• Title/Summary/Keyword: non-linear time-series analysis

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Analysis and Forecast of Non-Stationary Monthly Steam Flow (비정상 월유량 시계열의 해석과 예측)

  • 이재형;선우중호
    • Water for future
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    • v.11 no.2
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    • pp.54-61
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    • 1978
  • An attemption of synthesizing and forecasting of monthly river flow has been made by employing a linear stochastic difference equation model. As one of the linear stochestic difference equation model, an ARIMA Type is tested to find the suitability of the model to the monthly river flows. On the assumption of the stationary covariacne of differenced monthly river flows the model is identrfield and is evaluated so that the residuale have the minimum variance. Finally a test is performed to finld the residerals beings White noise. Monthly river flows at six stations in Han River Basin are applied for case studies. It was found that the difference operator is a good measure of forecasting the monthly river flow.

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Reduction Efficiency Analysis of Furrow Vegetation and PAM (Polyacrylamide) Mulching for Non-Point Source Pollution Load from Sloped Upland During Farming Season (경사밭 고랑 식생 및 PAM (Polyacrylamide) 멀칭에 따른 영농기 비점오염 저감효과 분석)

  • Yeob, So-Jin;Kim, Min-Kyeong;An, Nan-Hee;Choi, Soon-Kun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.65 no.4
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    • pp.1-10
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    • 2023
  • As a result of climate change, non-point source pollution (NPS) from farmland with the steep slope during the rainy season is expected to have a significant impact on the water system. This study aimed to evaluate the effect of furrow mulching using alfalfa and PAM (Polyacrylamide) materials for each rainfall event, while considering the load characteristics of NPS. The study was conducted in Wanju-gun, Jeollabuk-do, in 2022, with a testbed that had a slope of 13%, sandy loam soil, and maize crops. The testbed was composed of four plots: bare soil (Bare), No mulching (Cont.), Vegetation mulching (VM), and PAM mulching (PM). Runoff was collected from each rainfall event using a 1/40 sampler and the NPS load was calculated by measuring the concentrations of SS, T-N, T-P, and TOC. During farming season, the reduction efficiency of NPS load was 37.1~59.5% for VM and 38.2~75.7% for PM. The analysis found that VM had a linear regression correlation (R2=0.28~0.86, P-value=0.01~0.1) with elapsed time of application, while PM had a quadratic regression correlation (R2=0.35~0.80, P-value=0.1). These results suggest that the selection of furrow mulch materials and the appropriate application method play a crucial role in reducing non-point pollution in farmland. Therefore, further studies on the time-series reduction effect based on the application method are recommended to develop more effective preemptive reduction technologies.

A Study on the Method for Dynamic Response Analysis in Frequency Domain of an Offshore Wind Turbine by Linearization of Equations of Motion for Multibody (다물체계 운동 방정식 선형화를 통한 해상 풍력 발전기 동적 거동의 주파수 영역 해석 방법에 관한 연구)

  • Ku, Namkug;Roh, Myung-Il;Ha, Sol;Shin, Hyun-Kyoung
    • Korean Journal of Computational Design and Engineering
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    • v.20 no.1
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    • pp.84-92
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    • 2015
  • In this study, we describe a method to analysis dynamic behavior of an offshore wind turbine in the frequency domain and expected effects of the method. An offshore wind turbine, which is composed of platform, tower, nacelle, hubs, and blades, can be considered as multibody systems. In general, the dynamic analysis of multibody systems are carried out in the time domain, because the equations of motion derived based on the multibody dynamics are generally nonlinear differential equations. However, analyzing the dynamic behavior in time domain takes longer than in frequency domain. In this study, therefore, we describe how to analysis the system multibody systems in the frequency domain. For the frequency domain analysis, the non-linear differential equations are linearized using total derivative and Taylor series expansions, and then the linearized equations are solved in time domain. This method was applied to analysis of double pendulum system for the verification of its effectiveness, and the equations of motion for the offshore wind turbine was derived with assuming that the wind turbine is rigid multibody systems. Using this method, the dynamic behavior analysis of the offshore wind turbine can be expected to take less time.

Monte Carlo analysis of earthquake resistant R-C 3D shear wall-frame structures

  • Taskin, Beyza;Hasgur, Zeki
    • Structural Engineering and Mechanics
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    • v.22 no.3
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    • pp.371-399
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    • 2006
  • The theoretical background and capabilities of the developed program, SAR-CWF, for stochastic analysis of 3D reinforced-concrete shear wall-frame structures subject to seismic excitations is presented. Incremental stiffness and strength properties of system members are modeled by extended Roufaiel-Meyer hysteretic relation for bending while shear deformations for walls by Origin-Oriented hysteretic model. For the critical height of shear-walls, division to sub-elements is performed. Different yield capacities with respect to positive and negative bending, finite extensions of plastic hinges and P-${\delta}$ effects are considered while strength deterioration is controlled by accumulated hysteretic energy. Simulated strong motions are obtained from a Gaussian white-noise filtered through Kanai-Tajimi filter. Dynamic equations of motion for the system are formed according to constitutive and compatibility relations and then inserted into equivalent It$\hat{o}$-Stratonovich stochastic differential equations. A system reduction scheme based on the series expansion of eigen-modes of the undamaged structure is implemented. Time histories of seismic response statistics are obtained by utilizing the computer programs developed for different types of structures.

A Study on forecasting container volume of port using SD and ARIMA

  • Kim, Jong-Kil;Pak, Ji-Yeong;Wang, Ying;Park, Sung-Il;Yeo, Gi-Tae
    • Journal of Navigation and Port Research
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    • v.35 no.4
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    • pp.343-349
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    • 2011
  • The forecasting of container volume which is the basis of port logistics facilities expansion has a great influence on development of an port. Based on this importance, various previous studies have presented methodology on container volume forecasting. The results of many previous studies pointed out the limitations of future forecasting based on past container volume and emphasized that more various factors should be considered to compensate this. Taking notice of this point, this study forecasted future container volume by using ARIMA model, time series analysis and System Dynamics (SD) method, a dynamic analysis technique and performed the comparative review with the forecast of the Ministry of Land, Transport and Maritime affairs. Recently with rapid changes in economic and social environment, the non-linear change tendency for forecasting container traffic is presented as a new alternative to the country.

Traffic Forecasting Model Selection of Artificial Neural Network Using Akaike's Information Criterion (AIC(AKaike's Information Criterion)을 이용한 교통량 예측 모형)

  • Kang, Weon-Eui;Baik, Nam-Cheol;Yoon, Hye-Kyung
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.155-159
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    • 2004
  • Recently, there are many trials about Artificial neural networks : ANNs structure and studying method of researches for forecasting traffic volume. ANNs have a powerful capabilities of recognizing pattern with a flexible non-linear model. However, ANNs have some overfitting problems in dealing with a lot of parameters because of its non-linear problems. This research deals with the application of a variety of model selection criterion for cancellation of the overfitting problems. Especially, this aims at analyzing which the selecting model cancels the overfitting problems and guarantees the transferability from time measure. Results in this study are as follow. First, the model which is selecting in sample does not guarantees the best capabilities of out-of-sample. So to speak, the best model in sample is no relationship with the capabilities of out-of-sample like many existing researches. Second, in stability of model selecting criterion, AIC3, AICC, BIC are available but AIC4 has a large variation comparing with the best model. In time-series analysis and forecasting, we need more quantitable data analysis and another time-series analysis because uncertainty of a model can have an effect on correlation between in-sample and out-of-sample.

Source Identification of Nitrate contamination in Groundwater of an Agricultural Site, Jeungpyeong, Korea

  • 전성천;이강근;배광옥;정형재
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2003.04a
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    • pp.63-66
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    • 2003
  • This study applied a hydrogeological field survey and isotope investigation to identify source locations and delineate pathways of groundwater contamination by nitrogen compounds. The infiltration and recharge processes were analyzed with groundwater-level fluctuation data and oxygen-hydrogen stable isotope data. The groundwater flow pattern was investigated through groundwater flow modeling and spatial and temporal variation of oxygen isotope data. Based on the flow analysis and nitrogen isotope data, source types of nitrate contamination in groundwater are identified. Groundwater recharge largely occurs in spring and summer due to precipitation or irrigation water in rice fields. Based on oxygen isotope data and cross-correlation between precipitation and groundwater level changes, groundwater recharge was found to be mainly caused by irrigation in spring and by precipitation at other times. The groundwater flow velocity calculated by a time series of spatial correlations, 231 m/yr, is in good accordance with the linear velocity estimated from hydrogeologic data. Nitrate contamination sources are natural and fertilized soils as non-point sources, and septic and animal wastes as point sources. Seasonal loading and spatial distribution of nitrate sources are estimated by using oxygen and nitrogen isotopic data.

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Summarized IDA curves by the wavelet transform and bees optimization algorithm

  • Shahryari, Homayoon;Karami, M. Reza;Chiniforush, Alireza A.
    • Earthquakes and Structures
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    • v.16 no.2
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    • pp.165-175
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    • 2019
  • Incremental dynamic analysis (IDA), as an accurate method to evaluate the parameters of structural performance levels, requires many non-linear time history analyses, using a set of ground motion records which are scaled to different intensity levels. Therefore, this method is very computationally demanding. In this study, a new method is presented to estimate the summarized (16%, 50%, and 84% fractiles) IDA curves of a first-mode dominated structure using discrete wavelet transform and bees optimization algorithm. This method reduces the number of required ground motion records for the prediction of the summarized IDA curves. At first, a subset of first list ground motion records is decomposed by means of discrete wavelet transform which have a low dispersion estimating the summarized IDA curves of equivalent SDOF system of the main structure. Then, the bees algorithm optimizes a series of factors for each level of detail coefficients in discrete wavelet transform. The applied factors change the frequency content of original ground motion records which the generated ground motions records can be utilized to reliably estimate the summarized IDA curves of the main structure. At the end, to evaluate the efficiency of the proposed method, the seismic behavior of a typical 3-story special steel moment frame, subjected to a set of twenty ground motion records is compared with this method.

Asymmetric linkages between nuclear energy and environmental quality: Evidence from Top-10 nuclear energy consumer countries

  • Jinglei Zhang;Sajid Ali;Lei Ping
    • Nuclear Engineering and Technology
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    • v.55 no.5
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    • pp.1878-1884
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    • 2023
  • To lay a solid basis for prosperity and competitiveness, countries should achieve balance in the three fundamental aspects: energy availability, energy affordability and ecological balance. Nuclear energy has attracted international interest as one of the most crucial environmental quality strategies. The objective of this study is to analyze the non-linear link between nuclear energy and environmental quality in the top-10 nuclear energy consumer countries (USA, China, Russia, France, Canada, Spain, Sweden, South Korea, Ukraine, and Germany). Earlier research employed panel data methodologies to examine the linkage between nuclear energy and the environment, despite the fact that many nations did not independently demonstrate such a correlation. On the alternative, this study uses a novel approach known as 'Quantile-on-Quantile,' which allows for the analysis of time-series dependence in each country by giving universal yet country-specific insights into the relationship between the variables. Estimates show that the consumption of nuclear energy improves environmental quality by lowering ecological footprint in the majority of the nations studied at certain quantiles of data. Moreover, the data demonstrate that the degree of asymmetries between our variables changes by nation, emphasizing the importance of policymakers exercising caution when adopting nuclear energy and environmental quality regulations.

Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.