• Communications for Statistical Applications and Methods
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• v.3 no.2
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• pp.249-273
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• 1996

This paper reviews and develops several statistical models for extreme values, based on threshold methodology. Extreme values of a time series are modeled in terms of tails which are defined as truncated forms of original variables, and Markov property is imposed on the tails. Tails of the generalized extreme value distribution and a multivariate extreme value distributively, of the tails of the series. These models are then applied to real ozone data series collected in the Chicago area. A major concern is given to detecting any possible trend in the extreme values.

• Journal of Power System Engineering
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• v.2 no.2
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• pp.73-80
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• 1998

The identification of drilling joint dynamics which consists of drilling and structural dynamics and the on-line time series detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics but also for the analytic realization of diagnostic and control systems in drilling. Therefore, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the drilling operation and detect the abnormal geometric behaviors in precision roundshape machining such as turning, drilling and boring in precision diemaking. For this purpose, simulation and experimental work were performed to show the malfunctional behaviors for drilling operation. For this purpose, a new two recursive approach (Recursive Extended Instrument Variable Method : REIVM, Recursive Least Square Method : RLSM) may be adopted for the on-line system identification and monitoring of a malfunction behavior of drilling process, such as chipping, wear, chatter and hole lobe waviness.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.473-473
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• 2011

Group method of data handling neural networks model (GMDH-NNM) is used to estimate daily reference evapotranspiration (ETo) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$), mean relative humidity ($RH_{mean}$) and sunshine duration (SD). And, for the performances of GMDH-NNM, it consists of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of GMDH-NNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily ETo data using GMDH-NNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as ETo modeling can be generalized using GMDH-NNM.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1596-1599
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• 2010

Group method of data handling neural networks model (GMDH-NNM) is used to estimate daily pan evaporation (PE) using limited climatic variables such as max temperature ($T_{max}$), min temperature ($T_{min}$), mean wind speed ($W_{mean}$), mean relative humidity ($RH_{mean}$) and sunshine duration (SD). And, for the performances of GMDH-NNM, it is composed of training and test performances, respectively. The training and test performances are carried out using daily time series data, respectively. From this research, we evaluate the impact of GMDH-NNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE data using GMDH-NNM, and can suggest the methodology for the irrigation and drainage networks system. Furthermore, this research represents that the strong nonlinear relationship such as pan evaporation modeling can be generalized using GMDH-NNM.

• Journal of the Korea Society of Computer and Information
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• v.16 no.2
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• pp.225-233
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• 2011

Stock market prices, economic indices, trends and changes of social phenomena, etc. are categorized as time series data. Research on time series data has been prevalent for a while as it could not only lead to valuable representation of data but also provide future trends as well as changes in direction. We take a conventional model based approach, known as Markov chain modeling for the prediction on stock market prices. To improve prediction accuracy, we apply Markov modeling over carefully selected intervals of training data to fit the trend under consideration to the model. Another method we take is to apply clustering to data and build models of the resultant clusters. We confirmed that clustered models are better off in predicting, however, with the loss of prediction rate.

• International conference on construction engineering and project management
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• 2011.02a
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• pp.1-6
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• 2011

As large-scale building projects have recently increased for the residential, commercial and office facilities, construction costs for these projects have become a matter of great concern, due to their significant construction cost implications, as well as unpredictable market conditions and fluctuations in the rate of inflation during the projects' long-term construction periods. In particular, recent volatile fluctuations of construction material prices fueled such problems as cost forecasting. This research develops a time series model using the Box-Jenkins approach and material price time series data in Korea in order to forecast trends in the unit prices of required materials. Building information modeling (BIM) approaches are also used to analyze injection times of construction resources and to conduct quantity take-off so that total material prices can be forecast. To determine an optimal time series model for forecasting price trends, comparative analysis of predictability of tentative autoregressive integrated moving average (ARIMA) models is conducted. The proposed BIM-based time series forecasting model can help to deal with sudden changes in economic conditions by estimating material prices that correspond to resource injection times.

• Economic and Environmental Geology
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• v.50 no.4
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• pp.267-276
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• 2017

Seawater intrusion into coastal fractured rock aquifer, resulting in groundwater contamination, is of serious concern in coastal areas of Jeolla Namdo, Korea, which heavily depends on groundwater resources. Time series analysis and forecasting were carried out to analyze and predict EC which is a major indicator of seawater intrusion. Two time series models of autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) were tested for suggesting appropriate time series model. Time series data of EC measured over one year showed a increasing trend with short periodic fluctuations, due to tidal effect and pumping, which indicated that EC time series data tended to be non-stationary. SARIMA model was found better fitted to observed EC than any other time series model. Time series analysis and modeling was found to be a useful tool to analyze EC at coastal fractured rock aquifer subject to seawater intrusion.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.10 no.6
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• pp.137-143
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• 2010

A method for improving prediction accuracy through processing time series data has been studied in this research. We have designed techniques to model multiple similar time series data and avoided the shortcomings of single prediction model. We predicted the future changes by effective rules derived from these models. The methods for testing prediction accuracy consists of three types: fixed interval, sliding, and cumulative method. Among the three, cumulative method produced the highest accuracy.

• The Korean Journal of Applied Statistics
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• v.28 no.3
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• pp.583-592
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• 2015

Zero-inflation has recently attracted much attention in integer-valued time series. This article deals with conditional variance (volatility) modeling for the zero-inflated count time series. We incorporate zero-inflation property into integer-valued GARCH (INGARCH) via conditional Poisson and negative binomial marginals. The Cholera frequency time series is analyzed as a data application. Estimation is carried out using EM-algorithm as suggested by Zhu (2012).

• International Journal of Fuzzy Logic and Intelligent Systems
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• v.4 no.3
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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.