• Title/Summary/Keyword: Time-series Model

Search Result 2,673, Processing Time 0.028 seconds

Adaptive Reconstruction of Harmonic Time Series Using Point-Jacobian Iteration MAP Estimation and Dynamic Compositing: Simulation Study

  • Lee, Sang-Hoon
    • Korean Journal of Remote Sensing
    • /
    • v.24 no.1
    • /
    • pp.79-89
    • /
    • 2008
  • Irregular temporal sampling is a common feature of geophysical and biological time series in remote sensing. This study proposes an on-line system for reconstructing observation image series contaminated by noises resulted from mechanical problems or sensing environmental condition. There is also a high likelihood that during the data acquisition periods the target site corresponding to any given pixel may be covered by fog or cloud, thereby resulting in bad or missing observation. The surface parameters associated with the land are usually dependent on the climate, and many physical processes that are displayed in the image sensed from the land then exhibit temporal variation with seasonal periodicity. A feedback system proposed in this study reconstructs a sequence of images remotely sensed from the land surface having the physical processes with seasonal periodicity. The harmonic model is used to track seasonal variation through time, and a Gibbs random field (GRF) is used to represent the spatial dependency of digital image processes. The experimental results of this simulation study show the potentiality of the proposed system to reconstruct the image series observed by imperfect sensing technology from the environment which are frequently influenced by bad weather. This study provides fundamental information on the elements of the proposed system for right usage in application.

Discretization of Nonlinear Systems with Delayed Multi-Input VIa Taylor Series and Scaling and Squaring Technique

  • Yuanliang Zhang;Chong Kil To
    • Journal of Mechanical Science and Technology
    • /
    • v.19 no.11
    • /
    • pp.1975-1987
    • /
    • 2005
  • An input 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 digital computers. In this paper a new scheme for the discretization of nonlinear systems using Taylor series expansion and the zero-order hold assumption is proposed. The mathematical structure of the new discretization method is analyzed. On the basis of this structure the sampled-data representation of nonlinear systems with time-delayed multi-input is presented. The delayed multi-input general equation has been derived. 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. Additionally, hybrid discretization schemes that result from a combination of the scaling and squaring technique (SST) with the Taylor series expansion are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method's parameters to meet CPU time and accuracy requirements, are examined as well. A performance of the proposed method is evaluated using a nonlinear system with time delay maneuvering an automobile.

Prediction of Dynamic Line Rating Based on Thermal Risk Probability by Time Series Weather Models (시계열 기상모델을 이용한 열적 위험확률 기반 동적 송전용량의 예측)

  • Kim, Dong-Min;Bae, In-Su;Cho, Jong-Man;Chang, Kyung;Kim, Jin-O
    • The Transactions of the Korean Institute of Electrical Engineers A
    • /
    • v.55 no.7
    • /
    • pp.273-280
    • /
    • 2006
  • This paper suggests the method that forecasts Dynamic Line Rating (DLR). Thermal Overload Risk Probability (TORP) of the next time is forecasted based on the present weather conditions and DLR value by Monte Carlo Simulation (MCS). To model weather elements of transmission line for MCS process, this paper will propose the use of statistical weather models that time series is applied. Also, through the case study, it is confirmed that the forecasted TORP can be utilized as a criterion that decides DLR of next time. In short, proposed method may be used usefully to keep security and reliability of transmission line by forecasting transmission capacity of the next time.

News Article Based Industry Risk Index Prediction for Industry-Specific Evaluation

  • Kyungwon Kim;Kyoungro Yoon
    • Journal of Web Engineering
    • /
    • v.20 no.3
    • /
    • pp.795-816
    • /
    • 2021
  • The existing industry evaluation method utilizes the method of collecting the structured information such as the financial information of the companies included in the relevant industry and deriving the industrial evaluation index through the statistical analysis model. This method takes a long time to calculate the structured data and cause the time delay problem. In this paper, to solve this time delay problem, we derive monthly industry-specific interest and likability as a time series data type, which is a new industry evaluation indicator based on unstructured data. In addition, we propose a method to predict the industrial risk index, which is used as an important factor in industrial evaluation, based on derived industry-specific interest and likability time series data.

Forecasting of Yeongdeok Tourist by Seasonal ARIMA Model (계절 아리마 모형을 이용한 관광객 예측 -경북 영덕지역을 대상으로-)

  • Son, Eun-Ho;Park, Duk-Byeong
    • Journal of Agricultural Extension & Community Development
    • /
    • v.19 no.2
    • /
    • pp.301-320
    • /
    • 2012
  • The study uses a seasonal ARIMA model to forecast the number of tourists of Yeongdeok in an uni-variable time series. The monthly data for time series were collected ranging from 2006 to 2011 with some variation between on-season and off-season tourists in Yeongdeok county. A total of 72 observations were used for data analysis. The forecast multiplicative seasonal ARIMA(1,0,0)$(0,1,1)_{12}$ model was found the most appropriate one. Results showed that the number of tourists was 10,974 thousands in 2012 and 13,465 thousands in 2013, It was suggested that the grasping forecast model is very important in respect of how experts in tourism development in Yeongdeok county, policy makers or planners would establish strategies to allocate service in Yeongdeok tourist destination and provide tourism facilities efficiently.

Hourly Average Wind Speed Simulation and Forecast Based on ARMA Model in Jeju Island, Korea

  • Do, Duy-Phuong N.;Lee, Yeonchan;Choi, Jaeseok
    • Journal of Electrical Engineering and Technology
    • /
    • v.11 no.6
    • /
    • pp.1548-1555
    • /
    • 2016
  • This paper presents an application of time series analysis in hourly wind speed simulation and forecast in Jeju Island, Korea. Autoregressive - moving average (ARMA) model, which is well in description of random data characteristics, is used to analyze historical wind speed data (from year of 2010 to 2012). The ARMA model requires stationary variables of data is satisfied by power law transformation and standardization. In this study, the autocorrelation analysis, Bayesian information criterion and general least squares algorithm is implemented to identify and estimate parameters of wind speed model. The ARMA (2,1) models, fitted to the wind speed data, simulate reference year and forecast hourly wind speed in Jeju Island.

Nonlinear Behavior Analysis in Love Model with closing awareness of Human (사람 인식에 근접한 외력을 가진 사랑 모델에서 비선형 거동 분석)

  • Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.12 no.1
    • /
    • pp.201-208
    • /
    • 2017
  • This paper propose triangular fuzzy membership function to make model that based on awareness of human in the love model that with external force, which have the basic love model of Romeo and Juliet. This paper represents the phenomena of behaviors by time series and phase portraits after using this fuzzy triangular membership function as an external force and also confirms existence of nonlinear characteristics.

Walking load model for single footfall trace in three dimensions based on gait experiment

  • Peng, Yixin;Chen, Jun;Ding, Guo
    • Structural Engineering and Mechanics
    • /
    • v.54 no.5
    • /
    • pp.937-953
    • /
    • 2015
  • This paper investigates the load model for single footfall trace of human walking. A large amount of single person walking load tests were conducted using the three-dimensional gait analysis system. Based on the experimental data, Fourier series functions were adopted to model single footfall trace in three directions, i.e. along walking direction, direction perpendicular to the walking path and vertical direction. Function parameters such as trace duration time, number of Fourier series orders, dynamic load factors (DLFs) and phase angles were determined from the experimental records. Stochastic models were then suggested by treating walking rates, duration time and DLFs as independent random variables, whose probability density functions were obtained from experimental data. Simulation procedures using the stochastic models are presented with examples. The simulated single footfall traces are similar to the experimental records.

ON THE STRUCTURAL CHANGE OF THE LEE-CARTER MODEL AND ITS ACTUARIAL APPLICATION

  • Wiratama, Endy Filintas;Kim, So-Yeun;Ko, Bangwon
    • East Asian mathematical journal
    • /
    • v.35 no.3
    • /
    • pp.305-318
    • /
    • 2019
  • Over the past decades, the Lee-Carter model [1] has attracted much attention from various demography-related fields in order to project the future mortality rates. In the Lee-Carter model, the speed of mortality improvement is stochastically modeled by the so-called mortality index and is used to forecast the future mortality rates based on the time series analysis. However, the modeling is applied to long time series and thus an important structural change might exist, leading to potentially large long-term forecasting errors. Therefore, in this paper, we are interested in detecting the structural change of the Lee-Carter model and investigating the actuarial implications. For the purpose, we employ the tests proposed by Coelho and Nunes [2] and analyze the mortality data for six countries including Korea since 1970. Also, we calculate life expectancies and whole life insurance premiums by taking into account the structural change found in the Korean male mortality rates. Our empirical result shows that more caution needs to be paid to the Lee-Carter modeling and its actuarial applications.

Forecast of health expenditure by transfer function model (전이함수모형을 이용한 국민의료비 예측)

  • 김상아;박웅섭;김용익
    • Health Policy and Management
    • /
    • v.13 no.3
    • /
    • pp.91-103
    • /
    • 2003
  • The purpose of this study was to provide basic reference data for stabilization scheme of health expenditure through forecasting of health expenditure. The authors analyzed the health expenditure from 1985 to 2000 that had been calculated by Korean institute for health and social affair using transfer function model as ARIMA model with input series. They used GDP as the input series for more precise forecasting. The model of error term was identified ARIMA(2,2,0) and Portmanteau statics of residuals was not significant. Forecasting health expenditure as percent of GDP at 2010 was 6.8%, under assumption of 5% GDP increase rate. Moreover that was 7.4%, under assumption of 3% GDP increase rate and that was 6.4%, under assumption of 7% GDP increase rate.