• Title/Summary/Keyword: Time-Series Modeling

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Dimension Reduction in Time Series via Partially Quanti ed Principal Componen (부분-수량화를 통한 시계열 자료 분석에서의 차원축소)

  • Park, J.A.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.813-822
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    • 2010
  • We investigate a possible achievement in dimension reduction of time series via partially quantified principal component. Partial quantification technique allows us in modeling to accommodate artificial variable(s) of practical importance which is defined subjectively by the data analyst. Suggested procedures are described and in turn illustrated in detail by analyzing monthly unemployment rates in Korea.

Auto/Cross-Correlated Time Series Modeling of Plasma Equipment Sensor Information (플라즈마 장비 센서정보의 Auto/Cross-Correlated 시계열 모델링)

  • Kim, Ki-Tae;Kim, Byung-Whan
    • Proceedings of the KIEE Conference
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    • 2006.04a
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    • pp.99-101
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    • 2006
  • Auto-Cross Correlated time series (ACTS) model was constructed by using the backpropagation neural network. The performance of ACTS model was evaluated with sensor information collected from a large volume, industrial plasma-enhanced chemical vapor deposition system. A total of 18 sensor information were collected. The effect of inclusion of past and future information were examined. For all but three sensor information with a large data variance demonstrated a prediction error less than 3%. By integrating ACTS model into equipment software, process quality can be more stringently monitored while improving device throughput.

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Neural Network Time Series Modeling of Sensor Information of Plasma Deposition Equipment (플라즈마 증착 장비 센서 정보의 신경망 시계열 모델링)

  • Kim, You-Seok;Kim, Byung-Whan;Kwon, Gi-Chung;Han, Jeong-Hoon;Shon, Jong-Won
    • Proceedings of the KIEE Conference
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    • 2006.04a
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    • pp.102-104
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    • 2006
  • Auto-Correlated time series (ATS) model was constructed by using the backpropagation neural network. The performance of ATS model was evaluated with sensor information collected from a large volume, industrial plasma-enhanced chemical vapor deposition system. A total of 18 sensor information were collected. The effect of inclusion of past and future information were examined. For all but three sensor information with a large data variance demonstrated a prediction error less than 4%. By integrating ATS model into equipment software, process quality can be more stringently monitored while improving device throughput.

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Natural Mode Analysis for Chatter Lobe Estimation (채터로브 계산을 위한 고유모우드 분석법)

  • Yoon, Moon-Chul;Cho, Hyun-Deog;Lee, Eung-Soog
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.2 no.2
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    • pp.60-66
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    • 2003
  • For the estimation of chatter lobe boundary it is very important to calculate the natural mode of cutting process. There are many time series algorithms for getting the natural mode of structural endmilling dynamics considering the cutting process. In this study, we have compared several time series methods such as AR algorithm, ARX, ARMAX, ARMA, Box Jenkins, Output Error, Recursive ARX, Recursive ARMAX considering the sampling frequency. As a results, the ARX, ARMAX and IV 4 are more desirable algorithms for the calculation of modal parameters such as natural frequency and damping ratio In endmilling operation. Also these algorithms may be adopted for the natural mode estimation of endmilling operation for chatter lobe prediction.

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Modeling of Time Series for Irrigation and Drainage Networks System (관개배수 네트워크 시스템 구축을 위한 시계열자료의 모형화)

  • Kim, Seong-Won
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1645-1648
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    • 2010
  • The goal of this research is to apply the neural networks model for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks model consists of recurrent neural networks model (RNNM). The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks model, it is composed of training and test performances, respectively. The training and test performances consist of the historic, the generated, and the mixed data, respectively. From this research, we evaluate the impact of RNNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

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Modeling of Normal Gait Acceleration Signal Using a Time Series Analysis Method (시계열 분석을 이용한 정상인의 보행 가속도 신호의 모델링)

  • Lim Ye-Taek;Lee Kyoung-Joung;Ha Eunho;Kim Han-Sung
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.54 no.7
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    • pp.462-467
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    • 2005
  • In this paper, we analyzed normal gait acceleration signal by time series analysis methods. Accelerations were measured during walking using a biaxial accelerometer. Acceleration data were acquired from normal subjects(23 men and one woman) walking on a level corridor of 20m in length with three different walking speeds. Acceleration signals were measured at a sampling frequency of 60Hz from a biaxial accelerometer mounted between L3 and L4 intervertebral area. Each step signal was analyzed using Box-Jenkins method. Most of the differenced normal step signals were modeled to AR(3) and the model didn't show difference for model's orders and coefficients with walking speed. But, tile model showed difference with acceleration signal direction - vertical and lateral. The above results suggested the proposed model could be applied to unit analysis.

Machine Learning Based Architecture and Urban Data Analysis - Construction of Floating Population Model Using Deep Learning - (머신러닝을 통한 건축 도시 데이터 분석의 기초적 연구 - 딥러닝을 이용한 유동인구 모델 구축 -)

  • Shin, Dong-Youn
    • Journal of KIBIM
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    • v.9 no.1
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    • pp.22-31
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    • 2019
  • In this paper, we construct a prototype model for city data prediction by using time series data of floating population, and use machine learning to analyze urban data of complex structure. A correlation prediction model was constructed using three of the 10 data (total flow population, male flow population, and Monday flow population), and the result was compared with the actual data. The results of the accuracy were evaluated. The results of this study show that the predicted model of the floating population predicts the correlation between the predicted floating population and the current state of commerce. It is expected that it will help efficient and objective design in the planning stages of architecture, landscape, and urban areas such as tree environment design and layout of trails. Also, it is expected that the dynamic population prediction using multivariate time series data and collected location data will be able to perform integrated simulation with time series data of various fields.

Tool Wear Monitoring Scheme by Modeling of the Cutting Dynamics by Time-series Method (Time-series 방법으로 모델링한 절삭역학에 의한 공구마모감시방법)

  • Kwon, Won-Tae
    • Journal of the Korean Society for Precision Engineering
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    • v.10 no.4
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    • pp.94-103
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    • 1993
  • In this work, the imaginary part of the inner modulation transfer function of the cutting dynamics is introduced for tool wear monitoring. Time-series method is utilized to construct the general three dimensional cutting dynamics whose imaginary part of the inner modulation transfer funcition shows the proportionality to tool wear at the natural frequency of the machine tool dynamics. Thus model is reduced to single-input single-output model without altering the proportionality characteristics to tool wear and implemented to the dual computer system in which one computer performs measurement while the other calculates the imaginary part of the inner modulation transfer function of the cutting dynamics by the batch least square method. The values of the imaginary part at the natural requency of the machine tool structure in the cutting direction are compared to the one calculated during machining with a brand new tool to decide the current status of the tool. The experiments shows the relevance of the proposed concept.

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Performance comparison for automatic forecasting functions in R (R에서 자동화 예측 함수에 대한 성능 비교)

  • Oh, Jiu;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.35 no.5
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    • pp.645-655
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    • 2022
  • In this paper, we investigate automatic functions for time series forecasting in R system and compare their performances. For the exponential smoothing models and ARIMA (autoregressive integrated moving average) models, we focus on the representative time series forecasting functions in R: forecast::ets(), forecast::auto.arima(), smooth::es() and smooth::auto.ssarima(). In order to compare their forecast performances, we use M3-Competiti on data consisting of 3,003 time series and adopt 3 accuracy measures. It is confirmed that each of the four automatic forecasting functions has strengths and weaknesses in the flexibility and convenience for time series modeling, forecasting accuracy, and execution time.

Carbonation depth prediction of concrete bridges based on long short-term memory

  • Youn Sang Cho;Man Sung Kang;Hyun Jun Jung;Yun-Kyu An
    • Smart Structures and Systems
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    • v.33 no.5
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    • pp.325-332
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    • 2024
  • This study proposes a novel long short-term memory (LSTM)-based approach for predicting carbonation depth, with the aim of enhancing the durability evaluation of concrete structures. Conventional carbonation depth prediction relies on statistical methodologies using carbonation influencing factors and in-situ carbonation depth data. However, applying in-situ data for predictive modeling faces challenges due to the lack of time-series data. To address this limitation, an LSTM-based carbonation depth prediction technique is proposed. First, training data are generated through random sampling from the distribution of carbonation velocity coefficients, which are calculated from in-situ carbonation depth data. Subsequently, a Bayesian theorem is applied to tailor the training data for each target bridge, which are depending on surrounding environmental conditions. Ultimately, the LSTM model predicts the time-dependent carbonation depth data for the target bridge. To examine the feasibility of this technique, a carbonation depth dataset from 3,960 in-situ bridges was used for training, and untrained time-series data from the Miho River bridge in the Republic of Korea were used for experimental validation. The results of the experimental validation demonstrate a significant reduction in prediction error from 8.19% to 1.75% compared with the conventional statistical method. Furthermore, the LSTM prediction result can be enhanced by sequentially updating the LSTM model using actual time-series measurement data.