• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.4 no.3
• /
• pp.361-365
• /
• 2004

In this paper, we present the modeling of time series data which are corrupted by noise via nonsingleton fuzzy logic system. Nonsingleton fuzzy logic system (NFLS) is useful in cases where the available data are corrupted by noise. NFLS is a fuzzy system whose inputs are modeled as fuzzy number. The abilities of NFLS to approximate arbitrary functions, and to effectively deal with noise and uncertainty, are used to analyze corrupted time series data. In the simulation results, we compare the results of the NFLS approach with the results of using only a traditional fuzzy logic system.

• The Transactions of the Korean Institute of Electrical Engineers
• /
• v.45 no.4
• /
• pp.602-611
• /
• 1996

In this paper, radial basis function networks with two hidden layers, which employ the K-means clustering method and the hierarchical training, are proposed for improving the short-term predictability of chaotic time series. Furthermore the recursive training method of radial basis function network using the recursive modified Gram-Schmidt algorithm is proposed for the purpose. In addition, the radial basis function networks trained by the proposed training methods are compared with the X.D. He A Lapedes's model and the radial basis function network by nonrecursive training method. Through this comparison, an improved radial basis function network for predicting chaotic time series is presented. (author). 17 refs., 8 figs., 3 tabs.

• Annual Conference of KIPS
• /
• 2014.11a
• /
• pp.849-852
• /
• 2014

Reverse engineering of gene regulatory network is a challenging task in computational biology. To detect a regulatory relationship among genes from time series data is called reverse engineering. Reverse engineering helps to discover the architecture of the underlying gene regulatory network. Besides, it insights into the disease process, biological process and drug discovery. There are many statistical approaches available for reverse engineering of gene regulatory network. In our paper, we propose pairwise mutual information for the reverse engineering of a gene regulatory network from time series data. Firstly, we create random boolean networks by the well-known $Erd{\ddot{o}}s-R{\acute{e}}nyi$ model. Secondly, we generate artificial time series data from that network. Then, we calculate pairwise mutual information for predicting the network. We implement of our system on java platform. To visualize the random boolean network graphically we use cytoscape plugins 2.8.0.

• The Journal of the Korea Contents Association
• /
• v.17 no.1
• /
• pp.39-49
• /
• 2017

As the Internet technology advances, data on the web is increasing sharply. Many research study about incremental learning for classifying effectively in data increasing. Web document contains the time-series data such as published date. If we reflect time-series data to classification, it will be an effective classification. In this study, we analyze the time-series variation of the words. We propose an efficient classification through dividing the dataset based on the analysis of time-series information. For experiment, we corrected 1 million online news articles including time-series information. We divide the dataset and classify the dataset using SVM and $Na{\ddot{i}}ve$ Bayes. In each model, we show that classification performance is increasing. Through this study, we showed that reflecting time-series information can improve the classification performance.

• The Journal of Asian Finance, Economics and Business
• /
• v.7 no.12
• /
• pp.1-10
• /
• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.

• Journal of the Korean Data and Information Science Society
• /
• v.28 no.1
• /
• pp.11-20
• /
• 2017

In this paper, we introduced linear spatial time series (space-time autoregressive and moving average model) and nonlinear spatial time series (space-time bilinear model). Also we estimated the parameters by Kalman Filter method and made comparative studies of power of forecast in the final model. We proposed several weight matrices such as equal proportion allocation, reciprocal proportion between distances, and proportion of population sizes. For applications, we collected Mumps data at Korea Center for Disease Control and Prevention from January 2001 until August 2008. We compared three approaches of weight matrices using the Mumps data. Finally, we also decided the most effective model based on sum of square forecast error.

• Journal of Korean Society of Transportation
• /
• v.30 no.1
• /
• pp.103-112
• /
• 2012

This research introduces a trip generation model reflecting time-series effects derived from a panel analysis with the data collected from the national household trip surveys conducted in 1996, 2002 and 2006. The existing methods are unable to reflect time-series effects from the change of socioeconomic conditions because the parameters applied to the model were basically from the base year of study - the parameter values were unchanged. This study proposes a new trip generation model developed through a panel analysis performed with the data collected from the last three national household trip surveys. From the results, it was found that the number of school trips increases and that the number of shopping trips decreases as time passes. The results showed that there are time-series effects affecting in trip generation.

• Journal of Korea Water Resources Association
• /
• v.42 no.8
• /
• pp.673-680
• /
• 2009

Alternatives to conventional water resources are being sought due to the scarcity and the poor quality of surface water. Riverbank filtration (RBF) is one of them and considered as a promising source of water supply in some cities. Changwon City has started RBF in 2001 and field data have been accumulated. This study is to develop a time-series model for groundwater level data collected from the pumping area of RBF. The site is Daesan-myeon, Changwon City, where groundwater level data have been measured for the last five years (Jan. 2003$\sim$Dec. 2007). Minute-based groundwater levels was averaged out to monthly data to see the long-term behavior. Time-series analysis was conducted according to the Box-Jenkins method. The resulted model turned out to be a seasonal ARIMA model, and its forecasting performance was satisfactory. We believe this study will provide a prototype for other riverbank filtration sites where the predictability of groundwater level is essential for the reliable supply of water.

• Journal of the Korean Society for Railway
• /
• v.14 no.5
• /
• pp.470-476
• /
• 2011

This study proposed the intervention ARIMA model as a way to forecast the KTX passenger demand. The second phase of the Gyeongbu high-speed rail project and the financial crisis in 2008 were analyzed in order to determine the effect of time series on the opening of a new line and economic impact. As a result, the financial crisis showed that there is no statistically significant impact, but the second phase of the Gyeongbu high-speed rail project showed that the weekday trips increased about 17,000 trips/day and the weekend trips increased about 26,000 trips/day. This study is meaningful in that the intervention explained the phenomena affecting the time series of KTX trip and analyzed the impact on intervention of time series quantitatively. The developed model can be used to forecast the outline of the overall KTX demand and to validate the KTX O/D forecasting demand.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
• /
• v.17 no.3
• /
• pp.176-182
• /
• 2024

In this study, we compared and analyzed various methods of missing data handling to build a machine learning model that can effectively analyze and predict time series data with a high percentage of missing values. For this purpose, Predictive State Model Filtering (PSMF), MissForest, and Imputation By Feature Importance (IBFI) methods were applied, and their prediction performance was evaluated using LightGBM, XGBoost, and Explainable Boosting Machines (EBM) machine learning models. The results of the study showed that MissForest and IBFI performed the best among the methods for handling missing values, reflecting the nonlinear data patterns, and that XGBoost and EBM models performed better than LightGBM. This study emphasizes the importance of combining nonlinear imputation methods and machine learning models in the analysis and prediction of time series data with a high percentage of missing values, and provides a practical methodology.