• Title/Summary/Keyword: TimeSeries Data

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Forecasting Total Marine Production through Multiple Time Series Model

  • Cho, Yong-Jun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.63-76
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    • 2006
  • Marine production forecasting in fisheries is a crucial factor for managing and maintaining fishery resources. Thus this paper aims to generate a forecasting model of total marine production. The most generally method of time series model is to generate the most optimal single forecasting model. But the method could induce a different forecasting results when it does not properly infer a model To overcome the defect, I am trying to propose a single forecasting through multiple time series model. In other word, by comparing and integrating the output resulted from ARIMA and VAR model (which are typical method in a forecasting methodology), I tried to draw a forecasting. It is expected to produce more stable and delicate forecasting prospect than a single model. Through this, I generated 3 models on a yearly and monthly data basis and then here I present a forecasting from 2006 to 2010 through comparing and integrating 3 models. In conclusion, marine production is expected to show a decreasing tendency for the coming years.

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A Development Study for Fashion Market Forecasting Models - Focusing on Univariate Time Series Models -

  • Lee, Yu-Soon;Lee, Yong-Joo;Kang, Hyun-Cheol
    • Journal of Fashion Business
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    • v.15 no.6
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    • pp.176-203
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    • 2011
  • In today's intensifying global competition, Korean fashion industry is relying on only qualitative data for feasibility study of future projects and developmental plan. This study was conducted in order to support establishment of a scientific and rational management system that reflects market demand. First, fashion market size was limited to the total amount of expenditure for fashion clothing products directly purchased by Koreans for wear during 6 months in spring and summer and 6 months in autumn and winter. Fashion market forecasting model was developed using statistical forecasting method proposed by previous research. Specifically, time series model was selected, which is a verified statistical forecasting method that can predict future demand when data from the past is available. The time series for empirical analysis was fashion market sizes for 8 segmented markets at 22 time points, obtained twice each year by the author from 1998 to 2008. Targets of the demand forecasting model were 21 research models: total of 7 markets (excluding outerwear market which is sensitive to seasonal index), including 6 segmented markets (men's formal wear, women's formal wear, casual wear, sportswear, underwear, and children's wear) and the total market, and these markets were divided in time into the first half, the second half, and the whole year. To develop demand forecasting model, time series of the 21 research targets were used to develop univariate time series models using 9 types of exponential smoothing methods. The forecasting models predicted the demands in most fashion markets to grow, but demand for women's formal wear market was forecasted to decrease. Decrease in demand for women's formal wear market has been pronounced since 2002 when casualization of fashion market intensified, and this trend was analyzed to continue affecting the demand in the future.

Performance Comparison of LSTM-Based Groundwater Level Prediction Model Using Savitzky-Golay Filter and Differential Method (Savitzky-Golay 필터와 미분을 활용한 LSTM 기반 지하수 수위 예측 모델의 성능 비교)

  • Keun-San Song;Young-Jin Song
    • Journal of the Semiconductor & Display Technology
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    • v.22 no.3
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    • pp.84-89
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    • 2023
  • In water resource management, data prediction is performed using artificial intelligence, and companies, governments, and institutions continue to attempt to efficiently manage resources through this. LSTM is a model specialized for processing time series data, which can identify data patterns that change over time and has been attempted to predict groundwater level data. However, groundwater level data can cause sen-sor errors, missing values, or outliers, and these problems can degrade the performance of the LSTM model, and there is a need to improve data quality by processing them in the pretreatment stage. Therefore, in pre-dicting groundwater data, we will compare the LSTM model with the MSE and the model after normaliza-tion through distribution, and discuss the important process of analysis and data preprocessing according to the comparison results and changes in the results.

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A Pattern Consistency Index for Detecting Heterogeneous Time Series in Clustering Time Course Gene Expression Data (시간경로 유전자 발현자료의 군집분석에서 이질적인 시계열의 탐지를 위한 패턴일치지수)

  • Son, Young-Sook;Baek, Jang-Sun
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.371-379
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    • 2005
  • In this paper, we propose a pattern consistency index for detecting heterogeneous time series that deviate from the representative pattern of each cluster in clustering time course gene expression data using the Pearson correlation coefficient. We examine its usefulness by applying this index to serum time course gene expression data from microarrays.

The Performance of Time Series Models to Forecast Short-Term Electricity Demand

  • Park, W.G.;Kim, S.
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.869-876
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    • 2012
  • In this paper, we applied seasonal time series models such as ARIMA, FARIMA, AR-GARCH and Holt-Winters in consideration of seasonality to forecast short-term electricity demand data. The results for performance evaluation on the time series models show that seasonal FARIMA and seasonal Holt-Winters models perform adequately under the criterion of Mean Absolute Percentage Error(MAPE).

Method of Monitoring Forest Vegetation Change based on Change of MODIS NDVI Time Series Pattern (MODIS NDVI 시계열 패턴 변화를 이용한 산림식생변화 모니터링 방법론)

  • Jung, Myung-Hee;Lee, Sang-Hoon;Chang, Eun-Mi;Hong, Sung-Wook
    • Spatial Information Research
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    • v.20 no.4
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    • pp.47-55
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    • 2012
  • Normalized Difference Vegetation Index (NDVI) has been used to measure and monitor plant growth, vegetation cover, and biomass from multispectral satellite data. It is also a valuable index in forest applications, providing forest resource information. In this research, an approach for monitoring forest change using MODIS NDVI time series data is explored. NDVI difference-based approaches for a specific point in time have possible accuracy problems and are lacking in monitoring long-term forest cover change. It means that a multi-time NDVI pattern change needs to be considered. In this study, an efficient methodology to consider long-term NDVI pattern is suggested using a harmonic model. The suggested method reconstructs MODIS NDVI time series data through application of the harmonic model, which corrects missing and erroneous data. Then NDVI pattern is analyzed based on estimated values of the harmonic model. The suggested method was applied to 49 NDVI time series data from Aug. 21, 2009 to Sep. 6, 2011 and its usefulness was shown through an experiment.

Instance-Level Subsequence Matching Method based on a Virtual Window (가상 윈도우 기반 인스턴스 레벨 서브시퀀스 매칭 방안)

  • Ihm, Sun-Young;Park, Young-Ho
    • KIPS Transactions on Computer and Communication Systems
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    • v.3 no.2
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    • pp.43-46
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    • 2014
  • A time-series data is the collection of real numbers over the time intervals. One of the main tasks in time-series data is efficiently to find subsequences similar to a given query sequence. In this paper, we propose an efficient subsequence matching method, which is called Instance-Match (I-Match). I-Match constructs a virtual window in order to reduce false alarms. Through the experiment with real data set and query sets, we show that I-Match improves query processing time by up to 2.95 times and significantly reduces the number of candidates comparing to Dual Match.

A Study on Quick Detection of Variance Change Point of Time Series under Harsh Conditions

  • Choi, Hyun-Seok;Choi, Sung-Hwan;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1091-1098
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    • 2006
  • Park et al.(2005) and Choi et al.(2006) studied quick detection of variance change point for time series data in progress. For efficient detection they used moving variance ratio equipped with two tuning parameters; information tuning parameter p and lag tuning parameter q. In this paper, the moving variance ratio is studied under harsh conditions.

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A Study on the Support Vector Machine Based Fuzzy Time Series Model

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.821-830
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    • 2006
  • This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

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Prediction of time-series underwater noise data using long short term memory model (Long short term memory 모델을 이용한 시계열 수중 소음 데이터 예측)

  • Hyesun Lee;Wooyoung Hong;Kookhyun Kim;Keunhwa Lee
    • The Journal of the Acoustical Society of Korea
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    • v.42 no.4
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    • pp.313-319
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    • 2023
  • In this paper, a time series machine learning model, Long Short Term Memory (LSTM), is applied into the bubble flow noise data and the underwater projectile launch noise data to predict missing values of time-series underwater noise data. The former is mixed with bubble noise, flow noise, and fluid-induced interaction noise measured in a pipe and can be classified into three types. The latter is the noise generated when an underwater projectile is ejected from a launch tube and has a characteristic of instantaenous noise. For such types of noise, a data-driven model can be more useful than an analytical model. We constructed an LSTM model with given data and evaluated the model's performance based on the number of hidden units, the number of input sequences, and the decimation factor of signal. It is shown that the optimal LSTM model works well for new data of the same type.