• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.244-244
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• 2023

Both the frequency and the magnitude of hydrometeorological extreme events such as severe floods and droughts are increasing. In order to prevent a damage from the climatic disaster, hydrological models are often simulated under various meteorological conditions. While performing the simulations, a synthetic data generated through time series models which maintains the key statistical characteristics of the sample data are widely applied. However, the synthetic data can easily maintains both the average and the variance of the sample data, but the quantile is not maintained well. In this study, we proposes a data generation method which maintains the quantile of the sample data well. The equations of the former maintenance of variance extension (MOVE) are expanded to maintain quantile rather than the average or the variance of the sample data. The equations are derived and the coefficients are determined based on the characteristics of the sample data that we aim to preserve. Monte Carlo simulation is utilized to assess the performance of the proposed data generation method. A time series data (data length of 500) is regarded as the sample data and selected randomly from the sample data to create the data set (data length of 30) for simulation. Data length of the selected data set is expanded from 30 to 500 by using the proposed method. Then, the average, the variance, and the quantile difference between the sample data, and the expanded data are evaluated with relative root mean square error for each simulation. As a result of the simulation, each equation which is designed to maintain the characteristic of data performs well. Moreover, expanded data can preserve the quantile of sample data more precisely than that those expanded through the conventional time series model.

• 제어로봇시스템학회:학술대회논문집
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• 1986.10a
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• pp.641-642
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• 1986

We present a method for the estimation of intramuscular electromyographic(EMG) signals from the given surface EMG signals. This method is based on representing the surface EMG signal as an autoregressive(AR) time model with a delayed intramuscular EMG signal as an input. The parameters of the time series model that transforms the intramuscular signal to the surface signal are identified. The identified model is then used in estimating the intramuscular signal from the surface signal.

• Journal of the Korean Statistical Society
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• v.21 no.1
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• pp.47-58
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• 1992

The autocorrelation function structures of bilinear time series model BL(p, q, r, s), $r \geq s$ are obtained and shown to be analogous to those of ARMA(p, l), l=max(q, s). Simulation studies are performed to investigate the adequacy of Akaike information criteria for identification between ARMA(p, l) and BL(p, q, r, s) models and for determination of orders of BL(p, q, r, s) models. It is suggested that the model of having minimum Akaike information criteria is selected for a suitable model.

• Journal of Korea Water Resources Association
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• v.52 no.12
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• pp.1075-1086
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• 2019

Recently, as the incidence of climate warming and abnormal climate increases, the forecasting of hydrological factors such as precipitation and river flow is getting more complicated, and the risk of water shortage is also increasing. Therefore, this study aims to develop a model for predicting the amount of water intake in mid-term. To this end, the correlation between water intake and meteorological factors, including temperature and precipitation, was used to select input factors. In addition, the amount of water intake increased with time series and seasonal characteristics were clearly shown. Thus, the preprocessing process was performed using the time series decomposition method, and the support vector machine (SVM) was applied to the residual to develop the river intake prediction model. This model has an error of 4.1% on average, which is higher accuracy than the SVM model without preprocessing. In particular, this model has an advantage in mid-term prediction for one to two months. It is expected that the water intake forecasting model developed in this study is useful to be applied for water allocation computation in the permission of river water use, water quality management, and drought measurement for sustainable and efficient management of water resources.

• Korean Journal of Agricultural and Forest Meteorology
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• v.23 no.4
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• pp.415-423
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• 2021

Recently, an R-based point time series data validation system has been established for the statistical post processing and improvement of the National Center for AgroMeteorology-Land Atmosphere Modeling Package (NCAM-LAMP) medium-range prediction data. The time series verification system was used to compare the NCAM-LAMP with the AWS observations and GDAPS medium-range prediction model data operated by Korea Meteorological Administration. For this comparison, the model latitude and longitude data closest to the observation station were extracted and a total of nine points were selected. For each point, the characteristics of the model prediction error were obtained by comparing the daily average of the previous prediction data of air temperature, wind speed, and hourly precipitation, and then we tried to improve the next prediction data using Support Vector Machine( SVM) method. For three months from August to October 2017, the SVM method was used to calibrate the predicted time series data for each run. It was found that The SVM-based correction was promising and encouraging for wind speed and precipitation variables than for temperature variable. The correction effect was small in August but considerably increased in September and October. These results indicate that the SVM method can contribute to mitigate the gradual degradation of medium-range predictability as the model boundary data flows into the model interior.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.39 no.1
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• pp.64-72
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• 2016

In this paper, we utilize a Gaussian process to predict the power consumption in the air-conditioning system. As the power consumption in the air-conditioning system takes a form of a time-series and the prediction of the power consumption becomes very important from the perspective of the efficient energy management, it is worth to investigate the time-series model for the prediction of the power consumption. To this end, we apply the Gaussian process to predict the power consumption, in which the Gaussian process provides a prior probability to every possible function and higher probabilities are given to functions that are more likely consistent with the empirical data. We also discuss how to estimate the hyper-parameters, which are parameters in the covariance function of the Gaussian process model. We estimated the hyper-parameters with two different methods (marginal likelihood and leave-one-out cross validation) and obtained a model that pertinently describes the data and the results are more or less independent of the estimation method of hyper-parameters. We validated the prediction results by the error analysis of the mean relative error and the mean absolute error. The mean relative error analysis showed that about 3.4% of the predicted value came from the error, and the mean absolute error analysis confirmed that the error in within the standard deviation of the predicted value. We also adopt the non-parametric Wilcoxon's sign-rank test to assess the fitness of the proposed model and found that the null hypothesis of uniformity was accepted under the significance level of 5%. These results can be applied to a more elaborate control of the power consumption in the air-conditioning system.

• Journal of Convergence for Information Technology
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• v.12 no.1
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• pp.31-38
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• 2022

This paper applies an expert independent unsupervised neural network learning-based multivariate time series data analysis model, MSCRED(Multi-Scale Convolutional Recurrent Encoder-Decoder), and to overcome the limitation, because the MCRED is based on Auto-encoder model, that train data must not to be contaminated, by using learning data sampling technique, called Subset Sampling Validation. By using the vibration data of power plant equipment that has been labeled, the classification performance of MSCRED is evaluated with the Anomaly Score in many cases, 1) the abnormal data is mixed with the training data 2) when the abnormal data is removed from the training data in case 1. Through this, this paper presents an expert-independent anomaly diagnosis framework that is strong against error data, and presents a concise and accurate solution in various fields of multivariate time series data.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.395-406
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• 2022

This paper studies the outlier detection method for multivariate long memory time series. The existing outlier detection methods are based on a short memory VARMA model, so they are not suitable for multivariate long memory time series. It is because higher order of autoregressive model is necessary to account for long memory, however, it can also induce estimation instability as the number of parameter increases. To resolve this issue, we propose outlier detection methods based on the VHAR structure. We also adapt the robust estimation method to estimate VHAR coefficients more efficiently. Our simulation results show that our proposed method performs well in detecting outliers in multivariate long memory time series. Empirical analysis with stock index shows RVHAR model finds additional outliers that existing model does not detect.

• Journal of Navigation and Port Research
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• v.47 no.6
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• pp.376-385
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• 2023

Fishing boat capsizing accidents account for more than half of all capsize accidents. These can occur for a variety of reasons, including inexperienced operation, bad weather, and poor maintenance. Due to the size and influence of the industry, technological complexity, and regional diversity, fishing ships are relatively under-researched compared to commercial ships. This study aimed to predict the rolling motion time series of fishing boats using an image-based deep learning model. Image-based deep learning can achieve high performance by learning various patterns in a time series. Three image-based deep learning models were used for this purpose: Xception, ResNet50, and CRNN. Xception and ResNet50 are composed of 177 and 184 layers, respectively, while CRNN is composed of 22 relatively thin layers. The experimental results showed that the Xception deep learning model recorded the lowest Symmetric mean absolute percentage error(sMAPE) of 0.04291 and Root Mean Squared Error(RMSE) of 0.0198. ResNet50 and CRNN recorded an RMSE of 0.0217 and 0.022, respectively. This confirms that the models with relatively deeper layers had higher accuracy.

• Journal of the Korean Society for Nondestructive Testing
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• v.36 no.2
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• pp.93-101
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• 2016

This paper presents the results obtained using time-series-based methods for structural damage assessment. The methods are applied to a wind turbine blade structure subjected to fatigue loads. A 9 m CX-100 (carbon experimental 100 kW) blade is harmonically excited at its first natural frequency to introduce a failure mode. Consequently, a through-thickness fatigue crack is visually identified at 8.5 million cycles. The time domain data from the piezoelectric active-sensing techniques are measured during the fatigue loadings and used to detect incipient damage. The damage-sensitive features, such as the first four moments and a normality indicator, are extracted from the time domain data. Time series autoregressive models with exogenous inputs are also implemented. These features could efficiently detect a fatigue crack and are less sensitive to operational variations than the other methods.