• 한국생물정보학회:학술대회논문집
• /
• 한국생물정보시스템생물학회 2005년도 BIOINFO 2005
• /
• pp.161-164
• /
• 2005

Data mining techniques can be applied to identify patterns of interest in the gene expression data. One goal in mining gene expression data is to determine how the expression of any particular gene might affect the expression of other genes. To find relationships between different genes, association rules have been applied to gene expression data set [1]. A notable limitation of association rule mining method is that only the association in a single profile experiment can be detected. It cannot be used to find rules across different condition profiles or different time point profile experiments. However, with the appearance of time-series microarray data, it became possible to analyze the temporal relationship between genes. In this paper, we analyze the time-series microarray gene expression data to extract the sequential patterns which are similar to the association rules between genes among different time points in the yeast cell cycle. The sequential patterns found in our work can catch the associations between different genes which express or repress at diverse time points. We have applied sequential pattern mining method to time-series microarray gene expression data and discovered a number of sequential patterns from two groups of genes (test, control) and more sequential patterns have been discovered from test group (same CO term group) than from the control group (different GO term group). This result can be a support for the potential of sequential patterns which is capable of catching the biologically meaningful association between genes.

• 응용통계연구
• /
• 제32권1호
• /
• pp.149-160
• /
• 2019

본 연구는 2016년 7월부터 2017년 6월까지 인천 소재 A 대학교의 15분 단위의 일일 전기 사용량 시계열 데이터에 대해 functional data analysis 기법을 적용하여 군집화하고 각 군집의 특성을 파악하고 예측에 활용하고자 한다. 하루동안의 A 대학교의 전기 사용량은 패턴은 주중과 주말 에 큰 차이를 보이며 스플라인 기저함수로 FPCA 구한 후 이들에 대한 가우시안 분포의 혼합모형 기반 군집분석으로 3개의 군집화가 적절해 보인다. 각 군집에 대해 평균 함수, 확률밀도함수, 일들의 분포 등을 정리해 각 군집에 대한 정보와 특징을 보여준다.

• Journal of the Korean Data and Information Science Society
• /
• 제19권4호
• /
• pp.1133-1140
• /
• 2008

The goal of this paper is to analysis of the trend for stream quality in Gumi industrial complex with Winters' exponential smoothing method. It used the five different monthly time series data such as BOD, COD, TN, TP and EC from January 1998 to December 2006. The data of BOD, COD, TN, TP and EC are analyzed by time series method and forecasted the trends until December 2007. The stream qualities change for the better about BOD, COD, TN and TP, but the stream qualities resulted by EC is still serious.

• 한국태양에너지학회 논문집
• /
• 제30권3호
• /
• pp.25-32
• /
• 2010

A real-time monitoring system was developed for transfer, receive, backup and analysis of wind power data at three wind farm(Hang won, Hankyung and Sung san) in Jeju. For this monitoring system a communication system analysis, a collection of data and transmission module development, data base construction and data analysis and management module was developed, respectively. These modules deal with mechanical, electrical and environmental problem. Especially, time series graphic is supported by the data analysis and management module automatically. The time series graphic make easier to raw data analysis. Also, the real-time monitoring system is connected with wind power forecasting system through internet web for data transfer to wind power forecasting system's data base.

• 산업경영시스템학회지
• /
• 제37권2호
• /
• pp.27-34
• /
• 2014

In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

• 한국경영과학회지
• /
• 제21권3호
• /
• pp.197-214
• /
• 1996

Financial analysis of stock data usually involves extensive computation of large amount of time series data sets. To handle the large size of the data sets and complexity of the analyses, database management systems have been increasingly adaopted for efficient management of stock data. Specially, relational database management system is employed more widely due to its simplistic data management approach. However, the normalized two-dimensional tables and the structured query language of the relational system turn out to be less effective than expected in accommodating time series stock data as well as the various computational operations. This paper explores a new data management approach to stock data management on the basis of an object-oriented database management system (ODBMS), and proposes a data model supporting times series data storage and incorporating a set of financial analysis functions. In terms of functional stock data analysis, it specially focuses on a primitive set of operations such as variance of stock data. In accomplishing this, we first point out the problems of a relational approach to the management of stock data and show the strength of the ODBMS. We secondly propose an object model delineating the structural relationships among objects used in the stock data management and behavioral operations involved in the financial analysis. A prototype system is developed using a commercial ODBMS.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2008년도 학술발표회 논문집
• /
• pp.694-698
• /
• 2008

In hydrology, it is a difficult task to deal with multivariate time series such as modeling streamflows of an entire complex river system. Normal distribution based model such as MARMA (Multivariate Autorgressive Moving average) has been a major approach for modeling the multivariate time series. There are some limitations for the normal based models. One of them might be the unfavorable data-transformation forcing that the data follow the normal distribution. Furthermore, the high dimension multivariate model requires the very large parameter matrix. As an alternative, one might be decomposing the multivariate data into independent components and modeling it individually. In 1985, Lins used Principal Component Analysis (PCA). The five scores, the decomposed data from the original data, were taken and were formulated individually. The one of the five scores were modeled with AR-2 while the others are modeled with AR-1 model. From the time series analysis using the scores of the five components, he noted "principal component time series might provide a relatively simple and meaningful alternative to conventional large MARMA models". This study is inspired from the researcher's quote to develop a multivariate simulation model. The multivariate simulation model is suggested here using Principal Component Analysis (PCA) and Independent Component Analysis (ICA). Three modeling step is applied for simulation. (1) PCA is used to decompose the correlated multivariate data into the uncorrelated data while ICA decomposes the data into independent components. Here, the autocorrelation structure of the decomposed data is still dominant, which is inherited from the data of the original domain. (2) Each component is resampled by block bootstrapping or K-nearest neighbor. (3) The resampled components bring back to original domain. From using the suggested approach one might expect that a) the simulated data are different with the historical data, b) no data transformation is required (in case of ICA), c) a complex system can be decomposed into independent component and modeled individually. The model with PCA and ICA are compared with the various statistics such as the basic statistics (mean, standard deviation, skewness, autocorrelation), and reservoir-related statistics, kernel density estimate.

• 한국융합학회논문지
• /
• 제12권11호
• /
• pp.99-107
• /
• 2021

우리는 무수히 많은 데이터 속에서 살고 있다. 다양한 데이터는 우리가 활동하는 모든 상황 속에서 만들어지는데 빅데이터 기술을 통해 데이터의 유의미를 발굴한다. 유의미한 데이터를 발굴하기 위해 많은 노력이 진행 중이다. 본 논문은 주성분 분석(Principal component analysis) 기법으로 시계열 데이터의 추이 및 예측을 통해 인간이 더 나은 선택을 가능케 하는 분석 기법을 소개한다. 주성분 분석은 입력된 데이터를 통해 공분산을 구성하고, 데이터의 방향성을 추론할 수 있는 고유벡터와 고윳값을 제시한다. 제안하는 방법은 비슷한 방향성을 갖는 시계열 데이터 집합에서 기준 축을 구성하고, 데이터 집합을 이루는 각 시계열 데이터들의 방향성이 기준 축과 이루는 사잇각을 통해 다음 구간에 존재하게 될 데이터의 방향성을 예측한다. 본 논문에서는 가상화폐의 추이를 통해 제시한 알고리즘의 정확도를 LSTM(Long Short-Term Memory)과 비교 검증한다. 비교/검증 결과 제안된 방법은 변동성이 큰 데이터에서 LSTM에 비해 상대적으로 적은 트랜잭션과 높은 수익(112%)을 기록하였다. 이는 상대적으로 정확하게 신호를 분석하여 예측했다는 의미로 볼 수 있으며, 보다 정확한 임계치 설정을 통해 더 나은 결과를 도출할 수 있을 것으로 기대된다.

• Journal of information and communication convergence engineering
• /
• 제20권2호
• /
• pp.125-130
• /
• 2022

In modern society, as many data are used for research or commercial purposes, the value of data is gradually increasing. In related fields, research is being actively conducted to collect valuable data, but it is difficult to collect proper data because the value of collection is determined according to the performance of existing sensors. To solve this problem, a method to effectively reduce noise has been proposed, but there is a point in which performance is degraded due to damage caused by noise. In this paper, a device capable of collecting time series data was designed to correct such data noise, and a correction technique was performed by giving an error value based on the representatively collected ultrafine dust data, and then comparing before and after Compare performance. For the correction method, Kalman, LPF, Savitzky-Golay, and Moving Average filter were used. Savitzky-Golay filter and Moving Average Filter showed excellent correction rate as an experiment. Through this, the performance of the sensor can be supplemented and it is expected that data can be effectively collected.

• 한국지하수토양환경학회지:지하수토양환경
• /
• 제16권2호
• /
• pp.30-40
• /
• 2011

In this study, we compared the analysis results before and after the detrending for the data. According to the comparison results, correlation functions were not much changed while autocorrelation and spectral density functions were largely varied. Especially, time series data with a long-term variation trend showed a distinctive difference. This study demonstrated a usefulness of the detrending for a further analysis.