• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1007-1017
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• 2009

Forecasting for air demand such as passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison the performance between the univariate seasonal ARIMA models and the multivariate time series models. In this paper, we used real data to predict demand on international passenger and freight. And multivariate time series models are better than the univariate models based on the accuracy criteria.

• The Journal of the Korea institute of electronic communication sciences
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• v.9 no.11
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• pp.1297-1304
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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 represent romantic behaviors in the love equation of Romeo and Juliet as time series and phase portraits. 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 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.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.193-203
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• 2016

This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).

• Smart Structures and Systems
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• v.22 no.2
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• pp.175-183
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• 2018

Time-series data often contain one of the most valuable pieces of information in many fields including manufacturing. Because time-series data are relatively cheap to acquire, they (e.g., vibration signals) have become a crucial part of big data even in manufacturing shop floors. Recently, deep-learning models have shown state-of-art performance for analyzing big data because of their sophisticated structures and considerable computational power. Traditional models for a machinery-monitoring system have highly relied on features selected by human experts. In addition, the representational power of such models fails as the data distribution becomes complicated. On the other hand, deep-learning models automatically select highly abstracted features during the optimization process, and their representational power is better than that of traditional neural network models. However, the applicability of deep-learning models to the field of prognostics and health management (PHM) has not been well investigated yet. This study integrates the "residual fitting" mechanism inherently embedded in the wavelet transform into the convolutional neural network deep-learning structure. As a result, the architecture combines a signal smoother and classification procedures into a single model. Validation results from rotor vibration data demonstrate that our model outperforms all other off-the-shelf feature-based models.

• International Journal of Contents
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• v.8 no.1
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• pp.23-29
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• 2012

Multiple expression levels of genes obtained using time series microarray experiments have been exploited effectively to enhance understanding of a wide range of biological phenomena. However, the unique nature of microarray data is usually in the form of large matrices of expression genes with high dimensions. Among the huge number of genes presented in microarrays, only a small number of genes are expected to be effective for performing a certain task. Hence, discounting the majority of unaffected genes is the crucial goal of gene selection to improve accuracy for disease diagnosis. In this paper, a non-Gaussian weight matrix obtained from an incremental model is proposed to extract useful features of multivariate time series microarrays. The proposed method can automatically identify a small number of significant features via discovering hidden variables from a huge number of features. An unsupervised hierarchical clustering representative is then taken to evaluate the effectiveness of the proposed methodology. The proposed method achieves promising results based on predictive accuracy of clustering compared to existing methods of analysis. Furthermore, the proposed method offers a robust approach with low memory and computation costs.

• Environmental and Resource Economics Review
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• v.17 no.1
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• pp.3-22
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• 2008

We study nonlinearities of $CO_2$ emissions and economic growth m Korea using the Smooth Transition Autoregressive (or STAR) model. We find evidence for nonlinearities and cyclical regime changes of both time series. In the extended nonlinear empirical work, we characterize dynamic properties of the two time series and then find mutually significant Granger causality between $CO_2$ emissions and economic growth. All these empirical evidences together reinforce long standing concern that economy-wide restrictions on $CO_2$ emissions would hurt economic growth for Korean styled medium industrialized countries.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.5B
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• pp.304-309
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• 2008

This paper propose the traffic anomaly detection scheme based time series model. We apply ARIMA prediction model to this scheme and transform the value of the abnormal symptom into the probability value to maximize the traffic anomaly symptom detection. For this, we have evaluated the abnormal detection performance for the proposed model using total traffic and web traffic included the attack traffic. We will expect to have an great effect if this scheme is included in some network based intrusion detection system.

• Journal of Mechanical Science and Technology
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• v.20 no.7
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• pp.950-960
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• 2006

An output time delay always exists in practical systems. Analysis of the delay phenomenon in a continuous-time domain is sophisticated. It is appropriate to obtain its corresponding discrete-time model for implementation via a digital computer. A new method for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed in this paper. This method is applied to the sampled-data representation of a nonlinear system with a constant output time-delay. In particular, the effect of the time-discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. In addition, 'hybrid' discretization schemes resulting from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. A performance of the proposed method is evaluated using two nonlinear systems with time-delay output.

• Journal of the Korean Data and Information Science Society
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• v.21 no.5
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• pp.883-890
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• 2010

Illegal waste dumping is one of the major problems that the government agency monitoring water quality has to face. One solution to this problem is to find an efficient way of managing and supervising the water quality under various kinds of conditions. In this article we establish WQMA (water quality monitoring algorithm) based on the time series intervention model. It turns out thatWQMA is quite successful in detecting illegal waste dumping.