• 대한임베디드공학회논문지
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• 제18권1호
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• pp.1-7
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• 2023

In this paper, we implement a lossless compression technique for time-series data generated by IoT (Internet of Things) devices to reduce the disk spaces. The proposed compression technique reduces the size of the encoded data by selectively applying CNN (Convolutional Neural Networks) or Delta encoding depending on the situation in the Forecasting algorithm that performs prediction on time series data. In addition, the proposed technique sequentially performs zigzag encoding, splitting, and bit packing to increase the compression ratio. We showed that the proposed compression method has a compression ratio of up to 1.60 for the original data.

• 제어로봇시스템학회논문지
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• 제10권12호
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• pp.1295-1304
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• 2004

In this paper, the Bayesian recurrent neural network is proposed to predict time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one needs to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, the weights vector is set as a state vector of state space method, and its probability distributions are estimated in accordance with the particle filtering process. This approach makes it possible to obtain more exact estimation of the weights. In the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent neural network with Bayesian inference, what we call Bayesian recurrent neural network (BRNN), is expected to show higher performance than the normal neural network. To verify the proposed method, the time series data are numerically generated and various kinds of neural network predictor are applied on it in order to be compared. As a result, feedback structure and Bayesian learning are better than feedforward structure and backpropagation learning, respectively. Consequently, it is verified that the Bayesian reccurent neural network shows better a prediction result than the common Bayesian neural network.

• 지식경영연구
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• 제22권2호
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• pp.1-17
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• 2021

본 연구에서는 한국과 미국의 대표적인 거래소인 빗썸과 코인베이스의 비트코인 가격을 ARIMA와 순환 신경망(Recurrent Neural Network)을 이용해 예측하고, 이후 각 국가의 뉴스 기사를 이용해 분리 학습에 기반한 separated RNN 모형을 제안한다. separated RNN 모형은 학습 데이터를 가격의 추세 변화 점을 기준으로 분리해 학습시킨 후, 추세 변화점 별 뉴스 데이터를 활용해 용어 기반 사전을 구축한다. 이후 용어 기반 사전과 평가 데이터 기간의 뉴스 데이터를 이용해 예측할 데이터의 가격 추세 변화 점을 찾아낸 후, 매칭되는 모형을 적용해 예측 결과를 산출한다. 2017년 5월 22일부터 2020년 9월 16일까지의 가격 데이터를 사용해 분석한 결과, 제안된 separated RNN을 이용해 예측한 결과가 한국과 미국의 비트코인 가격 예측 모두에서 순환 신경망(RNN)을 이용해 예측한 결과보다 높은 예측 성과를 보였다. 본 연구는 시계열 예측 기법의 한계를 뉴스 데이터를 이용한 추세 변화 점 탐색을 통해 극복할 수 있고, 성과 향상을 위한 추후 다양한 시계열 예측 기법 및 추세 변화 점 탐색을 위한 다양한 텍스트 마이닝 기법을 적용해볼 필요가 있음을 시사한다.

• Journal of the Korean Data and Information Science Society
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• 제17권2호
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• pp.475-486
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• 2006

Space time series data can be viewed either as a set of time series collected simultaneously at a number of spatial locations or as sets of spatial data collected at a number of time points. The major purpose of this article is to formulate a class of space time autoregressive moving average (STARMA) model, to discuss some of the their statistical properties such as model identification approaches, some procedure for estimation and the predictions. For illustration, we apply this STARMA model to the mumps data. The data set of mumps cases consists of the number of cases of mumps reported from twelve states monthly over the years 1969-1988.

• Journal of Information Processing Systems
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• 제18권1호
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• pp.115-129
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• 2022

Adopting Internet of Things (IoT)-based technologies in smart homes helps users analyze home appliances electricity consumption for better overall cost monitoring. The IoT application like smart home system (SHS) could suffer from large missing values gaps due to several factors such as security attacks, sensor faults, or connection errors. In this paper, a novel framework has been proposed to predict large gaps of missing values from the SHS home appliances electricity consumption time-series datasets. The framework follows a series of steps to detect, predict and reconstruct the input time-series datasets of missing values. A hybrid convolutional neural network-long short term memory (CNN-LSTM) neural network used to forecast large missing values gaps. A comparative experiment has been conducted to evaluate the performance of hybrid CNN-LSTM with its single variant CNN and LSTM in forecasting missing values. The experimental results indicate a performance superiority of the CNN-LSTM model over the single CNN and LSTM neural networks.

• Communications for Statistical Applications and Methods
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• 제18권3호
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• pp.319-331
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• 2011

In this paper, we propose automatic procedures for the model selection of various univariate time series data. Automatic model selection is important, especially in data mining with large number of time series, for example, the number (in thousands) of signals accessing a web server during a specific time period. Several methods have been proposed for automatic model selection of time series. However, most existing methods focus on linear time series models such as exponential smoothing and autoregressive integrated moving average(ARIMA) models. The key feature that distinguishes the proposed procedures from previous approaches is that the former can be used for both linear time series models and nonlinear time series models such as threshold autoregressive(TAR) models and autoregressive moving average-generalized autoregressive conditional heteroscedasticity(ARMA-GARCH) models. The proposed methods select a model from among the various models in the prediction error sense. We also provide an R package autots that implements the proposed automatic model selection procedures. In this paper, we illustrate these algorithms with the artificial and real data, and describe the implementation of the autots package for R.

• Journal of Advanced Marine Engineering and Technology
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• 제21권1호
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• pp.66-70
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• 1997

In this paper a new learning algorithm for curvature smoothing and improved generalization for multi-layer neural networks is proposed. To enhance the generalization ability a constraint term of hidden neuron activations is added to the conventional output error, which gives the curvature smoothing characteristics to multi-layer neural networks. When the total cost consisted of the output error and hidden error is minimized by gradient-descent methods, the additional descent term gives not only the Hebbian learning but also the synaptic weight decay. Therefore it incorporates error back-propagation, Hebbian, and weight decay, and additional computational requirements to the standard error back-propagation is negligible. From the computer simulation of the time series prediction with Santafe competition data it is shown that the proposed learning algorithm gives much better generalization performance.

• Journal of Electrical Engineering and Technology
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• 제3권1호
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• pp.14-19
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• 2008

The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제15권4호
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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.

• 전기학회논문지
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• 제59권1호
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• pp.184-191
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• 2010

Many researchers have been considering genetic algorithms to system optimization problems. Especially, real-coded genetic algorithms are very effective techniques because they are simpler in coding procedures than binary-coded genetic algorithms and can reduce extra works that increase the length of chromosome for wide search space. Thus, this paper presents a fuzzy system design technique to improve the performance of the fuzzy system. The proposed system consists of two procedures. The primary tuning procedure coarsely tunes fuzzy sets of the system using the k-means clustering algorithm of which the structure is very simple, and then the secondary tuning procedure finely tunes the fuzzy sets using enhanced real-coded genetic algorithms based on the primary procedure. In addition, this paper constructs multiple fuzzy systems using a data preprocessing procedure which is contrived for reflecting various characteristics of nonlinear data. Finally, the proposed fuzzy system is applied to the field of time series prediction and the effectiveness of the proposed techniques are verified by simulations of typical time series examples.