• Journal of the Korea Society of Computer and Information
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• v.14 no.5
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• pp.19-28
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• 2009

Prediction problem of the time-series data has been a research issue for a long time among many researchers and a number of methods have been proposed in the literatures. In this paper, a method is proposed that similarities among time-series data are examined by use of Hidden Markov Model and Likelihood and future direction of the data movement is determined. Query sequence is modeled by Hidden Markov Modeling and then the model is examined over the pre-recorded time-series to find the subsequence which has the greatest similarity between the model and the extracted subsequence. The similarity is evaluated by likelihood. When the best subsequence is chosen, the next portion of the subsequence is used to predict the next phase of the data movement. A number of experiments with different parameters have been conducted to confirm the validity of the method. We used KOSPI to verify suggested method.

• Journal of the Korean Regional Science Association
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• v.34 no.4
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• pp.19-34
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• 2018

The purpose of this study is to analyze the seasonal issues using the local newspaper articles with the keyword beach from 2004 to 2017. Topic modeling and Time series regression analysis based on open source programs were performed for analysis. Topic modeling results showed 35 topics in spring, 47 topics in summer, 36 topics in autumn and 35 topics in winter. The common themes were 'beaches', 'festivals and events', 'accident and environmental issues', 'tourism', 'development and sale', 'administration and policy' and 'weather'. Time series regression analysis showed in the spring, 5 Hot-Topics and 2 Cold-Topic were found out of the 35 topics. In the summer, 6 Hot-Topics and 3 Cold-Topic were found out of the 47 topics. In the autumn, 4 Hot-Topics and 3 Cold-Topic were found out of the 36 topics. In the winter, 3 Hot-Topics and 3 Cold-Topic were found out of the 35 topics. And for each season, topics that do not fall into the Hot-Topic and Cold-Topic are classified as Neutral-Topic. In this study if seasonal uses are different such as beaches are deemed that seasonal topic modeling for analysis of regional issues will yield more useful results and enable detailed diagnosis.

• Journal of Information Science Theory and Practice
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• v.9 no.1
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• pp.35-53
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• 2021

The study reported in this paper aimed to evaluate the topics and opinions of COVID-19 discussion found on Twitter. It performed topic modeling and sentiment analysis of tweets posted during the COVID-19 outbreak, and compared these results over space and time. In addition, by covering a more recent and a longer period of the pandemic timeline, several patterns not previously reported in the literature were revealed. Author-pooled Latent Dirichlet Allocation (LDA) was used to generate twenty topics that discuss different aspects related to the pandemic. Time-series analysis of the distribution of tweets over topics was performed to explore how the discussion on each topic changed over time, and the potential reasons behind the change. In addition, spatial analysis of topics was performed by comparing the percentage of tweets in each topic among top tweeting countries. Afterward, sentiment analysis of tweets was performed at both temporal and spatial levels. Our intention was to analyze how the sentiment differs between countries and in response to certain events. The performance of the topic model was assessed by being compared with other alternative topic modeling techniques. The topic coherence was measured for the different techniques while changing the number of topics. Results showed that the pooling by author before performing LDA significantly improved the produced topic models.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1987.10a
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• pp.30-30
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• 1987

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

• Journal of the Korean Society of Industry Convergence
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• v.24 no.3
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• pp.323-331
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• 2021

With global warming and pollution problems, accurate forecasting of the harmful gases would be an essential alarm in our life. In this paper, we forecast the emission of the five gases(SOx, NO₂, NH₃, H₂S, CH₄) using the time series model of ARIMA, the learning algorithms of Random forest, and LSTM. We find that the gas emission data depends on the short-term memory and behaves like a random walk. As a result, we compare the RMSE, MAE, and MAPE as the measure of the prediction performance under the same conditions given to three models. We find that ARIMA forecasts the gas emissions more precisely than the other two learning-based methods. Besides, the ARIMA model is more suitable for the real-time forecasts of gas emissions because it is faster for modeling than the two learning algorithms.

• Communications for Statistical Applications and Methods
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• v.31 no.2
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• pp.213-234
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• 2024

In recent decades, increasing research attention has been directed toward predicting the price of stocks in financial markets using deep learning methods. For instance, recurrent neural network (RNN) is known to be competitive for datasets with time-series data. Long short term memory (LSTM) further improves RNN by providing an alternative approach to the gradient loss problem. LSTM has its own advantage in predictive accuracy by retaining memory for a longer time. In this paper, we combine both supervised and unsupervised dimension reduction methods with LSTM to enhance the forecasting performance and refer to this as a dimension reduction based LSTM (DR-LSTM) approach. For a supervised dimension reduction method, we use methods such as sliced inverse regression (SIR), sparse SIR, and kernel SIR. Furthermore, principal component analysis (PCA), sparse PCA, and kernel PCA are used as unsupervised dimension reduction methods. Using datasets of real stock market index (S&P 500, STOXX Europe 600, and KOSPI), we present a comparative study on predictive accuracy between six DR-LSTM methods and time series modeling.

• The Korean Journal of Applied Statistics
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• v.26 no.6
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• pp.1019-1032
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• 2013

The accurate prediction of future mortality is an important issue due to recent rapid increases in life expectancy. An accurate estimation and prediction of mortality is important to future welfare policies. The optimal selection of a mortality model is important to estimate and predict mortality; however, the period of time series data used is also an important issue. It is essential to understand that the time series data for mortality is short in Korea and the data before 1982 is incomplete. This paper divides the time series of Korean mortality into two sets to compare the parameter estimates of the LC model and LC model with a cohort effect by the period of data used. A modeling and prediction of the mortality index and cohort effect index as well as the evaluation of future life expectancy is conducted. Finally, some suggestions are proposed for the future prediction of mortality.

• Journal of the Korean BIBLIA Society for library and Information Science
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• v.33 no.3
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• pp.157-178
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• 2022

This study explores children's images in The Children's News, a children's newspaper during the Liberation period. For this purpose, frequency analysis, topic modeling, and time series analysis were performed from the first issue of December 1, 1945 to the 86 issue of December 13, 1947, except for No. 34, which was not passed down. As a result of frequency analysis, keywords related to country, school, and family appeared frequently, and through topic modeling, children's images were observed in these topics, including children with patriotism, children with scientific literacy, children with artistic refinement, and children as social beings. The time series analysis results show that the percentage of patriotism-related topics was high during the early days of the Liberation period when The Children's News were published, but as the ratio of topics such as science and art gradually increased, it was confirmed that the image of children was diversified.

• Journal of the Korean Society of Safety
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• v.16 no.1
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• pp.88-93
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• 2001

This study discusses frequency analysis based on autoregressive (AR) time series model, and process characterization in orthogonal cutting of a fiber-matrix composite materials. A sparsely distributed idealized composite material, namely a glass reinforced polyester (GFRP) was used as workpiece. Analysis method employs a force sensor and the signals from the sensor are processed using AR time series model. The resulting pattern vectors of AR coefficients are then passed to the feature extraction block. Inside the feature extraction block, only those features that are most sensitive to different types of cutting mechanisms are selected. The experimental correlations between the different chip formation mechanisms and AR model coefficients are established.