• 제목/요약/키워드: time-series observation

검색결과 292건 처리시간 0.028초

The Impacts of the COVID-19 Pandemic on the Movement of Composite Stock Price Index in Indonesia

  • ZAINURI, Zainuri;VIPHINDRARTIN, Sebastiana;WILANTARI, Regina Niken
    • The Journal of Asian Finance, Economics and Business
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    • 제8권3호
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    • pp.1113-1119
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    • 2021
  • This study aims to determine the impact of the news coverage of the COVID-19 pandemic on the composite stocks' movement (IHSG) in Indonesia. This study used secondary data of daily time series with an observation range of March 2020-June 2020. This study used three main variables, namely, COVID-19 news, the daily price of a composite stock market index (IHSG), and interest rate. This study clarifies pandemic news into two forms to facilitate quantitative analysis, namely, good news and bad news. Both pandemic news conditions, which have been clarified, are then processed into the index and reprocessed along with two other variables using vector autoregressive (VAR). The results showed that the good news have a dominant effect on developing the composite stock price index (IHSG) in Indonesia during the COVID-19 pandemic. Although the good news dominates the composite stock price index (IHSG) movement in Indonesia, the bad news must also be anticipated. By implementing a series of macroeconomic policies that follow the conditions of the composite stock price index (IHSG) movements on the stock exchange floor, the bad news response can decrease the potential for a decline in investor confidence, so that the financial system's macroeconomic stability is maintained.

해양과학기지 시계열 관측 자료 품질관리 시스템 구축: 국제 관측자료 품질관리 방안 수온 관측 자료 시범적용과 문제점 (Quality Control of Observed Temperature Time Series from the Korea Ocean Research Stations: Preliminary Application of Ocean Observation Initiative's Approach and Its Limitation)

  • 민용침;정진용;장찬주;이재익;정종민;민인기;심재설;김용선
    • Ocean and Polar Research
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    • 제42권3호
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    • pp.195-210
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    • 2020
  • The observed time series from the Korea Ocean Research Stations (KORS) in the Yellow and East China Seas (YECS) have various sources of noise, including bio-fouling on the underwater sensors, intermittent depletion of power, cable leakage, and interference between the sensors' signals. Besides these technical issues, intricate waves associated with background tidal currents tend to result in substantial oscillations in oceanic time series. Such technical and environmental issues require a regionally optimized automatic quality control (QC) procedure. Before the achievement of this ultimate goal, we examined the approach of the Ocean Observatories Initiative (OOI)'s standard QC to investigate whether this procedure is pertinent to the KORS. The OOI QC consists of three categorized tests of global/local range of data, temporal variation including spike and gradient, and sensor-related issues associated with its stuck and drift. These OOI QC algorithms have been applied to the water temperature time series from the Ieodo station, one of the KORS. Obvious outliers are flagged successfully by the global/local range checks and the spike check. Both stuck and drift checks barely detected sensor-related errors, owing to frequent sensor cleaning and maintenance. The gradient check, however, fails to flag the remained outliers that tend to stick together closely, as well as often tend to mark probably good data as wrong data, especially data characterized by considerable fluctuations near the thermocline. These results suggest that the gradient check might not be relevant to observations involving considerable natural fluctuations as well as technical issues. Our study highlights the necessity of a new algorithm such as a standard deviation-based outlier check using multiple moving windows to replace the gradient check and an additional algorithm of an inter-consistency check with a related variable to build a standard QC procedure for the KORS.

Application of Multi-periodic Harmonic Model for Classification of Multi-temporal Satellite Data: MODIS and GOCI Imagery

  • Jung, Myunghee;Lee, Sang-Hoon
    • 대한원격탐사학회지
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    • 제35권4호
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    • pp.573-587
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    • 2019
  • A multi-temporal approach using remotely sensed time series data obtained over multiple years is a very useful method for monitoring land covers and land-cover changes. While spectral-based methods at any particular time limits the application utility due to instability of the quality of data obtained at that time, the approach based on the temporal profile can produce more accurate results since data is analyzed from a long-term perspective rather than on one point in time. In this study, a multi-temporal approach applying a multi-periodic harmonic model is proposed for classification of remotely sensed data. A harmonic model characterizes the seasonal variation of a time series by four parameters: average level, frequency, phase, and amplitude. The availability of high-quality data is very important for multi-temporal analysis.An satellite image usually have many unobserved data and bad-quality data due to the influence of observation environment and sensing system, which impede the analysis and might possibly produce inaccurate results. Harmonic analysis is also very useful for real-time data reconstruction. Multi-periodic harmonic model is applied to the reconstructed data to classify land covers and monitor land-cover change by tracking the temporal profiles. The proposed method is tested with the MODIS and GOCI NDVI time series over the Korean Peninsula for 5 years from 2012 to 2016. The results show that the multi-periodic harmonic model has a great potential for classification of land-cover types and monitoring of land-cover changes through characterizing annual temporal dynamics.

A Case Study on Industrialization on West coast of the Yellow Sea (A Preliminary Study by Stellite Image Data)

  • Abe, K.;Inomata, Y.;Ogata, S.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1989년도 한국자동제어학술회의논문집; Seoul, Korea; 27-28 Oct. 1989
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    • pp.1011-1015
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    • 1989
  • Time series satellite image data were used to discuss the possibility of the industrialization of the Kunsan area. The satellite observation was performed from 1979 to 1987 and it revealed a big change in the geographical features due to the rapid development of this area. From the previous experience regarding the industrialization of the coastal district of the Seto Inland Sea, the Kunsan area is very promising as an industrialized world trade center.

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대형 고속 선박용 러더의 내침식, 부식 특성 향상을 위한 용사 코팅막 (Thermal Spray Coating Layer for Improvement of Erosion and Corrosion Resistance Applicable to Large Sized High Speed Ship's Rudder)

  • 이유송;허성현;김진홍;김여중;배일용;이명훈
    • 한국표면공학회:학술대회논문집
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    • 한국표면공학회 2011년도 춘계학술대회 및 Fine pattern PCB 표면 처리 기술 워크샵
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    • pp.196-197
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    • 2011
  • Rudder, one of the most important component in the marine vessel, is now being decreased life time to serve due to cavitation erosion, vortex current, high flow speed suffer from ship speed going up dramatically. In this study, 10 kinds of thermal spray coating materials(2 of Zn alloy series, 3 of Al alloy series, 3 of Cu alloy series, 2 of STS alloy series) are chosen to apply on specimens and analyze micro structure, metallic composition, properties(porosity, oxidation) by using visual observation, XRD, EDX etc.. Additionally, to refine the characteristic of corrosion endurance for thermal spray coating layer, compared with thermal spray process and 5 kinds of heavy duty painting and AC paint (Anti-Corrosion Paint). Based on above mentioned experimental results, a priority of all coated specimens on corrosion-erosion endurances finalized and summarized there by desirable composition and process of thermal sprayed material properly.

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공구파손검출을 위한 시스템인식에 관한 연구 (A Study on the System Identification for Detection of Tool Breakage)

  • 사승윤
    • 한국생산제조학회지
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    • 제9권5호
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    • pp.144-149
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    • 2000
  • The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc. In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

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선삭가공에서 공구파손 검출 시스템 인식에 관한 연구 (A Study on the System Identification of Tool Breakage Detection in Turning)

  • 사승윤
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1999년도 추계학술대회 논문집 - 한국공작기계학회
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    • pp.40-45
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    • 1999
  • The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc.In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA (parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

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Influence of wind disturbance on smart stiffness identification of building structure using limited micro-tremor observation

  • Koyama, Ryuji;Fujita, Kohei;Takewaki, Izuru
    • Structural Engineering and Mechanics
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    • 제56권2호
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    • pp.293-315
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    • 2015
  • While most of researches on system identification of building structures are aimed at finding modal parameters first and identifying the corresponding physical parameters by using the transformation in terms of transfer functions and cross spectra, etc., direct physical parameter system identification methods have been proposed recently. Due to the problem of signal/noise (SN) ratios, the previous methods are restricted mostly to earthquake records or forced vibration data. In this paper, a theoretical investigation is performed on the influence of wind disturbances on stiffness identification of building structures using micro-tremor at limited floors. It is concluded that the influence of wind disturbances on stiffness identification of building structures using micro-tremor at limited floors is restricted in case of using time-series data for low-rise buildings and does not cause serious problems.

Study of Snow Depletion Characteristics at Two Mountainous Watersheds Using NOAA AVHRR Time Series Data

  • Shin, Hyungjin;Park, Minji;Chae, Hyosok;Kim, Saetbyul;Kim, Seongjoon
    • 대한원격탐사학회지
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    • 제29권3호
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    • pp.315-324
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    • 2013
  • Spatial information of snow cover and depth distribution is a key component for snowmelt runoff modeling. Wide snow cover areas can be extracted from NOAA AVHRR or Terra MODIS satellite images. In this study eight sets of annual snow cover data (1997-2006) in two mountainous watersheds (A: Chungju-Dam and B: Soyanggang-Dam) were extracted using NOAA AVHRR images. The distribution of snow depth within the Snow Cover Area (SCA) was generated using snowfall data from ground meteorological observation stations. Snow depletion characteristics for the two watersheds were analyzed snow distribution time series data. The decreased pattern of SCA can be expressed as a logarithmic function; the determination coefficients were 0.62 and 0.68 for the A and B watersheds, respectively. The SCA decreased over 70% within 10 days from the time of maximum SCA.

Prediction of Long-term Solar Activity based on Fractal Dimension Method

  • Kim, Rok-Soon
    • 천문학회보
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    • 제41권1호
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    • pp.45.3-46
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    • 2016
  • Solar activity shows a self-similarity as it has many periods of activity cycle in the time series of long-term observation, such as 13.5, 51, 150, 300 days, and 11, 88 years and so on. Since fractal dimension is a quantitative parameter for this kind of an irregular time series, we applied this method to long-term observations including sunspot number, total solar irradiance, and 3.75 GHz solar radio flux to predict the start and maximum times as well as expected maximum sunspot number for the next solar cycle. As a result, we found that the radio flux data tend to have lower fractal dimensions than the sunspot number data, which means that the radio emission from the sun is more regular than the solar activity expressed by sunspot number. Based on the relation between radio flux of 3.75 GHz and sunspot number, we could calculate the expected maximum sunspot number of solar cycle 24 as 156, while the observed value is 146. For the maximum time, estimated mean values from 7 different observations are January 2013 and this is quite different to observed value of February 2014. We speculate this is from extraordinary extended properties of solar cycle 24. As the cycle length of solar cycle 24, 10.1 to 12.8 years are expected, and the mean value is 11.0. This implies that the next solar cycle will be started at December 2019.

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