• Proceedings of the Korea Water Resources Association Conference
• /
• 2010.05a
• /
• pp.1645-1648
• /
• 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.

• Industrial Engineering and Management Systems
• /
• v.9 no.2
• /
• pp.131-140
• /
• 2010

Biclustering is a method of finding meaningful subsets of objects and attributes simultaneously, which may not be detected by traditional clustering methods. It is popularly used for the analysis of microarray data representing the expression levels of genes by conditions. Usually, biclustering algorithms do not consider a sequential relation between attributes. For time series data, however, bicluster solutions should keep the time sequence. This paper proposes a new biclustering algorithm for time series data by modifying the plaid model. The proposed algorithm introduces a parameter controlling an interval between two selected time points. Also, the pruning step preventing an over-fitting problem is modified so as to eliminate only starting or ending points. Results from artificial data sets show that the proposed method is more suitable for the extraction of biclusters from time series data sets. Moreover, by using the proposed method, we find some interesting observations from real-world time-course microarray data sets and apartment price data sets in metropolitan areas.

• Journal of Wind Energy
• /
• v.13 no.2
• /
• pp.42-52
• /
• 2022

In this paper, we propose a time-series generation methodology using a generative adversarial network (GAN) for long-term prediction of wind and sea conditions, which are information necessary for operations and maintenance (O&M) planning and optimal plans for offshore wind farms. It is a "Conditional TimeGAN" that is able to control time-series data with monthly conditions while maintaining a time dependency between time-series. For the generated time-series data, the similarity of the statistical distribution by direction was confirmed through wave and wind rose diagram visualization. It was also found that the statistical distribution and feature correlation between the real data and the generated time-series data was similar through PCA, t-SNE, and heat map visualization algorithms. The proposed time-series generation methodology can be applied to monthly or annual marine weather prediction including probabilistic correlations between various features (wind speed, wind direction, wave height, wave direction, wave period and their time-series characteristics). It is expected that it will be able to provide an optimal plan for the maintenance and optimization of offshore wind farms based on more accurate long-term predictions of sea and wind conditions by using the proposed model.

• Convergence Security Journal
• /
• v.11 no.3
• /
• pp.19-24
• /
• 2011

Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

• Journal of the Korean Data and Information Science Society
• /
• v.18 no.1
• /
• pp.17-29
• /
• 2007

The major purpose of this article is the comparison of estimation method with Newton-Raphson, Kalman-filter, and prediction method with Kalman prediction. Conditional expectation in space time bilinear(STBL) model, which is a very powerful and parsimonious nonlinear time-series model for the space time series data can be viewed as a set of time series collected simultaneously at a number of spatial locations and time points, and which have appeared in a important applications areas: geography, geology, natural resources, ecology, epidemiology, etc.

• Communications for Statistical Applications and Methods
• /
• v.7 no.1
• /
• pp.87-96
• /
• 2000

Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

• Journal of the Korean Society for Precision Engineering
• /
• v.16 no.7
• /
• pp.178-187
• /
• 1999

In order to identify a transfer function model with noise, penalty function method has been widely used. In this method, estimation process for possible model parameters from low to higher order proceeds the model identification process. In this study, based on linear estimation method, a new approach unifying the estimation and the identification of ARMAX model is proposed. For the parameter estimation of a transfer function model with noise, linear estimation method by noise separation is suggested instead of nonlinear estimation method. The feasibility of the proposed model identification and estimation method is verified through simulations, namely by applying the method to time series model. In the case of time series model with noise, the proposed method successfully identifies the transfer function model with noise without going through model parameter identification process in advance. A new algorithm effectively achieving model identification and parameter estimation in unified frame has been proposed. This approach is different from the conventional method used for identification of ARMAX model which needs separate parameter estimation and model identification processes. The consistency and the accuracy of the proposed method has been verified through simulations.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.16 no.4
• /
• pp.262-269
• /
• 2016

In this paper, we propose a novel dynamical love model of Romeo and Juliet, which has an external force with a fuzzy membership function. The external force used in the model has the characteristics of a Gaussian function. The chaotic behavior in the model is demonstrated using time series and phase portraits.

• Communications for Statistical Applications and Methods
• /
• v.5 no.1
• /
• pp.55-67
• /
• 1998

Recent work by Shin and Sarkar (1996) examines model misspecification problems for nonstationary time series. Shin and Sarkar introduce a general regression model with integrated errors and one system of integrated regressors and discuss the limiting distributions of the OLS estimators and the usual OLS statistics such as $\hat{\sigma^2}$t, DW and $R^2$. We analyze three different model misspecification problems through a Monte Carlo study and investigate each model misspecification problem. Our Monte Carlo experiments show that DW and $R^2$ can be in general used as diagnostic tools to detect spurious regression, misspecification of nonstationary autoregressive and polynomial regression models.

• Journal of the Korea Convergence Society
• /
• v.12 no.10
• /
• pp.9-17
• /
• 2021

With the advancement of big data analysis, artificial intelligence, machine learning, etc., data analytics technology has developed to help with optimal decision-making. However, in certain areas, the lack of data restricts the use of these techniques. For example, real estate related data often have a long release cycle because of its recent release or being a non-liquid asset. In order to overcome these limitations, we studied the scalability of the existing time series through the TimeGAN model. A total of 45 time series related to weekly real estate data were collected within the period of 2012 to 2021, and a total of 15 final time series were selected by considering the correlation between the time series. As a result of data expansion through the TimeGAN model for the 15 time series, it was found that the statistical distribution between the real data and the extended data was similar through the PCA and t-SNE visualization algorithms.