• Title/Summary/Keyword: partial time series data

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A Time Series Analysis for the Monthly Variation of $SO_2$ in the Certain Areas (ARIMA model에 의한 서울시 일부지역 $SO_2$ 오염도의 월변화에 대한 시계열분석)

  • Kim, Kwang-Jin;Lee, Sang-Hun;Chung, Yong
    • Journal of Korean Society for Atmospheric Environment
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    • v.4 no.2
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    • pp.72-81
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    • 1988
  • The typical ARIMA model which was developed by Box and Jenkins, was applied to the monthly $SO_2$ data collected at Seoungsoo and Oryudong in metropolitan area over five years, 1982 to 1986. To find out the changing pattern of $SO_2$ concentration, autocorrelation and partial autocorrelation analysis were undertaken. The three steps of time series model building were followed and the residual series was found to be a random white noise. The results of this study is summarized as follows. 1) The monthly $SO_2$ series was found to be a non-stationary series which which has a periodicity of 12 months. After eliminating the periodicity by differencing, the monthly $SO_2$ series became a stationary series. 2) The ARIMA seasonal model of the $SO_2$ was determined to be ARIMA $(1, 0, 0)(0, 1, 0,)_{12}$ model. 3) The model equations based on the prediction were: for Seoungsoodong: $Y_t = 0.5214Y_{t-1} + Y_{t-12} - 0.5214Y_{t-13} + a_t$ for Oryudong: $Y_t = 0.8549Y_{t-1} + Y_{t-12} - 0.8549Y_{t-13} + a_t$ 4) The validity of the model identified was checked by compairing the measured $SO_2$ values and one-month-ahead predicted values. The result of correlation and regression analysis is as follows. Seoungsoodong: $Y = 0.8710X + 0.0062 r = 0.8768$ Oryudong : $Y = 0.8758X + 0.0073 r = 0.9512$

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IoT Malware Detection and Family Classification Using Entropy Time Series Data Extraction and Recurrent Neural Networks (엔트로피 시계열 데이터 추출과 순환 신경망을 이용한 IoT 악성코드 탐지와 패밀리 분류)

  • Kim, Youngho;Lee, Hyunjong;Hwang, Doosung
    • KIPS Transactions on Software and Data Engineering
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    • v.11 no.5
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    • pp.197-202
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    • 2022
  • IoT (Internet of Things) devices are being attacked by malware due to many security vulnerabilities, such as the use of weak IDs/passwords and unauthenticated firmware updates. However, due to the diversity of CPU architectures, it is difficult to set up a malware analysis environment and design features. In this paper, we design time series features using the byte sequence of executable files to represent independent features of CPU architectures, and analyze them using recurrent neural networks. The proposed feature is a fixed-length time series pattern extracted from the byte sequence by calculating partial entropy and applying linear interpolation. Temporary changes in the extracted feature are analyzed by RNN and LSTM. In the experiment, the IoT malware detection showed high performance, while low performance was analyzed in the malware family classification. When the entropy patterns for each malware family were compared visually, the Tsunami and Gafgyt families showed similar patterns, resulting in low performance. LSTM is more suitable than RNN for learning temporal changes in the proposed malware features.

OSCULATING VERSUS INTERSECTING CIRCLES IN SPACE-BASED MICROLENS PARALLAX DEGENERACIES

  • Gould, Andrew
    • Journal of The Korean Astronomical Society
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    • v.52 no.4
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    • pp.121-131
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    • 2019
  • I investigate the origin of arc degeneracies in satellite microlens parallax ${\pi}_E$ measurements with only late time data, e.g., t > $t_0+t_E$ as seen from the satellite. I show that these are due to partial overlap of a series of osculating, exactly circular, degeneracies in the ${\pi}_E$ plane, each from a single measurement. In events with somewhat earlier data, these long arcs break up into two arclets, or (with even earlier data) two points, because these earlier measurements give rise to intersecting rather than osculating circles. The two arclets (or points) then constitute one pair of degeneracies in the well-known four-fold degeneracy of space-based microlens parallax. Using this framework of intersecting circles, I show that next-generation microlens satellite experiments could yield good ${\pi}_E$ determinations with only about five measurements per event, i.e., about 30 observations per day to monitor 1500 events per year. This could plausibly be done with a small (hence cheap, in the spirit of Gould & Yee 2012) satellite telescope, e.g., 20 cm.

Inverter-Based Solar Power Prediction Algorithm Using Artificial Neural Network Regression Model (인공 신경망 회귀 모델을 활용한 인버터 기반 태양광 발전량 예측 알고리즘)

  • Gun-Ha Park;Su-Chang Lim;Jong-Chan Kim
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.2
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    • pp.383-388
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    • 2024
  • This paper is a study to derive the predicted value of power generation based on the photovoltaic power generation data measured in Jeollanam-do, South Korea. Multivariate variables such as direct current, alternating current, and environmental data were measured in the inverter to measure the amount of power generation, and pre-processing was performed to ensure the stability and reliability of the measured values. Correlation analysis used only data with high correlation with power generation in time series data for prediction using partial autocorrelation function (PACF). Deep learning models were used to measure the amount of power generation to predict the amount of photovoltaic power generation, and the results of correlation analysis of each multivariate variable were used to increase the prediction accuracy. Learning using refined data was more stable than when existing data were used as it was, and the solar power generation prediction algorithm was improved by using only highly correlated variables among multivariate variables by reflecting the correlation analysis results.

A Study of Air Freight Forecasting Using the ARIMA Model (ARIMA 모델을 이용한 항공운임예측에 관한 연구)

  • Suh, Sang-Sok;Park, Jong-Woo;Song, Gwangsuk;Cho, Seung-Gyun
    • Journal of Distribution Science
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    • v.12 no.2
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    • pp.59-71
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    • 2014
  • Purpose - In recent years, many firms have attempted various approaches to cope with the continual increase of aviation transportation. The previous research into freight charge forecasting models has focused on regression analyses using a few influence factors to calculate the future price. However, these approaches have limitations that make them difficult to apply into practice: They cannot respond promptly to small price changes and their predictive power is relatively low. Therefore, the current study proposes a freight charge-forecasting model using time series data instead a regression approach. The main purposes of this study can thus be summarized as follows. First, a proper model for freight charge using the autoregressive integrated moving average (ARIMA) model, which is mainly used for time series forecast, is presented. Second, a modified ARIMA model for freight charge prediction and the standard process of determining freight charge based on the model is presented. Third, a straightforward freight charge prediction model for practitioners to apply and utilize is presented. Research design, data, and methodology - To develop a new freight charge model, this study proposes the ARIMAC(p,q) model, which applies time difference constantly to address the correlation coefficient (autocorrelation function and partial autocorrelation function) problem as it appears in the ARIMA(p,q) model and materialize an error-adjusted ARIMAC(p,q). Cargo Account Settlement Systems (CASS) data from the International Air Transport Association (IATA) are used to predict the air freight charge. In the modeling, freight charge data for 72 months (from January 2006 to December 2011) are used for the training set, and a prediction interval of 23 months (from January 2012 to November 2013) is used for the validation set. The freight charge from November 2012 to November 2013 is predicted for three routes - Los Angeles, Miami, and Vienna - and the accuracy of the prediction interval is analyzed using mean absolute percentage error (MAPE). Results - The result of the proposed model shows better accuracy of prediction because the MAPE of the error-adjusted ARIMAC model is 10% and the MAPE of ARIMAC is 11.2% for the L.A. route. For the Miami route, the proposed model also shows slightly better accuracy in that the MAPE of the error-adjusted ARIMAC model is 3.5%, while that of ARIMAC is 3.7%. However, for the Vienna route, the accuracy of ARIMAC is better because the MAPE of ARIMAC is 14.5% and the MAPE of the error-adjusted ARIMAC model is 15.7%. Conclusions - The accuracy of the error-adjusted ARIMAC model appears better when a route's freight charge variance is large, and the accuracy of ARIMA is better when the freight charge variance is small or has a trend of ascent or descent. From the results, it can be concluded that the ARIMAC model, which uses moving averages, has less predictive power for small price changes, while the error-adjusted ARIMAC model, which uses error correction, has the advantage of being able to respond to price changes quickly.

Regional Drought Frequency Analysis of Monthly Precipitation with L-Moments Method in Nakdong River Basin (L-Moments법에 의한 낙동강유역 월강우량의 지역가뭄빈도해석)

  • 김성원
    • Journal of Environmental Science International
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    • v.8 no.4
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    • pp.431-441
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    • 1999
  • In this study, the regional frequency analysis is used to determine each subbasin drought frequency with reliable monthly precipitation and the L-Moments method which is almost unbiased and has very nearly a normal distribution is used for the parameter estimation of monthly precipitation time series in Nakdong river basin. As the result of this study, the duration of '93-'94 is most severe drought year than any other water year and the drought frequency is established as compared the regional frequency analysis result of cumulative precipitation of 12th duration months in each subbasin with that of 12th duration months in the major drought duration. The Linear regression equation is induced according to linear regression analysis of drought frequency between Nakdong total basin and each subbasin of the same drought duration. Therefore, as the foundation of this study, it can be applied proposed method and procedure of this study to the water budget analysis considering safety standards for the design of impounding facilities large-scale river basin and for this purpose, above all, it is considered that expansion of reliable preciptation data is needed in watershed rainfall station.

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Analysis of Viscous Free Surface Flow around a Ship by a Level-set Method

  • Park, Il-Ryong;Chun, Ho-Hwan
    • Journal of Ship and Ocean Technology
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    • v.6 no.2
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    • pp.37-50
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    • 2002
  • In the present numerical simulation of viscous free surface flow around a ship, two-fluids in-compressible Reynolds-averaged Navier-Stokes equations with the standard $\textsc{k}-\varepsilon$turbulence model are discretized on a regular grid by using a finite volume method. A local level-set method is introduced for capturing the free surface movement and the influence of the viscous layer and dynamic boundary condition of the free surface are implicitly considered. Partial differential equations in the level-set method are discretized with second order ENO scheme and explicit Euler scheme in the space and time integration, respectively. The computational results for the Series-60 model with $C_B=0.6$ show a good agreement with the experimental data, but more validation studies for commercial complicated hull forms are necessary.

Context Prediction Using Right and Wrong Patterns to Improve Sequential Matching Performance for More Accurate Dynamic Context-Aware Recommendation (보다 정확한 동적 상황인식 추천을 위해 정확 및 오류 패턴을 활용하여 순차적 매칭 성능이 개선된 상황 예측 방법)

  • Kwon, Oh-Byung
    • Asia pacific journal of information systems
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    • v.19 no.3
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    • pp.51-67
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    • 2009
  • Developing an agile recommender system for nomadic users has been regarded as a promising application in mobile and ubiquitous settings. To increase the quality of personalized recommendation in terms of accuracy and elapsed time, estimating future context of the user in a correct way is highly crucial. Traditionally, time series analysis and Makovian process have been adopted for such forecasting. However, these methods are not adequate in predicting context data, only because most of context data are represented as nominal scale. To resolve these limitations, the alignment-prediction algorithm has been suggested for context prediction, especially for future context from the low-level context. Recently, an ontological approach has been proposed for guided context prediction without context history. However, due to variety of context information, acquiring sufficient context prediction knowledge a priori is not easy in most of service domains. Hence, the purpose of this paper is to propose a novel context prediction methodology, which does not require a priori knowledge, and to increase accuracy and decrease elapsed time for service response. To do so, we have newly developed pattern-based context prediction approach. First of ail, a set of individual rules is derived from each context attribute using context history. Then a pattern consisted of results from reasoning individual rules, is developed for pattern learning. If at least one context property matches, say R, then regard the pattern as right. If the pattern is new, add right pattern, set the value of mismatched properties = 0, freq = 1 and w(R, 1). Otherwise, increase the frequency of the matched right pattern by 1 and then set w(R,freq). After finishing training, if the frequency is greater than a threshold value, then save the right pattern in knowledge base. On the other hand, if at least one context property matches, say W, then regard the pattern as wrong. If the pattern is new, modify the result into wrong answer, add right pattern, and set frequency to 1 and w(W, 1). Or, increase the matched wrong pattern's frequency by 1 and then set w(W, freq). After finishing training, if the frequency value is greater than a threshold level, then save the wrong pattern on the knowledge basis. Then, context prediction is performed with combinatorial rules as follows: first, identify current context. Second, find matched patterns from right patterns. If there is no pattern matched, then find a matching pattern from wrong patterns. If a matching pattern is not found, then choose one context property whose predictability is higher than that of any other properties. To show the feasibility of the methodology proposed in this paper, we collected actual context history from the travelers who had visited the largest amusement park in Korea. As a result, 400 context records were collected in 2009. Then we randomly selected 70% of the records as training data. The rest were selected as testing data. To examine the performance of the methodology, prediction accuracy and elapsed time were chosen as measures. We compared the performance with case-based reasoning and voting methods. Through a simulation test, we conclude that our methodology is clearly better than CBR and voting methods in terms of accuracy and elapsed time. This shows that the methodology is relatively valid and scalable. As a second round of the experiment, we compared a full model to a partial model. A full model indicates that right and wrong patterns are used for reasoning the future context. On the other hand, a partial model means that the reasoning is performed only with right patterns, which is generally adopted in the legacy alignment-prediction method. It turned out that a full model is better than a partial model in terms of the accuracy while partial model is better when considering elapsed time. As a last experiment, we took into our consideration potential privacy problems that might arise among the users. To mediate such concern, we excluded such context properties as date of tour and user profiles such as gender and age. The outcome shows that preserving privacy is endurable. Contributions of this paper are as follows: First, academically, we have improved sequential matching methods to predict accuracy and service time by considering individual rules of each context property and learning from wrong patterns. Second, the proposed method is found to be quite effective for privacy preserving applications, which are frequently required by B2C context-aware services; the privacy preserving system applying the proposed method successfully can also decrease elapsed time. Hence, the method is very practical in establishing privacy preserving context-aware services. Our future research issues taking into account some limitations in this paper can be summarized as follows. First, user acceptance or usability will be tested with actual users in order to prove the value of the prototype system. Second, we will apply the proposed method to more general application domains as this paper focused on tourism in amusement park.

Design of a 1-D CRNN Model for Prediction of Fine Dust Risk Level (미세먼지 위험 단계 예측을 위한 1-D CRNN 모델 설계)

  • Lee, Ki-Hyeok;Hwang, Woo-Sung;Choi, Myung-Ryul
    • Journal of Digital Convergence
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    • v.19 no.2
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    • pp.215-220
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    • 2021
  • In order to reduce the harmful effects on the human body caused by the recent increase in the generation of fine dust in Korea, there is a need for technology to help predict the level of fine dust and take precautions. In this paper, we propose a 1D Convolutional-Recurrent Neural Network (1-D CRNN) model to predict the level of fine dust in Korea. The proposed model is a structure that combines the CNN and the RNN, and uses domestic and foreign fine dust, wind direction, and wind speed data for data prediction. The proposed model achieved an accuracy of about 76%(Partial up to 84%). The proposed model aims to data prediction model for time series data sets that need to consider various data in the future.

An Estimation of Call Demand for the Internet Telephony (국내 인터넷전화의 통화수요 추정)

  • Chung, Shin-Ryang;Kim, Yong-Kyu
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.8 no.3
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    • pp.639-645
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    • 2007
  • In this study, an estimation of call demand for the internet telephony was carried out using the monthly time-series data from June 2001 to December 2004. In the estimation, the call traffic was assumed to be explained by tariff of the internet telephony service, tariff of fixed and wireless services, income, quality of service, and lagged traffic variable. The traffic is assumed to follow the partial adjustment mechanism. The estimation result shows that the call traffic demand is elastic to the tariff of the service while it is inelastic to the change of income. The qualisty of service is regarded as an important factor of demand. Also there appeared the call demand is adjusting to the change of explanatory variables with some lags.

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