• Title/Summary/Keyword: Time Series models

Search Result 1,064, Processing Time 0.031 seconds

The Application of Adaptive Network-based Fuzzy Inference System (ANFIS) for Modeling the Hourly Runoff in the Gapcheon Watershed (적응형 네트워크 기반 퍼지추론 시스템을 적용한 갑천유역의 홍수유출 모델링)

  • Kim, Ho Jun;Chung, Gunhui;Lee, Do-Hun;Lee, Eun Tae
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.31 no.5B
    • /
    • pp.405-414
    • /
    • 2011
  • The adaptive network-based fuzzy inference system (ANFIS) which had a success for time series prediction and system control was applied for modeling the hourly runoff in the Gapcheon watershed. The ANFIS used the antecedent rainfall and runoff as the input. The ANFIS was trained by varying the various simulation factors such as mean areal rainfall estimation, the number of input variables, the type of membership function and the number of membership function. The root mean square error (RMSE), mean peak runoff error (PE), and mean peak time error (TE) were used for validating the ANFIS simulation. The ANFIS predicted runoff was in good agreement with the measured runoff and the applicability of ANFIS for modelling the hourly runoff appeared to be good. The forecasting ability of ANFIS up to the maximum 8 lead hour was investigated by applying the different input structure to ANFIS model. The accuracy of ANFIS for predicting the hourly runoff was reduced as the forecasting lead hours increased. The long-term predictability of ANFIS for forecasting the hourly runoff at longer lead hours appeared to be limited. The ANFIS might be useful for modeling the hourly runoff and has an advantage over the physically based models because the model construction of ANFIS based on only input and output data is relatively simple.

The Determinants of New Supply in the Seoul Office Market and their Dynamic Relationship (서울 오피스 신규 공급 결정요인과 동태적 관계분석)

  • Yang, Hye-Seon;Kang, Chang-Deok
    • Journal of Cadastre & Land InformatiX
    • /
    • v.47 no.2
    • /
    • pp.159-174
    • /
    • 2017
  • The long-term imbalances between supply and demand in office market can weaken urban growth since excessive supply of offices led to office market instability and excessive demand of offices weakens growth of urban industry. Recently, there have been a lot of new large-scale supplies, which increased volatility in Seoul office market. Nevertheless, new supply of Seoul office has not been fully examined. Given this, the focus of this article was on confirming the influences of profitability, replacement cost, and demand on new office supplies in Seoul. In examining those influences, another focus was on their relative influences over time. For these purposes, we analyzed quarterly data of Seoul office market between 2003 and 2015 using a vector error correction model (VECM). As a result, in terms of the influences on the current new supply, the impact of supply before the first quarter was negative, while that of office employment before the first quarter was positive. Also, that of interest rate before the second quarter was positive, while those of cap rate before the first quarter and cap rate before the second quarter were negative. Based on the findings, it is suggested that prediction models on Seoul offices need to be developed considering the influences of profitability, replacement cost, and demand on new office supplies in Seoul.

Analysis of Littoral Currents by the Coupled Hydrodynamic Model (복합해수유동 수치모형에 의한 조간대 연안류의 해석)

  • Lee, Jong-Sup;Kwon, Kyong-Hwan;Park, Il-Heum
    • Journal of the Korean Society of Marine Environment & Safety
    • /
    • v.20 no.2
    • /
    • pp.247-258
    • /
    • 2014
  • To evaluate the influence of the external force components on the littoral currents in the Gusipo beach, Jeonbuk, West Coast of Korea where a wide tidal sand flat developed, a coupled hydrodynamic model considered real time tidal currents and wave-induced currents was constructed in which the EFDC for tides and tidal currents, the SWAN for waves and the SHORECIRC for wave-induced currents were used as the hindcasting models. A series of field observations for tides, tidal currents and incident waves were carried out and especially to observe the littoral currents in the tidal sand flat, the GPS mounted and light weight drogues were used. Also wind data were collected from the adjacent weather station. To analyze the littoral current components, the numerical drogue tracking results considered real time winds, tides and waves were compared with the field drogue data. The drift speed of numerical drogues was reproduced as the range of 68.0~105.2% compared with the field data and the velocity error of main direction component showed a good result as -16.7~10.0%. As a result, in the mild slope tidal flat including wide surf zone, the tides and winds were the major affection component of the littoral currents, on the other hand, the wave-induced currents seemed the minor component when the incident wave heights were relatively small.

An Analysis of Determinants of Medical Cost Inflation using both Deterministic and Stochastic Models (의료비 상승 요인 분석)

  • Kim, Han-Joong;Chun, Ki-Hong
    • Journal of Preventive Medicine and Public Health
    • /
    • v.22 no.4 s.28
    • /
    • pp.542-554
    • /
    • 1989
  • The skyrocketing inflation of medical costs has become a major health problem among most developed countries. Korea, which recently covered the entire population with National Health Insurance, is facing the same problem. The proportion of health expenditure to GNP has increased from 3% to 4.8% during the last decade. This was remarkable, if we consider the rapid economic growth during that time. A few policy analysts began to raise cost containment as an agenda, after recognizing the importance of medical cost inflation. In order to Prepare an appropriate alternative for the agenda, it is necessary to find out reasons for the cost inflation. Then, we should focus on the reasons which are controllable, and those whose control are socially desirable. This study is designed to articulate the theory of medical cost inflation through literature reviews, to find out reasons for cost inflation, by analyzing aggregated data with a deterministic model. Finally to identify determinants of changes in both medical demand and service intensity which are major reasons for cost inflation. The reasons for cost inflation are classified into cost push inflation and demand pull inflation, The former consists of increases in price and intensity of services, while the latter is made of consumer derived demand and supplier induced demand. We used a time series (1983-1987), and cross sectional (over regions) data of health insurance. The deterministic model reveals, that an increase in service intensity is a major cause of inflation in the case of inpatient care, while, more utilization, is a primary attribute in the case of physician visits. Multiple regression analysis shows that an increase in hospital beds is a leading explanatory variable for the increase in hospital care. It also reveals, that an introduction of a deductible clause, an increase in hospital beds and degree of urbanization, are statistically significant variables explaining physician visits. The results are consistent with the existing theory, The magnitude of service intensity is influenced by the level of co-payment, the proportion of old age and an increase in co-payment. In short, an increase in co-payment reduced the utilization, but it induced more intensities or services. We can conclude that the strict fee regulation or increase in the level of co-payment can not be an effective measure for cost containment under the fee for service system. Because the provider can react against the regulation by inducing more services.

  • PDF

Multidimensional data generation of water distribution systems using adversarially trained autoencoder (적대적 학습 기반 오토인코더(ATAE)를 이용한 다차원 상수도관망 데이터 생성)

  • Kim, Sehyeong;Jun, Sanghoon;Jung, Donghwi
    • Journal of Korea Water Resources Association
    • /
    • v.56 no.7
    • /
    • pp.439-449
    • /
    • 2023
  • Recent advancements in data measuring technology have facilitated the installation of various sensors, such as pressure meters and flow meters, to effectively assess the real-time conditions of water distribution systems (WDSs). However, as cities expand extensively, the factors that impact the reliability of measurements have become increasingly diverse. In particular, demand data, one of the most significant hydraulic variable in WDS, is challenging to be measured directly and is prone to missing values, making the development of accurate data generation models more important. Therefore, this paper proposes an adversarially trained autoencoder (ATAE) model based on generative deep learning techniques to accurately estimate demand data in WDSs. The proposed model utilizes two neural networks: a generative network and a discriminative network. The generative network generates demand data using the information provided from the measured pressure data, while the discriminative network evaluates the generated demand outputs and provides feedback to the generator to learn the distinctive features of the data. To validate its performance, the ATAE model is applied to a real distribution system in Austin, Texas, USA. The study analyzes the impact of data uncertainty by calculating the accuracy of ATAE's prediction results for varying levels of uncertainty in the demand and the pressure time series data. Additionally, the model's performance is evaluated by comparing the results for different data collection periods (low, average, and high demand hours) to assess its ability to generate demand data based on water consumption levels.

A Model for Constructing Learner Data in AI-based Mathematical Digital Textbooks for Individual Customized Learning (개별 맞춤형 학습을 위한 인공지능(AI) 기반 수학 디지털교과서의 학습자 데이터 구축 모델)

  • Lee, Hwayoung
    • Education of Primary School Mathematics
    • /
    • v.26 no.4
    • /
    • pp.333-348
    • /
    • 2023
  • Clear analysis and diagnosis of various characteristic factors of individual students is the most important in order to realize individual customized teaching and learning, which is considered the most essential function of math artificial intelligence-based digital textbooks. In this study, analysis factors and tools for individual customized learning diagnosis and construction models for data collection and analysis were derived from mathematical AI digital textbooks. To this end, according to the Ministry of Education's recent plan to apply AI digital textbooks, the demand for AI digital textbooks in mathematics, personalized learning and prior research on data for it, and factors for learner analysis in mathematics digital platforms were reviewed. As a result of the study, the researcher summarized the factors for learning analysis as factors for learning readiness, process and performance, achievement, weakness, and propensity analysis as factors for learning duration, problem solving time, concentration, math learning habits, and emotional analysis as factors for confidence, interest, anxiety, learning motivation, value perception, and attitude analysis as factors for learning analysis. In addition, the researcher proposed noon data on the problem, learning progress rate, screen recording data on student activities, event data, eye tracking device, and self-response questionnaires as data collection tools for these factors. Finally, a data collection model was proposed that time-series these factors before, during, and after learning.

Spatiotemporal Feature-based LSTM-MLP Model for Predicting Traffic Accident Severity (시공간 특성 기반 LSTM-MLP 모델을 활용한 교통사고 위험도 예측 연구)

  • Hyeon-Jin Jung;Ji-Woong Yang;Ellen J. Hong
    • Journal of the Institute of Convergence Signal Processing
    • /
    • v.24 no.4
    • /
    • pp.178-185
    • /
    • 2023
  • Rapid urbanization and advancements in technology have led to a surge in the number of automobiles, resulting in frequent traffic accidents, and consequently, an increase in human casualties and economic losses. Therefore, there is a need for technology that can predict the risk of traffic accidents to prevent them and minimize the damage caused by them. Traffic accidents occur due to various factors including traffic congestion, the traffic environment, and road conditions. These factors give traffic accidents spatiotemporal characteristics. This paper analyzes traffic accident data to understand the main characteristics of traffic accidents and reconstructs the data in a time series format. Additionally, an LSTM-MLP based model that excellently captures spatiotemporal characteristics was developed and utilized for traffic accident prediction. Experiments have proven that the proposed model is more rational and accurate in predicting the risk of traffic accidents compared to existing models. The traffic accident risk prediction model suggested in this paper can be applied to systems capable of real-time monitoring of road conditions and environments, such as navigation systems. It is expected to enhance the safety of road users and minimize the social costs associated with traffic accidents.

Characteristics of Spectra of Daily Satellite Sea Surface Temperature Composites in the Seas around the Korean Peninsula (한반도 주변해역 일별 위성 해수면온도 합성장 스펙트럼 특성)

  • Woo, Hye-Jin;Park, Kyung-Ae;Lee, Joon-Soo
    • Journal of the Korean earth science society
    • /
    • v.42 no.6
    • /
    • pp.632-645
    • /
    • 2021
  • Satellite sea surface temperature (SST) composites provide important data for numerical forecasting models and for research on global warming and climate change. In this study, six types of representative SST composite database were collected from 2007 to 2018 and the characteristics of spatial structures of SSTs were analyzed in seas around the Korean Peninsula. The SST composite data were compared with time series of in-situ measurements from ocean meteorological buoys of the Korea Meteorological Administration by analyzing the maximum value of the errors and its occurrence time at each buoy station. High differences between the SST data and in-situ measurements were detected in the western coastal stations, in particular Deokjeokdo and Chilbaldo, with a dominant annual or semi-annual cycle. In Pohang buoy, a high SST difference was observed in the summer of 2013, when cold water appeared in the surface layer due to strong upwelling. As a result of spectrum analysis of the time series SST data, daily satellite SSTs showed similar spectral energy from in-situ measurements at periods longer than one month approximately. On the other hand, the difference of spectral energy between the satellite SSTs and in-situ temperature tended to magnify as the temporal frequency increased. This suggests a possibility that satellite SST composite data may not adequately express the temporal variability of SST in the near-coastal area. The fronts from satellite SST images revealed the differences among the SST databases in terms of spatial structure and magnitude of the oceanic fronts. The spatial scale expressed by the SST composite field was investigated through spatial spectral analysis. As a result, the high-resolution SST composite images expressed the spatial structures of mesoscale ocean phenomena better than other low-resolution SST images. Therefore, in order to express the actual mesoscale ocean phenomenon in more detail, it is necessary to develop more advanced techniques for producing the SST composites.

Abnormal Water Temperature Prediction Model Near the Korean Peninsula Using LSTM (LSTM을 이용한 한반도 근해 이상수온 예측모델)

  • Choi, Hey Min;Kim, Min-Kyu;Yang, Hyun
    • Korean Journal of Remote Sensing
    • /
    • v.38 no.3
    • /
    • pp.265-282
    • /
    • 2022
  • Sea surface temperature (SST) is a factor that greatly influences ocean circulation and ecosystems in the Earth system. As global warming causes changes in the SST near the Korean Peninsula, abnormal water temperature phenomena (high water temperature, low water temperature) occurs, causing continuous damage to the marine ecosystem and the fishery industry. Therefore, this study proposes a methodology to predict the SST near the Korean Peninsula and prevent damage by predicting abnormal water temperature phenomena. The study area was set near the Korean Peninsula, and ERA5 data from the European Center for Medium-Range Weather Forecasts (ECMWF) was used to utilize SST data at the same time period. As a research method, Long Short-Term Memory (LSTM) algorithm specialized for time series data prediction among deep learning models was used in consideration of the time series characteristics of SST data. The prediction model predicts the SST near the Korean Peninsula after 1- to 7-days and predicts the high water temperature or low water temperature phenomenon. To evaluate the accuracy of SST prediction, Coefficient of determination (R2), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE) indicators were used. The summer (JAS) 1-day prediction result of the prediction model, R2=0.996, RMSE=0.119℃, MAPE=0.352% and the winter (JFM) 1-day prediction result is R2=0.999, RMSE=0.063℃, MAPE=0.646%. Using the predicted SST, the accuracy of abnormal sea surface temperature prediction was evaluated with an F1 Score (F1 Score=0.98 for high water temperature prediction in summer (2021/08/05), F1 Score=1.0 for low water temperature prediction in winter (2021/02/19)). As the prediction period increased, the prediction model showed a tendency to underestimate the SST, which also reduced the accuracy of the abnormal water temperature prediction. Therefore, it is judged that it is necessary to analyze the cause of underestimation of the predictive model in the future and study to improve the prediction accuracy.

A Study on the Comovements and Structural Changes of Global Business Cycles using MS-VAR models (MS-VAR 모형을 이용한 글로벌 경기변동의 동조화 및 구조적 변화에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
    • /
    • v.35 no.3
    • /
    • pp.1-22
    • /
    • 2016
  • We analyzed the international comovements and structural changes in the quarterly real GDP by the Markov-switching vector autoregressive model (MS-VAR) from 1971(1) to 2016(1). The main results of this study were as follows. First, the business cycle phenomenon that occurs in the models or individual time series in real GDP has been grasped through the MS-VAR models. Unlike previous studies, this study showed the significant comovements, asymmetry and structural changes in the MS-VAR model using a real GDP across countries. Second, even if there was a partial difference, there were remarkable structural changes in the economy contraction regime(recession), such as 1988(2) ending the global oil shock crisis and 2007(3) starting the global financial crisis by the MS-VAR model. Third, large-scale structural changes were generated in the economic expansion and/or contraction regime simultaneously among countries. We found that the second world oil shocks that occurred after the first global oil shocks of 1973 and 1974 were the main reasons that caused the large-scale comovements of the international real GDP among countries. In addition, the spillover between Korea and 5 countries has been weak during the Asian currency crisis from 1997 to 1999, but there was strong transmission between Korea and 5 countries at the end of 2007 including the period of the global financial crisis. Fourth, it showed characteristics that simultaneous correlation appeared to be high due to the country-specific shocks generated for each country with the regime switching using real GDP since 1973. Thus, we confirmed that conclusions were consistent with a number of theoretical and empirical evidence available, and the macro-economic changes were mainly caused by the global shocks for the past 30 years. This study found that the global business cycles were due to large-scale asymmetric shocks in addition to the general changes, and then showed the main international comovements and/or structural changes through country-specific shocks.

  • PDF