• Title/Summary/Keyword: time series

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Time-Series based Dataset Selection Method for Effective Text Classification (효율적인 문헌 분류를 위한 시계열 기반 데이터 집합 선정 기법)

  • Chae, Yeonghun;Jeong, Do-Heon
    • The Journal of the Korea Contents Association
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    • v.17 no.1
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    • pp.39-49
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    • 2017
  • As the Internet technology advances, data on the web is increasing sharply. Many research study about incremental learning for classifying effectively in data increasing. Web document contains the time-series data such as published date. If we reflect time-series data to classification, it will be an effective classification. In this study, we analyze the time-series variation of the words. We propose an efficient classification through dividing the dataset based on the analysis of time-series information. For experiment, we corrected 1 million online news articles including time-series information. We divide the dataset and classify the dataset using SVM and $Na{\ddot{i}}ve$ Bayes. In each model, we show that classification performance is increasing. Through this study, we showed that reflecting time-series information can improve the classification performance.

A Review of Time Series Analysis for Environmental and Ecological Data (환경생태 자료 분석을 위한 시계열 분석 방법 연구)

  • Mo, Hyoung-ho;Cho, Kijong;Shin, Key-Il
    • Korean Journal of Environmental Biology
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    • v.34 no.4
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    • pp.365-373
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    • 2016
  • Much of the data used in the analysis of environmental ecological data is being obtained over time. If the number of time points is small, the data will not be given enough information, so repeated measurements or multiple survey points data should be used to perform a comprehensive analysis. The method used for that case is longitudinal data analysis or mixed model analysis. However, if the amount of information is sufficient due to the large number of time points, repetitive data are not needed and these data are analyzed using time series analysis technique. In particular, with a large number of data points in the current situation, when we want to predict how each variable affects each other, or what trends will be expected in the future, we should analyze the data using time series analysis techniques. In this study, we introduce univariate time series analysis, intervention time series model, transfer function model, and multivariate time series model and review research papers studied in Korea. We also introduce an error correction model, which can be used to analyze environmental ecological data.

How to Measure Nonlinear Dependence in Hydrologic Time Series (시계열 수문자료의 비선형 상관관계)

  • Mun, Yeong-Il
    • Journal of Korea Water Resources Association
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    • v.30 no.6
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    • pp.641-648
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    • 1997
  • Mutual information is useful for analyzing nonlinear dependence in time series in much the same way as correlation is used to characterize linear dependence. We use multivariate kernel density estimators for the estimation of mutual information at different time lags for single and multiple time series. This approach is tested on a variety of hydrologic data sets, and suggested an appropriate delay time $ au$ at which the mutual information is almost zerothen multi-dimensional phase portraits could be constructed from measurements of a single scalar time series.

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Applying Bootstrap to Time Series Data Having Trend (추세 시계열 자료의 부트스트랩 적용)

  • Park, Jinsoo;Kim, Yun Bae;Song, Kiburm
    • Journal of the Korean Operations Research and Management Science Society
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    • v.38 no.2
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    • pp.65-73
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    • 2013
  • In the simulation output analysis, bootstrap method is an applicable resampling technique to insufficient data which are not significant statistically. The moving block bootstrap, the stationary bootstrap, and the threshold bootstrap are typical bootstrap methods to be used for autocorrelated time series data. They are nonparametric methods for stationary time series data, which correctly describe the original data. In the simulation output analysis, however, we may not use them because of the non-stationarity in the data set caused by the trend such as increasing or decreasing. In these cases, we can get rid of the trend by differencing the data, which guarantees the stationarity. We can get the bootstrapped data from the differenced stationary data. Taking a reverse transform to the bootstrapped data, finally, we get the pseudo-samples for the original data. In this paper, we introduce the applicability of bootstrap methods to the time series data having trend, and then verify it through the statistical analyses.

Correction of Coordinate Discontinuities Caused by GPS Antenna Replacements

  • Kim, Dusik;Park, Kwan-Dong;Won, Jihye
    • Journal of Positioning, Navigation, and Timing
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    • v.4 no.3
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    • pp.131-140
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    • 2015
  • Antennas at permanent GPS stations operated by the former Ministry of Government Administration and Home Affairs (MOGAHA) in Korea were replaced in years 2008 and 2009, and these changes caused abrupt discontinuities in precise coordinate time series. In this study, an algorithm that eliminates those breaks was developed based on 15-year-long coordinate time series for the purpose of creating clean and continuous coordinate time series. The newly developed algorithm to correct for sudden jumps and dips in the GPS time series due to the antenna change was designed to consider all the linear and annual signals observed before and after the event. The accuracy of the new algorithm was confirmed to be at the Root Mean Square Error (RMSE) level of 2.3-2.6 mm. The new algorithm was also found to be capable of reflect site-specific characteristics at each station.

FINANCIAL TIME SERIES FORECASTING USING FUZZY REARRANGED INTERVALS

  • Jung, Hye-Young;Yoon, Jin-Hee;Choi, Seung-Hoe
    • The Pure and Applied Mathematics
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    • v.19 no.1
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    • pp.7-21
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    • 2012
  • The fuzzy time series is introduced by Song and Chissom([8]) to construct a pattern for time series with vague or linguistic value. Many methods using the interval and fuzzy logical relationship related with historical data have been suggested to enhance the forecasting accuracy. But they do not fully reflect the fluctuation of historical data. Therefore, we propose the interval rearranged method to reflect the fluctuation of historical data and to improve the forecasting accuracy of fuzzy time series. Using the well-known enrollment, the proposed method is discussed and the forecasting accuracy is evaluated. Empirical studies show that the proposed method in forecasting accuracy is superior to existing methods and it fully reflects the fluctuation of historical data.

An Analysis of Categorical Time Series Driven by Clipping GARCH Processes (연속형-GARCH 시계열의 범주형화(Clipping)를 통한 분석)

  • Choi, M.S.;Baek, J.S.;Hwan, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.23 no.4
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    • pp.683-692
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    • 2010
  • This short article is concerned with a categorical time series obtained after clipping a heteroscedastic GARCH process. Estimation methods are discussed for the model parameters appearing both in the original process and in the resulting binary time series from a clipping (cf. Zhen and Basawa, 2009). Assuming AR-GARCH model for heteroscedastic time series, three data sets from Korean stock market are analyzed and illustrated with applications to calculating certain probabilities associated with the AR-GARCH process.

Vegetation Classification from Time Series NOAA/AVHRR Data

  • Yasuoka, Yoshifumi;Nakagawa, Ai;Kokubu, Keiko;Pahari, Krishna;Sugita, Mikio;Tamura, Masayuki
    • Proceedings of the KSRS Conference
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    • 1999.11a
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    • pp.429-432
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    • 1999
  • Vegetation cover classification is examined based on a time series NOAA/AVHRR data. Time series data analysis methods including Fourier transform, Auto-Regressive (AR) model and temporal signature similarity matching are developed to extract phenological features of vegetation from a time series NDVI data from NOAA/AVHRR and to classify vegetation types. In the Fourier transform method, typical three spectral components expressing the phenological features of vegetation are selected for classification, and also in the AR model method AR coefficients are selected. In the temporal signature similarity matching method a new index evaluating the similarity of temporal pattern of the NDVI is introduced for classification.

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A Study on the Demand Forecasting by using Transfer Function with the Short Term Time Series and Analyzing the Effect of Marketing Policy (단기 시계열 제품의 전이함수를 이용한 수요예측과 마케팅 정책에 미치는 영향에 관한 연구)

  • Seo, Myeong-Yu;Rhee, Jong-Tae
    • IE interfaces
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    • v.16 no.4
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    • pp.400-410
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    • 2003
  • Most of the demand forecasting which have been studied is about long-term time series over 15 years demand forecasting. In this paper, we set up the most optimal ARIMA model for the short-term time series demand forecasting and suggest demand forecasting system for short-term time series by appraising suitability and predictability. We are going to use the univariate ARIMA model in parallel with the bivariate transfer function model to improve the accuracy of forecasting. We also analyze the effect of advertisement cost, scale of branch stores, and number of clerk on the establishment of marketing policy by applying statistical methods. After then we are going to show you customer's needs, which are number of buying products. We have applied this method to forecast the annual sales of refrigerator in four branch stores of A company.

Time Series Simulation of Explosive Charges In Shallow Water Using Ray Approach

  • Hahn, Jooyoung;Lee, Seongwook;Na, Jungyul
    • The Journal of the Acoustical Society of Korea
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    • v.22 no.3E
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    • pp.133-140
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    • 2003
  • A time series simulation is presented by a ray approach for the simulating the received waveform of a broadband acoustical signals interacting with the ocean boundaries. The environment is assumed to be horizontally stratified, and the seafloor is described in terms of homogeneous fluid half-space. The ray approach includes the effects of reflection from the air-water, water-sediment interface and phase shifts due to boundaries interaction. To generate time series, we assume that the acoustic energy propagates from source to receiver along eigenrays and represent the action of the bottom on the incident wave by a linear filter and characterized in the frequency domain by the transfer function. As example application, the time series for an explosive source in a shallow water environment is calculated and analyzed in terms of acoustical process. good agreement with measured time series is demonstrated.