• Asia-Pacific Journal of Business
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• v.9 no.4
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• pp.137-155
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• 2018

It has been reported that there is a significant positive relationship between the unexpected earnings on the earnings announcement date and the cumulative abnormal returns following the earnings announcement date. This study investigates whether the results of prior studies are because the public announcement of shareholders' meeting date was selected as the event date instead of either the preliminary earnings disclosure date or the profit/loss change announcement date. The results of this study are as follows. First, post-earnings-announcement drift(PEAD) occurs when unexpected earnings were computed based on the prior period earnings and the public announcement of the shareholders' meeting date as the profit disclosure date. Second, when analyzing the PEAD with the unexpected earnings calculated using the financial analysts' forecasts, no PEAD has been found both on the date of the shareholders' meeting and the earlier date of the preliminary earnings disclosure, profit/loss change announcement, or the public announcement of the shareholders' meeting. Foster et al. (1984) analyze the PEAD using time series model and earnings forecasting model and suggest that the PEAD appears only in the time series model. In this study, too, in the case of using analysts' profit forecasts, the lack of the PEAD shows that the PEAD can be changed according to the method of measuring the unexpected earnings.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.785-799
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• 2018

With the development of renewable energy sector, the importance of solar energy is continuously increasing. Solar radiation forecasting is essential to accurately solar power generation forecasting. In this paper, we used time series models (ARIMA, ARIMAX, seasonal ARIMA, seasonal ARIMAX, ARIMA GARCH, ARIMAX-GARCH, seasonal ARIMA-GARCH, seasonal ARIMAX-GARCH). We compared the performance of the models using mean absolute error and root mean square error. According to the performance of the models without exogenous variables, the Seasonal ARIMA-GARCH model showed better performance model considering the problem of heteroscedasticity. However, when the exogenous variables were considered, the ARIMAX model showed the best forecasting accuracy.

• The Journal of Economics, Marketing and Management
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• v.9 no.2
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• pp.1-10
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• 2021

Purpose: In this work, we examine several time series models to predict internet and mobile transaction amount in South Korea, whereas Jeong (2020) has obtained the optimal forecasts for online shopping transaction amount by using time series models. Additionally, optimal forecasts based on the model considered can be calculated and applied to the Corona 19 situation. Research design, data, and methodology: The data are extracted from the online shopping trend survey of the National Statistical Office, and homogeneous and comparable in size based on 46 realizations sampled from January 2007 to October 2020. To achieve the goal of this work, both multiplicative ARIMA model and Holt-Winters Multiplicative seasonality method are taken into account. In addition, goodness-of-fit measures are used as crucial tools of the appropriate construction of forecasting model. Results: All of the optimal forecasts for the next 12 months for two online shopping transactions maintain a pattern in which the slope increases linearly and steadily with a fixed seasonal change that has been subjected to seasonal fluctuations. Conclusions: It can be confirmed that the mobile shopping transactions is much larger than the internet shopping transactions for the increase in trend and seasonality in the future.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.31B no.1
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• pp.34-40
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• 1994

The design and implementation of a fuzzy self-organizing controller for an environmental temperature chamber is discussed. The chamber is a non-linear, time-variant system with delay-time and dead-time. And the parameter tuning is required in PI control when the performance degraded. However the proposed fuzzy-SOC monitors the performance of the process. modifies the data base, and performs the delay-time compensation based on the idealized process model. A series of experiments was performed for the conventional PI and the fuzzy-SOC. These experimental results show the usefulness of the fuzzy-SOC.

• Proceedings of the KIEE Conference
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• 2004.05a
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• pp.3-6
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• 2004

In this paper, the problem of identifying a time-varying nonlinear system in an adaptive way was considered, whereby the time-varying second-order Volterra series was employed to model the system and the filtered weighted least squares (FWLS) algorithm was utilized for the fast parameter tracking capability with low computational burden. Finally, the performance of the proposed approach was demonstrated by providing some computer simulation results.

• Journal of Drive and Control
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• v.15 no.4
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• pp.67-73
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• 2018

The paper deals with an approach to time domain simulation for closed end at the downstream of pipe, hydraulic lines terminating into a tank and series lines with change of cross sectional area. Time domain simulation of a fluid power systems containing hydraulic lines is very complex and difficult if the transfer functions consist of hyperbolic Bessel functions which is the case for the distributed parameter dissipative model. In this paper, the magnitudes and phases of the complex transfer functions of hydraulic lines are calculated, and the MATLAB Toolbox is used to formulate a rational polynomial approximation for these transfer functions in the frequency domain. The approximated transfer functions are accurate over a designated frequency range, and used to analyze the time domain response. This approach is usefully to simulate fluid power systems with hydraulic lines without to approximate the frequency dependent viscous friction.

• Journal of Communications and Networks
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• v.16 no.1
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• pp.92-97
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• 2014

A novel method for extracting frequency slippage signal from radar full pulse sequence is presented. For the radar full pulse sequence received by radar interception receiver, radio frequency (RF) and time of arrival (TOA) of all pulses constitute a two-dimensional information sequence. In a complex and intensive electromagnetic environment, the TOA of pulses is distributed unevenly, randomly, and in a nonstationary manner, preventing existing methods from directly analyzing such time series and effectively extracting certain signal features. This work applies Gaussian noise insertion and structure function to the TOA-RF information sequence respectively such that the equalization of time intervals and correlation processing are accomplished. The components with different frequencies in structure function series are separated using empirical mode decomposition. Additionally, a chaos detection model based on the Duffing equation is introduced to determine the useful component and extract the changing features of RF. Experimental results indicate that the proposed methodology can successfully extract the slippage signal effectively in the case that multiple radar pulse sequences overlap.

• International Journal of Contents
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• v.17 no.3
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• pp.1-14
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• 2021

Since the outbreak of the coronavirus disease 2019 (COVID-19) pandemic, a lot of efforts have been made in the field of data science to help combat against this disease. Among them, forecasting the number of cases of infection is a crucial problem to predict the development of the pandemic. Many deep learning-based models can be applied to solve this type of time series problem. In this research, we would like to take a step forward to incorporate spatial data (geography) with time series data to forecast the cases of region-level infection simultaneously. Specifically, we model a single spatio-temporal graph, in which nodes represent the geographic regions, spatial edges represent the distance between each pair of regions, and temporal edges indicate the node features through time. We evaluate this approach in COVID-19 in a Korean dataset, and we show a decrease of approximately 10% in both RMSE and MAE, and a significant boost to the training speed compared to the baseline models. Moreover, the training efficiency allows this approach to be extended for a large-scale spatio-temporal dataset.

• International Journal of Computer Science & Network Security
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• v.23 no.4
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• pp.166-171
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• 2023

The Stock price analysis is an increasing concern in a financial time series. The purpose of the study is to analyze the price parameters of date, high, low, and news feed about the stock exchange price. Long short term memory (LSTM) is a cutting-edge technology used for predicting the data based on time series. LSTM performs well in executing large sequence of data. This paper presents the Long Short Term Memory Model has used to analyze the stock price ranges of 10 days and 20 days by exponential moving average. The proposed approach gives better performance using technical indicators of stock price with an accuracy of 82.6% and cross entropy of 71%.

• Journal of the Korean Association of Geographic Information Studies
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• v.9 no.3
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• pp.136-145
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• 2006

SWAT includes a lot of parameters related with geography, hydrological time series, land management and water pollution, etc. So, it needs many spatial, non-spatial and time series data to run SWAT. If SWAT is operated in conjunction with GIS, we can use database which includes model input data and do all the processes which covers data creation, model input and analysis of simulation results in a system. The objective of this study is to develop HyGIS-SWAT which is the interface system to couple the SWAT model and HyGIS. To achieve this object, system operation process based on HyGIS-SWAT data model is evaluated and databases are designed and established. As a result, HyGIS-SWAT prototype system is developed. HyGIS data model and HyGIS-Model operation process can be applied effectively to the development of HyGIS-SWAT. The technologies from this study can be used as base technology to develop another HyGIS application which connect HyGIS with models.