• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2005년도 Proceedings of ISRS 2005
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• pp.374-377
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• 2005

The distribution and changes of tropospheric nitrogen dioxide ($NO_2$) are analyzed using the satellite measurements data from GOME (Global Ozone Monitoring Experiment) and SCIMACHY (SCanning Imaging Absorption spectroMeter for Atmospheric CHartographY). We produced global maps of tropospheric $NO_2$ for 4 seasons using GOME measurements from January 1997 to June 2003. The global distribution shows high values in regions with dense population and high industrialization. Tropospheric $NO_2$ shows obvious seasonal changes depending on its emission and lifetime. Based on the good agreement between two instruments in the time period of overlapping measurements (January 2003-June2003), we linked SClAMACHY data to the GOME time series. The combined time series over the past decade indicate that $NO_2$ 1evels over China are rapidly increasing while those over Europe are decreasing. We also discussed potential application of spaceborne instruments in detecting and characterizing long-distance transport of $NO_2$.

• 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.

• Communications for Statistical Applications and Methods
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• 제30권4호
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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.

• Journal of Information Processing Systems
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• 제15권3호
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• pp.694-706
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• 2019

In this study, we applied the long short-term memory (LSTM) model to classify the cryptocurrency price time series. We collected historic cryptocurrency price time series data and preprocessed them in order to make them clean for use as train and target data. After such preprocessing, the price time series data were systematically encoded into the three-dimensional price tensor representing the past price changes of cryptocurrencies. We also presented our LSTM model structure as well as how to use such price tensor as input data of the LSTM model. In particular, a grid search-based k-fold cross-validation technique was applied to find the most suitable LSTM model parameters. Lastly, through the comparison of the f1-score values, our study showed that the LSTM model outperforms the gradient boosting model, a general machine learning model known to have relatively good prediction performance, for the time series classification of the cryptocurrency price trend. With the LSTM model, we got a performance improvement of about 7% compared to using the GB model.

• 국제학술발표논문집
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• The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
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• pp.1-6
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• 2011

As large-scale building projects have recently increased for the residential, commercial and office facilities, construction costs for these projects have become a matter of great concern, due to their significant construction cost implications, as well as unpredictable market conditions and fluctuations in the rate of inflation during the projects' long-term construction periods. In particular, recent volatile fluctuations of construction material prices fueled such problems as cost forecasting. This research develops a time series model using the Box-Jenkins approach and material price time series data in Korea in order to forecast trends in the unit prices of required materials. Building information modeling (BIM) approaches are also used to analyze injection times of construction resources and to conduct quantity take-off so that total material prices can be forecast. To determine an optimal time series model for forecasting price trends, comparative analysis of predictability of tentative autoregressive integrated moving average (ARIMA) models is conducted. The proposed BIM-based time series forecasting model can help to deal with sudden changes in economic conditions by estimating material prices that correspond to resource injection times.

• 한국환경보건학회지
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• 제50권2호
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• pp.125-137
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• 2024

Background: The Korea Risk Information Surveillance System (K-RISS) was developed to enable the early detection of food and drug safety-related issues. Its goal is to deliver real-time risk indicators generated from ongoing food and drug risk monitoring. However, the existing K-RISS system suffers under several limitations. Objectives: This study aims to augment K-RISS with more detailed indicators and establish a severity standard that takes into account structural changes in the daily time series of K-RISS values. Methods: First, a Delphi survey was conducted to derive the required weights. Second, a control chart, commonly used in statistical process controls, was utilized to detect outliers and establish caution, attention, and serious levels for K-RISS values. Furthermore, Bai and Perron's method was employed to determine structural changes in K-RISS time series. Results: The study incorporated 'closeness to life' and 'sustainability' indicators into K-RISS. It obtained the necessary weights through a survey of experts for integrating variables, combining indicators by data source, and aggregating sub K-RISS values. We defined caution, attention, and serious levels for both average and maximum values of daily K-RISS. Furthermore, when structural changes were detected, leading to significant variations in daily K-RISS values according to different periods, the study systematically verified these changes and derived respective severity levels for each period. Conclusions: This study enhances the existing K-RISS system and introduces more advanced indicators. K-RISS is now more comprehensively equipped to serve as a risk warning index. The study has paved the way for an objective determination of whether the food safety risk index surpasses predefined thresholds through the application of severity levels.

• 정보과학회 컴퓨팅의 실제 논문지
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• 제22권5호
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• pp.201-208
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• 2016

실시간으로 여러 시계열 데이터를 수집, 저장하는 데는 많은 저장 공간을 요구하게 된다. 이러한 공간 문제를 해결하는 방안으로, 이산 코사인 변환 압축에서 가변 샘플 크기를 사용하는 방안을 제안하였다. 시계열 데이터 셋은 값의 변화가 작을수록, 그리고 변화의 빈도가 낮을수록 압축률이 높아지는 특성을 가지고 있으며 이러한 특성을 잘 반영할 수 있는 척도로 변동 계수와 인접 요소 간 변동성 계수를 사용하여 가변 샘플 크기를 결정하는 데 사용하였다. 여러 실제 데이터 셋을 대상으로 시험한 결과, 두 방식 모두 양호한 압축률을 보이고 있다. 그러나 인접 요소간 변동성 계수 기반 압축 방식이 변동 계수 기반 방식 보다 샘플 크기 결정 방식이 훨씬 간단할 뿐만 아니라 보다 나은 압축률을 보임을 확인하였다.

• 한국인터넷방송통신학회논문지
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• 제10권6호
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• pp.137-143
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• 2010

본 연구에서는 시계열 자료처리를 통해 예측정확도를 개선시키는 방안에 대해 연구하였다. 단일 예측 모형의 단점을 개선하기 위해 유사한 시계열 자료를 선정하여 이들로부터 모델을 유도하였다. 이 모델로부터 유효 규칙을 생성해내 향후 자료의 변화를 예측하였다. 실험을 통해 예측정확도에 있어 유의한 수준의 개선효과가 있었음을 확인하였다. 예측모델 구성을 위해 고정구간과 가변구간을 두고 모델링하여 고정구간, 창이동, 누적구간 방식으로 구분하여 예측정확도를 측정하였다. 이중 누적구간 방식이 가장 정확도가 높게 나왔다.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제8권1호
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• pp.31-36
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• 2008

This paper presents adaptive learning data of evolvable neural networks (ENNs) for time series prediction of nonlinear dynamic systems. ENNs are a special class of neural networks that adopt the concept of biological evolution as a mechanism of adaptation or learning. ENNs can adapt to an environment as well as changes in the enviromuent. ENNs used in this paper are L-system and DNA coding based ENNs. The ENNs adopt the evolution of simultaneous network architecture and weights using indirect encoding. In general just previous data are used for training the predictor that predicts future data. However the characteristics of data and appropriate size of learning data are usually unknown. Therefore we propose adaptive change of learning data size to predict the future data effectively. In order to verify the effectiveness of our scheme, we apply it to chaotic time series predictions of Mackey-Glass data.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.920-924
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• 2005

This paper presents adaptive learning data of evolvable neural networks (ENNs) for time series prediction of nonlinear dynamic systems. ENNs are a special class of neural networks that adopt the concept of biological evolution as a mechanism of adaptation or learning. ENNs can adapt to an environment as well as changes in the environment. ENNs used in this paper are L-system and DNA coding based ENNs. The ENNs adopt the evolution of simultaneous network architecture and weights using indirect encoding. In general just previous data are used for training the predictor that predicts future data. However the characteristics of data and appropriate size of learning data are usually unknown. Therefore we propose adaptive change of learning data size to predict the future data effectively. In order to verify the effectiveness of our scheme, we apply it to chaotic time series predictions of Mackey-Glass data.