• Nuclear Engineering and Technology
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• v.56 no.6
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• pp.2343-2351
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• 2024

Accurately predicting the thermal hydraulic parameters of a transient reactor core under different working conditions is the first step toward reactor safety. Mass flow rate and temperature are important parameters of core thermal hydraulics, which have often been modeled as time series prediction problems. This study aims to achieve accurate and continuous prediction of core thermal hydraulic parameters under instantaneous conditions, as well as test the feasibility of a newly constructed gated recurrent unit (GRU) model based on the soft attention mechanism for core parameter predictions. Herein, the China Experimental Fast Reactor (CEFR) is used as the research object, and CEFR 1/2 core was taken as subject to carry out continuous predictive analysis of thermal parameters under transient conditions., while the subchannel analysis code named SUBCHANFLOW is used to generate the time series of core thermal-hydraulic parameters. The GRU model is used to predict the mass flow and temperature time series of the core. The results show that compared to the adaptive radial basis function neural network, the GRU network model produces better prediction results. The average relative error for temperature is less than 0.5 % when the step size is 3, and the prediction effect is better within 15 s. The average relative error of mass flow rate is less than 5 % when the step size is 10, and the prediction effect is better in the subsequent 12 s. The GRU model not only shows a higher prediction accuracy, but also captures the trends of the dynamic time series, which is useful for maintaining reactor safety and preventing nuclear power plant accidents. Furthermore, it can provide long-term continuous predictions under transient reactor conditions, which is useful for engineering applications and improving reactor safety.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.317-333
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• 1998

In this study, I employed the autoregressive model and the geometric Brownian motion model to analyze the recent stock prices of Korea. For all 7 series of stock prices(or index) the geometric Brownian motion model gives better predicted values compared with the autoregressive model when we use smaller number of observations.

• Communications for Statistical Applications and Methods
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• v.31 no.1
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• pp.143-154
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• 2024

This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

• Communications for Statistical Applications and Methods
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• v.26 no.3
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• pp.295-304
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• 2019

This article deals with threshold-asymmetric volatility models for over-dispersed and zero-inflated time series of count data. We introduce various threshold integer-valued autoregressive conditional heteroscedasticity (ARCH) models as incorporating over-dispersion and zero-inflation via conditional Poisson and negative binomial distributions. EM-algorithm is used to estimate parameters. The cholera data from Kolkata in India from 2006 to 2011 is analyzed as a real application. In order to construct the threshold-variable, both local constant mean which is time-varying and grand mean are adopted. It is noted via a data application that threshold model as an asymmetric version is useful in modelling count time series volatility.

• Communications for Statistical Applications and Methods
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• v.10 no.3
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• pp.955-969
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• 2003

The classical Fourier analysis, which is the typical frequency domain approach, is used to detect periodic trends that are of the sinusoidal shape in time series data. In this article, using a sequence of periodic step functions, describes an adaptive Fourier series where the patterns may take general periodic shapes that include sinusoidal as a special case. The results, which extend both Fourier analysis and Walsh-Fourier analysis, are applies to investigate the shape of the periodic component. Through the real data, compare the goodness-of-fit of the model using two methods, the adaptive Fourier method which is proposed method in this paper and classical Fourier method.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1439-1442
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• 2010

Time-lag recurrent neural networks model (Time-Lag RNNM) 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 ($W_{mean}$) and mean relative humidity ($RH_{mean}$). And, for the performances of Time-Lag RNNM, 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 Time-Lag RNNM for the modeling of the nonlinear time series data. We should, thus, construct the credible data of the daily PE using Time-Lag RNNM, 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 Time-Lag RNNM.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.321-328
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• 2000

Working day variations caused by trading days, holidays and leap year make it difficult to analyze monthly or quarterly economic time series. In this paper, we adjust working day variations from economic time series via RegARIMA model.

• The Journal of the Korea institute of electronic communication sciences
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• v.9 no.12
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• pp.1441-1446
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• 2014

Love which is one of the emotional of mankind, has been studied in sociology and psychology as a matter of grate concern. In this paper we propose a modified romantic behaviors by using basic the love equation of Romeo and Juliet. We represent the behaviors using time series and phase portrait when we vary the parameter in the modified love equation. Also we analyze the behavior's relation by using time series and phase portraits when external force applied as the third person between Romeo and Juliet.

• Journal of Preventive Medicine and Public Health
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• v.24 no.1 s.33
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• pp.29-36
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• 1991

A multiple regression analysis using ordinary least square (OLS) is frequently used for the projection of health expenditure as well as for the identification of factors affecting health care costs. Data for the analysis often have mixed characteristics of time series and cross section. Parameters as a result of OLS estimation, in this case, are no longer the best linear unbiased estimators (BLUE) because the data do not satisfy basic assumptions of regression analysis. The study theoretically examined statistical problems induced when OLS estimation was applied with the time series cross section data. Then both the OLS regression and time series cross section regression (TSCS regression) were applied to the same empirical da. Finally, the difference in parameters between the two estimations were explained through residual analysis.

• Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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• 2005.04a
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• pp.296-299
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• 2005

Time series of spring discharge data in Jeju island can provide abundant information on the spatial groundwater system. In this study, the classification based on time series of spring discharge was performed with clustering analysis: discharge rate and EC. Peak discharges are mainly observed in august or september. However, double peaks and late peaks of discharge are also observed at a plenty of springs. Based on results of clustering analysis, it can be deduced that GH model is not appropriate for the conceptual model of Groundwater system in Jeju island. EC distributions in dry season are also support the conclusion.