• Communications for Statistical Applications and Methods
• /
• v.10 no.1
• /
• pp.19-30
• /
• 2003

Spatiotemporal statistical models are used for analyzing space-time data in many fields, such as environmental sciences, meteorology, geology, epidemiology, forestry, hydrology, fishery, and so on. It is well known that classical spatiotemporal process modeling requires the estimation of space-time variogram or covariance functions. In practice, the estimation of such variogram or covariance functions are computationally difficult and highly sensitive to data structures. We investigate a Bayesian hierarchical model which allows the specification of a more realistic series of conditional distributions instead of computationally difficult and less realistic joint covariance functions. The spatiotemporal model investigated in this study allows both spatial component and autoregressive temporal component. These two features overcome the inability of pure time series models to adequately predict changes in trends in individual sites.

• Water Engineering Research
• /
• v.2 no.4
• /
• pp.209-218
• /
• 2001

Generation of evaporation data generally assists in planning, operation, and management of reservoirs and other water works. Annual and monthly evaporation series were generated for King Fahad Dam Lake in Bishah, Saudi Arabia. Data was gathered for period of 22 years. Tests of homogeneity and normality were conducted and results showed that data was homogeneous and normally distributed. For generating annual series, an Autoregressive first order model AR(1) was used and for monthly evaporation series method of fragments was used. Fifty replicates for annual series, and fifty replicates for each month series, each with 22 values length, were generated. Performance of the models was evaluated by comparing the statistical parameters of the generated series with those of the historical data. Annual and monthly models were found to be satisfactory in preserving the statistical parameters of the historical series. About 89% of the tested values of the considered parameters were within the assigned confidence limits

• Journal of Forest and Environmental Science
• /
• v.40 no.1
• /
• pp.15-23
• /
• 2024

This research aimed to assess the possibility of detecting forest degradation using time-series satellite imagery and three different deep learning-based change detection techniques. The dataset used for the deep learning models was composed of two sets, one based on surface reflectance (SR) spectral information from satellite imagery, combined with Texture Information (GLCM; Gray-Level Co-occurrence Matrix) and terrain information. The deep learning models employed for land cover change detection included image differencing using the Unet semantic segmentation model, multi-encoder Unet model, and multi-encoder Unet++ model. The study found that there was no significant difference in accuracy between the deep learning models for forest degradation detection. Both training and validation accuracies were approx-imately 89% and 92%, respectively. Among the three deep learning models, the multi-encoder Unet model showed the most efficient analysis time and comparable accuracy. Moreover, models that incorporated both texture and gradient information in addition to spectral information were found to have a higher classification accuracy compared to models that used only spectral information. Overall, the accuracy of forest degradation extraction was outstanding, achieving 98%.

• Journal of the Korea Society of Computer and Information
• /
• v.28 no.8
• /
• pp.67-75
• /
• 2023

Stock price prediction is an important topic extensively discussed in the financial market, but it is considered a challenging subject due to numerous factors that can influence it. In this research, performance was compared and analyzed by applying time series prediction models (LSTM, GRU) and non-time series prediction models (RF, SVR, KNN, LGBM) that do not take into account the temporal dependence of data into stock price prediction. In addition, various data such as stock price data, technical indicators, financial statements indicators, buy sell indicators, short selling, and foreign indicators were combined to find optimal predictors and analyze major factors affecting stock price prediction by industry. Through the hyperparameter optimization process, the process of improving the prediction performance for each algorithm was also conducted to analyze the factors affecting the performance. As a result of feature selection and hyperparameter optimization, it was found that the forecast accuracy of the time series prediction algorithm GRU and LSTM+GRU was the highest.

• Journal of The Korean Society of Agricultural Engineers
• /
• v.66 no.1
• /
• pp.1-13
• /
• 2024

This study assessed the efficacy of improving the accuracy of reservoir water level prediction models by employing automated machine learning models and efficient cross-validation methods for time-series data. Considering the inherent complexity and non-linearity of time-series data related to reservoir water levels, we proposed an optimized approach for model selection and training. The performance of twelve models was evaluated for the Obong Reservoir in Gangneung, Gangwon Province, using the TPOT (Tree-based Pipeline Optimization Tool) and four cross-validation methods, which led to the determination of the optimal pipeline model. The pipeline model consisting of Extra Tree, Stacking Ridge Regression, and Simple Ridge Regression showed outstanding predictive performance for both training and test data, with an R² (Coefficient of determination) and NSE (Nash-Sutcliffe Efficiency) exceeding 0.93. On the other hand, for predictions of water levels 12 hours later, the pipeline model selected through time-series split cross-validation accurately captured the change pattern of time-series water level data during the test period, with an NSE exceeding 0.99. The methodology proposed in this study is expected to greatly contribute to the efficient generation of reservoir water level predictions in regions with high rainfall variability.

• Structural Monitoring and Maintenance
• /
• v.5 no.2
• /
• pp.273-295
• /
• 2018

In this study, an investigation of a damage detection methodology for global condition assessment is presented. A particular emphasis is put on the utilization of wireless sensors for more practical, less time consuming, less expensive and safer monitoring and eventually maintenance purposes. Wireless sensors are deployed with a sensor roving technique to maintain a dense sensor field yet requiring fewer sensors. The time series analysis method called ARX models (Auto-Regressive models with eXogeneous input) for different sensor clusters is implemented for the exploration of artificially induced damage and their locations. The performance of the technique is verified by making use of the data sets acquired from a 4-span bridge-type steel structure in a controlled laboratory environment. In that, the free response vibration data of the structure for a specific sensor cluster is measured by both wired and wireless sensors and the acceleration output of each sensor is used as an input to ARX model to estimate the response of the reference channel of that cluster. Using both data types, the ARX based time series analysis method is shown to be effective for damage detection and localization along with the interpretations and conclusions.

• The Journal of the Acoustical Society of Korea
• /
• v.13 no.6
• /
• pp.66-74
• /
• 1994

Simulation of sonar reverberation time series is very useful because most acoustic models are power level models and have a difficulty when performance of hardware system is evaluated under the reverberant condition. Thus, in this paper, the simulation of reverberation time series is attempted, First, normalized spectrum, whose bandwidth is varying in the frequency domain and which has zero-mean Gaussian distribution, is calculated at pre-selected receiving time. Second, reverberation levels given by underwater acoustic model are combined with normalized spectrum in the frequency domain. Finally, nonstationary sonar reverberation time series are simulated by IFT(Inverse Fourier Transform).

• Journal of KIISE:Information Networking
• /
• v.32 no.4
• /
• pp.433-442
• /
• 2005

An increase In traffic has a large Influence on the performance of a total network. Therefore, traffic management has become an important issue of network management. In this paper, we propose a new routing algorithm that attempts to analyze network conditions using time series prediction models and to propose predictive optimal routing decisions. Traffic congestion is assumed when the predicting result is bigger than the permitted bandwidth. By collecting traffic in real network, the predictable model is obtained when it minimizes statistical errors. In order to predict network traffic based on time series models, we assume that models satisfy a stationary assumption. The stationary assumption can be evaluated by using ACF(Auto Correlation Function) and PACF(Partial Auto Correlation Function). We can obtain the result of these two functions when it satisfies the stationary assumption. We modify routing oaths by predicting traffic in order to avoid traffic congestion through experiments. As a result, Predicting traffic and balancing load by modifying paths allows us to avoid path congestion and increase network performance.

• 한국데이터정보과학회:학술대회논문집
• /
• 2005.10a
• /
• pp.151-152
• /
• 2005

IGARCH and Stochastic Volatility Model(SVM, for short) have frequently provided useful approximations to the real aspects of financial time series. This article is concerned with modeling various Korean financial time series using both IGARCH and Stochastic Volatility Models. Daily data sets with sample period ranging from 2000 and 2004 including KOSPI, KOSDAQ and won-dollar exchange rate are comparatively analyzed using IGARCH and SVM.

• Journal of the Korean Data and Information Science Society
• /
• v.16 no.4
• /
• pp.835-841
• /
• 2005

IGARCH and Stochastic Volatility Model(SVM, for short) have frequently provided useful approximations to the real aspects of financial time series. This article is concerned with modeling various Korean financial time series using both IGARCH and stochastic volatility models. Daily data sets with sample period ranging from 2000 and 2004 including KOSPI, KOSDAQ and won-dollar exchange rate are comparatively analyzed using IGARCH and SVM.