data that are not observed as process with unit root.

A Prediction Model for Coating Thickness Based on PLS Model and Variable Selection (부분최소자승법과 변수선택을 이용한 코팅두께 예측모델 개발)

  • Lee, Hye-Seon;Lee, Young-Rok;Jun, Chi-Hyuck;Hong, Jae-Hwa
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.295-304
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    • 2010
  • Coating thickness is one of target variables in quality control process in steel industry. To predict coating thickness and to control quality of anti-fingerprint steel coils, ultraviolet-visible spectra are measured. We propose a variable-interval selection procedure based on the variable importance in projection in partial least square model. Using the proposed variable interval selection method, prediction performance gets better in the reduced model than the full model with full spectra absorbance. It is also shown that the first differencing as a data preprocessing technique does work well for the prediction of coating thickness.

A Study of the Embroidery Design Properties in Fashion Collection (패션 컬렉션에 나타난 자수 디자인의 특성)

  • Park, In-Jo;Lee, Kyoung-Hee
    • Fashion & Textile Research Journal
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    • v.12 no.1
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    • pp.10-20
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    • 2010
  • In this research, by yearly subdividing and analyzing the characteristic of the embroidery design according to the garment item with a season the high value added is raised for a differencing and high performance conversion of the high fashion design and there is an object. In 2004, when the total 474 chapter was selected in S/S season till F/W season in 2008 and the embroidery design characteristic according to the kind of an item the analyzing method and statistical method was used. As to the first, and the embroidery design in which it follows of the garment item showed the stylized, and the plant motive of the geometric pattern by an edge and composite arrangement in an one-piece and blouse with the satin stitch and cut work technique. A monotone and the bright tone were used. The second, and the season different difference, the out line stitch, an applique, and the cut work technique S/S season were a feature. A plant, and the animal motive were expressed as the front arrangement and the monotone of the achromatic color appeared. As to F/W season, the long short stitch and satin stitch techniques were with the characteristic profit. The abstract motive showed up as the edge alignment and composite arrangement. And the plain tone and the monotone of the chromatics combination color are used. In the third, and the chronological difference, an applique the embroidery technique showed up in the out line stitch, and 2007 years in 2004 years and 2006 years. And the sentence motive of the animal, and the abstract motive the embroidery motive are embossed in 2005 years and 2006 years in 2008 years.

Applicability evaluation of aerodynamic approaches for evaporation estimation using pan evaporation data (증발접시 증발량자료를 이용한 공기동력학적 증발량 산정 방법의 적용성 평가)

  • Rim, Chang-Soo
    • Journal of Korea Water Resources Association
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    • v.50 no.11
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    • pp.781-793
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    • 2017
  • In this study, applicabilities of aerodynamic approaches for the estimation of pan evaporation were evaluated on 56 study stations in South Korea. To accomplish this study purpose, previous researchers' evaporation estimation equations based on aerodynamic approaches were grouped into seven generalized evaporation models. Furthermore, four multiple linear regression (MLR) models were developed and tested. The independent variables of MLR models are meteorological variables such as wind speed, vapor pressure deficit, air temperature, and atmospheric pressure. These meteorological variables are required for the application of aerodynamic approaches. In order to consider the effect of autocorrelation, MLR models were developed after differencing variables. The applicability of MLR models with differenced variables was compared with that of MLR models with undifferenced variables and the comparison results showed no significant difference between the two methods. The study results have indicated that there is strong correlation between estimated pan evaporation (using aerodynamic models and MLR models) and measured pan evaporation. However, pan evaporation are overestimated during August, September, October, November, and December. Most of meteorological variables that are used for MLR models show statistical significance in the estimation of pan evaporation. Vapor pressure deficit was turned out to be the most significant meteorological variable. The second most significant variable was air temperature; wind speed was the third most significant variable, followed by atmospheric pressure.