• Title/Summary/Keyword: Time series analysis

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Fuzzy Semiparametric Support Vector Regression for Seasonal Time Series Analysis

  • Shim, Joo-Yong;Hwang, Chang-Ha;Hong, Dug-Hun
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.335-348
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    • 2009
  • Fuzzy regression is used as a complement or an alternative to represent the relation between variables among the forecasting models especially when the data is insufficient to evaluate the relation. Such phenomenon often occurs in seasonal time series data which require large amount of data to describe the underlying pattern. Semiparametric model is useful tool in the case where domain knowledge exists about the function to be estimated or emphasis is put onto understandability of the model. In this paper we propose fuzzy semiparametric support vector regression so that it can provide good performance on forecasting of the seasonal time series by incorporating into fuzzy support vector regression the basis functions which indicate the seasonal variation of time series. In order to indicate the performance of this method, we present two examples of predicting the seasonal time series. Experimental results show that the proposed method is very attractive for the seasonal time series in fuzzy environments.

Time-series InSAR Analysis and Post-processing Using ISCE-StaMPS Package for Measuring Bridge Displacements

  • Vadivel, Suresh Krishnan Palanisamy;Kim, Duk-jin;Kim, Young Cheol
    • Korean Journal of Remote Sensing
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    • v.36 no.4
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    • pp.527-534
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    • 2020
  • This study aims to monitor the displacement of the bridges using Stanford Method for Persistent Scatterers (StaMPS) time-series Persistent Scatterer Interferometric Synthetic Aperture Radar analysis. For case study bridges: Kimdaejung bridge and Deokyang bridge, we acquired 60 and 33 Cosmo-Skymed Synthetic Aperture Radar (SAR) data over the Mokpo region and Yeosu region, respectively from 2013 to 2019. With single-look interferograms, we estimated the long-term time-series displacements over the bridges. The time-series displacements were estimated as -8.8 mm/year and -1.34 mm/year at the mid-span over the selected bridges: Kimdaejung and Deokyang bridge, respectively. This time-series displacement provides reliable and high spatial resolution information to monitor the structural behavior of the bridge for preventing structural behaviors.

Analysis on Decomposition Models of Univariate Hydrologic Time Series for Multi-Scale Approach

  • Kwon, Hyun-Han;Moon, Young-Il;Shin, Dong-Jun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.1450-1454
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    • 2006
  • Empirical mode decomposition (EMD) is applied to analyze time series characterized with nonlinearity and nonstationarity. This decomposition could be utilized to construct finite and small number intrinsic mode functions (IMF) that describe complicated time series, while admitting the Hilbert transformation properties. EMD has the capability of being adaptive, capture local characteristics, and applicable to nonlinear and nonstationary processes. Unlike discrete wavelet transform (DWT), IMF eliminates spurious harmonics and retains meaningful instantaneous frequencies. Examples based on data representing natural phenomena are given to demonstrate highlight the power of this method in contrast and comparison of other ones. A presentation of the energy-frequency-time distribution of these signals found to be more informative and intuitive when based on Hilbert transformation.

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The Evaluation of the Annual Time Series Data for the Mean Sea Level of the West Coast by Regression Model (회귀모형에 의한 서해안 평균해면의 연시계열자료의 평가)

  • 조기태;박영기;이장춘
    • Journal of Environmental Science International
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    • v.9 no.1
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    • pp.19-25
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    • 2000
  • As the tideland reclamation is done on a large scale these days, construction work is active in the coastal areas. Facilities in the coastal areas must be built with the tide characteristics taken into consideration. Thus the tide characteristics affect the overall reclamation plan. The analysis of the tide data boils down to a harmonic analysis of the hourly changes of long-term tide data and extraction of unharmonic coefficients from the results. Since considerable amount of tide data of the West Coast are available, the existing data can be collected and can be used to obtain the temporal changes of the tide by being fitted into the tide prediction model. The goal of this thesis lies in assessing whether the mean sea level used in the field agrees with the analysis results from the long-term observation data obtained with their homogeneity guaranteed. To achieve this goal, the research was conducted as follows. First the present conditions of the observation stations, the land level standard, and the sea level standard were analyzed to set up a time series model formula for representing them. To secure the homogeneity of the time series, each component was separated. Lastly the mean sea level used in the field was assessed based on the results obtained form the analysis of the time series.

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Hurst's memory for SOI and tree-ring series (남방진동지수, 나이테 자료에 대한 허스트 기억)

  • Kim Byung Sik;Kim Hung Soo;Seoh Byung Ha;Yoon Kang Hoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.792-796
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    • 2005
  • The methods of times series analysis have been recognized as important tools for assisting in solving problems related to the management of water resources. Especially, After more than 40 years the so-called Hurst effect remains an open problem in stochastic hydrology. Until now, its existence has been explained fly R/S analysis that roots in early work of the British hydrologist H.E. Hurst(1951). Today, the Hurst analysis is mostly used for the hydrological studies for memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent(H). However, the techniques can produce different characteristics for the persistence of a time series each other. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the shot term memory and long term memory. We analyze the SOI(Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H=0.92. Contrary to earlier work of Rao(1999), all the tree- ring series are not random from our analysis. A certain tree ring series show a long term memory of H=0.97 and nonlinear property. Therefore, we can say that the SOI and tree-ring series may show long memory and nonlinearity.

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A Time Series Analysis on Urban Weather Conditions for Constructing Urban Integrated Energy System (차세대에너지시스템 구축을 위한 도시기상조건 시계열분석)

  • Kim, Sang-Ok;Han, Kyung-Min;Yee, Jurng-Jae;Yoon, Seong-Hwan
    • 한국태양에너지학회:학술대회논문집
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    • 2009.11a
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    • pp.26-31
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    • 2009
  • This study was analysed influence of urban higher temperature in Busan about time series analysis of AWS data. The results are as follows. (1) The temperature of Busan show min $13.2^{\circ}C$ ~max $15.8^{\circ}C$ by 50 years, it is on the rise. (2) The seasonal adjustment series, summer appeared min $17.5^{\circ}C$ ~max $28.9^{\circ}C$ with primitive series similarly. The winter was min $-11.4^{\circ}C$ ~max $17.9^{\circ}C$, the minimum temperature was more lowly than primitive series and maximum temperature was more higher than primitive series. The results, seasonal adjustment series is guessed with influence difference urban structural element beside seasonal factor. (3) Regional analytical result, January appeared with range of min 28% ~max 196% of the seasonal factor and August appeared min 90% ~ max 106%. One of the case which is of 100% or more of the seasonal factor January 12nd~17th, August appears at the 15~17th.

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Time Series Analysis of Engine Test Data (엔진 시험 데이터에 대한 시계열 분석)

  • Kim, Il-Doo;Yoon, Hyun-Gull;Lim, Jin-Shik
    • Proceedings of the Korean Society of Propulsion Engineers Conference
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    • 2011.11a
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    • pp.241-245
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    • 2011
  • In an engine test, data are collected in a form of a time series. Usually only the time average of a time series is interesting to engineers while its stochastic fluctuation is being ignored. In this paper, we collect pressure and fuel flux data from an air-breathing engine test and analyze their fluctuations using the multiscale sample entropy analysis, which is suggested as a measure of the complexity of a time series. It is shown that different physical quantities indeed have different complexities at each timescales, suggesting a possibility of an instantaneous tool which evaluates the engine test.

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A Study of the Forecasting of Hydrologic Time Series Using Singular Spectrum Analysis (Singular Spectrum Analysis를 이용한 수문 시계열 예측에 관한 연구)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.2B
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    • pp.131-137
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    • 2006
  • We have investigated the properties of the Singular Spectrum Analysis (SSA) coupled with the Linear Recurrent Formula which made it possible to complement the parametric time series model. The SSA has been applied to extract the underlying properties of the principal component of hydrologic time series, which can often be identified as trends, seasonalities and other oscillatory series, or noise components. Generally, the prediction by the SSA method can be applied to hydrologic time series governed (may be approximately) by the linear recurrent formulae. This study has examined the forecasting ability of the SSA-LRF model. These methods were applied to monthly discharge and water surface level data. These models indicated that two of the time series have good abilities of forecasting, particularly showing promising results during the period of one year. Thus, the method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Chatter Mode and Stability Boundary Analysis in Turning (선반가공시 채터 모드 및 안정영역 분석)

  • Oh Sang-Lok;Chin Do-Hun;Yoon Moon-Chul;Ryoo In-Il;Ha Man-Kyun
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.14 no.5
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    • pp.7-12
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    • 2005
  • This paper presents several time series methods to analyze the chatter mechanics by using the power spectrum of these algorithms considering the cutting dynamics. In this study, several time series models such as AR(burg, forwardbackward, geometric lattice, instrument variable, least square, Yule Walker), ARX(1s, iv4), ARMAX, ARMA, Box Jenkins, Output Error were modeled and compared with one another. Finally, it was proven that time series modelings are also a desirable and reliable algorithm than the other conventional methods(FFT) for the calculation of the chatter mode in turning operation. Also, the spectrum of times series methods is a little bit more powerful than the FFT fer the detection of a high noisy and weak chatter mode. The radial cutting force Fy has been used for spectrum and chatter stability lobe analysis in this study.

A Procedure for Computing Conduction Time Series Factors by Numerical Method (전도 시계열 계수를 수치해석으로 구하는 방법)

  • Byun, Ki-Hong
    • Journal of the Korean Solar Energy Society
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    • v.37 no.5
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    • pp.77-84
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    • 2017
  • The purpose of this paper is to propose the way of computing conduction time series factors (CTSF) using numerical method. After the accuracy of the numerical solution procedure being verified, the method is applied to the wall type 24 and roof type 14 of ASHARE to find the conduction time series coefficients, so called conduction time series factors. The results agree well with the values presented in the ASHRAE handbook. The method proposed can be easily applied to find unknown CTSF for more complex structures. It provides information about the temperature changes at a given location and time, thus validity of generated CTSF can be checked easily.