• KIPS Transactions on Software and Data Engineering
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• v.10 no.12
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• pp.579-586
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• 2021

Time series forecasting refers to predicting future time information based on past time information. Accurately predicting future information is crucial because it is used for establishing strategies or making policy decisions in various fields. Recently, a transformer model has been mainly studied for a time series prediction model. However, the existing transformer model has a limitation in that it has an auto-regressive structure in which the output result is input again when the prediction sequence is output. This limitation causes a problem in that accuracy is lowered when predicting a distant time point. This paper proposes a sequential decoding model focusing on the style transformation technique to handle these problems and make more precise time series forecasting. The proposed model has a structure in which the contents of past data are extracted from the transformer-encoder and reflected in the style-based decoder to generate the predictive sequence. Unlike the decoder structure of the conventional auto-regressive transformer, this structure has the advantage of being able to more accurately predict information from a distant view because the prediction sequence is output all at once. As a result of conducting a prediction experiment with various time series datasets with different data characteristics, it was shown that the model presented in this paper has better prediction accuracy than other existing time series prediction models.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.293-303
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• 2003

Under the case that we know the period and the reason of external events, we reviewed the method of model identification, parameter estimation and model diagnosis with the former papers that have been studied about the linear time series model with intervention, and compared with nonlinear time series model such as ARCH, GARCH model that it has been used widely in economic models, and also we compared with the combination prediction method that Tong(1990) introduced.

• International Journal of Advanced Culture Technology
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• v.10 no.1
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• pp.274-283
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• 2022

Korea is facing a number difficulties arising from rising housing prices. As 'housing' takes the lion's share in personal assets, many difficulties are expected to arise from fluctuating housing prices. The purpose of this study is creating housing price prediction model to prevent such risks and induce reasonable real estate purchases. This study made many attempts for understanding real estate instability and creating appropriate housing price prediction model. This study predicted and validated housing prices by using the LSTM technique - a type of Artificial Intelligence deep learning technology. LSTM is a network in which cell state and hidden state are recursively calculated in a structure which added cell state, which is conveyor belt role, to the existing RNN's hidden state. The real sale prices of apartments in autonomous districts ranging from January 2006 to December 2019 were collected through the Ministry of Land, Infrastructure, and Transport's real sale price open system and basic apartment and commercial district information were collected through the Public Data Portal and the Seoul Metropolitan City Data. The collected real sale price data were scaled based on monthly average sale price and a total of 168 data were organized by preprocessing respective data based on address. In order to predict prices, the LSTM implementation process was conducted by setting training period as 29 months (April 2015 to August 2017), validation period as 13 months (September 2017 to September 2018), and test period as 13 months (December 2018 to December 2019) according to time series data set. As a result of this study for predicting 'prices', there have been the following results. Firstly, this study obtained 76 percent of prediction similarity. We tried to design a prediction model of real estate transaction price with the LSTM Model based on AI and Bigdata. The final prediction model was created by collecting time series data, which identified the fact that 76 percent model can be made. This validated that predicting rate of return through the LSTM method can gain reliability.

• International Journal of Computer Science & Network Security
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• v.22 no.2
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• pp.185-192
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• 2022

Forecasting and time series modelling plays a vital role in the data analysis process. Time Series is widely used in analytics & data science. Forecasting stock prices is a popular and important topic in financial and academic studies. A stock market is an unregulated place for forecasting due to the absence of essential rules for estimating or predicting a stock price in the stock market. Therefore, predicting stock prices is a time-series problem and challenging. Machine learning has many methods and applications instrumental in implementing stock price forecasting, such as technical analysis, fundamental analysis, time series analysis, statistical analysis. This paper will discuss implementing the stock price, forecasting, and research using prophet and LSTM models. This process and task are very complex and involve uncertainty. Although the stock price never is predicted due to its ambiguous field, this paper aims to apply the concept of forecasting and data analysis to predict stocks.

• Journal of the Korea Society of Computer and Information
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• v.14 no.5
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• pp.19-28
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• 2009

Prediction problem of the time-series data has been a research issue for a long time among many researchers and a number of methods have been proposed in the literatures. In this paper, a method is proposed that similarities among time-series data are examined by use of Hidden Markov Model and Likelihood and future direction of the data movement is determined. Query sequence is modeled by Hidden Markov Modeling and then the model is examined over the pre-recorded time-series to find the subsequence which has the greatest similarity between the model and the extracted subsequence. The similarity is evaluated by likelihood. When the best subsequence is chosen, the next portion of the subsequence is used to predict the next phase of the data movement. A number of experiments with different parameters have been conducted to confirm the validity of the method. We used KOSPI to verify suggested method.

• Journal of Korea Water Resources Association
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• v.55 no.8
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• pp.565-575
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• 2022

Recently, in the field of water resource engineering, interest in predicting time series water levels and flow rates using deep learning technology that has rapidly developed along with the Fourth Industrial Revolution is increasing. In addition, although water-level and flow-rate prediction have been performed using the Long Short-Term Memory (LSTM) model and Gated Recurrent Unit (GRU) model that can predict time-series data, the accuracy of flow-rate prediction in rivers with rapid temporal fluctuations was predicted to be very low compared to that of water-level prediction. In this study, the Paldang Bridge Station of the Han River, which has a large flow-rate fluctuation and little influence from tidal waves in the estuary, was selected. In addition, time-series data with large flow fluctuations were selected to collect water-level and flow-rate data for 2 years and 7 months, which are relatively short in data length, to be used as training and prediction data for the LSTM and GRU models. When learning time-series water levels with very high time fluctuation in two models, the predicted water-level results in both models secured appropriate accuracy compared to observation water levels, but when training rapidly temporal fluctuation flow rates directly in two models, the predicted flow rates deteriorated significantly. Therefore, in this study, in order to accurately predict the rapidly changing flow rate, the water-level data predicted by the two models could be used as input data for the rating curve to significantly improve the prediction accuracy of the flow rates. Finally, the results of this study are expected to be sufficiently used as the data of flood warning system in urban rivers where the observation length of hydrological data is not relatively long and the flow-rate changes rapidly.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.58 no.1
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• pp.173-180
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• 2009

It is difficult to predict non-stationary or chaotic time series which includes the drift and/or the non-linearity as well as uncertainty. To solve it, we propose an effective prediction method which adopts data preprocessing and multiple model TS fuzzy predictors combined with model selection mechanism. In data preprocessing procedure, the candidates of the optimal difference interval are determined based on the correlation analysis, and corresponding difference data sets are generated in order to use them as predictor input instead of the original ones because the difference data can stabilize the statistical characteristics of those time series and better reveals their implicit properties. Then, TS fuzzy predictors are constructed for multiple model bank, where k-means clustering algorithm is used for fuzzy partition of input space, and the least squares method is applied to parameter identification of fuzzy rules. Among the predictors in the model bank, the one which best minimizes the performance index is selected, and it is used for prediction thereafter. Finally, the error compensation procedure based on correlation analysis is added to improve the prediction accuracy. Some computer simulations are performed to verify the effectiveness of the proposed method.

• Journal of Electrical Engineering and Technology
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• v.13 no.5
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• pp.1841-1851
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• 2018

For the safe and stable operation of the power system, accurate wind power prediction is of great significance. A wind power prediction method based on empirical mode decomposition and improved extreme learning machine is proposed in this paper. Firstly, wind power time series is decomposed into several components with different frequency by empirical mode decomposition, which can reduce the non-stationary of time series. The components after decomposing remove the long correlation and promote the different local characteristics of original wind power time series. Secondly, an improved extreme learning machine prediction model is introduced to overcome the sample data updating disadvantages of standard extreme learning machine. Different improved extreme learning machine prediction model of each component is established. Finally, the prediction value of each component is superimposed to obtain the final result. Compared with other prediction models, the simulation results demonstrate that the proposed prediction method has better prediction accuracy for wind power.

• Journal of Soil and Groundwater Environment
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• v.20 no.3
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• pp.74-82
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• 2015

A method to filter out the effect of river stage fluctuations on groundwater level was designed using an artificial neural network-based time series model of groundwater level prediction. The designed method was applied to daily groundwater level data near the Gangjeong-Koryeong Barrage in the Nakdong river. Direct prediction time series models were successfully developed for both cases of before and after the barrage construction using past measurement data of rainfall, river stage, and groundwater level as inputs. The correlation coefficient values between observed and predicted data were over 0.97. Using the time series models the effect of river stage on groundwater level data was filtered out by setting a constant value for river stage inputs. The filtered data were applied to the hybrid water table fluctuation method in order to estimate the groundwater recharge. The calculated ratios of groundwater recharge to precipitation before and after the barrage construction were 11.0% and 4.3%, respectively. It is expected that the proposed method can be a useful tool for groundwater level prediction and recharge estimation in the riverside area.

• Journal of the Korea Society of Computer and Information
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• v.27 no.11
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• pp.19-27
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• 2022

In this study, we propose a language and platform to describe and manage the MLOps(Machine Learning Operations) workflow for time series data anomaly detection. Time series data is collected in many fields, such as IoT sensors, system performance indicators, and user access. In addition, it is used in many applications such as system monitoring and anomaly detection. In order to perform prediction and anomaly detection of time series data, the MLOps platform that can quickly and flexibly apply the analyzed model to the production environment is required. Thus, we developed Python-based AI/ML Modeling Language (AMML) to easily configure and execute MLOps workflows. Python is widely used in data analysis. The proposed MLOps platform can extract and preprocess time series data from various data sources (R-DB, NoSql DB, Log File, etc.) using AMML and predict it through a deep learning model. To verify the applicability of AMML, the workflow for generating a transformer oil temperature prediction deep learning model was configured with AMML and it was confirmed that the training was performed normally.