• Title/Summary/Keyword: Time-series Model

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Fuzzy PID Control of Warranty Claims Time Series (보증 클레임 시계열 데이터를 위한 퍼지 PID 제어)

  • Lee, Sang-Hyun;Lee, Sang-Joon;Moon, Kyung-Il;Cho, Sung-Eui
    • Journal of Information Technology Services
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    • v.8 no.4
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    • pp.175-185
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    • 2009
  • Objectifying claims filed during the warranty period, analyzing the current circumstances and improving on the problem in question is an activity worth doing that could reduce the likelihood of claims to occur, cut down on the costs, and enhance the corporate image of the manufacturer. Existing analyses of claims are confronted with two problems. First, you can't precisely assess the risks of claims involved by means of the value of claims per 100 products alone. Second, even in a normal state, the existing approach fails to capture the probabilistic conflicts that escape the upper control limit of claims, thus leading to wrong control activities. To solve the first problem, this paper proposed that a time series detection concept where the claim rate is monitored based on the date when problems are processed and a hazard function for expression of the claim rate be utilized. For the second problem, this paper designed a model whereby to define a normal state by making use of PID (Proportion, Integral, Differential) and infer by way of a fuzzy concept. This paper confirmed the validity and applicability of the proposed approach by applying methods suggested in the actual past data of warranty claims of a large-scaled automotive firm, unlike hypothetical simulation data, in order to apply them directly in industrial job sites, as well as making theoretical suggestions for analysis of claims.

Research Trends Analysis of Big Data: Focused on the Topic Modeling (빅데이터 연구동향 분석: 토픽 모델링을 중심으로)

  • Park, Jongsoon;Kim, Changsik
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.15 no.1
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    • pp.1-7
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    • 2019
  • The objective of this study is to examine the trends in big data. Research abstracts were extracted from 4,019 articles, published between 1995 and 2018, on Web of Science and were analyzed using topic modeling and time series analysis. The 20 single-term topics that appeared most frequently were as follows: model, technology, algorithm, problem, performance, network, framework, analytics, management, process, value, user, knowledge, dataset, resource, service, cloud, storage, business, and health. The 20 multi-term topics were as follows: sense technology architecture (T10), decision system (T18), classification algorithm (T03), data analytics (T17), system performance (T09), data science (T06), distribution method (T20), service dataset (T19), network communication (T05), customer & business (T16), cloud computing (T02), health care (T14), smart city (T11), patient & disease (T04), privacy & security (T08), research design (T01), social media (T12), student & education (T13), energy consumption (T07), supply chain management (T15). The time series data indicated that the 40 single-term topics and multi-term topics were hot topics. This study provides suggestions for future research.

Nonparametric clustering of functional time series electricity consumption data (전기 사용량 시계열 함수 데이터에 대한 비모수적 군집화)

  • Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.149-160
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    • 2019
  • The electricity consumption time series data of 'A' University from July 2016 to June 2017 is analyzed via nonparametric functional data clustering since the time series data can be regarded as realization of continuous functions with dependency structure. We use a Bouveyron and Jacques (Advances in Data Analysis and Classification, 5, 4, 281-300, 2011) method based on model-based functional clustering with an FEM algorithm that assumes a Gaussian distribution on functional principal components. Clusterwise analysis is provided with cluster mean functions, densities and cluster profiles.

Development of Machine Learning Model to Predict Hydrogen Maser Holdover Time (수소 메이저 홀드오버 시간예측을 위한 머신러닝 모델 개발)

  • Sang Jun Kim;Young Kyu Lee;Joon Hyo Rhee;Juhyun Lee;Gyeong Won Choi;Ju-Ik Oh;Donghui Yu
    • Journal of Positioning, Navigation, and Timing
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    • v.13 no.1
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    • pp.111-115
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    • 2024
  • This study builds a machine learning model optimized for clocks among various techniques in the field of artificial intelligence and applies it to clock stabilization or synchronization technology based on atomic clock noise characteristics. In addition, the possibility of providing stable source clock data is confirmed through the characteristics of machine learning predicted values during holdover of atomic clocks. The proposed machine learning model is evaluated by comparing its performance with the AutoRegressive Integrated Moving Average (ARIMA) model, an existing statistical clock prediction model. From the results of the analysis, the prediction model proposed in this study (MSE: 9.47476) has a lower MSE value than the ARIMA model (MSE: 221.2622), which means that it provides more accurate predictions. The prediction accuracy is based on understanding the complex nature of data that changes over time and how well the model reflects this. The application of a machine learning prediction model can be seen as a way to overcome the limitations of the statistical-based ARIMA model in time series prediction and achieve improved prediction performance.

Synthetic Streamflow Generation Using Autoregressive Modeling in the Upper Nakdong River Basin

  • Rubio, Christabel Jane P.;Oh, Kuk-Ryul;Ryu, Jae-H.;Jeong, Sang-Man
    • Journal of the Korean Society of Hazard Mitigation
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    • v.10 no.1
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    • pp.81-88
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    • 2010
  • The analysis and synthesis of various types of hydrologic variables such as precipitation, surface runoff, and discharge are usually required in planning and management of water resources. These hydrologic variables are mostly represented using stochastic models. One of which is the autoregressive model, that gives promising results in time series modeling. This study is an application of this model, which aimed to determine the AR model that best represents the historical monthly streamflow of the two gauging stations, namely Andong Dam and Imha Dam, both located in the upper Nakdong River Basin. AR(3) model was found to be the best model for both gauging stations. Parameters of the determined order of AR model ($\phi_1$, $\phi_2$ and $\phi_3$) were also estimated. Using several diagnostic tests, the efficiency of the determined AR(3) model was tested. These tests indicated the accuracy of the determined AR(3) model.

Comparative analysis of linear model and deep learning algorithm for water usage prediction (물 사용량 예측을 위한 선형 모형과 딥러닝 알고리즘의 비교 분석)

  • Kim, Jongsung;Kim, DongHyun;Wang, Wonjoon;Lee, Haneul;Lee, Myungjin;Kim, Hung Soo
    • Journal of Korea Water Resources Association
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    • v.54 no.spc1
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    • pp.1083-1093
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    • 2021
  • It is an essential to predict water usage for establishing an optimal supply operation plan and reducing power consumption. However, the water usage by consumer has a non-linear characteristics due to various factors such as user type, usage pattern, and weather condition. Therefore, in order to predict the water consumption, we proposed the methodology linking various techniques that can consider non-linear characteristics of water use and we called it as KWD framework. Say, K-means (K) cluster analysis was performed to classify similar patterns according to usage of each individual consumer; then Wavelet (W) transform was applied to derive main periodic pattern of the usage by removing noise components; also, Deep (D) learning algorithm was used for trying to do learning of non-linear characteristics of water usage. The performance of a proposed framework or model was analyzed by comparing with the ARMA model, which is a linear time series model. As a result, the proposed model showed the correlation of 92% and ARMA model showed about 39%. Therefore, we had known that the performance of the proposed model was better than a linear time series model and KWD framework could be used for other nonlinear time series which has similar pattern with water usage. Therefore, if the KWD framework is used, it will be possible to accurately predict water usage and establish an optimal supply plan every the various event.

Accuracy analysis of Multi-series Phenological Landcover Classification Using U-Net-based Deep Learning Model - Focusing on the Seoul, Republic of Korea - (U-Net 기반 딥러닝 모델을 이용한 다중시기 계절학적 토지피복 분류 정확도 분석 - 서울지역을 중심으로 -)

  • Kim, Joon;Song, Yongho;Lee, Woo-Kyun
    • Korean Journal of Remote Sensing
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    • v.37 no.3
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    • pp.409-418
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    • 2021
  • The land cover map is a very important data that is used as a basis for decision-making for land policy and environmental policy. The land cover map is mapped using remote sensing data, and the classification results may vary depending on the acquisition time of the data used even for the same area. In this study, to overcome the classification accuracy limit of single-period data, multi-series satellite images were used to learn the difference in the spectral reflectance characteristics of the land surface according to seasons on a U-Net model, one of the deep learning algorithms, to improve classification accuracy. In addition, the degree of improvement in classification accuracy is compared by comparing the accuracy of single-period data. Seoul, which consists of various land covers including 30% of green space and the Han River within the area, was set as the research target and quarterly Sentinel-2 satellite images for 2020 were aquired. The U-Net model was trained using the sub-class land cover map mapped by the Korean Ministry of Environment. As a result of learning and classifying the model into single-period, double-series, triple-series, and quadruple-series through the learned U-Net model, it showed an accuracy of 81%, 82% and 79%, which exceeds the standard for securing land cover classification accuracy of 75%, except for a single-period. Through this, it was confirmed that classification accuracy can be improved through multi-series classification.

Optimal Forecasting for Sales at Convenience Stores in Korea Using a Seasonal ARIMA-Intervention Model (계절형 ARIMA-Intervention 모형을 이용한 한국 편의점 최적 매출예측)

  • Jeong, Dong-Bin
    • Journal of Distribution Science
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    • v.14 no.11
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    • pp.83-90
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    • 2016
  • Purpose - During the last two years, convenient stores (CS) are emerging as one of the most fast-growing retail trades in Korea. The goal of this work is to forecast and to analyze sales at CS using ARIMA-Intervention model (IM) and exponential smoothing method (ESM), together with sales at supermarkets in South Korea. Considering that two retail trades above are homogeneous and comparable in size and purchasing items on off-line distribution channel, individual behavior and characteristic can be detected and also relative superiority of future growth can be forecasted. In particular, the rapid growth of sales at CS is regarded as an everlasting external event, or step intervention, so that IM with season variation can be examined. At the same time, Winters ESM can be investigated as an alternative to seasonal ARIMA-IM, on the assumption that the underlying series shows exponentially decreasing weights over time. In case of sales at supermarkets, the marked intervention could not be found over the underlying periods, so that only Winters ESM is considered. Research Design, Data, and Methodology - The dataset of this research is obtained from Korean Statistical Information Service (1/2010~7/2016) and Survey of Service Trend of Korea Statistics Administration. This work is exploited time series analyses such as IM, ESM and model-fitting statistics by using TSPLOT, TSMODEL, EXSMOOTH, ARIMA and MODELFIT procedures in SPSS 23.0. Results - By applying seasonal ARIMA-Intervention model to sales at CS, the steep and persisting increase can be expected over the next one year. On the other hand, we expect the rate of sales growth of supermarkets to be lagging and tied up constantly in the next 2016 year. Conclusions - Based on 2017 one-year sales forecasts for CS and supermarkets, we can yield the useful information for the development of CS and also for all retail trades. Future study is needed to analyze sales of popular items individually such as tobacco, banana milk, soju and so on and to get segmented results. Furthermore, we can expand sales forecasts to other retail trades such as department stores, hypermarkets, non-store retailing, so that comprehensive diagnostics can be delivered in the future.

Time Series Analysis of the Subsurface Oceanic Data and Prediction of the Sea Surface Temperature in the Tropical Pacific (적도 태평양 아표층 자료의 시계열 분석 및 표층 수온 예측)

  • Chang You-Soon;Lee Da-Un;Youn Yong-Hoon;Seo Jang-Won
    • Journal of the Korean earth science society
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    • v.26 no.7
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    • pp.706-713
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    • 2005
  • Subsurface oceanic data (Z20; Depth of $20^{\circ}C$ isotherm and WWV; Warm Water Volume) from the tropical Pacific Ocean from 1980 to 2004 were utilized to examine upper ocean variations in relation to E1 Nino. Time series analysis using EOF, composite, and cross-correlation methods indicated that there are significant time delays between subsurface oceanic parameters and the Nino3.4 SST. It implied that Z20 and WWV would be more reliable predictors of El Nino events. Based on analyzed results, we also constructed neural network model to predict the Nino3.4 SST from 1996 to 2004. The forecasting skills for the model using WWV were statistically higher than that using the trade wind except for short range forecasting less than 3 months. This model greatly predicted SST than any other previous statistical model, especially at lead times of 5 to 8 months.

Statistical Prediction for the Demand of Life Insurance Policy Loans (생명보험의 보험계약대출 수요에 대한통계적예측)

  • Lee, Woo-Joo;Park, Kyung-Ok;Kim, Hae-Kyung
    • Communications for Statistical Applications and Methods
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    • v.17 no.5
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    • pp.697-712
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    • 2010
  • This paper is concerned with the statistical analysis and development of stochastic models for the demand for life insurance policy loans. For these, firstly the characteristics of the regression trend, periodicity and dependence of the monthly demand for life insurance policy loans are investigated by a statistical analysis of the monthly demand data for the years 1999 through 2008. Secondly, the causal relationships between the demand for life insurance policy loans and the economic variables including unemployment rate and inflation rate for the period are investigated. The results show that inflation rate is main factor influencing policy loan demands. The overall evidence, however, failed to establish unidirectional causality relationships between the demand series and the other variables under study. Finally, based on these, univariate time series model and transfer function model where the demand series is related to one input series are derived, respectively, for the prediction of the demand for life insurance policy loans. A statistical procedure for using the model to predict the demand for life insurance policy loans is also proposed.