• Journal of KIISE
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• v.41 no.12
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• pp.1066-1074
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• 2014

In this paper, we present a visual analytics system that uses serial-correlation to detect an abnormal event in spatio-temporal data. Our approach extracts the topic-model from spatio-temporal tweets and then filters the abnormal event candidates using a seasonal-trend decomposition procedure based on Loess smoothing (STL). We re-extract the topic from the candidates, and then, we apply STL to the second candidate. Finally, we analyze the serial-correlation between the first candidates and the second candidate in order to detect abnormal events. We have used a visual analytic approach to detect the abnormal events, and therefore, the users can intuitively analyze abnormal event trends and cyclical patterns. For the case study, we have verified our visual analytics system by analyzing information related to two different events: the 'Gyeongju Mauna Resort collapse' and the 'Jindo-ferry sinking'.

• The Korean Journal of Applied Statistics
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• v.19 no.2
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• pp.319-330
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• 2006

A signal in real world usually composes of multiple signals having different scales of frequencies. For example sun-spot data is fluctuated over 11 year and 85 year. Economic data is supposed to be compound of seasonal component, cyclic component and long-term trend. Decomposition of the signal is one of the main topics in time series analysis. However when the signal is subject to nonstationarity, traditional time series analysis such as spectral analysis is not suitable. Huang et. at(1998) proposed data-adaptive method called empirical mode decomposition (EMD) . Due to its robustness to nonstationarity, EMD has been applied to various fields. Huang et. at, however, have not considered denoising when data is contaminated by error. In this paper we propose efficient denoising method utilizing cross-validation.

• Proceedings of the KSR Conference
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• 2001.10a
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• pp.111-116
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• 2001

This paper introduces how to adopt the X-12-ARIMA to decompose the railway passenger demand of the Korea National Railroad Especially, selecting on proper filters is focused. The trend filter is identical to the low pass filter in the signal Processing field, and so the seasonal filter is to band pass filter too. Some considerations, selecting a filter, are provided from the view-point of the spectrum analysis. The technique introduced in this paper will be adopted to the project that is to develope the forecasting system of Korea railway passenger demand which is a part of the high speed rail information system.

• Proceedings of the Korean Institute of Building Construction Conference
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• 2015.11a
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• pp.192-193
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• 2015

Construction Cycle Trend Survey, which survey total value of orders and realized amounts monthly, is a valuable statistics that used to quick grasp or forecast the trend of domestic construction business. In recent periodical survey quality diagnoses, few professional users named a problem that Construction Cycle Trend Survey could not get together with the current state of the construction industry. This study examined weather Construction Cycle Trend Survey reflects the economic sentiment of construction business or not. Paired t test was performed between Construction Cycle Trend Survey and Construction Business Survey Index (CBSI), and significant differences were verified.

• Journal of Korean Society on Water Environment
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• v.25 no.2
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• pp.295-305
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• 2009

The purpose of this study was to understand of water quality characteristics of lake Paldang, especially at a certain representative site, right in front of Paldang dam ($P_2$ site) and to propose the directions of water quality management of lake Paldang. Water characteristics at $P_2$ site was investigated by principle components analysis and the Pearson correlation coefficient analysis. Also, seasonality was identified by the Kruskal-Wallis test and long term trend of nutrients and chlorophyll-a was analyzed by seasonal decomposition method at lake Paldang statistically. The primary factor affecting on water quality at $P_2$ site was identified as nutrients, while physical parameters, such as rainfall and inflow rate were also important factors. At the result of linear regression analysis particulate organic phosphorus (POP) vs total phosphorus (TP) showed very high correlation of 0.78. TP loading was increased annually from 1995 to 2006. Chlorophyll-a and nutrients show seasonality at $P_2$ site. Long term trend of Chlorophyll-a was increased by increase of TP at lake Paldang.

• Atmosphere
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• v.21 no.2
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• pp.143-149
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• 2011

A new multi-timescale analysis method, Ensemble Empirical Mode Decomposition (EEMD), is used to diagnose the variation of the MJO activity determined by 850hPa and 200hPa zonal winds from the National Centers for Environmental Prediction/National Center for Atmospheric Research (NCEP/NCAR) Reanalysis data for the 56-yr period from 1950 to 2005. The results show that MJO activity can be decomposed into 9 quasi-periodic oscillations and a trend. With each level of contribution of the quasi-periodic oscillation discussed, the bi-seasonal oscillation, the interannual oscillation and the trend of the MJO activity are the most prominent features. The trend increases almost linearly, so that prior to around 1978 the activity of the MJO is lower than that during the latter part. This may be related to the tropical sea surface temperature(SST). It is speculated that the interdecadal change in the MJO activity appeared in around 1978 is related to the warmer SST in the equatorial warm pool, especially over the Indian Ocean.

• Atmosphere
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• v.34 no.2
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• pp.107-121
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• 2024

In this study, we empirically analyzed the impact of physical risks due to climate change on the soundness and operational performance of the financial industry by combining economics and climatology. Particularly, unlike previous studies, we employed the Seasonal-Trend decomposition using LOESS (STL) method to extract trends of climate-related risk variables and economic-financial variables, conducting a two-stage empirical analysis. In the first stage estimation, we found that the delinquency rate and the Bank for International Settlement (BIS) ratio of commercial banks have significant negative effects on the damage caused by natural disasters, frequency of heavy rainfall, average temperature, and number of typhoons. On the other hand, for insurance companies, the damage from natural disasters, frequency of heavy rainfall, frequency of heavy snowfall, and annual average temperature have significant negative effects on return on assets (ROA) and the risk-based capital ratio (RBC). In the second stage estimation, based on the first stage results, we predicted the soundness and operational performance indicators of commercial banks and insurance companies until 2035. According to the forecast results, the delinquency rate of commercial banks is expected to increase steadily until 2035 under assumption that recent years' trend continues until 2035. It indicates that banks' managerial risk can be seriously worsened from climate change. Also the BIS ratio is expected to decrease which also indicates weakening safety buffer against climate risks over time. Additionally, the ROA of insurance companies is expected to decrease, followed by an increase in the RBC, and then a subsequent decrease.

• International Journal of Computer Science & Network Security
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• v.22 no.1
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• pp.225-233
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• 2022

The recent outbreak of corona virus (COVID-19) infectious disease had made its forecasting critical cornerstones in most scientific studies. This study adopts a machine learning based time series model - Auto Regressive Integrated Moving Average (ARIMA) model to forecast COVID-19 confirmed cases in Botswana over 60 days period. Findings of the study show that COVID-19 confirmed cases in Botswana are steadily rising in a steep upward trend with random fluctuations. This trend can also be described effectively using an additive model when scrutinized in Seasonal Trend Decomposition method by Loess. In selecting the best fit ARIMA model, a Grid Search Algorithm was developed with python language and was used to optimize an Akaike Information Criterion (AIC) metric. The best fit ARIMA model was determined at ARIMA (5, 1, 1), which depicted the least AIC score of 3885.091. Results of the study proved that ARIMA model can be useful in generating reliable and volatile forecasts that can used to guide on understanding of the future spread of infectious diseases or pandemics. Most significantly, findings of the study are expected to raise social awareness to disease monitoring institutions and government regulatory bodies where it can be used to support strategic health decisions and initiate policy improvement for better management of the COVID-19 pandemic.

• Fisheries and Aquatic Sciences
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• v.2 no.2
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• pp.199-209
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• 1999

Before investigating the long-term variations in macrobenthic communities sampled in the Chokchon macrotidal flat in Inchon, Korea, from 1989 to 1996, we need to understand how environmental factors in the area vary. As potential governing agents of tidal flat communities, abiotic factors such as mean sea level, seawater, air temperature, and precipitation were considered. Data for these factors were collected at equal intervals from 1976 or 1980 to 1996, and were analyzed using a decomposition method. In this analysis, all the above variables showed strong seasonal nature, and yielded a significant trend and cyclical variation. Positive trends were seen in the seawater and air temperatures, and based upon this relationship, it was found that the biological sampling period of our program has been carried out during warmer periods in succession. This paper puts forth some hypotheses concerning the response of tidal flat macrobenthos communities to the changing environment including mild winters in succession.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.39 no.1
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• pp.165-174
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• 2019

As a nonstationarity is observed in hydrological data, various studies on nonstationary frequency analysis for hydraulic structure design have been actively conducted. Although the inherent diversity in the atmosphere-ocean system is known to be related to the nonstationary phenomena, a nonstationary frequency analysis is generally performed based on the linear trend. In this study, a nonstationary frequency analysis was performed using climate indices as covariates to consider the climate variability and the long-term trend of the extreme rainfall. For 11 weather stations where the trend was detected, the long-term trend within the annual maximum rainfall data was extracted using the ensemble empirical mode decomposition. Then the correlation between the extracted data and various climate indices was analyzed. As a result, autumn-averaged AMM, autumn-averaged AMO, and summer-averaged NINO4 in the previous year significantly influenced the long-term trend of the annual maximum rainfall data at almost all stations. The selected seasonal climate indices were applied to the generalized extreme value (GEV) model and the best model was selected using the AIC. Using the model diagnosis for the selected model and the nonstationary GEV model with the linear trend, we identified that the selected model could compensate the underestimation of the rainfall quantiles.