• Title/Summary/Keyword: Time-Series Modeling

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Topic Analysis of Scholarly Communication Research

  • Ji, Hyun;Cha, Mikyeong
    • Journal of Information Science Theory and Practice
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    • v.9 no.2
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    • pp.47-65
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    • 2021
  • This study aims to identify specific topics, trends, and structural characteristics of scholarly communication research, based on 1,435 articles published from 1970 to 2018 in the Scopus database through Latent Dirichlet Allocation topic modeling, serial analysis, and network analysis. Topic modeling, time series analysis, and network analysis were used to analyze specific topics, trends, and structures, respectively. The results were summarized into three sets as follows. First, the specific topics of scholarly communication research were nineteen in number, including research resource management and research data, and their research proportion is even. Second, as a result of the time series analysis, there are three upward trending topics: Topic 6: Open Access Publishing, Topic 7: Green Open Access, Topic 19: Informal Communication, and two downward trending topics: Topic 11: Researcher Network and Topic 12: Electronic Journal. Third, the network analysis results indicated that high mean profile association topics were related to the institution, and topics with high triangle betweenness centrality, such as Topic 14: Research Resource Management, shared the citation context. Also, through cluster analysis using parallel nearest neighbor clustering, six clusters connected with different concepts were identified.

A Study on the Modeling of Nonlinear System Using Genetic Programming (유전자 프로그래밍을 이용한 비선형시스템 모델링에 관한 연구)

  • Kim, B.Y.;Park, K.S.
    • Proceedings of the KOSOMBE Conference
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    • v.1996 no.05
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    • pp.18-21
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    • 1996
  • Even though there are several deterministic methods for the modeling of linear systems, there is no standard method for the modeling of nonlinear systems. For the modeling of nonlinear systems we have applied the genetic programming method to estimate nonlinear time sereis. We get the time series from the simple known nonlinear dynamics, and fed those to genetic programming. For the tested nonlinear systems, suggested method estimated the nonlinear dynamics correctly.

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A Study on the Trends of Construction Safety Accident in Unstructured Text Using Topic Modeling (비정형 텍스트 기반의 토픽 모델링을 이용한 건설 안전사고 동향 분석)

  • Lee, Sang-Gyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.10
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    • pp.176-182
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    • 2018
  • In order to understand and track the trends of construction safety accident, this study shows the topic trends in the construction safety accident with LDA(Latent Dirichlet Allocation)-based topic modeling method for data analytics. Especially, it performs to figure out the main issue of construction safety accident with unstructured data analysis based on the topic modeling rather than a variety of structured data analysis for preventing to safety accident in construction industry. To apply this methodology, I randomly collected to 540 news article data about construction accident from January 2017 to February 2018. Based on the unstructured data with the LDA-based topic modeling, I found the 10 topics and identified key issues through 10 keyword in each 10 topics. I forecasted the topic issue related to construction safety accident based on analysis of time-series trends about the news data from January 2017 to February 2018. With this method, this research gives a hint about ways of using unstructured news article data to anticipate safety policy and research field and to respond to construction accident safety issues in the future.

BIM Based Time-series Cost Model for Building Projects: Focusing on Construction Material Prices (BIM 기반의 설계단계 원가예측 시계열모델 -자재가격을 중심으로-)

  • Hwang, Sung-Joo;Park, Moon-Seo;Lee, Hyun-Soo;Kim, Hyun-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.12 no.2
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    • pp.111-120
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    • 2011
  • High-rise buildings have recently increased over the residential, commercial and office facilities, thus an understanding of construction cost for high-rise building projects has been a fundamental issue due to enormous construction cost as well as unpredictable market conditions and fluctuations in the rate of inflation by long-term construction periods of high-rise projects. Especially, recent violent fluctuations of construction material prices add to problems in construction cost forecasting. This research, therefore, develops a time-series model with the Box-Jenkins methodologies and material prices time-series data in Korea in order to forecast future trends of unit prices of required materials. BIM (Building Information Modeling) approaches are also used to analyze injection time of construction resources and to conduct quantity takeoff so that total material price can be forecasted. Comparative analysis of Predictability of tentative ARIMA (Autoregressive Integrated Moving Average) models was conducted to determine optimal time-series model for forecasting future price trends. Proposed BIM based time series forecasting model can help to deal with sudden changes in economic conditions by estimating future material prices.

BST-IGT Model: Synthetic Benchmark Generation Technique Maintaining Trend of Time Series Data

  • Kim, Kyung Min;Kwak, Jong Wook
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.2
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    • pp.31-39
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    • 2020
  • In this paper, we introduce a technique for generating synthetic benchmarks based on time series data. Many of the data measured on IoT devices have a time series characteristic that measures numerical changes over time. However, there is a problem that it is difficult to model the data measured over a long period as generalized time series data. To solve this problem, this paper introduces the BST-IGT model. The BST-IGT model separates the entire data into sections that can be easily time-series modeled, collects the generated data into templates, and produces new synthetic benchmarks that share or modify characteristics based on them. As a result of making a new benchmark using the proposed modeling method, we could create a benchmark with multiple aspects by mixing the composite benchmark with the statistical features of the existing data and other benchmarks.

A Modeling Methodology for Analysis of Dynamic Systems Using Heuristic Search and Design of Interface for CRM (휴리스틱 탐색을 통한 동적시스템 분석을 위한 모델링 방법과 CRM 위한 인터페이스 설계)

  • Jeon, Jin-Ho;Lee, Gye-Sung
    • Journal of the Korea Society of Computer and Information
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    • v.14 no.4
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    • pp.179-187
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    • 2009
  • Most real world systems contain a series of dynamic and complex phenomena. One of common methods to understand these systems is to build a model and analyze the behavior of them. A two-step methodology comprised of clustering and then model creation is proposed for the analysis on time series data. An interface is designed for CRM(Customer Relationship Management) that provides user with 1:1 customized information using system modeling. It was confirmed from experiments that better clustering would be derived from model based approach than similarity based one. Clustering is followed by model creation over the clustered groups, by which future direction of time series data movement could be predicted. The effectiveness of the method was validated by checking how similarly predicted values from the models move together with real data such as stock prices.

Estimating Reorder Points for ARMA Demand with Arbitrary Variable Lead Time

  • An, Bong-Geun;Hong, Kwan-Soo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.17 no.2
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    • pp.91-106
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    • 1992
  • It an inventory control system, the demand over time are often assumed to be independently identically distributed (i. i. d.). However, the demands may well be correlated over time in many situations. The estimation of reorder points is not simple for correlated demands with variable lead time. In this paper, a general class of autoregressive and moving average processes is considered for modeling the demands of an inventory item. The first four moments of the lead-time demand (L) are derived and used to approximate the distribution of L. The reorder points at given service level are then estimated by the three approximation methods : normal approximation, Charlier series and Pearson system. Numerical investigation shows that the Pearson system and the Charlier series performs extremely well for various situations whereas the normal approximation show consistent underestimation and sensitive to the distribution of lead time. The same conclusion can be reached when the parameters are estimated from the sample based on the simulation study.

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Deep Learning-Based Short-Term Time Series Forecasting Modeling for Palm Oil Price Prediction (팜유 가격 예측을 위한 딥러닝 기반 단기 시계열 예측 모델링)

  • Sungho Bae;Myungsun Kim;Woo-Hyuk Jung;Jihwan Woo
    • Information Systems Review
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    • v.26 no.2
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    • pp.45-57
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    • 2024
  • This study develops a deep learning-based methodology for predicting Crude Palm Oil (CPO) prices. Palm oil is an essential resource across various industries due to its yield and economic efficiency, leading to increased industrial interest in its price volatility. While numerous studies have been conducted on palm oil price prediction, most rely on time series forecasting, which has inherent accuracy limitations. To address the main limitation of traditional methods-the absence of stationarity-this research introduces a novel model that uses the ratio of future prices to current prices as the dependent variable. This approach, inspired by return modeling in stock price predictions, demonstrates superior performance over simple price prediction. Additionally, the methodology incorporates the consideration of lag values of independent variables, a critical factor in multivariate time series forecasting, to eliminate unnecessary noise and enhance the stability of the prediction model. This research not only significantly improves the accuracy of palm oil price prediction but also offers an applicable approach for other economic forecasting issues where time series data is crucial, providing substantial value to the industry.

Use of Space-time Autocorrelation Information in Time-series Temperature Mapping (시계열 기온 분포도 작성을 위한 시공간 자기상관성 정보의 결합)

  • Park, No-Wook;Jang, Dong-Ho
    • Journal of the Korean association of regional geographers
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    • v.17 no.4
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    • pp.432-442
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    • 2011
  • Climatic variables such as temperature and precipitation tend to vary both in space and in time simultaneously. Thus, it is necessary to include space-time autocorrelation into conventional spatial interpolation methods for reliable time-series mapping. This paper introduces and applies space-time variogram modeling and space-time kriging to generate time-series temperature maps using hourly Automatic Weather System(AWS) temperature observation data for a one-month period. First, temperature observation data are decomposed into deterministic trend and stochastic residual components. For trend component modeling, elevation data which have reasonable correlation with temperature are used as secondary information to generate trend component with topographic effects. Then, space-time variograms of residual components are estimated and modelled by using a product-sum space-time variogram model to account for not only autocorrelation both in space and in time, but also their interactions. From a case study, space-time kriging outperforms both conventional space only ordinary kriging and regression-kriging, which indicates the importance of using space-time autocorrelation information as well as elevation data. It is expected that space-time kriging would be a useful tool when a space-poor but time-rich dataset is analyzed.

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Embedment of structural monitoring algorithms in a wireless sensing unit

  • Lynch, Jerome Peter;Sundararajan, Arvind;Law, Kincho H.;Kiremidjian, Anne S.;Kenny, Thomas;Carryer, Ed
    • Structural Engineering and Mechanics
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    • v.15 no.3
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    • pp.285-297
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    • 2003
  • Complementing recent advances made in the field of structural health monitoring and damage detection, the concept of a wireless sensing network with distributed computational power is proposed. The fundamental building block of the proposed sensing network is a wireless sensing unit capable of acquiring measurement data, interrogating the data and transmitting the data in real time. The computational core of a prototype wireless sensing unit can potentially be utilized for execution of embedded engineering analyses such as damage detection and system identification. To illustrate the computational capabilities of the proposed wireless sensing unit, the fast Fourier transform and auto-regressive time-series modeling are locally executed by the unit. Fast Fourier transforms and auto-regressive models are two important techniques that have been previously used for the identification of damage in structural systems. Their embedment illustrates the computational capabilities of the prototype wireless sensing unit and suggests strong potential for unit installation in automated structural health monitoring systems.