• Journal of Korean Society of Industrial and Systems Engineering
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• v.37 no.2
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• pp.27-34
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• 2014

In this paper, we investigate the statistical correlation of the time series for temperature measured at the heat box in the automobile drying process. We show, in terms of the sample variance, that a significant non-linear correlation exists in the time series that consist of absolute temperature changes. To investigate further the non-linear correlation, we utilize the volatility, an important concept in the financial market, and induce volatility time series from absolute temperature changes. We analyze the time series of volatilities in terms of the de-trended fluctuation analysis (DFA), a method especially suitable for testing the long-range correlation of non-stationary data, from the correlation perspective. We uncover that the volatility exhibits a long-range correlation regardless of the window size. We also analyze the cross correlation between two (inlet and outlet) volatility time series to characterize any correlation between the two, and disclose the dependence of the correlation strength on the time lag. These results can contribute as important factors to the modeling of forecasting and management of the heat box's temperature.

• Communications for Statistical Applications and Methods
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• v.21 no.6
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• pp.471-486
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• 2014

This study introduces a new type of symbolic data, a candle chart-valued time series. We aggregate four stock indices (i.e., open, close, highest and lowest) as a one data point to summarize a huge amount of data. In other words, we consider a candle chart, which is constructed by open, close, highest and lowest stock indices, as a type of symbolic data for a long period. The proposed candle chart-valued time series effectively summarize and visualize a huge data set of stock indices to easily understand a change in stock indices. We also propose novel approaches for the candle chart-valued time series modeling based on a combination of two midpoints and two half ranges between the highest and the lowest indices, and between the open and the close indices. Furthermore, we propose three types of sum of square for estimation of the candle chart valued-time series model. The proposed methods take into account of information from not only ordinary data, but also from interval of object, and thus can effectively perform for time series modeling (e.g., forecasting future stock index). To evaluate the proposed methods, we describe real data analysis consisting of the stock market indices of five major Asian countries'. We can see thorough the results that the proposed approaches outperform for forecasting future stock indices compared with classical data analysis.

• Journal of Korea Society of Digital Industry and Information Management
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• v.14 no.2
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• pp.19-25
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• 2018

With the development of IT technology, various services such as artificial intelligence and autonomous vehicles are being introduced, and many changes are taking place in our lives. However, if secure security is not provided, it will cause many risks, so the information security becomes more important. In this paper, we analyzed the research trends of main themes of information security over time. In order to conduct the research, 'Information Security' was searched in the Web of Science database. Using the abstracts of theses published from 1991 to 2016, we derived main research topics through topic modeling and time series regression analysis. The topic modeling results showed that the research topics were Information technology, system access, attack, threat, risk management, network type, security management, security awareness, certification level, information protection organization, security policy, access control, personal information, security investment, computing environment, investment cost, system structure, authentication method, user behavior, encryption. The time series regression results indicated that all the topics were hot topics.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.48 no.11
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• pp.1441-1447
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• 1999

A discrete time domain modeling is presented for the pulse-width modulated series resonant converter (PWM-SRC) with a discontinuous current mode. This nonlinear system is linearized about its equilibrium state to obtain a linear discrete time model for the investigation of small signal performances such as the stability and transient response. The usefulness of this small signal model is verified through the dynamic simulation.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.1437-1440
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• 2007

Many hydroclimatic time series are marked by interannual and longer quasi-period features that are associated with narrow band oscillatory climate modes. A time series modeling approach that directly considers such structures is developed and presented. The essence of the approach is to first develop a wavelet decomposition of the time series that retains only the statistically significant wavelet components, and to then model each such component and the residual time series as univariate autoregressive processes. The efficacy of this approach is demonstrated through the simulation of observed and paleo reconstructions of climate indices related to ENSO and AMO, tree ring and rainfall time series. Long ensemble simulations that preserve the spectral attributes of the time series in each ensemble member can be generated. The usual low order statistics are preserved by the proposed model, and its long memory performance is superior to the direction application of an autoregressive model.

• Journal of Information Processing Systems
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• v.10 no.3
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• pp.429-442
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• 2014

In this paper, we investigated the use of seasonal autoregressive integrated moving average (SARIMA) time series models for fault detection in semiconductor etch equipment data. The derivative dynamic time warping algorithm was employed for the synchronization of data. The models were generated using a set of data from healthy runs, and the established models were compared with the experimental runs to find the faulty runs. It has been shown that the SARIMA modeling for this data can detect faults in the etch tool data from the semiconductor industry with an accuracy of 80% and 90% using the parameter-wise error computation and the step-wise error computation, respectively. We found that SARIMA is useful to detect incipient faults in semiconductor fabrication.

• Journal of the Korean Statistical Society
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• v.35 no.4
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• pp.453-458
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• 2006

It is well known fact for the iid data that the limiting standard errors of sample autocorrelations are all unity for all time lags and they are asymptotically independent for different lags (Brockwell and Davis, 1991). It is also usual practice in time series modeling that this fact continues to be valid for white noise series which is a sequence of uncorrelated random variables. This paper contradicts this usual practice for white noise. We consider a sequence of martingale differences which belongs to white noise time series and derive exact joint asymptotic distributions of sample autocorrelations. Some implications of the result are illustrated for conditionally heteroscedastic time series.

• Wind and Structures
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• v.26 no.3
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• pp.129-146
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• 2018

Extreme wind speed analysis has been carried out conventionally by assuming the extreme series data is stationary. However, time-varying trends of the extreme wind speed series could be detected at many surface meteorological stations in China. Two main reasons, exposure change and climate change, were provided to explain the temporal trends of daily maximum wind speed and annual maximum wind speed series data, recorded at Hangzhou (China) meteorological station. After making a correction on wind speed series for time varying exposure, it is necessary to perform non-stationary statistical modeling on the corrected extreme wind speed data series in addition to the classical extreme value analysis. The generalized extreme value (GEV) distribution with time-dependent location and scale parameters was selected as a non-stationary model to describe the corrected extreme wind speed series. The obtained non-stationary extreme value models were then used to estimate the non-stationary extreme wind speed quantiles with various mean recurrence intervals (MRIs) considering changing climate, and compared to the corresponding stationary ones with various MRIs for the Hangzhou area in China. The results indicate that the non-stationary property or dependence of extreme wind speed data should be carefully evaluated and reflected in the determination of design wind speeds.

• Journal of Digital Contents Society
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• v.18 no.6
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• pp.1143-1150
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• 2017

The objective of this study is to examine the trends in information systems research. The abstracts of 1,245 articles were extracted from three leading Korean journals published between 2002 and 2016: Asia Pacific Journal of Information Systems, Information Systems Review, and The Journal of Information Systems. Time series analysis and topic modeling methods were implemented. The topic modeling results showed that the research topics were mainly "systems implementation", "communication innovation", and "customer loyalty". The time series regression results indicated that "customer satisfaction", "communication innovation", "information security", and "personal privacy" were hot topics, and on the other hand, "system implementation" and "web site" were the least popular. This study also provided suggestions for future research.

• Journal of Korean Institute of Industrial Engineers
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• v.34 no.2
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• pp.122-139
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• 2008

With the proliferation of in-process measurement technology, autocorrelated data are increasingly common in industrial SPC applications. A number of high performance control charting techniques that take into account the specific characteristics of the autocorrelation through time series modeling have been proposed over the past decade. We present a survey of such methods and analyze and compare their performances for a range of typical autocorrelated process models. One practical concern with these methods is that their performances are often strongly affected by errors in the time series models used to represent the autocorrelation. We also provide some analytical results comparing the robustness of the various methods with respect to time series modeling errors.