• Title/Summary/Keyword: Time-series Model

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Process Fault Probability Generation via ARIMA Time Series Modeling of Etch Tool Data

  • Arshad, Muhammad Zeeshan;Nawaz, Javeria;Park, Jin-Su;Shin, Sung-Won;Hong, Sang-Jeen
    • Proceedings of the Korean Vacuum Society Conference
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    • 2012.02a
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    • pp.241-241
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    • 2012
  • Semiconductor industry has been taking the advantage of improvements in process technology in order to maintain reduced device geometries and stringent performance specifications. This results in semiconductor manufacturing processes became hundreds in sequence, it is continuously expected to be increased. This may in turn reduce the yield. With a large amount of investment at stake, this motivates tighter process control and fault diagnosis. The continuous improvement in semiconductor industry demands advancements in process control and monitoring to the same degree. Any fault in the process must be detected and classified with a high degree of precision, and it is desired to be diagnosed if possible. The detected abnormality in the system is then classified to locate the source of the variation. The performance of a fault detection system is directly reflected in the yield. Therefore a highly capable fault detection system is always desirable. In this research, time series modeling of the data from an etch equipment has been investigated for the ultimate purpose of fault diagnosis. The tool data consisted of number of different parameters each being recorded at fixed time points. As the data had been collected for a number of runs, it was not synchronized due to variable delays and offsets in data acquisition system and networks. The data was then synchronized using a variant of Dynamic Time Warping (DTW) algorithm. The AutoRegressive Integrated Moving Average (ARIMA) model was then applied on the synchronized data. The ARIMA model combines both the Autoregressive model and the Moving Average model to relate the present value of the time series to its past values. As the new values of parameters are received from the equipment, the model uses them and the previous ones to provide predictions of one step ahead for each parameter. The statistical comparison of these predictions with the actual values, gives us the each parameter's probability of fault, at each time point and (once a run gets finished) for each run. This work will be extended by applying a suitable probability generating function and combining the probabilities of different parameters using Dempster-Shafer Theory (DST). DST provides a way to combine evidence that is available from different sources and gives a joint degree of belief in a hypothesis. This will give us a combined belief of fault in the process with a high precision.

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Air passenger demand forecasting for the Incheon airport using time series models (시계열 모형을 이용한 인천공항 이용객 수요 예측)

  • Lee, Jihoon;Han, Hyerim;Yoon, Sanghoo
    • Journal of Digital Convergence
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    • v.18 no.12
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    • pp.87-95
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    • 2020
  • The Incheon airport is a gateway to and from the Republic of Korea and has a great influence on the image of the country. Therefore, it is necessary to predict the number of airport passengers in the long term in order to maintain the quality of service at the airport. In this study, we compared the predictive performance of various time series models to predict the air passenger demand at Incheon Airport. From 2002 to 2019, passenger data include trend and seasonality. We considered the naive method, decomposition method, exponential smoothing method, SARIMA, PROPHET. In order to compare the capacity and number of passengers at Incheon Airport in the future, the short-term, mid-term, and long-term was forecasted by time series models. For the short-term forecast, the exponential smoothing model, which weighted the recent data, was excellent, and the number of annual users in 2020 will be about 73.5 million. For the medium-term forecast, the SARIMA model considering stationarity was excellent, and the annual number of air passengers in 2022 will be around 79.8 million. The PROPHET model was excellent for long-term prediction and the annual number of passengers is expected to be about 99.0 million in 2024.

Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model (Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.3B
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    • pp.279-289
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    • 2006
  • The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Time Trend of Occupational Noise-induced Hearing Loss in a Metallurgical Plant With a Hearing Conservation Program

  • Adalva V. Couto Lopes;Cleide F. Teixeira;Mirella B.R. Vilela;Maria L.L.T. de Lima
    • Safety and Health at Work
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    • v.15 no.2
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    • pp.181-186
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    • 2024
  • Background: This study aimed to analyze the trend of occupational noise-induced hearing loss (ONIHL) in Brazilian workers at a metallurgical plant with a hearing conservation program (HCP), which has been addressed in a previous study. Methods: All 152 workers in this time series (20032018) participated in the HCP and used personal protective equipment. All annual audiometry records in the company's software were collected from the electronic database. The trend of ONIHL was analyzed with the joinpoint regression model. The hearing thresholds of ONIHL cases at the end of the series were compared with those found in a national reference study. Results: The binaural mean hearing thresholds at 3, 4, and 6 kHz at the end of the series were higher for ages ≥50 years, exposures ≥85 dB (A), time since admission >20 years, and maintenance workers. Significance was found only in the group divided by age. There was an increasing time trend of ONIHL, though with a low percentage variation for the period (AAPC = 3.5%; p = 0.01). Hearing thresholds in this study differed from the reference one. Conclusion: Despite the unmet expectation of a stationary trend in the study period, the time pace of ONIHL evolution did not follow what was expected for a population exposed to noise. These findings signal to the scientific community and public authorities that good ONIHL control is possible when HCP is well implemented.

Analysis of Highway Traffic Indices Using Internet Search Data (검색 트래픽 정보를 활용한 고속도로 교통지표 분석 연구)

  • Ryu, Ingon;Lee, Jaeyoung;Park, Gyeong Chul;Choi, Keechoo;Hwang, Jun-Mun
    • Journal of Korean Society of Transportation
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    • v.33 no.1
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    • pp.14-28
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    • 2015
  • Numerous research has been conducted using internet search data since the mid-2000s. For example, Google Inc. developed a service predicting influenza patterns using the internet search data. The main objective of this study is to prove the hypothesis that highway traffic indices are similar to the internet search patterns. In order to achieve this objective, a model to predict the number of vehicles entering the expressway and space-mean speed was developed and the goodness-of-fit of the model was assessed. The results revealed several findings. First, it was shown that the Google search traffic was a good predictor for the TCS entering traffic volume model at sites with frequent commute trips, and it had a negative correlation with the TCS entering traffic volume. Second, the Naver search traffic was utilized for the TCS entering traffic volume model at sites with numerous recreational trips, and it was positively correlated with the TCS entering traffic volume. Third, it was uncovered that the VDS speed had a negative relationship with the search traffic on the time series diagram. Lastly, it was concluded that the transfer function noise time series model showed the better goodness-of-fit compared to the other time series model. It is expected that "Big Data" from the internet search data can be extensively applied in the transportation field if the sources of search traffic, time difference and aggregation units are explored in the follow-up studies.

A Time Series Forecasting Model with the Option to Choose between Global and Clustered Local Models for Hotel Demand Forecasting (호텔 수요 예측을 위한 전역/지역 모델을 선택적으로 활용하는 시계열 예측 모델)

  • Keehyun Park;Gyeongho Jung;Hyunchul Ahn
    • The Journal of Bigdata
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    • v.9 no.1
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    • pp.31-47
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    • 2024
  • With the advancement of artificial intelligence, the travel and hospitality industry is also adopting AI and machine learning technologies for various purposes. In the tourism industry, demand forecasting is recognized as a very important factor, as it directly impacts service efficiency and revenue maximization. Demand forecasting requires the consideration of time-varying data flows, which is why statistical techniques and machine learning models are used. In recent years, variations and integration of existing models have been studied to account for the diversity of demand forecasting data and the complexity of the natural world, which have been reported to improve forecasting performance concerning uncertainty and variability. This study also proposes a new model that integrates various machine-learning approaches to improve the accuracy of hotel sales demand forecasting. Specifically, this study proposes a new time series forecasting model based on XGBoost that selectively utilizes a local model by clustering with DTW K-means and a global model using the entire data to improve forecasting performance. The hotel demand forecasting model that selectively utilizes global and regional models proposed in this study is expected to impact the growth of the hotel and travel industry positively and can be applied to forecasting in other business fields in the future.

An Empirical Study on Explosive Volatility Test with Possibly Nonstationary GARCH(1, 1) Models

  • Lee, Sangyeol;Noh, Jungsik
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.207-215
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    • 2013
  • In this paper, we implement an empirical study to test whether the time series of daily returns in stock and Won/USD exchange markets is strictly stationary or explosive. The results indicate that only a few series show nonstationary volatility when dramatic events erupted; in addition, this nonstationary behavior occurs more often in the Won/USD exchange market than in the stock market.

Real Time Implementittion of Time Varying Nonstationary Signal Identifier and Its Application to Muscle Fatigue Monitoring (비정상 시변 신호 인식기의 실시간 구현 및 근피로도 측정에의 응용)

  • Lee, Jin;Lee, Young-Seock;Kim, Sung-Hwan
    • Journal of Biomedical Engineering Research
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    • v.16 no.3
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    • pp.317-324
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    • 1995
  • A need exists for the accurate identification of time series models having time varying parameters, as is important in the case of real time identification of nonstationary EMG signal. Thls paper describes real time identification and muscle fatigue monitoring method of nonstationary EMG signal. The method is composed of the efficient identifier which estimates the autoregressive parameters of nonstationary EMG signal model, and its real time implementation by using T805 parallel processing computer. The method is verified through experiment with real EMG signals which are obtained from surface electrode. As a result, the proposed method provides a new approach for real time Implementation of muscle fatigue monitoring and the execution time is 0.894ms/sample for 1024Hz EMG signal.

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Enhanced reasoning with multilevel flow modeling based on time-to-detect and time-to-effect concepts

  • Kim, Seung Geun;Seong, Poong Hyun
    • Nuclear Engineering and Technology
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    • v.50 no.4
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    • pp.553-561
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    • 2018
  • To easily understand and systematically express the behaviors of the industrial systems, various system modeling techniques have been developed. Particularly, the importance of system modeling has been greatly emphasized in recent years since modern industrial systems have become larger and more complex. Multilevel flow modeling (MFM) is one of the qualitative modeling techniques, applied for the representation and reasoning of target system characteristics and phenomena. MFM can be applied to industrial systems without additional domain-specific assumptions or detailed knowledge, and qualitative reasoning regarding event causes and consequences can be conducted with high speed and fidelity. However, current MFM techniques have a limitation, i.e., the dynamic features of a target system are not considered because time-related concepts are not involved. The applicability of MFM has been restricted since time-related information is essential for the modeling of dynamic systems. Specifically, the results from the reasoning processes include relatively less information because they did not utilize time-related data. In this article, the concepts of time-to-detect and time-to-effect were adopted from the system failure model to incorporate time-related issues into MFM, and a methodology for enhancing MFM-based reasoning with time-series data was suggested.

Deep Learning based Time Offset Estimation in GPS Time Transfer Measurement Data (GPS 시각전송 측정데이터에 대한 딥러닝 모델 기반 시각오프셋 예측)

  • Yu, Dong-Hui;Kim, Min-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.3
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    • pp.456-462
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    • 2022
  • In this paper, we introduce a method of predicting time offset by applying LSTM, a deep learning model, to a precision time comparison technique based on measurement data extracted from code signals transmitted from GPS satellites to determine Universal Coordinated Time (UTC). First, we introduce a process of extracting time information from code signals received from a GPS satellite on a daily basis and constructing a daily time offset into one time series data. To apply the deep learning model to the constructed time offset time series data, LSTM, one of the recurrent neural networks, was applied to predict the time offset of a GPS satellite. Through this study, the possibility of time offset prediction by applying deep learning in the field of GNSS precise time transfer was confirmed.