• 디지털융복합연구
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• 제12권7호
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• pp.261-266
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• 2014

시계열 모형에서 모수의 수가 많으면 모수추정에 따르는 오차가 커지게 되므로 예측을 하는데 많은 어려움이 있다. 만약 여러개의 시계열 자료들이 동일한 모형에서부터 얻어졌다고 하는 동질성 가설이 채택되면 모수축약을 이룰 수 있고, 더 좋은 예측값을 얻을 수 있다. 비선형 시계열 패널 자료는 각각의 시계열마다 모수들이 있기 때문에 매우 많은 모수가 존재하게되고, 모수의 수가 많으면 모수추정에 따르는 오차가 커지게 되어 예측의 정확도가 떨어지게 된다. 패널내에 존재하는 독립적인 여러 시계열들의 동질성이 만족되면 시계열을 종합하여 모수를 추정하고 검정할 수 있다. m개의 독립적인 비선형 시계열 패널 자료의 동질성 검정을 알아보기 위하여 모형을 설정하고 이 모형에 대한 정상성 조건을 구하였고, 동질성 검정통계량을 유도했으며, 구한 검정 통계량의 극한분포가 ${\chi}^2$ 분포를 따르는 것을 보였다. 실증분석에 있어서는 비선형 시계열 자료중 중선형 시계열 모형의 동질성 검정을 하고, 실제 우리나라 주식자료를 2개의 집단으로 나누어 비선형 시계열 패널 자료의 동질성 검정에 대한 분석을 하였다.

• 한국수자원학회논문집
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• 제54권spc1호
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• pp.1083-1093
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• 2021

물 사용량 예측은 최적의 용수 공급 운영 방안을 수립하고 전력 소비량 절감을 위하여 꼭 필요한 과정이라고 할 수 있다. 그러나 수용가 단위의 물 사용량은 용도, 사용자의 패턴, 날씨 등의 다양한 요인으로 인해 변화하는 비선형적 특성을 지니고 있다. 따라서 본 연구에서는 비선형적인 수용가 단위의 물 사용량을 예측하기 위하여 다양한 기법들을 연계한 KWD 프레임워크를 제안하고자 하였다. 즉, 먼저 개별 수용가 마다 용도에 따른 유사한 패턴을 파악하기 위해 K-means (K) 군집분석을 수행하였고, 잡음성분을 제거함으로써 핵심적인 주기패턴을 파악하기 위해 Wavelet (W) 방법을 적용하였다. 또한 비선형적 특성을 학습시키기 위해 Deep learning (D) 알고리즘을 적용하였다. 그리고 기존의 선형 시계열 모형인 ARMA 모형과 비교하여 KWD 프레임워크의 성능을 분석하였다. 그 결과 제안된 모형의 상관성은 92%, ARMA 모형은 약 39%로 KWD 프레임워크가 2배 이상의 성능을 가지는 것으로 분석되었다. 따라서 본 연구에서 제안한 방법을 활용할 경우 정확한 물 사용량 예측이 가능해질 것이며, 상황에 따른 최적의 공급 방안을 수립할 수 있을 것이다.

• 수면정신생리
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• 제15권1호
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• pp.5-11
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• 2008

Sleep is an essential process maintaining the life cycle of the human. In parallel with physiological, cognitive, subjective, and behavioral changes that take place during the sleep, there are remarkable changes in the electroencephalogram (EEG) that reflect the underlying electro-physiological activity of the brain. However, analyzing EEG and relating the results to clinical observations is often very hard due to the complexity and a huge data amount. In this article, I introduce several linear and non-linear tools, developed to analyze a huge time series data in many scientific researches, and apply them to EEG to characterize various sleep states. In particular, the spectral analysis, detrended fluctuation analysis (DFA), and synchrony analysis are administered to EEG recorded during nocturnal polysomnography (NPSG) processes and daytime multiple sleep latency tests (MSLT). I report that 1) sleep stages could be differentiated by the spectral analysis and the DFA ; 2) the gradual transition from Wake to Sleep during the sleep onset could be illustrated by the spectral analysis and the DFA ; 3) electrophysiological properties of narcolepsy could be characterized by the DFA ; 4) hypnic jerks (sleep starts) could be quantified by the synchrony analysis.

• 한국농공학회논문집
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• 제66권5호
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• pp.41-50
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• 2024

An increasing pattern of extreme rainfall recently affected the rural infrastructures with catastrophic damage, especially the overtopping of a fill dam embankment in the Republic of Korea. The overtopping was caused by the sudden increase in reservoir water level over the dam crest level, and it was not easy work to predict a priori because of its non-linear behavior. Fuzzy time series (FTS) is a fuzzy-logic inference procedure and is suited to apply to non-linear prediction methods such as machine learning. This study used the Wangshin reservoir and Goesan-dam cases, which experienced overtopping in 2023 and 2022, respectively. Wangshin Reservoir was a typical agricultural fill dam and needed to stack more available data, with only the daily storage rate (water level) of 7 years, starting on 2 May 2016. Therefore, we used Goesan-dam data to select appropriate variables and compare the analysis result, which was stacked with about 17 years of records. The analyses adapted LSTM to compare with FTS. As a result, the reservoir water level was applied to predict the overtopping water level, and it was shown that the FTS method could predict the actual water levels effectively according to the result of comparison with LSTM. Then, the FTS method was expected to predict reservoir water level a priori to make appropriate countermeasures on overtopping events as one of the alternatives.

• Asia-Pacific Journal of Atmospheric Sciences
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• 제54권4호
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• pp.611-622
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• 2018

Observed climate data are processed under the assumption that their time series are stationary, as in multi-step temperature and precipitation prediction, which usually leads to low prediction accuracy. If a climate system model is based on a single prediction model, the prediction results contain significant uncertainty. In order to overcome this drawback, this study uses a method that integrates ensemble prediction and a stepwise regression model based on a mean-valued generation function. In addition, it utilizes empirical mode decomposition (EMD), which is a new method of handling time series. First, a non-stationary time series is decomposed into a series of intrinsic mode functions (IMFs), which are stationary and multi-scale. Then, a different prediction model is constructed for each component of the IMF using numerical ensemble prediction combined with stepwise regression analysis. Finally, the results are fit to a linear regression model, and a short-term climate prediction system is established using the Visual Studio development platform. The model is validated using temperature data from February 1957 to 2005 from 88 weather stations in Guangxi, China. The results show that compared to single-model prediction methods, the EMD and ensemble prediction model is more effective for forecasting climate change and abrupt climate shifts when using historical data for multi-step prediction.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2007년도 추계학술대회논문집
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• pp.760-763
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• 2007

We studied how linear and nonlinear heart rate dynamics differ between normal fetuses and uncomplicated small-forgestational age (SGA) fetuses, aged 32-40 weeks' gestation. We analyzed each fetal heart rate time series for 20 min and quantified the complexity (nonlinear dynamics) of each fetal heart rate (FHR) time series by approximate entropy (ApEn) and correlation dimension (CD). The linear dynamics were analyzed by canonical correlation analysis (CCA). The ApEn and CD of the uncomplicated SGA fetuses were significantly lower than that of the normal fetuses in all three gestational periods (32-34, 35-37, 38-40 weeks). Canonical correlation ensemble in SGA fetuses is slightly higher than normal ones in all three gestational periods, especially at 35-37 weeks. Irregularity and complexity of the heart rate dynamics of SGA fetuses are lower than that of normal ones. Also, canonical ensemble in SGA fetuses is higher than in normal ones, suggesting that the FHR control system has multiple complex interactions. Along with the clear difference between the two groups' non-linear chaotic dynamics in FHR patterns, we clarified the hidden subtle differences in linearity (e.g. canonical ensemble). The decrease in non-linear dynamics may contribute to the increase in linear dynamics. The present statistical methodology can be readily and routinely utilized in Obstetrics and Gynecologic fields.

• 한국정보통신학회논문지
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• 제13권8호
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• pp.1647-1652
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• 2009

비선형 동력학 시스템으로 구성된 전력 수요의 시계열 데이터를 예측하기 위해 적용된 신경망 및 퍼지 적응 알고리즘 등은 예측오차가 상대적으로 크게 나타났다. 이는 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질에 기인하며 이중 초기값에 민감한 의존성은 장기적인 예측을 더욱더 어렵게 하는 요인으로 작용한다. 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질을 정량 및 정성적인 방식으로 분석 을 수행하고, 시스템 동력학적 특성의 정량분석에 이용되는 Lyapunov 지수를 이용하여 어트랙터 재구성, 다차원 카오스 시계열 데이터를 예측하는 방식으로 수요예측 시뮬레이션을 수행하고 결과를 비교 평가하여 기존 제안방식보다 실용적이며 효과적임을 확인한다.

• 한국정보통신학회:학술대회논문집
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• 한국해양정보통신학회 2009년도 춘계학술대회
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• pp.171-174
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• 2009

비선형 동력학 시스템으로 구성된 전력 수요의 시계열 데이터를 예측하기 위해 적용된 신경망 및 퍼지 적응 알고리즘 등은 예측오차가 상대적으로 크게 나타났다. 이는 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질에 기인하며 이중 초기값에 민감한 의존성은 장기적인 예측을 더욱더 어렵게 하는 요인으로 작용한다. 전력수요 시계열 데이터가 가지고 있는 카오스적인 성질을 정량 및 정성적인 방식으로 분석을 수행하고, 시스템 동력학적 특성의 정량분석에 이용되는 Lyapunov 지수를 이용하여 어트랙터 재구성, 다차원 카오스 시계열 데이터를 예측하는 방식으로 수요예측 시뮬레이션을 수행하고 결과를 비교 평가하여 기존 제안방식보다 실용적이며 효과적임을 확인한다.

• 대한교통학회지
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• 제5권2호
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• pp.55-72
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• 1987

The work analyzes the existing situation and defines special problems concerning traffic accidents in the two countries. The report is divided into three parts: 1) Using the global approach of SMEED, the data were evaluated using multiple regression analysis, and homogeneous groups of countries were defined by cluster analysis. In the global approach, the linear model is better than SMEED's non-linear model in explaining the number of fatalities. Among the different groups of countries, the linear approach was found to be better suited for industrialized countries and the non-linear approach better for the developing countries. T도 comparison of traffic fatality data for the Federal Republic the developing countries. The comparison of traffic fatality data for the Federal Republic of Germany and the Republic of Korea showed different regression equations during the same time period. 2) The BOX/JENKINS time series analysis on a monthly basis points out clearly similar seasonal patterns for the two countries over the years studied. The decrease in traffic accidents following the intensification of the safety belt requirement was proved in the ARIMA model. It amounts to 7 to 8 percent fewer personal injury accidents and fatal accidents. The identified increase in safety in the Federal Republic of Germany since the 1970s is mainly due to the reduction of accident severity in residential areas. 3) Speeds and headways on motorways in th3e two countries were also compared. The measurements point out that German road users drive faster, take more risks, and accept shorter time gaps than Korean road users. However, the accident statistics show accident rates for Korea that are several times higher than those in the Federal Republic of Germany.

• Journal of Power Electronics
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• 제13권3호
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• pp.329-338
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• 2013

In this paper, the charging characteristics of series resonant type high voltage capacitor chargers considering the transformer stray capacitance have been studied. The principles of operation for the four operational modes and the mode changes for the four different switching frequency sections are explained and analyzed in the range of switching frequency below the resonant frequency. It is confirmed that the average charging currents derived from the above analysis results have non-linear characteristics in each of the four modes. The resonant current, resonant voltage, charging current, and charging time of this capacitor charger as variations of the switching frequency, series parallel capacitance ratio ($k=C_p/C_s$), and output voltage are calculated. From the calculation results, the advantages and disadvantages arising from the parallel connection of this stray capacitance are described. Some methods to minimize charging time of this capacitor charger are suggested. In addition, the results of a comparative test using two transformers whose stray capacitances are different are described. A 1.8 kJ/s prototype capacitor charger is assembled with a TI28335 DSP controller and a 40 kJ, 7 kV capacitor. The analysis results are verified by the experiment.