• Title/Summary/Keyword: TimeSeries Data

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RIMS data time a series analysis a city railroad a use efficiency improve (RIMS 데이터 시계열 분석을 통한 도시철도 운용효율 향상)

  • Lee, Do-Sun;Chun, Houng-Jun;Park, Soo-Choong
    • Proceedings of the KSR Conference
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    • 2008.06a
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    • pp.1308-1314
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    • 2008
  • In this paper, Seoulmetro that is the first operation organization which operates a city railroad rolling-stock maintenance RIMS(rolling stock information maintenance system) collected and analyzed a light maintenance data and introduced time a series analysis technique to find the way how to contribute to a use efficiency improvement of a city railroad. The purpose of time a series analysis is to remove a seasonal change including data and to check an irregular fluctuation. First of all, a collection range of the data comes under a light maintenance, however it needs a data of more than 3 years to check the seasonal change. We put a study for an accumulated scope that the data satisfy a period like this and are able to extend a range of the study when time flys forward. The data used for study is filtered using a movement average method after passing proper selection working and is solved with a method which looks for season index. Using the season index that was getten in here, we predict a light working frequency, if it has an irregular change, we will contribute it to a city railroad a use efficiency improvement and establish the cause by carrying out prevent maintenance in advance.

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Comparative Analysis of Prediction Performance of Aperiodic Time Series Data using LSTM and Bi-LSTM (LSTM과 Bi-LSTM을 사용한 비주기성 시계열 데이터 예측 성능 비교 분석)

  • Ju-Hyung Lee;Jun-Ki Hong
    • The Journal of Bigdata
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    • v.7 no.2
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    • pp.217-224
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    • 2022
  • Since online shopping has become common, people can easily buy fashion goods anytime, anywhere. Therefore, consumers quickly respond to various environmental variables such as weather and sales prices. Therefore, utilizing big data for efficient inventory management has become very important in the fashion industry. In this paper, the changes in sales volume of fashion goods due to changes in temperature is analyzed via the proposed big data analysis algorithm by utilizing actual big data from Korean fashion company 'A'. According to the simulation results, it was confirmed that Bidirectional-LSTM(Bi-LSTM) compared to LSTM(Long Short-Term Memory) takes more simulation time about more than 50%, but the prediction accuracy of non-periodic time series data such as clothing product sales data is the same.

TIME SERIES ANALYSIS USING GRIDDED WIND-STRESS PRODUCT DERIVED FROM SATELLITE SCATTEROMETER DATA

  • KUTSUWADA KUNIO;MORIMOTO NAOKI
    • Proceedings of the KSRS Conference
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    • 2005.10a
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    • pp.52-53
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    • 2005
  • Time series of gridded surface wind and wind-stress vectors over the world ocean have been constructed by satellite scatterometer data. The products are derived from the ERS-l,2 covering 9 years during 1992-2000 and the Sea Winds on board QuikSCAT (Qscat) which has been operating up to the present since June 1999, so they allows us to analyze variabilities with various time scales. In this study, we focus on interannual variability of the wind stress in the mid- and high-latitude region of North Pacific. These are compared with those by numerical weather prediction(NWP) ones (NCEP Reanalysis). We also examine variability in the wind-stress curl field that is an important factor for ocean dynamics and focus its time and spatial characters in the northwestern Pacific around Japan. It is found that the vorticity field in the lower atmosphere tends to increase gradually with time, suggesting the enhancement of the North Pacific subtropical gyre.

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Time-Discretization of Time Delayed Non-Affine System via Taylor-Lie Series Using Scaling and Squaring Technique

  • Zhang Yuanliang;Chong Kil-To
    • International Journal of Control, Automation, and Systems
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    • v.4 no.3
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    • pp.293-301
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    • 2006
  • A new discretization method for calculating a sampled-data representation of a nonlinear continuous-time system is proposed. The proposed method is based on the well-known Taylor series expansion and zero-order hold (ZOH) assumption. The mathematical structure of the new discretization method is analyzed. On the basis of this structure, a sampled-data representation of a nonlinear system with a time-delayed input is derived. This method is applied to obtain a sampled-data representation of a non-affine nonlinear system, with a constant input time delay. In particular, the effect of the time discretization method on key properties of nonlinear control systems, such as equilibrium properties and asymptotic stability, is examined. 'Hybrid' discretization schemes that result from a combination of the 'scaling and squaring' technique with the Taylor method are also proposed, especially under conditions of very low sampling rates. Practical issues associated with the selection of the method parameters to meet CPU time and accuracy requirements are examined as well. The performance of the proposed method is evaluated using a nonlinear system with a time-delayed non-affine input.

Seasonal Cointegration Rank Tests for Daily Data

  • Song, Dae-Gun;Park, Suk-Kyung;Cho, Sin-Sup
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.695-703
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    • 2005
  • This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

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Chaotic Time Series Prediction using Parallel-Structure Fuzzy Systems (병렬구조 퍼지스스템을 이용한 카오스 시계열 데이터 예측)

  • 공성곤
    • Journal of the Korean Institute of Intelligent Systems
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    • v.10 no.2
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    • pp.113-121
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    • 2000
  • This paper presents a parallel-structure fuzzy system(PSFS) for prediction of time series data. The PSFS consists of a multiple number of fuzzy systems connected in parallel. Each component fuzzy system in the PSFS predicts the same future data independently based on its past time series data with different embedding dimension and time delay. The component fuzzy systems are characterized by multiple-input singleoutput( MIS0) Sugeno-type fuzzy rules modeled by clustering input-output product space data. The optimal embedding dimension for each component fuzzy system is chosen to have superior prediction performance for a given value of time delay. The PSFS determines the final prediction result by averaging the outputs of all the component fuzzy systems excluding the predicted data with the minimum and the maximum values in order to reduce error accumulation effect.

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Time Series Analysis of Wind Pressures Acting on a Structure (구조물에 작용하는 풍압력의 시계열 분석)

  • 정승환
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.13 no.4
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    • pp.405-415
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    • 2000
  • Time series of wind-induced pressure on a structure are modeled using autoregressive moving average (ARMA) model. In an AR process, the current value of the time series is expressed in terms of a finite, linear combination of the previous values and a white noise. In a MA process, the value of the time series is linearly dependent on a finite number of the previous white noises. The ARMA process is a combination of the AR and MA processes. In this paper, the ARMA models with several different combinations of the AR and MA orders are fitted to the wind-induced pressure time series, and the procedure to select the most appropriate ARMA model to represent the data is described. The maximum likelihood method is used to estimate the model parameters, and the AICC model selection criterion is employed in the optimization of the model order, which is assumed to be a measure of the temporal complexity of the pressure time series. The goodness of fit of the model is examined using the LBP test. It is shown that AR processes adequately fit wind pressure time series.

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Optimal Construction of Multiple Indexes for Time-Series Subsequence Matching (시계열 서브시퀀스 매칭을 위한 최적의 다중 인덱스 구성 방안)

  • Lim, Seung-Hwan;Kim, Sang-Wook;Park, Hee-Jin
    • Journal of KIISE:Databases
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    • v.33 no.2
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    • pp.201-213
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    • 2006
  • A time-series database is a set of time-series data sequences, each of which is a list of changing values of the object in a given period of time. Subsequence matching is an operation that searches for such data subsequences whose changing patterns are similar to a query sequence from a time-series database. This paper addresses a performance issue of time-series subsequence matching. First, we quantitatively examine the performance degradation caused by the window size effect, and then show that the performance of subsequence matching with a single index is not satisfactory in real applications. We argue that index interpolation is fairly useful to resolve this problem. The index interpolation performs subsequence matching by selecting the most appropriate one from multiple indexes built on windows of their inherent sizes. For index interpolation, we first decide the sites of windows for multiple indexes to be built. In this paper, we solve the problem of selecting optimal window sizes in the perspective of physical database design. For this, given a set of query sequences to be peformed in a target time-series database and a set of window sizes for building multiple indexes, we devise a formula that estimates the cost of all the subsequence matchings. Based on this formula, we propose an algorithm that determines the optimal window sizes for maximizing the performance of entire subsequence matchings. We formally Prove the optimality as well as the effectiveness of the algorithm. Finally, we perform a series of extensive experiments with a real-life stock data set and a large volume of a synthetic data set. The results reveal that the proposed approach improves the previous one by 1.5 to 7.8 times.

How to Measure Nonlinear Dependence in Hydrologic Time Series (시계열 수문자료의 비선형 상관관계)

  • Mun, Yeong-Il
    • Journal of Korea Water Resources Association
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    • v.30 no.6
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    • pp.641-648
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    • 1997
  • Mutual information is useful for analyzing nonlinear dependence in time series in much the same way as correlation is used to characterize linear dependence. We use multivariate kernel density estimators for the estimation of mutual information at different time lags for single and multiple time series. This approach is tested on a variety of hydrologic data sets, and suggested an appropriate delay time $ au$ at which the mutual information is almost zerothen multi-dimensional phase portraits could be constructed from measurements of a single scalar time series.

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A systematic review of studies using time series analysis of health and welfare in Korea (체계적 문헌고찰을 통한 국내 보건복지 분야의 시계열 분석 연구 동향)

  • Woo, Kyung-Sook;Shin, Young-Jeon
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.579-599
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    • 2014
  • The purpose of this study was to identify the trends and risk of bias of research using time series analysis on health and welfare in Korea and to suggest a direction for future health and welfare research. The database searches identified 6,543 papers. Following the process for screening and selecting, a total of 91 papers were included in the systematic review. There has been a steady increase in the number of articles using time series analysis from 1987 to 2013. Time series analysis was applied in medicine and health science journals. The main goals were explanation and description. Most of the subjects were heath status and utilization of healthcare services. The main model used in the time series analysis was ARIMA followed by time series regression. The data were gathered from various sources, including the national statistical office and government agencies. For assessing risk of bias, some studies were found to have inadequate sample sizes or showed no time series graphs and plots. These findings suggest greater widespread utilization of time series analysis in the field of health and welfare and to use the appropriate analysis methods and statistical procedures to obtain more reliable results to improve the quality of research.