• Title/Summary/Keyword: high dimensional time series

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Efficient Time-Series Subsequence Matching Using MBR-Safe Property of Piecewise Aggregation Approximation (부분 집계 근사법의 MBR-안전 성질을 이용한 효율적인 시계열 서브시퀀스 매칭)

  • Moon, Yang-Sae
    • Journal of KIISE:Databases
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    • v.34 no.6
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    • pp.503-517
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    • 2007
  • In this paper we address the MBR-safe property of Piecewise Aggregation Approximation(PAA), and propose an of efficient subsequence matching method based on the MBR-safe PAA. A transformation is said to be MBR-safe if a low-dimensional MBR to which a high- dimensional MBR is transformed by the transformation contains every individual low-dimensional sequence to which a high-dimensional sequence is transformed. Using an MBR-safe transformation we can reduce the number of lower-dimensional transformations required in similar sequence matching, since it transforms a high-dimensional MBR itself to a low-dimensional MBR directly. Furthermore, PAA is known as an excellent lower-dimensional transformation single its computation is very simple, and its performance is superior to other transformations. Thus, to integrate these advantages of PAA and MBR-safeness, we first formally confirm the MBR-safe property of PAA, and then improve subsequence matching performance using the MBR-safe PAA. Contributions of the paper can be summarized as follows. First, we propose a PAA-based MBR-safe transformation, called mbrPAA, and formally prove the MBR-safeness of mbrPAA. Second, we propose an mbrPAA-based subsequence matching method, and formally prove its correctness of the proposed method. Third, we present the notion of entry reuse property, and by using the property, we propose an efficient method of constructing high-dimensional MBRs in subsequence matching. Fourth, we show the superiority of mbrPAA through extensive experiments. Experimental results show that, compared with the previous approach, our mbrPAA is 24.2 times faster in the low-dimensional MBR construction and improves subsequence matching performance by up to 65.9%.

Banded vector heterogeneous autoregression models (밴드구조 VHAR 모형)

  • Sangtae Kim;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.529-545
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    • 2023
  • This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

Development of a Consistently Formulated General Order Nodal Method for Solving the Three-Dimensional Multi -Group Neutron Kinetic Equations

  • Kim, H.D.
    • Proceedings of the Korean Nuclear Society Conference
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    • 1996.05a
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    • pp.137-141
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    • 1996
  • A new general high order consistent nodal method for solving the 3-D multigroup neutron kinetic equations in (x-y-z) geometry has been derived by expending the flux in a multiple polynomial series for the space variables by without the quadratic fit approximations of the transverse leakage and for the time variable and using a weighted-integral technique. The derived equation set is consistent mathematically, and therefore, we can expect very accurate solutions and less computing time since we can use coarse meshes in time variable as well as in spatial variables and the solution would converge exactly in fine mesh limit.

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Monitoring Time-Series Subsidence Observation in Incheon Using X-Band COSMO-SkyMed Synthetic Aperture Radar

  • Sang-Hoon Hong
    • Korean Journal of Remote Sensing
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    • v.40 no.2
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    • pp.141-150
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    • 2024
  • Ground subsidence in urban areas is mainly caused by anthropogenic factors such as excessive groundwater extraction and underground infrastructure development in the subsurface composed of soft materials. Global Navigation Satellite System data with high temporal resolution have been widely used to measure surface displacements accurately. However, these point-based terrestrial measurements with the low spatial resolution are somewhat limited in observing two-dimensional continuous surface displacements over large areas. The synthetic aperture radar interferometry (InSAR) technique can construct relatively high spatial resolution surface displacement information with accuracy ranging from millimeters to centimeters. Although constellation operations of SAR satellites have improved the revisit cycle, the temporal resolution of space-based observations is still low compared to in-situ observations. In this study, we evaluate the extraction of a time-series of surface displacement in Incheon Metropolitan City, South Korea, using the small baseline subset technique implemented using the commercial software, Gamma. For this purpose, 24 COSMO-SkyMed X-band SAR observations were collected from July 12, 2011, to August 27, 2012. The time-series surface displacement results were improved by reducing random phase noise, correcting residual phase due to satellite orbit errors, and mitigating nonlinear atmospheric phase artifacts. The perpendicular baseline of the collected COSMO-SkyMed SAR images was set to approximately 2-300 m. The surface displacement related to the ground subsidence was detected approximately 1 cm annually around a few Incheon Subway Line 2 route stations. The sufficient coherence indicates that the satellite orbit has been precisely managed for the interferometric processing.

Data anomaly detection for structural health monitoring of bridges using shapelet transform

  • Arul, Monica;Kareem, Ahsan
    • Smart Structures and Systems
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    • v.29 no.1
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    • pp.93-103
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    • 2022
  • With the wider availability of sensor technology through easily affordable sensor devices, several Structural Health Monitoring (SHM) systems are deployed to monitor vital civil infrastructure. The continuous monitoring provides valuable information about the health of the structure that can help provide a decision support system for retrofits and other structural modifications. However, when the sensors are exposed to harsh environmental conditions, the data measured by the SHM systems tend to be affected by multiple anomalies caused by faulty or broken sensors. Given a deluge of high-dimensional data collected continuously over time, research into using machine learning methods to detect anomalies are a topic of great interest to the SHM community. This paper contributes to this effort by proposing a relatively new time series representation named "Shapelet Transform" in combination with a Random Forest classifier to autonomously identify anomalies in SHM data. The shapelet transform is a unique time series representation based solely on the shape of the time series data. Considering the individual characteristics unique to every anomaly, the application of this transform yields a new shape-based feature representation that can be combined with any standard machine learning algorithm to detect anomalous data with no manual intervention. For the present study, the anomaly detection framework consists of three steps: identifying unique shapes from anomalous data, using these shapes to transform the SHM data into a local-shape space and training machine learning algorithms on this transformed data to identify anomalies. The efficacy of this method is demonstrated by the identification of anomalies in acceleration data from an SHM system installed on a long-span bridge in China. The results show that multiple data anomalies in SHM data can be automatically detected with high accuracy using the proposed method.

A Study on the High Speed Curve Generator Using 1-Dimensional Systolic Array Processor (1차원 시스톨릭 어레이 프로세서를 이용한 고속 곡선 발생기에 관한 연구)

  • 김용성;조원경
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.5
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    • pp.1-11
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    • 1994
  • In computer graphics since objects atre constructed by lines and curves, the high-speed curve generator is indispensible for computer aided design and simulatation. Since the functions of graphic generation can be represented as a series of matrix operations, in this paper, two kind of the high-speed Bezier curve generator that uses matrix equation and a recursive relation for Bezier polynomials are designed. And B-spline curve generator is designed using interdependence of B-spline blending functions. As the result of the comparison of designed curve generator and reference [5], [6] in the operation time and number of operators, the curve generator with 1-dimensional systolic array processor for matrix vector operation that uses matrix equation for Bezier curve is more effective.

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A Study of SFFS for Office Type using Three-dimensional Printing Process (3DP 공정을 이용한 오피스용 임의형상 제작시스템 에 관한 연구 (SFFS))

  • 이원희;김동수;이택민
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2004.10a
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    • pp.1128-1131
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    • 2004
  • SFF(solid freeform fabrication) is another name of RP(rapid prototyping). The SFFS for office type wishes to develop system that can produce small object such as hand phone, cup, accessory etc. with high speed, and also intend suitable system in office environment by compact design, and buy easily by inexpensive price. As can manufacture high speed in existent SFF process technology, representative process that have competitive power in price is 3DP (three dimensional printing) technology. The 3DP technology is way to have general two dimensional printing technology and prints to three dimension, is technology that make three-dimensional solid freeform that want binder doing jetting selectively on powder through printer head. We designed and manufactured SFFS for office based on 3DP process technology design and manufactured, and composed head system so that use 3 printer heads at the same time to improve the fabrication speed of system. We used printer head of INCJET company and cartridge used HP45 series model who can buy easily in general city. And we directly fabricated three dimensional solid freeform using developed SFFS for office type.

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Development of 3D Visualization Technology for Meteorological Data (기상자료 3차원 가시화 기술개발 연구)

  • Seo In Bum;Joh Min Su;Yun Ja Young
    • Journal of the Korean Society of Visualization
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    • v.1 no.2
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    • pp.58-70
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    • 2003
  • Meteorological data contains observation and numerical weather prediction model output data. The computerized analysis and visualization of meteorological data often requires very high computing capability due to the large size and complex structure of the data. Because the meteorological data is frequently formed in multi-variables, 3-dimensional and time-series form, it is very important to visualize and analyze the data in 3D spatial domain in order to get more understanding about the meteorological phenomena. In this research, we developed interactive 3-dimensional visualization techniques for visualizing meteorological data on a PC environment such as volume rendering, iso-surface rendering or stream line. The visualization techniques developed in this research are expected to be effectively used as basic technologies not only for deeper understanding and more exact prediction about meteorological environments but also for scientific and spatial data visualization research in any field from which three dimensional data comes out such as oceanography, earth science, and aeronautical engineering.

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Spatial Locality Preservation Metric for Constructing Histogram Sequences (히스토그램 시퀀스 구성을 위한 공간 지역성 보존 척도)

  • Lee, Jeonggon;Kim, Bum-Soo;Moon, Yang-Sae;Choi, Mi-Jung
    • Journal of Information Technology and Architecture
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    • v.10 no.1
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    • pp.79-91
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    • 2013
  • This paper proposes a systematic methodology that could be used to decide which one shows the best performance among space filling curves (SFCs) in applying lower-dimensional transformations to histogram sequences. A histogram sequence represents a time-series converted from an image by the given SFC. Due to the high-dimensionality nature, histogram sequences are very difficult to be stored and searched in their original form. To solve this problem, we generally use lower-dimensional transformations, which produce lower bounds among high dimensional sequences, but the tightness of those lower-bounds is highly affected by the types of SFC. In this paper, we attack a challenging problem of evaluating which SFC shows the better performance when we apply the lower-dimensional transformation to histogram sequences. For this, we first present a concept of spatial locality, which comes from an intuition of "if the entries are adjacent in a histogram sequence, their corresponding cells should also be adjacent in its original image." We also propose spatial locality preservation metric (slpm in short) that quantitatively evaluates spatial locality and present its formal computation method. We then evaluate five SFCs from the perspective of slpm and verify that this evaluation result concurs with the performance evaluation of lower-dimensional transformations in real image matching. Finally, we perform k-NN (k-nearest neighbors) search based on lower-dimensional transformations and validate accuracy of the proposed slpm by providing that the Hilbert-order with the highest slpm also shows the best performance in k-NN search.

Autoencoder factor augmented heterogeneous autoregressive model (오토인코더를 이용한 요인 강화 HAR 모형)

  • Park, Minsu;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.49-62
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    • 2022
  • Realized volatility is well known to have long memory, strong association with other global financial markets and interdependences among macroeconomic indices such as exchange rate, oil price and interest rates. This paper proposes autoencoder factor-augmented heterogeneous autoregressive (AE-FAHAR) model for realized volatility forecasting. AE-FAHAR incorporates long memory using HAR structure, and exogenous variables into few factors summarized by autoencoder. Autoencoder requires intensive calculation due to its nonlinear structure, however, it is more suitable to summarize complex, possibly nonstationary high-dimensional time series. Our AE-FAHAR model is shown to have smaller out-of-sample forecasting error in empirical analysis. We also discuss pre-training, ensemble in autoencoder to reduce computational cost and estimation errors.