• Title/Summary/Keyword: TimeSeries Data

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Extension of the VSACF for Modelling Seasonal Time Series (계절적 시계열 모형화를 위한 VSACF 의 확장)

  • 전태준
    • Journal of the Korean Operations Research and Management Science Society
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    • v.16 no.1
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    • pp.68-75
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    • 1991
  • The purpose of this thesis is to develop the new technique for the analysis of seasonal time series by extending the vector sample auto-correlation function(VSACF), which was developed for ARMA modelling procedure. After the problems of VSACF for modelling seasonal time series are investigated, the adjacent variance is defined and used for decomposing the seasonal factor from the seasonal time series. The seasonal indices are calculated and the VSACF is applied to the transformed series. The automatic procedure for modelling seasonal time series is suggested and applied to the real data, the international airline passenger travel.

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Development of Augmentation Method of Ballistic Missile Trajectory using Variational Autoencoder (변이형 오토인코더를 이용한 탄도미사일 궤적 증강기법 개발)

  • Dong Kyu Lee;Dong Wg Hong
    • Journal of the Korean Society of Systems Engineering
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    • v.19 no.2
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    • pp.145-156
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    • 2023
  • Trajectory of ballistic missile is defined by inherent flight dynamics, which decided range and maneuvering characteristics. It is crucial to predict range and maneuvering characteristics of ballistic missile in KAMD (Korea Air and Missile Defense) to minimize damage due to ballistic missile attacks, Nowadays, needs for applying AI(Artificial Intelligence) technologies are increasing due to rapid developments of DNN(Deep Neural Networks) technologies. To apply these DNN technologies amount of data are required for superviesed learning, but trajectory data of ballistic missiles is limited because of security issues. Trajectory data could be considered as multivariate time series including many variables. And augmentation in time series data is a developing area of research. In this paper, we tried to augment trajectory data of ballistic missiles using recently developed methods. We used TimeVAE(Time Variational AutoEncoder) method and TimeGAN(Time Generative Adversarial Networks) to synthesize missile trajectory data. We also compare the results of two methods and analyse for future works.

Model for the Spatial Time Series Data

  • Lim, Seongsik;Cho, Sinsup;Lee, Changsoo
    • Journal of Korean Society for Quality Management
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    • v.24 no.1
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    • pp.137-145
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    • 1996
  • We propose a model which is useful for the analysis of the spatial time series data. The proposed model utilized the linear dependences across the spatial units as well as over time. Three stage model fitting procedures are suggested and the real data is analyzed.

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Classification of Transport Vehicle Noise Events in Magnetotelluric Time Series Data in an Urban area Using Random Forest Techniques (Random Forest 기법을 이용한 도심지 MT 시계열 자료의 차량 잡음 분류)

  • Kwon, Hyoung-Seok;Ryu, Kyeongho;Sim, Ickhyeon;Lee, Choon-Ki;Oh, Seokhoon
    • Geophysics and Geophysical Exploration
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    • v.23 no.4
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    • pp.230-242
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    • 2020
  • We performed a magnetotelluric (MT) survey to delineate the geological structures below the depth of 20 km in the Gyeongju area where an earthquake with a magnitude of 5.8 occurred in September 2016. The measured MT data were severely distorted by electrical noise caused by subways, power lines, factories, houses, and farmlands, and by vehicle noise from passing trains and large trucks. Using machine-learning methods, we classified the MT time series data obtained near the railway and highway into two groups according to the inclusion of traffic noise. We applied three schemes, stochastic gradient descent, support vector machine, and random forest, to the time series data for the highspeed train noise. We formulated three datasets, Hx, Hy, and Hx & Hy, for the time series data of the large truck noise and applied the random forest method to each dataset. To evaluate the effect of removing the traffic noise, we compared the time series data, amplitude spectra, and apparent resistivity curves before and after removing the traffic noise from the time series data. We also examined the frequency range affected by traffic noise and whether artifact noise occurred during the traffic noise removal process as a result of the residual difference.

Sustainable Surface Deformation Related with 2006 Augustine Volcano Eruption in Alaska Measured Using GPS and InSAR Techniques

  • Lee, Seulki;Kim, Sukyung;Lee, Changwook
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.34 no.4
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    • pp.357-372
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    • 2016
  • Augustine volcano, located along the Aleutian Arc, is one of the most active volcanoes in Alaska and nearby islands, with seven eruptions occurring between 1812 and 2006. This study monitored the surface displacement before and after the most recent 2006 eruption. For analysis, we conducted a time-series analysis on data observed at the permanent GPS(Global Positioning System) observation stations in Augustine Island between 2005 and 2011. According to the surface displacement analysis results based on GPS data, the movement of the surface inflation at the average speed of 2.3 cm/year three months prior to the eruption has been clearly observed, with the post-eruption surface deflation at the speed of 1.6 cm/year. To compare surface displacements measurement by GPS observation, ENVISAT(Environmental satellite) radar satellite data were collected between 2003 and 2010 and processed the SBAS(Small Baseline Subset) method, one of the time-series analysis techniques using multiple InSAR(Interferometric Synthetic Aperture Radar) data sets. This result represents 0.97 correlation value between GPS and InSAR time-series surface displacements. This research has been completed precise surface deformation using GPS and time-series InSAR methods for a detection of precursor symptom on Augustine volcano.

Improved Linear Dynamical System for Unsupervised Time Series Recognition

  • Thi, Ngoc Anh Nguyen;Yang, Hyung-Jeong;Kim, Soo-Hyung;Lee, Guee-Sang;Kim, Sun-Hee
    • International Journal of Contents
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    • v.10 no.1
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    • pp.47-53
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    • 2014
  • The paper considers the challenges involved in measuring the similarities between time series, such as time shifts and the mixture of frequencies. To improve recognition accuracy, we investigate an improved linear dynamical system for discovering prominent features by exploiting the evolving dynamics and correlations in a time series, as the quality of unsupervised pattern recognition relies strongly on the extracted features. The proposed approach yields a set of compact extracted features that boosts the accuracy and reliability of clustering for time series data. Experimental evaluations are carried out on time series applications from the scientific, socio-economic, and business domains. The results show that our method exhibits improved clustering performance compared to conventional methods. In addition, the computation time of the proposed approach increases linearly with the length of the time series.

Parameter Estimation and Prediction for NHPP Software Reliability Model and Time Series Regression in Software Failure Data

  • Song, Kwang-Yoon;Chang, In-Hong
    • Journal of Integrative Natural Science
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    • v.7 no.1
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    • pp.67-73
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    • 2014
  • We consider the mean value function for NHPP software reliability model and time series regression model in software failure data. We estimate parameters for the proposed models from two data sets. The values of SSE and MSE is presented from two data sets. We compare the predicted number of faults with the actual two data sets using the mean value function and regression curve.

Automatic Classification Method for Time-Series Image Data using Reference Map (Reference Map을 이용한 시계열 image data의 자동분류법)

  • Hong, Sun-Pyo
    • The Journal of the Acoustical Society of Korea
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    • v.16 no.2
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    • pp.58-65
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    • 1997
  • A new automatic classification method with high and stable accuracy for time-series image data is presented in this paper. This method is based on prior condition that a classified map of the target area already exists, or at least one of the time-series image data had been classified. The classified map is used as a reference map to specify training areas of classification categories. The new automatic classification method consists of five steps, i.e., extraction of training data using reference map, detection of changed pixels based upon the homogeneity of training data, clustering of changed pixels, reconstruction of training data, and classification as like maximum likelihood classifier. In order to evaluate the performance of this method qualitatively, four time-series Landsat TM image data were classified by using this method and a conventional method which needs a skilled operator. As a results, we could get classified maps with high reliability and fast throughput, without a skilled operator.

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Efficient Stream Sequence Matching Algorithms for Handheld Devices over Time-Series Stream Data (시계열 스트림 데이터 상에서 핸드헬드 디바이스를 위한 효율적인 스트림 시퀀스 매칭 알고리즘)

  • Moon Yang-Sae;Loh Woong-Kee
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.8B
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    • pp.736-744
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    • 2006
  • For the handhold devices, minimizing repetitive CPU operations such as multiplications is a major factor for their performances. In this paper, we propose efficient algorithms for finding similar sequences from streaming time-series data such as stock prices, network traffic data, and sensor network data. First, we formally define the problem of similar subsequence matching from streaming time-series data, which is called the stream sequence matching in this paper. Second, based on the window construction mechanism adopted by the previous subsequence matching algorithms, we present an efficient window-based approach that minimizes CPU operations required for stream sequence matching. Third, we propose a notion of window MBR and present two stream sequence matching algorithms based on the notion. Fourth, we formally prove correctness of the proposed algorithms. Finally, through a series of analyses and experiments, we show that our algorithms significantly outperform the naive algorithm. We believe that our window-based algorithms are excellent choices for embedded stream sequence matching in handhold devices.

Partial Denoising Boundary Image Matching Based on Time-Series Data (시계열 데이터 기반의 부분 노이즈 제거 윤곽선 이미지 매칭)

  • Kim, Bum-Soo;Lee, Sanghoon;Moon, Yang-Sae
    • Journal of KIISE
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    • v.41 no.11
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    • pp.943-957
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    • 2014
  • Removing noise, called denoising, is an essential factor for the more intuitive and more accurate results in boundary image matching. This paper deals with a partial denoising problem that tries to allow a limited amount of partial noise embedded in boundary images. To solve this problem, we first define partial denoising time-series which can be generated from an original image time-series by removing a variety of partial noises and propose an efficient mechanism that quickly obtains those partial denoising time-series in the time-series domain rather than the image domain. We next present the partial denoising distance, which is the minimum distance from a query time-series to all possible partial denoising time-series generated from a data time-series, and we use this partial denoising distance as a similarity measure in boundary image matching. Using the partial denoising distance, however, incurs a severe computational overhead since there are a large number of partial denoising time-series to be considered. To solve this problem, we derive a tight lower bound for the partial denoising distance and formally prove its correctness. We also propose range and k-NN search algorithms exploiting the partial denoising distance in boundary image matching. Through extensive experiments, we finally show that our lower bound-based approach improves search performance by up to an order of magnitude in partial denoising-based boundary image matching.