• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2007년도 추계학술대회 및 정기총회
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• pp.477-481
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• 2007

The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

• Structural Engineering and Mechanics
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• 제54권2호
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• pp.221-237
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• 2015

An integrated method is proposed for structural nonlinear damage detection based on time series analysis and the higher statistical moments of structural responses in this study. It combines the time series analysis, the higher statistical moments of AR model residual errors and the fuzzy c-means (FCM) clustering techniques. A few comprehensive damage indexes are developed in the arithmetic and geometric mean of the higher statistical moments, and are classified by using the FCM clustering method to achieve nonlinear damage detection. A series of the measured response data, downloaded from the web site of the Los Alamos National Laboratory (LANL) USA, from a three-storey building structure considering the environmental variety as well as different nonlinear damage cases, are analyzed and used to assess the performance of the new nonlinear damage detection method. The effectiveness and robustness of the new proposed method are finally analyzed and concluded.

• 한국컴퓨터정보학회논문지
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• 제27권5호
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• pp.55-67
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• 2022

센서 데이터를 활용하여 설비의 이상 진단이 가능해졌다. 하지만 설비 이상에 대한 원인 분석은 미비한 실정이다. 본 연구에서는 센서 기반 시계열 데이터 분류 모델을 위한 해석가능한 합성곱 신경망 프레임워크를 제안한다. 연구에서 사용된 센서 기반 시계열 데이터는 실제 차량에 부착된 센서를 통해 수집되었고, 반도체의 웨이퍼 데이터는 공정 과정에서 수집되었다. 추가로 실제 기계 설비에서 수집된 주기 신호 데이터를 이용 하였으며, 충분한 학습을 위해 Data augmentation 방법론인 Scaling과 Jittering을 적용하였다. 또한, 본 연구에서는 3가지 합성곱 신경망 기반 모델들을 제안하고 각각의 성능을 비교하였다. 본 연구에서는 ResNet에 Jittering을 적용한 결과 정확도 95%, F1 점수 95%로 가장 뛰어난 성능을 보였으며, 기존 연구 대비 3%의 성능 향상을 보였다. 더 나아가 결과의 해석을 위한 XAI 방법론으로 Class Activation Map과 Layer Visualization을 제안하였으며, 센서 데이터 분류에 중요 영향을 끼치는 시계열 구간을 시각적으로 확인하였다.

• Wind and Structures
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• 제26권3호
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• pp.129-146
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• 2018

Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

• 한국멀티미디어학회논문지
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• 제24권9호
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• pp.1251-1260
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• 2021

This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D²) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

• 한국환경과학회지
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• 제17권2호
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• pp.257-267
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• 2008

Groundwater recharge characteristics in a fractured granite area, Mt. Geumjeong, Korea. was interpreted using bedrock groundwater and wet-land water data. Time series analysis using autocorreclation, cross-correlation and spectral density was conducted for characterizing water level variation and recharge rate in low water and high water seasons. Autocorrelation analysis using water levels resulted in short delay time with weak linearity and memory. Cross-correlation function from cross-correlation analysis was lower in the low water season than the high water season for the bedrock groundwater. The result of water level decline analysis identified groundwater recharge rate of about 11% in the study area.

• 대한기계학회논문집A
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• 제30권2호
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• pp.194-201
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• 2006

Gait analysis is essential to identify accurate cause and knee condition from patients who display abnormal walking. Traditional linear tools can, however, mask the true structure of motor variability, since biomechanical data from a few strides during the gait have limitation to understanding the system. Therefore, it is necessary to propose a more precise dynamic method. The chaos analysis, a nonlinear technique, focuses on understand how variations in the gait pattern change over time. Eight healthy eight subjects walked on a treadmill for 100 seconds at 60 Hz. Three dimensional walking kinematic data were obtained using two cameras and KWON3D motion analyzer. The largest Lyapunov exponent from the measured knee angular displacement time series was calculated to quantify local stability. This study quantified the variability present in time series generated from gait parameter via chaos analysis. Knee flexion-extension patterns were found to be chaotic. The proposed Lyapunov exponent can be used in rehabilitation and diagnosis of recoverable patients.

• 응용통계연구
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• 제22권3호
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• pp.499-513
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• 2009

An economic signal in the real world usually reflects complex phenomena. One may have difficulty both extracting and interpreting information embedded in such a signal. A natural way to reduce complexity is to decompose the original signal into several simple components, and then analyze each component. Spectral analysis (Priestley, 1981) provides a tool to analyze such signals under the assumption that the time series is stationary. However when the signal is subject to non-stationary and nonlinear characteristics such as amplitude and frequency modulation along time scale, spectral analysis is not suitable. Huang et al. (1998b, 1999) proposed a data-adaptive decomposition method called empirical mode decomposition and then applied Hilbert spectral analysis to decomposed signals called intrinsic mode function. Huang et al. (1998b, 1999) named this two step procedure the Hilbert-Huang transform(HHT). Because of its robustness in the presence of nonlinearity and non-stationarity, HHT has been used in various fields. In this paper, we discuss the applications of the HHT and demonstrate its promising potential for non-stationary financial time series data provided through a Korean stock price index.

• 대한토목학회논문집
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• 제31권1B호
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• pp.37-45
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• 2011

본 연구에서는 비선형 카오스 계열에 대한 잡음의 영향 분석을 위하여 대표적인 비선형 카오스 특성을 보이는 것으로 알려진 Logistic Map 자료계열을 이용하여 연구를 수행하였다. 잡음을 임의로 추가하여 잡음 수준에 따라 자료계열을 재생성 하였으며 비선형 자료의 분석 방법으로 활용되고 있는 상태공간 재건, 상관차원 추정, BDS 통계, DVS 알고리즘 분석을 실시하였다. 분석 결과 자료계열은 잡음의 수준이 높아짐에 따라 비선형 카오스적 특성을 보이는 원시자료의 특성이 사라지고 무작위한 추계학적 특성을 보이는 자료로 변화하였다. 그리고 잡음의 영향을 받고 있는 자료에 대한 잡음제거 방법으로 Low Pass Filter와 Kalman Filter 기법을 적용하였다. 전통적인 비모수 통계기법은 비선형 무작위 시계열 또는 비선형 시계열을 구분하는데 어려움이 있지만 비선형 통계기법인 BDS 통계는 비선형 시계열을 구분할 수 있는 것으로 알려져 있다. 분석을 수행한 결과 잡음 수준이 높을 경우 Low Pass Filter는 잡음을 효과적으로 제거하지 못하여 비선형 자료를 선형자료로 판정하였지만 Kalman Filter의 경우 잡음을 효과적으로 제거하는 것으로 나타나 적용성이 우수함을 알 수 있었다.

• 한국산업정보학회논문지
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• 제11권5호
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• pp.18-27
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• 2006

음악 데이타의 양이 급속히 증가함에 따라 음악 데이타베이스의 오디오 특정을 이용한 내용기 반 음악 장르의 효율적인 유사도 검색 방법이 요구되고 있다. 이러한 시스템을 구현하기 위해서는 시계열 패턴인 오디오 특징을 인덱싱 할 수 있는 인덱싱 기법과 데이터마이닝 기술이 필요하다. 본 논문에서는 인덱싱 기법을 기반으로 하는 유사 장르 음악 검색 시스템의 개발에 대하여 논의한다. 먼저, 시계열 패턴 인덱싱 기법과 데이터마이닝을 이용한 내용기반 음악장르 검색 시스템의 구조를 제안한다. 또한, 오디오 특정을 이용한 유사 장르 검색의 성능을 보이기 위하여 시계열 패턴 인덱스 화일을 구축하고 성능 분석 을 제시한다. 실제 데이타의 특정값을 이용한 실험을 통하여 제안한 기법의 성능을 확인하였다.