• Title/Summary/Keyword: time-series generator

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Stochastic precipitation modeling based on Korean historical data

  • Kim, Yongku;Kim, Hyeonjeong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1309-1317
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    • 2012
  • Stochastic weather generators are commonly used to simulate time series of daily weather, especially precipitation amount. Recently, a generalized linear model (GLM) has been proposed as a convenient approach to fitting these weather generators. In this paper, a stochastic weather generator is considered to model the time series of daily precipitation at Seoul in South Korea. As a covariate, global temperature is introduced to relate long-term temporal scale predictor to short-term temporal predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate time series of seasonal total precipitation in the GLM weather generator as covariates. It is veri ed that the addition of these covariates does not distort the performance of the weather generator in other respects.

Multi-Site Stochastic Weather Generator for Daily Rainfall in Korea (시공간구조를 가지는 확률적 강우 모형)

  • Kwak, Minjung;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.475-485
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    • 2014
  • A stochastic weather generator based on a generalized linear model (GLM) approach is a commonly used tools to simulate a time series of daily weather. In this paper, we propose a multi-site weather generator with applications to historical data in South Korea. The proposed method extends the approach of Kim et al. (2012) by considering spatial dependence in the model. To reduce this phenomenon, we also incorporate a time series of seasonal mean precipitations of South Korea in the GLM weather generator as a covariate. Spatial dependence was incorporated into the model through a latent Gaussian process. We apply the proposed model to precipitation data provided by 62 stations in Korea from 1973{2011.

A study on the performance improvement of hydraulic position control system using series-feedback compensator (직렬 피이드백 보상기를 이용한 위치제어 유압시스템의 성능향상에 관한 연구)

  • 이교일;이종극
    • 제어로봇시스템학회:학술대회논문집
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    • 1988.10a
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    • pp.332-337
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    • 1988
  • A digital series-feedback compensator algorithm for tracking time-varying signal is presented. The series-feedback compensator is composed of one closed loop pole / zero cancellation compensator and one desired-input generator. This algorithm is applied to nonlinear hydraulic position control system. The hydraulic servo system is modelled as a second order linear model and cancellation compensator is modelled from it. The desired input generator is inserted to reduce modelling error. Digital computer simulation output using this control method is present and the usefulness of this control algorithm for nonlinear hydraulic system is verified.

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A Modeling of Daily Temperature in Seoul using GLM Weather Generator (GLM 날씨 발생기를 이용한 서울지역 일일 기온 모형)

  • Kim, Hyeonjeong;Do, Hae Young;Kim, Yongku
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.413-420
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    • 2013
  • Stochastic weather generator is a commonly used tool to simulate daily weather time series. Recently, a generalized linear model(GLM) has been proposed as a convenient approach to tting these weather generators. In the present paper, a stochastic weather generator is considered to model the time series of daily temperatures for Seoul South Korea. As a covariate, precipitation occurrence is introduced to a relate short-term predictor to short-term predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate a time series of seasonal mean temperatures in the GLM weather generator as a covariate.

Aging Diagnosis by Analyzing The Electrical Characteristics of Series Hybrid Generator (직렬형 하이브리드용 발전기의 전기적 특성분석 및 열화진단)

  • Lee, Kang-Won;Jang, Se-Ky
    • Proceedings of the KSR Conference
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    • 2011.10a
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    • pp.1439-1443
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    • 2011
  • Bimodal Tram is the new conceptual and environmental-friendly public transportation which adopted series hybrid system. The generator driven by CNG engine supplies the electric power to Battery and traction motor. The generator installed on the vehicle will experience the mechanical vibration and electrical transient variation. Those may cause some defects on the generator which will be the hazardous effects to the vehicle. This paper has investigated the possibility to find out some diagnostic features for the defects of generator through the voltage and current generated from it. Those were analyzed in both time and frequency regions. For the next, more works will be needed to complete the purpose of this paper.

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Research on data augmentation algorithm for time series based on deep learning

  • Shiyu Liu;Hongyan Qiao;Lianhong Yuan;Yuan Yuan;Jun Liu
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.6
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    • pp.1530-1544
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    • 2023
  • Data monitoring is an important foundation of modern science. In most cases, the monitoring data is time-series data, which has high application value. The deep learning algorithm has a strong nonlinear fitting capability, which enables the recognition of time series by capturing anomalous information in time series. At present, the research of time series recognition based on deep learning is especially important for data monitoring. Deep learning algorithms require a large amount of data for training. However, abnormal sample is a small sample in time series, which means the number of abnormal time series can seriously affect the accuracy of recognition algorithm because of class imbalance. In order to increase the number of abnormal sample, a data augmentation method called GANBATS (GAN-based Bi-LSTM and Attention for Time Series) is proposed. In GANBATS, Bi-LSTM is introduced to extract the timing features and then transfer features to the generator network of GANBATS.GANBATS also modifies the discriminator network by adding an attention mechanism to achieve global attention for time series. At the end of discriminator, GANBATS is adding averagepooling layer, which merges temporal features to boost the operational efficiency. In this paper, four time series datasets and five data augmentation algorithms are used for comparison experiments. The generated data are measured by PRD(Percent Root Mean Square Difference) and DTW(Dynamic Time Warping). The experimental results show that GANBATS reduces up to 26.22 in PRD metric and 9.45 in DTW metric. In addition, this paper uses different algorithms to reconstruct the datasets and compare them by classification accuracy. The classification accuracy is improved by 6.44%-12.96% on four time series datasets.

Event Trigger Generator for Gravitational-Wave Data based on Hilbert-Huang Transform

  • Son, Edwin J.;Chu, Hyoungseok;Kim, Young-Min;Kim, Hwansun;Oh, John J.;Oh, Sang Hoon;Blackburn, Lindy;Hayama, Kazuhiro;Robinet, Florent
    • The Bulletin of The Korean Astronomical Society
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    • v.40 no.2
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    • pp.55.4-56
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    • 2015
  • The Hilbert-Huang Transform (HHT) is composed of the Empirical Mode Decomposition (EMD) and the Hilbert Spectral Analysis (HSA). The EMD decomposes any time series data into a small number of components called the Intrinsic Mode Functions (IMFs), compared to the Discrete Fourier Transform which decomposes a data into a large number of harmonic functions. Each IMF has varying amplitude and frequency with respect to time, which can be obtained by HSA. The time resolution of the modes in HHT is the same as that of the given time series, while in the Wavelet Transform, Constant Q Transform and Short-Time Fourier Transform, there is a tradeoff between the resolutions in frequency and time. Based on the time-dependent amplitudes of IMFs, we develop an Event Trigger Generator and demonstrate its efficiency by applying it to gravitational-wave data.

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A Study on the High Speed Curve Generator Using 1-Dimensional Systolic Array Processor (1차원 시스톨릭 어레이 프로세서를 이용한 고속 곡선 발생기에 관한 연구)

  • 김용성;조원경
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.5
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    • pp.1-11
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    • 1994
  • In computer graphics since objects atre constructed by lines and curves, the high-speed curve generator is indispensible for computer aided design and simulatation. Since the functions of graphic generation can be represented as a series of matrix operations, in this paper, two kind of the high-speed Bezier curve generator that uses matrix equation and a recursive relation for Bezier polynomials are designed. And B-spline curve generator is designed using interdependence of B-spline blending functions. As the result of the comparison of designed curve generator and reference [5], [6] in the operation time and number of operators, the curve generator with 1-dimensional systolic array processor for matrix vector operation that uses matrix equation for Bezier curve is more effective.

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Multi-site Daily Precipitation Generator: Application to Nakdong River Basin Precipitation Gage Network (다지점 일강수 발생모형: 낙동강유역 강수관측망에의 적용)

  • Keem, Munsung;Ahn, Jae Hyun;Shin, Hyun Suk;Han, Suhee;Kim, Sangdan
    • Journal of Korean Society on Water Environment
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    • v.24 no.6
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    • pp.725-740
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    • 2008
  • In this study a multi-site daily precipitation generator which generates the precipitation with similar spatial correlation, and at the same time, with conserving statistical properties of the observed data is developed. The proposed generator is intended to be a tool for down-scaling the data obtained from GCMs or RCMs into local scales. The occurrences of precipitation are simultaneously modeled in multi-sites by 2-parameter first-order Markov chain using random variables of spatially correlated while temporally independent, and then, the amount of precipitation is simulated by 3-parameter mixed exponential probability density function that resolves the issue of maintaining intermittence of precipitation field. This approach is applied to the Nakdong river basin and the observed data are daily precipitation data of 19 locations. The results show that spatial correlations of precipitation series are relatively well simulated and statistical properties of observed precipitation series are simulated properly.

Anomaly Detection of Big Time Series Data Using Machine Learning (머신러닝 기법을 활용한 대용량 시계열 데이터 이상 시점탐지 방법론 : 발전기 부품신호 사례 중심)

  • Kwon, Sehyug
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.2
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    • pp.33-38
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    • 2020
  • Anomaly detection of Machine Learning such as PCA anomaly detection and CNN image classification has been focused on cross-sectional data. In this paper, two approaches has been suggested to apply ML techniques for identifying the failure time of big time series data. PCA anomaly detection to identify time rows as normal or abnormal was suggested by converting subjects identification problem to time domain. CNN image classification was suggested to identify the failure time by re-structuring of time series data, which computed the correlation matrix of one minute data and converted to tiff image format. Also, LASSO, one of feature selection methods, was applied to select the most affecting variables which could identify the failure status. For the empirical study, time series data was collected in seconds from a power generator of 214 components for 25 minutes including 20 minutes before the failure time. The failure time was predicted and detected 9 minutes 17 seconds before the failure time by PCA anomaly detection, but was not detected by the combination of LASSO and PCA because the target variable was binary variable which was assigned on the base of the failure time. CNN image classification with the train data of 10 normal status image and 5 failure status images detected just one minute before.