• Title/Summary/Keyword: Time Series Changes

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Time Series Data Cleaning Method Based on Optimized ELM Prediction Constraints

  • Guohui Ding;Yueyi Zhu;Chenyang Li;Jinwei Wang;Ru Wei;Zhaoyu Liu
    • Journal of Information Processing Systems
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    • v.19 no.2
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    • pp.149-163
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    • 2023
  • Affected by external factors, errors in time series data collected by sensors are common. Using the traditional method of constraining the speed change rate to clean the errors can get good performance. However, they are only limited to the data of stable changing speed because of fixed constraint rules. Actually, data with uneven changing speed is common in practice. To solve this problem, an online cleaning algorithm for time series data based on dynamic speed change rate constraints is proposed in this paper. Since time series data usually changes periodically, we use the extreme learning machine to learn the law of speed changes from past data and predict the speed ranges that change over time to detect the data. In order to realize online data repair, a dual-window mechanism is proposed to transform the global optimal into the local optimal, and the traditional minimum change principle and median theorem are applied in the selection of the repair strategy. Aiming at the problem that the repair method based on the minimum change principle cannot correct consecutive abnormal points, through quantitative analysis, it is believed that the repair strategy should be the boundary of the repair candidate set. The experimental results obtained on the dataset show that the method proposed in this paper can get a better repair effect.

A Procedure for Computing Conduction Time Series Factors by Numerical Method (전도 시계열 계수를 수치해석으로 구하는 방법)

  • Byun, Ki-Hong
    • Journal of the Korean Solar Energy Society
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    • v.37 no.5
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    • pp.77-84
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    • 2017
  • The purpose of this paper is to propose the way of computing conduction time series factors (CTSF) using numerical method. After the accuracy of the numerical solution procedure being verified, the method is applied to the wall type 24 and roof type 14 of ASHARE to find the conduction time series coefficients, so called conduction time series factors. The results agree well with the values presented in the ASHRAE handbook. The method proposed can be easily applied to find unknown CTSF for more complex structures. It provides information about the temperature changes at a given location and time, thus validity of generated CTSF can be checked easily.

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

  • 조기태;박영기;이장춘
    • Journal of Environmental Science International
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    • v.9 no.1
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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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Test for Structural Change in ARIMA Models

  • Lee, Sang-Yeol;Park, Si-Yun
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.279-285
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    • 2002
  • In this paper we consider the problem of testing for structural changes in ARIMA models based on a cusum test. In particular, the proposed test procedure is applicable to testing for a change of the status of time series from stationarity to nonstationarity or vice versa. The idea is to transform the time series via differencing to make stationary time series. We propose a graphical method to identify the correct order of differencing.

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The Change Point Analysis in Time Series Models

  • Lee, Sang-Yeol
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.43-48
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    • 2005
  • We consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well-established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider the change of the parameters in an RCA(1) model and that of the autocovariances of a linear process. We also consider the variance change test for unstable models with unit roots and GARCH models.

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Correction of Coordinate Discontinuities Caused by GPS Antenna Replacements

  • Kim, Dusik;Park, Kwan-Dong;Won, Jihye
    • Journal of Positioning, Navigation, and Timing
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    • v.4 no.3
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    • pp.131-140
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    • 2015
  • Antennas at permanent GPS stations operated by the former Ministry of Government Administration and Home Affairs (MOGAHA) in Korea were replaced in years 2008 and 2009, and these changes caused abrupt discontinuities in precise coordinate time series. In this study, an algorithm that eliminates those breaks was developed based on 15-year-long coordinate time series for the purpose of creating clean and continuous coordinate time series. The newly developed algorithm to correct for sudden jumps and dips in the GPS time series due to the antenna change was designed to consider all the linear and annual signals observed before and after the event. The accuracy of the new algorithm was confirmed to be at the Root Mean Square Error (RMSE) level of 2.3-2.6 mm. The new algorithm was also found to be capable of reflect site-specific characteristics at each station.

Time Series Modeling Pipeline for Urban Behavioral Demand Prediction under Uncertainty (COVID-19 사례를 통한 도시 내 비정상적 수요 예측을 위한 시계열 모형 파이프라인 개발 연구)

  • Minsoo Jin;Dongwoo Lee;Youngrok Kim;Hyunsoo Lee
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.2
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    • pp.80-92
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    • 2023
  • As cities are becoming densely populated, previously unexpected events such as crimes, accidents, and infectious diseases are bound to affect user demands. With a time-series prediction of demand using information with uncertainty, it is impossible to derive reliable results. In particular, the COVID-19 outbreak in early 2020 caused changes in abnormal travel patterns and made it difficult to predict demand for time series. A methodology that accurately predicts demand by detecting and reflecting these changes is, therefore, required. The current study suggests a time series modeling pipeline that automatically detects and predicts abnormal events caused by COVID-19. We expect its wide application in various situations where there is a change in demand due to irregular and abnormal events.

Damage detection of railway bridges using operational vibration data: theory and experimental verifications

  • Azim, Md Riasat;Zhang, Haiyang;Gul, Mustafa
    • Structural Monitoring and Maintenance
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    • v.7 no.2
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    • pp.149-166
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    • 2020
  • This paper presents the results of an experimental investigation on a vibration-based damage identification framework for a steel girder type and a truss bridge based on acceleration responses to operational loading. The method relies on sensor clustering-based time-series analysis of the operational acceleration response of the bridge to the passage of a moving vehicle. The results are presented in terms of Damage Features from each sensor, which are obtained by comparing the actual acceleration response from the sensors to the predicted response from the time-series model. The damage in the bridge is detected by observing the change in damage features of the bridge as structural changes occur in the bridge. The relative severity of the damage can also be quantitatively assessed by observing the magnitude of the changes in the damage features. The experimental results show the potential usefulness of the proposed method for future applications on condition assessment of real-life bridge infrastructures.

LSTM-based Sales Forecasting Model

  • Hong, Jun-Ki
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.4
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    • pp.1232-1245
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    • 2021
  • In this study, prediction of product sales as they relate to changes in temperature is proposed. This model uses long short-term memory (LSTM), which has shown excellent performance for time series predictions. For verification of the proposed sales prediction model, the sales of short pants, flip-flop sandals, and winter outerwear are predicted based on changes in temperature and time series sales data for clothing products collected from 2015 to 2019 (a total of 1,865 days). The sales predictions using the proposed model show increases in the sale of shorts and flip-flops as the temperature rises (a pattern similar to actual sales), while the sale of winter outerwear increases as the temperature decreases.

Safety Index of Korean Society Analyzed by Time Series (시계열로 분석한 한국사회의 사회안전지표)

  • Shin, Chang-Sub;Kim, Sung-Min;Hwang, Suk-Keun;Lee, Kyoung-Duck;Yee, Jae-Yeol
    • Journal of the Korean Society of Safety
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    • v.21 no.6 s.78
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    • pp.55-63
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    • 2006
  • Rapid economic growth in Korea, on the other side, has generated increase of multiple complex dangers. To take off dangers scattered in the Korean society and to conduct safe society for better life, it is needed to develop social safety index. Social safety index analyzed by time series could compare and estimate various social disasters, thus it act as the foundation to set up safety policy. The research has focused on 8 social safety indexes; natural disaster, fire, traffic accident, crime, industry accident, forest fire, collapse and explosion, and environmental pollution. To find out Korean society safety index analyzed by time series, the research analyzed changes of each safety indexes in 10 years since 1994. Looking at the changes of each indexes, traffic accident showed the most improvement overall the nation, with industrial accident and collapse and explosion rating second and third place. However, crime, fire and natural disaster get worse, and especially crime has turned worsened than any other divisions.