• Title/Summary/Keyword: Time-series change

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Application of Multi-periodic Harmonic Model for Classification of Multi-temporal Satellite Data: MODIS and GOCI Imagery

  • Jung, Myunghee;Lee, Sang-Hoon
    • Korean Journal of Remote Sensing
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    • v.35 no.4
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    • pp.573-587
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    • 2019
  • A multi-temporal approach using remotely sensed time series data obtained over multiple years is a very useful method for monitoring land covers and land-cover changes. While spectral-based methods at any particular time limits the application utility due to instability of the quality of data obtained at that time, the approach based on the temporal profile can produce more accurate results since data is analyzed from a long-term perspective rather than on one point in time. In this study, a multi-temporal approach applying a multi-periodic harmonic model is proposed for classification of remotely sensed data. A harmonic model characterizes the seasonal variation of a time series by four parameters: average level, frequency, phase, and amplitude. The availability of high-quality data is very important for multi-temporal analysis.An satellite image usually have many unobserved data and bad-quality data due to the influence of observation environment and sensing system, which impede the analysis and might possibly produce inaccurate results. Harmonic analysis is also very useful for real-time data reconstruction. Multi-periodic harmonic model is applied to the reconstructed data to classify land covers and monitor land-cover change by tracking the temporal profiles. The proposed method is tested with the MODIS and GOCI NDVI time series over the Korean Peninsula for 5 years from 2012 to 2016. The results show that the multi-periodic harmonic model has a great potential for classification of land-cover types and monitoring of land-cover changes through characterizing annual temporal dynamics.

Level Shifts and Long-term Memory in Stock Distribution Markets (주식유통시장의 층위이동과 장기기억과정)

  • Chung, Jin-Taek
    • Journal of Distribution Science
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    • v.14 no.1
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    • pp.93-102
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    • 2016
  • Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

A Study on the Change of Monthly Patterns of Bus Passenger Demand According to Bus Route Change (시내버스 노선변경에 따른 승객수요의 월별패턴 변화에 관한 연구)

  • Seo, Young-Woo;Kim, Ki-Hyuk
    • Journal of Korean Society of Transportation
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    • v.26 no.5
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    • pp.81-90
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    • 2008
  • Bus passengers need some time to adapt to the changed bus route or free bus transfer system which is part of the public transportation system restructuring plan. This research is focused on the characteristics of monthly patterns of bus passengers. The period of stabilization of bus passenger demand after the rearrangement of bus route system by a time series were analysed. In order to look into the characteristics of bus passenger demand by month, data on the number of monthly bus passengers of recent five years in metropolitan cities across the nation was collected. Kendall's coefficient of concordance is used to test whether the cities showed concordance with respect to the number of monthly bus passengers during a period of five years. The study collected and performed a time series analysis of data on the number of monthly bus passengers during the past ten years in Daegu metropolitan area which carried out a new bus route plan in February 2006. The number of monthly bus passengers in 2006 was estimated using the time series analysis. The city of Daegu found that after six months the estimated and actual values displayed a similar pattern. This result can be applied to other cities in estimating the passenger demands in the future.

A study on the variation of the length of skirts in the time series (Skirt 길이의 변화에 관한 연구 - 1955년${\sim}$1986년을 중심(中心)으로 -)

  • Nam, Yun-Suk
    • Journal of the Korean Society of Costume
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    • v.11
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    • pp.31-43
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    • 1987
  • The present research is to study a variation of skirt length in the time series, from 1955 to 1986. The results are summarized as follows; 1. The most important event is the acceptance of Mini skirts during this period. This phenomenon will play an important role in later skirt length. 2. The year of the shortest skirt length is 1972, while the year of the longest skirt length is 1983. 3. Based upon the year of the shortest skirt length, the periods of the same skirt length are as follows; 1956-1975. 1964-1978. 1959, 1960-1980, 1981. 1961-1982. This phenomenon is irregularly appeared in this study, but shows the change of recurring skirt length. 4. The skirt length has been changed slowly and continuously during the long period of time. In particular, to reach the shortest skirt length takes longer time than that of the longest skirt length. 5. It has taken 6-8 years to reach the top period of Mini skirts (1971-1973) since shorts are introduced. Comparing this phenomenon in Korea with that in Japan, the time difference is about two years. 6. The periods of various skirts length are the year of 1970-1971 and the year of 1972-1973; This result is assumed that individual persons accept sooner or later the changed skirt length. 7. It is belived that Mini skirts are appeared and popularized by external factors. Once Mini skirts are accepted, we can expect that they will be continuosly changed in the course of recurring skirt length.

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Development of user activity type and recognition technology using LSTM (LSTM을 이용한 사용자 활동유형 및 인식기술 개발)

  • Kim, Young-kyun;Kim, Won-jong;Lee, Seok-won
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2018.10a
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    • pp.360-363
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    • 2018
  • Human activity is influenced by various factors, from individual physical features such as vertebral flexion and pelvic distortion to feelings such as joy, anger, and sadness. However, the nature of these behaviors changes over time, and behavioral characteristics do not change much in the short term. The activity data of a person has a time series characteristic that changes with time and a certain regularity for each action. In this study, we applied LSTM, a kind of cyclic neural network to deal with time - series characteristics, to the technique of recognizing activity type and improved recognition rate of activity type by measuring time and parameter optimization of components of LSTM model.

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APPLICATIONS OF THE HILBERT-HUANG TRANSFORM ON THE NON-STATIONARY ASTRONOMICAL TIME SERIES

  • HU, CHIN-PING;CHOU, YI;YANG, TING-CHANG;SU, YI-HAO;HSIEH, HUNG-EN;LIN, CHING-PING;CHUANG, PO-SHENG;LIAO, NAI-HUI
    • Publications of The Korean Astronomical Society
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    • v.30 no.2
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    • pp.605-607
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    • 2015
  • The development of time-frequency analysis techniques allow astronomers to successfully deal with the non-stationary time series that originate from unstable physical mechanisms. We applied a recently developed time-frequency analysis method, the Hilbert-Huang transform (HHT), to two non-stationary phenomena: the superorbital modulation in the high-mass X-ray binary SMC X-1 and the quasi-periodic oscillation (QPO) of the AGN RE J1034+396. From the analysis of SMC X-1, we obtained a Hilbert spectrum that shows more detailed information in both the time and frequency domains. Then, a phase-resolved analysis of both the spectra and the orbital profiles was presented. From the spectral analysis, we noticed that the iron line production is dominated by different regions of this binary system in different superorbital phases. Furthermore, a pre-eclipse dip lying at orbital phase ~0:6-0:85 was discovered during the superorbital transition state. We further applied the HHT to analyze the QPO of RE J1034+396. From the Hilbert spectrum and the O-C analysis results, we suggest that it is better to divide the evolution of the QPO into three epochs according to their different periodicities. The correlations between the QPO periods and corresponding fluxes were also different in these three epochs. The change in periodicity and the relationships could be interpreted as the change in oscillation mode based on the diskoseismology model.

An Empirical Study on Effect of Time-Varying Quality Chang on Apple Shipment Volume for Shipment Decision Making System (출하의사결정시스템에 있어 품질변화효과가 출하량에 미치는 영향에 대한 실증연구)

  • Xue Wang;Youngsik Kwak;Jaewon Hong
    • Journal of Platform Technology
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    • v.11 no.4
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    • pp.62-70
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    • 2023
  • This research is one of a series of studies to develop a system to help agricultural producers and sellers determine when and how much to ship products to the wholesale market to maximize their profit. The purpose of this research is to incorporate the time-varying quality change effect, which was not used in the previous agricultural and marine product shipping model. The researchers developed four models to measure the quality change effect: quality declining steadily over time, quality declining rapidly at first and then slowly, quality declining first slowly and then rapidly, and quality rising over time and then decreasing again. According to the results of an empirical analysis of the effect of each model's quality change effect on shipments for apples traded in the Garak Wholesale Market from 2014 to 2021, statistical significance was found in the quality change effect of all four models. And there was no significant difference in explanatory power between the four models. Therefore, any of the four models should be introduced into the decision-making system for shipping time for apples.

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A Study on the Long-run Equilibrium Relationship and Causality between the Prices of Fisheries Products at Different Levels of Distribution -Focused on Hairtail and Squid in Pusan- (수산물의 유통단계별 가격간 장기균형관계와 인과성 분석 -부산지역의 갈치, 오징어를 중심으로-)

  • 강석규;이광진
    • The Journal of Fisheries Business Administration
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    • v.29 no.2
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    • pp.77-96
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    • 1998
  • Fisheries products in Korea generally go through three markets, namely the wholesale market at production site (Market A), the wholesale market at consumption site (Market B), and the retail market (Market C), from producers to end consumers. As the products move from Market A through Market B to Market C, the marginal gap of prices asked in these markets demonstrates an apparent relationship. The producers, middlemen, consumers, and governmental departments concerned may influence the marketing prices of fisheries products. This study employing the cointegration theory tries to investigate whether causality of the price-setting among these markets exists and, if any, what it is. The authors have focused their attention on fisheries markets in Pusan, analyzing the long-run equilibrium relationship and causality between the prices of hairtail and squid among markets at different levels. Data used in this study cover the period f개m August 1984 to December 1997 fer hairtail, and the period from May 1989 to December 1997 for squid. The main findings of the study may be summarized as follows: First, regardless of the price time-series of hairtail and squid in individual market, the first difference is necessary fur satisfying the stationary conditions since each time-series is a first integration. This means homogeneous integration of time-series, which is a requirement of the long-run equilibrium of prices at different markets, is satisfied. Second, the study of the long-run equilibrium relationship between the prices at Market A and Market B shows that a long-run equilibrium relationship does exist for selling prices of the two species at Market A and Market B. Third, the ECM (error correction model ) used here to describe the long- and short-run dynamics of price change demonstrates that, in the case of squid, the price change in Market A will lead to a corresponding price change in Market B in the long-run period. In the short-run, however, the price at Market H is not only influenced by the price change in Market A but influence the price at Market A as well, that is, the Prices between Market A and Market B have a feedback effect. It should be stressed that the limitation in data collection, which cover only two species of hairtail and squid, is likely to cause a sampling bias. Nonetheless, we may conclude that a dynamic relation in the formation of prices does exist in view of the transaction amount of species at different markets. It is believed that the conclusion drawn from this study would not only contribute to a long-lasted debate on the direction of causality of price-setting among academic circle and fishing community, but would provide a useful standard for the policy makers in charge of the price-setting of fisheries products as well.

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The Trip Generation Models with Time-effects (시간효과를 반영한 통행발생모형 개발)

  • Kim, Sang-Rok;Kim, Jin-Hee;Kim, Hyung-Jin;Chung, Jin-Hyuk
    • Journal of Korean Society of Transportation
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    • v.30 no.1
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    • pp.103-112
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    • 2012
  • This research introduces a trip generation model reflecting time-series effects derived from a panel analysis with the data collected from the national household trip surveys conducted in 1996, 2002 and 2006. The existing methods are unable to reflect time-series effects from the change of socioeconomic conditions because the parameters applied to the model were basically from the base year of study - the parameter values were unchanged. This study proposes a new trip generation model developed through a panel analysis performed with the data collected from the last three national household trip surveys. From the results, it was found that the number of school trips increases and that the number of shopping trips decreases as time passes. The results showed that there are time-series effects affecting in trip generation.

A Study on the Outliers Detection in the Number of Railway Passengers for the Gyeongbu Line From Seoul to Major Cities Using a Time Series Outlier Detection Technique (시계열 이상치 탐지 기법을 활용한 경부선 주요도시 철도 승객수의 이상치 탐색 연구)

  • LEE, Jiseon;YOON, Yoonjin
    • Journal of Korean Society of Transportation
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    • v.35 no.6
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    • pp.469-480
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    • 2017
  • On April 1, 2004, KTX (Korea Train eXpress), the first HSR (High-Speed Rail) in Korea, was introduced to Gyeongbu Line. The introduction of the KTX service led to a change in the number of passengers for Gyeongbu Line. Previous studies have analyzed the pre and post-event changes of the intervening events by either simple statistics or intervention ARIMA analysis. However, the intervention ARIMA model has a limitation that several assumptions such as the occurrence time and the type of intervention events are necessary. To this end, this study analyzed the effects of intervention event on the number of passengers using the Gyeongbu line based on a time series outlier detection technique which can overcome limitations in the previous studies. The time series outlier detection technique can analyze the time, effect type and size of an intervention event without the assumption of the time and effect type of the intervention event. The data were collected from the Korea Transport Database (KTDB) for twelve years from 2003 to 2014 (144 months). The analysis results showed that the size of the influence type in the same intervention events was different across the major city routes, and the intervention event which could not be found by previous study methods was also found.