• 한국지하수토양환경학회:학술대회논문집
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• 한국지하수토양환경학회 2003년도 추계학술발표회
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• pp.254-257
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• 2003

Statistical analysis is performed to estimate the correlations between geological or geographical factor and groundwater inflow rates in the Seoul subway system. Correlation analysis shows that among several geological and geographical factors fractures and streams have most strong effects on inflow rate into tunnels. In particular, subway line 5∼8 are affected more by these factors than subway line 1∼4. Time series analysis is carried out to forecast groundwater inflow rate. Time series analysis is a useful empirical method for simulation and forecasts in case that physical model can not be applied to. The time series of groundwater inflow rates is calculated using the observation data. Transfer function-noise model is applied with the precipitation data as input variables. For time series analysis, statistical methods are performed to identify proper model and autoregressive-moving average models are applied to evaluation of inflow rate. Each model is identified to satisfy the lowest value of information criteria. Results show that the values by result equations are well fitted with the actual inflow rate values. The selected models could give a good explanation of inflow rates variation into subway tunnels.

• 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.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제16권1호
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• pp.64-71
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• 2016

This paper proposes nonlinear behavior in a love model for Romeo and Juliet with an external force of discontinuous time. We investigated the periodic motion and chaotic behavior in the love model by using time series and phase portraits with respect to some variable and fixed parameters. The computer simulation results confirmed that the proposed love model with an external force of discontinuous time shows periodic motion and chaotic behavior with respect to parameter variation.

• Journal of the Korean Data and Information Science Society
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• 제11권2호
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• pp.173-179
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• 2000

Interval prediction based on the empirical distribution function for the class of time series with time varying coefficients is discussed. To this end, strong mixing property of the model is shown and results due to Fotopoulos et. al.(1994) are employed. A simulation study is presented to assess the accuracy of the proposed interval predictor.

• 한국전자통신학회논문지
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• 제15권6호
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• pp.1037-1044
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• 2020

윈드프로파일러(RWP, radar wind profiler)는 기상 상태와 관계없이 시공간 분해능이 높은 바람장 자료를 제공하며 생산된 바람의 정확도나 품질에 대한 검증이 필수적이다. 기존 정확도 검증 방식은 레윈존데와의 동시 관측을 통해 윈드프로파일러에서 생성된 바람 벡터를 기준 자료로 활용하는 것이다. 본 연구에서는 평균 모멘트 자료로부터 스펙트럼과 원시 시계열 자료를 시뮬레이션하는 알고리즘을 통해 윈드프로파일러의 신호처리 알고리즘을 단계별로 검증하는 방안을 제시하고, LAP-3000의 원시 자료와의 비교를 통해 해당 알고리즘의 가능성을 확인하였다. 기상 신호의 밀도 함수를 모멘트값을 인자로 하는 왜곡된 정규 분포의 밀도 함수로 가정하여 생성하였고, 난수를 통해 시뮬레이션 스펙트럼을 생성하였다. 또한, 난수 위상과 역 이산푸리에 변환으로 간섭 평균된 시뮬레이션 원시 시계열 자료를 생성하고 최종적으로 디리클레 분포(Dirichlet distribution)를 통해 간섭 평균 전 단계의 원시 시계열 자료를 생성하였다.

• 대한원격탐사학회지
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• 제24권1호
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• pp.79-89
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• 2008

Irregular temporal sampling is a common feature of geophysical and biological time series in remote sensing. This study proposes an on-line system for reconstructing observation image series contaminated by noises resulted from mechanical problems or sensing environmental condition. There is also a high likelihood that during the data acquisition periods the target site corresponding to any given pixel may be covered by fog or cloud, thereby resulting in bad or missing observation. The surface parameters associated with the land are usually dependent on the climate, and many physical processes that are displayed in the image sensed from the land then exhibit temporal variation with seasonal periodicity. A feedback system proposed in this study reconstructs a sequence of images remotely sensed from the land surface having the physical processes with seasonal periodicity. The harmonic model is used to track seasonal variation through time, and a Gibbs random field (GRF) is used to represent the spatial dependency of digital image processes. The experimental results of this simulation study show the potentiality of the proposed system to reconstruct the image series observed by imperfect sensing technology from the environment which are frequently influenced by bad weather. This study provides fundamental information on the elements of the proposed system for right usage in application.

• 산업기술연구
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• 제28권B호
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• pp.101-109
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• 2008

In general, non-stationary or chaos time series forecasting is very difficult since there exists a drift and/or nonlinearities in them. To overcome this situation, we suggest a new prediction method based on multiple model TS fuzzy predictors combined with preprocessing of time series data, where, instead of time series data, the differences of them are applied to predictors as input. In preprocessing procedure, the candidates of optimal difference interval are determined by using con-elation analysis and corresponding difference data are generated. And then, for each of them, TS fuzzy predictor is constructed by using k-means clustering algorithm and least squares method. Finally, the best predictor which minimizes the performance index is selected and it works on hereafter for prediction. Computer simulation is performed to show the effectiveness and usefulness of our method.

• Journal of the Korean Data and Information Science Society
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• 제16권2호
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• pp.289-300
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• 2005

In this article quick variance change point (VCP) detection problem for time series is considered. For this variance VCP detector equipped with tuning parameters is proposed. A major tool for the detector is moving variance ratio (MVR) which monitors variance change of a given time series. Tuning process of detector is investigated via simulation, which shows that tuning parameters are critical in achieving sensitivity and adaptiveness of detector.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제4권3호
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• pp.361-365
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• 2004

In this paper, we present the modeling of time series data which are corrupted by noise via nonsingleton fuzzy logic system. Nonsingleton fuzzy logic system (NFLS) is useful in cases where the available data are corrupted by noise. NFLS is a fuzzy system whose inputs are modeled as fuzzy number. The abilities of NFLS to approximate arbitrary functions, and to effectively deal with noise and uncertainty, are used to analyze corrupted time series data. In the simulation results, we compare the results of the NFLS approach with the results of using only a traditional fuzzy logic system.

• Journal of information and communication convergence engineering
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• 제9권4호
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• pp.369-374
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• 2011

Generally the neural network and the Fuzzy compensative algorithms are applied to forecast the time series for power demand with the characteristics of a nonlinear dynamic system, but, relatively, they have a few prediction errors. They also make long term forecasts difficult because of sensitivity to the initial conditions. In this paper, we evaluate the chaotic characteristic of electrical power demand with qualitative and quantitative analysis methods and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction and a time series forecast for multi dimension using Lyapunov Exponent (L.E.) quantitatively. We compare simulated results with previous methods and verify that the present method is more practical and effective than the previous methods. We also obtain the hourly predictability of time series for power demand using the L.E. and evaluate its accuracy.