• Industrial Engineering and Management Systems
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• 제7권1호
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• pp.9-22
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• 2008

As an extension of a previous work by the authors (Song and Esogbue, 2006), a new algorithm for automated modeling of nonstationary seasonal time series is presented in this paper. Issues relative to the methodology for building automatically seasonal time series models and periodic time series models are addressed. This is achieved by inspecting the trend, estimating the seasonality, determining the orders of the model, and estimating the parameters. As in our previous work, the major instruments used in the model identification process are correlograms of the modeling errors while the least square method is used for parameter estimation. We provide numerical illustrations of the performance of the new algorithms with respect to building both seasonal time series and periodic time series models. Additionally, we consider forecasting and exercise the models on some sample time series problems found in the literature as well as real life problems drawn from the retail industry. In each instance, the models are built automatically avoiding the necessity of any human intervention.

• Communications for Statistical Applications and Methods
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• 제22권3호
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• pp.209-222
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• 2015

Time series are used in many studies for model building and analysis. We must be very careful to understand the kind of time series data used in the analysis. In this review article, we will begin with some issues related to the use of aggregate and systematic sampling time series. Since several time series are often used in a study of the relationship of variables, we will also consider vector time series modeling and analysis. Although the basic procedures of model building between univariate time series and vector time series are the same, there are some important phenomena which are unique to vector time series. Therefore, we will also discuss some issues related to vector time models. Understanding these issues is important when we use time series data in modeling and analysis, regardless of whether it is a univariate or multivariate time series.

• 사물인터넷융복합논문지
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• 제4권1호
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• pp.1-5
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• 2018

본 논문에서는 노이즈에 의해 훼손된 시계열 데이터의 모델링에 대하여 다룬다. 모델링 기법으로, 논싱글톤 퍼지 시스템을 사용한다. 논싱글톤 퍼지 시스템의 주요특징은 미지의 비선형시스템의 입력이 퍼지값으로 모델링 된다는데 있다. 그러므로 퍼지시스템에 인가되는 학습데이터나 입력데이터 등이 노이즈나 외부 환경에 의해 변형된 경우에 매우 유용하게 적용될 수 있다. 성능비교를 위해 벤치마크 데이터로 잘 알려진 Mackey-Glass 데이터를 사용한다. 이들 데이터 모델링을 통하여 결과를 비교, 분석하여 논싱글톤 퍼지시스템이 잡음에 대하여 보다 강인하고 효율적임을 본 논문에서 보인다.

• 정보처리학회논문지B
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• 제9B권3호
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• pp.277-286
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• 2002

양자역학 섭동이론과 유전자프로그래밍(GP) 기법을 접목시킴으로써 실세계(Real-world)에서 발생하는 카오스 시계열에 대하여 수학모델을 구축, 예측하기 위한 새로운 알고리즘을 개발하였다. 시계열 분석과 양자역학 파동방정식의 해를 구하는 섭동이론과의 절차적 유사성을 논하고, 이것을 GP로 구현하는 전형적 접근방안을 제시한다. 함수집합(Function Set)으로서 직교함수(Orthogonal Functions)를 이용하고 병렬 집단을 사용하는 GP를 이용하여 원 시계열에 대한 초기 수학모델을 구하고, 원 시계열 데이터로부터 모델의 평가값을 뺀 나머지로 구성되는 잔여 시계열에 대하여 다시 GP를 적용하는 과정을 일정한 종료조건이 충족될 때가지 반복함으로써 실세계 카오스 시계열에 대한 정확성 높은 수학모델을 구축하는데 성공하였다. 타 방법론과의 비교와 향후 해결과제에 대하여도 소개한다.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2001년도 춘계학술대회 학술발표 논문집
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• pp.211-214
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• 2001

In this paper, we interpret a score as a time series and deal with the fuzzy logic-based modeling of it. The musical notes in a score represent a lot of information about the length of a sound and pitches, etc. In this paper, using melodies, tones and pitches in a score, we transform data on a score into a time series. Once more, we form the new time series by sliding a window through the time series. For analyzing the time series data, we make use of the Box-Jenkinss time series analysis. On the basis of the identified characteristics of time series, we construct the fuzz model.

• 한국지능시스템학회논문지
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• 제11권3호
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• pp.264-269
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• 2001

본 논문에서는 악보를 시계열로 해석하여 퍼지 로직을 이용한 모델링에 대하여 다루고자 한다. 악보에 나타난 음악적 기호들은 음의 길이와 높이 등의 많은 정보들은 나타낸다. 본 논문에서는 멜로디, 음높이와 음색들을 사용하여 악보의 시각적 정보를 시계열 자료로 변환한다. 시계열 자료의 특징을 추출하기 위해 시계열 자료에 슬라이딩 윈도우를 통과시켜 다시 한번 새로운 시계열 자료로 변환한다. 변환된 시계열 자료를 분석하기 위해 Box-Jenkins의 시계열 분석 방법을 사용하고 분석된 시계열의 특징을 바탕으로 퍼지 모델을 구성한다.

• 대한산업공학회지
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• 제25권1호
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• pp.111-124
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• 1999

This evapaper is toluate the forecasting performance of three neural network(NN) approaches against ARIMA model using the famous time series analysis competition data. The first NN approach is to analyze the second Makridakis (M2) Competition Data using Multilayer Perceptron (MLP) that has been the most popular NN model in time series analysis. Since it is recently known that MLP suffers from bias/variance dilemma, two approaches are suggested in this study. The second approach adopts Cascade Correlation Network (CCN) that was suggested by Fahlman & Lebiere as an alternative to MLP. In the third approach, a time series is separated into two series using Noise Filtering Network (NFN) that utilizes autoassociative memory function of neural network. The forecasts in the decomposition analysis are the sum of two prediction values obtained from modeling each decomposed series, respectively. Among the three NN approaches, Decomposition Analysis shows the best forecasting performance on the M2 Competition Data, and is expected to be a promising tool in analyzing socio-economic time series data because it reduces the effect of noise or outliers that is an impediment to modeling the time series generating process.

• Nuclear Engineering and Technology
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• 제50권4호
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• pp.553-561
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• 2018

To easily understand and systematically express the behaviors of the industrial systems, various system modeling techniques have been developed. Particularly, the importance of system modeling has been greatly emphasized in recent years since modern industrial systems have become larger and more complex. Multilevel flow modeling (MFM) is one of the qualitative modeling techniques, applied for the representation and reasoning of target system characteristics and phenomena. MFM can be applied to industrial systems without additional domain-specific assumptions or detailed knowledge, and qualitative reasoning regarding event causes and consequences can be conducted with high speed and fidelity. However, current MFM techniques have a limitation, i.e., the dynamic features of a target system are not considered because time-related concepts are not involved. The applicability of MFM has been restricted since time-related information is essential for the modeling of dynamic systems. Specifically, the results from the reasoning processes include relatively less information because they did not utilize time-related data. In this article, the concepts of time-to-detect and time-to-effect were adopted from the system failure model to incorporate time-related issues into MFM, and a methodology for enhancing MFM-based reasoning with time-series data was suggested.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1986년도 한국자동제어학술회의논문집; 한국과학기술대학, 충남; 17-18 Oct. 1986
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• pp.108-112
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• 1986

Several algorithms for bivariate time series modeling are reviewed : linear least square, nonlinear least squares, generalized least square, and multi-stage least square methods. Estimation results of simulated data by the above methods are discussed.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2010년도 학술발표회
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• pp.1439-1442
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• 2010

Time-lag recurrent neural networks model (Time-Lag RNNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$) and mean relative humidity ($RH_{mean}$). And, for the performances of Time-Lag RNNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of Time-Lag RNNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE using Time-Lag RNNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using Time-Lag RNNM.