• Title/Summary/Keyword: Time-series Model

Search Result 2,673, Processing Time 0.043 seconds

A Study on Establishment of Time Series Model for Deriving Financial Outlook of Basic Research Support Programs (기초연구지원사업의 재정소요 전망 도출을 위한 시계열 모형 수립 연구)

  • Yun, Sujin;Lee, Sangkyoung;Yeom, Kyunghwan;Shin, Aelee
    • Journal of Technology Innovation
    • /
    • v.27 no.4
    • /
    • pp.21-48
    • /
    • 2019
  • In the basic research field, quantitative expansion is carried out with active support from the government, but there is no research and policy data suggesting systematic investment plans or data-based financial requirements yet. Therefore, this study predicted future financial requirements of basic research support programs by using time series prediction model. In order to consider various factors including the characteristics of the basic research field, we selected the ARIMAX model which can reflect the effect of multi valuable factors rather than the ARIMA model which predicts the value of single factor over time. We compared the predictions of ARIMAX and ARIMA models for model suitability and found that the ARIMAX model improves the prediction error rate. Based on the ARIMAX model, we predicted the fiscal spending of basic research support programs for five years from 2017 to 2021. This study has significance in that it considers the financial requirements of the basic research support programs as a pilot research conducted by applying a time series model, which is a statistical approach, and multi-variate rather than single-variate. In addition, considering the policy trends that emphasize the importance of basic research investment such as 'the expansion of basic research budget twice', which is the current government's national policy task, it can be used as reference data in establishing basic research investment strategy.

Modeling and Simulation of Road Noise by Using an Autoregressive Model (자기회귀 모형을 이용한 로드노이즈 모델링과 시뮬레이션)

  • Kook, Hyung-Seok;Ih, Kang-Duck;Kim, Hyoung-Gun
    • Transactions of the Korean Society for Noise and Vibration Engineering
    • /
    • v.25 no.12
    • /
    • pp.888-894
    • /
    • 2015
  • A new method for the simulation of the vehicle's interior road noise is proposed in the present study. The road noise model can synthesize road noise of a vehicle for varying driving speed within a range. In the proposed method, interior road noise is considered as a stochastic time-series, and is modeled by a nonstationary parametric model via two steps. First, each interior road noise signal, obtained from constant speed driving tests performed within a range of speed, is modeled as an autoregressive model whose parameters are estimated by using a standard method. Finally, the parameters obtained for different driving speeds are interpolated based on the varying driving speed to yield a time-varying autoregressive model. To model a full band road noise, audible frequency range is divided into an octave band using a wavelet filter bank, and the road noise in each octave band is modeled.

A Daily Maximum Load Forecasting System Using Chaotic Time Series (Chaos를 이용한 단기부하예측)

  • Choi, Jae-Gyun;Park, Jong-Keun;Kim, Kwang-Ho
    • Proceedings of the KIEE Conference
    • /
    • 1995.07b
    • /
    • pp.578-580
    • /
    • 1995
  • In this paper, a method for the daily maximum load forecasting which uses a chaotic time series in power system and artificial neural network. We find the characteristics of chaos in power load curve and then determine a optimal embedding dimension and delay time, For the load forecast of one day ahead daily maximum power, we use the time series load data obtained in previous year. By using of embedding dimension and delay time, we construct a strange attractor in pseudo phase plane and the artificial neural network model trained with the attractor font mentioned above. The one day ahead forecast errors are about 1.4% of absolute percentage average error.

  • PDF

A short-term Load Forecasting Using Chaotic Time Series (Chaos특성을 이용한 단기부하예측)

  • Choi, Jae-Gyun;Park, Jong-Keun;Kim, Kwang-Ho
    • Proceedings of the KIEE Conference
    • /
    • 1996.07b
    • /
    • pp.835-837
    • /
    • 1996
  • In this paper, a method for the daily maximum load forecasting which uses a chaotic time series in power system and artificial neural network(Back-propagation) is proposed. We find the characteristics of chaos in power load curve and then determine a optimal embedding dimension and delay time. For the load forecast of one day ahead daily maximum power, we use the time series load data obtained in previous year. By using of embedding dimension and delay time, we construct a strange attractor in pseudo phase plane and the artificial neural network model trained with the attractor mentioned above. The one day ahead forecast errors are about 1.4% for absolute percentage average error.

  • PDF

Prediction Model of Real Estate Transaction Price with the LSTM Model based on AI and Bigdata

  • Lee, Jeong-hyun;Kim, Hoo-bin;Shim, Gyo-eon
    • International Journal of Advanced Culture Technology
    • /
    • v.10 no.1
    • /
    • pp.274-283
    • /
    • 2022
  • Korea is facing a number difficulties arising from rising housing prices. As 'housing' takes the lion's share in personal assets, many difficulties are expected to arise from fluctuating housing prices. The purpose of this study is creating housing price prediction model to prevent such risks and induce reasonable real estate purchases. This study made many attempts for understanding real estate instability and creating appropriate housing price prediction model. This study predicted and validated housing prices by using the LSTM technique - a type of Artificial Intelligence deep learning technology. LSTM is a network in which cell state and hidden state are recursively calculated in a structure which added cell state, which is conveyor belt role, to the existing RNN's hidden state. The real sale prices of apartments in autonomous districts ranging from January 2006 to December 2019 were collected through the Ministry of Land, Infrastructure, and Transport's real sale price open system and basic apartment and commercial district information were collected through the Public Data Portal and the Seoul Metropolitan City Data. The collected real sale price data were scaled based on monthly average sale price and a total of 168 data were organized by preprocessing respective data based on address. In order to predict prices, the LSTM implementation process was conducted by setting training period as 29 months (April 2015 to August 2017), validation period as 13 months (September 2017 to September 2018), and test period as 13 months (December 2018 to December 2019) according to time series data set. As a result of this study for predicting 'prices', there have been the following results. Firstly, this study obtained 76 percent of prediction similarity. We tried to design a prediction model of real estate transaction price with the LSTM Model based on AI and Bigdata. The final prediction model was created by collecting time series data, which identified the fact that 76 percent model can be made. This validated that predicting rate of return through the LSTM method can gain reliability.

A Study of Anomaly Detection for ICT Infrastructure using Conditional Multimodal Autoencoder (ICT 인프라 이상탐지를 위한 조건부 멀티모달 오토인코더에 관한 연구)

  • Shin, Byungjin;Lee, Jonghoon;Han, Sangjin;Park, Choong-Shik
    • Journal of Intelligence and Information Systems
    • /
    • v.27 no.3
    • /
    • pp.57-73
    • /
    • 2021
  • Maintenance and prevention of failure through anomaly detection of ICT infrastructure is becoming important. System monitoring data is multidimensional time series data. When we deal with multidimensional time series data, we have difficulty in considering both characteristics of multidimensional data and characteristics of time series data. When dealing with multidimensional data, correlation between variables should be considered. Existing methods such as probability and linear base, distance base, etc. are degraded due to limitations called the curse of dimensions. In addition, time series data is preprocessed by applying sliding window technique and time series decomposition for self-correlation analysis. These techniques are the cause of increasing the dimension of data, so it is necessary to supplement them. The anomaly detection field is an old research field, and statistical methods and regression analysis were used in the early days. Currently, there are active studies to apply machine learning and artificial neural network technology to this field. Statistically based methods are difficult to apply when data is non-homogeneous, and do not detect local outliers well. The regression analysis method compares the predictive value and the actual value after learning the regression formula based on the parametric statistics and it detects abnormality. Anomaly detection using regression analysis has the disadvantage that the performance is lowered when the model is not solid and the noise or outliers of the data are included. There is a restriction that learning data with noise or outliers should be used. The autoencoder using artificial neural networks is learned to output as similar as possible to input data. It has many advantages compared to existing probability and linear model, cluster analysis, and map learning. It can be applied to data that does not satisfy probability distribution or linear assumption. In addition, it is possible to learn non-mapping without label data for teaching. However, there is a limitation of local outlier identification of multidimensional data in anomaly detection, and there is a problem that the dimension of data is greatly increased due to the characteristics of time series data. In this study, we propose a CMAE (Conditional Multimodal Autoencoder) that enhances the performance of anomaly detection by considering local outliers and time series characteristics. First, we applied Multimodal Autoencoder (MAE) to improve the limitations of local outlier identification of multidimensional data. Multimodals are commonly used to learn different types of inputs, such as voice and image. The different modal shares the bottleneck effect of Autoencoder and it learns correlation. In addition, CAE (Conditional Autoencoder) was used to learn the characteristics of time series data effectively without increasing the dimension of data. In general, conditional input mainly uses category variables, but in this study, time was used as a condition to learn periodicity. The CMAE model proposed in this paper was verified by comparing with the Unimodal Autoencoder (UAE) and Multi-modal Autoencoder (MAE). The restoration performance of Autoencoder for 41 variables was confirmed in the proposed model and the comparison model. The restoration performance is different by variables, and the restoration is normally well operated because the loss value is small for Memory, Disk, and Network modals in all three Autoencoder models. The process modal did not show a significant difference in all three models, and the CPU modal showed excellent performance in CMAE. ROC curve was prepared for the evaluation of anomaly detection performance in the proposed model and the comparison model, and AUC, accuracy, precision, recall, and F1-score were compared. In all indicators, the performance was shown in the order of CMAE, MAE, and AE. Especially, the reproduction rate was 0.9828 for CMAE, which can be confirmed to detect almost most of the abnormalities. The accuracy of the model was also improved and 87.12%, and the F1-score was 0.8883, which is considered to be suitable for anomaly detection. In practical aspect, the proposed model has an additional advantage in addition to performance improvement. The use of techniques such as time series decomposition and sliding windows has the disadvantage of managing unnecessary procedures; and their dimensional increase can cause a decrease in the computational speed in inference.The proposed model has characteristics that are easy to apply to practical tasks such as inference speed and model management.

Exploring the Impact of Environmental Factors on Fermentation Trends: A Google Trends Analysis from 2020 to 2024

  • Won JOO;Eun-Ah CHEON
    • Journal of Wellbeing Management and Applied Psychology
    • /
    • v.7 no.4
    • /
    • pp.51-64
    • /
    • 2024
  • Purpose: This study analyzes factors influencing public interest in fermentation using Google search trends. Specifically, it examines how key elements such as oxygen, temperature, time, and pH influence fermentation-0related searches from December 2020 to September 2024. Research design, data and methodology: Data from Google Trends was collected under the Beauty & Fitness category for the terms "Fermentation," "Oxygen," "Temperature," "Time," and "pH." Time series analysis was used to track trends over four years, and a correlation analysis was conducted to assess the relationships between these terms. A linear regression model was built to determine the influence of each factor on fermentation-related searches. The dataset was split into 80% training data and 20% testing data for model validation. Results: The correlation analysis indicated moderate positive relationships between fermentation-related searches and both time and pH, while oxygen had little to no correlation. The regression model showed that time and pH were the strongest influencers of fermentation interest, explaining 25% of the variance (R-squared = 0.25). Oxygen and temperature had minimal impact in predicting fermentation-related search interest. Conclusions: Time and pH are significant factors influencing public interest in fermentation-related topics, as shown by search trends. In contrast, oxygen and temperature, while important in the fermentation process itself, did not strongly affect public search behavior. These findings provide valuable insights for businesses and researchers looking to better understand consumer interest in fermentation products.

Convolutional Neural Network and Data Mutation for Time Series Pattern Recognition (컨벌루션 신경망과 변종데이터를 이용한 시계열 패턴 인식)

  • Ahn, Myong-ho;Ryoo, Mi-hyeon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2016.05a
    • /
    • pp.727-730
    • /
    • 2016
  • TSC means classifying time series data based on pattern. Time series data is quite common data type and it has high potential in many fields, so data mining and machine learning have paid attention for long time. In traditional approach, distance and dictionary based methods are quite popular. but due to time scale and random noise problems, it has clear limitation. In this paper, we propose a novel approach to deal with these problems with CNN and data mutation. CNN is regarded as proven neural network model in image recognition, and could be applied to time series pattern recognition by extracting pattern. Data mutation is a way to generate mutated data with different methods to make CNN more robust and solid. The proposed method shows better performance than traditional approach.

  • PDF

Fuzzy Model Identification for Time Series System Using Wavelet Transform and Genetic DNA-Code

  • Lee, Yeun-Woo;Kim, Jung-Chan;Joo, Young-Hoon
    • Proceedings of the Korean Institute of Intelligent Systems Conference
    • /
    • 2003.09a
    • /
    • pp.322-325
    • /
    • 2003
  • In this paper, we propose n new fuzzy model identification of time series system using wavelet transform and genetic DNA code. Generally, it is well known that the DNA coding method is more diverse in the knowledge expression and better in the optimization performance than the genetic algorithm (GA) because it can encode more plentiful genetic information based on the biological DNA. The proposed method can construct a fuzzy model using the wavelet transform, in which the coefficients are identified by the DNA coding method. Thus, we can effectively get the fuzzy model of the nonlinear system by using the advantages of both wavelet transform and DNA coding method. In order to demonstrate the superiority of the proposed method, it is compared with modeling method using the conventional GA.

  • PDF

Identification of Cutting Mechanisms in Orthogonal Cutting of Glass Fiber Reinforced Composites

  • Choe Gi-Heung
    • Proceedings of the Korean Institute of Industrial Safety Conference
    • /
    • 2000.11a
    • /
    • pp.39-45
    • /
    • 2000
  • In recent years, composite materials such as fiber reinforced plastics (FRP) have gained considerable attention in the aircraft and automobile industries due to their light weight, high modulus and specific strength. In practice, control of chip formation appears to be the most serious problem since chip formation mechanism in composite machining has significant effects on the finished surface [1,2,3,4,5]. Current study will discuss frequency analysis based on autoregressive (AR) time series model and process characterization in orthogonal cutting of a fiber-matrix composite materials. A sparsely distributed idealized model composite material, namely a glass reinforced polyester (GFRP) was used as workpiece. Analysis method employs a force sensor and the signals from the sensor are processed using AR time series model. The experimental correlation between the different chip formation mechanisms and model coefficients are established.(omitted)

  • PDF