• Title/Summary/Keyword: univariate time series

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Selecting a mother wavelet for univariate wavelet analysis of time series data (시계열 자료의 단변량 웨이블릿 분석을 위한 모 웨이블릿의 선정)

  • Lee, Hyunwook;Lee, Jinwook;Yoo, Chulsang
    • Journal of Korea Water Resources Association
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    • v.52 no.8
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    • pp.575-587
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    • 2019
  • This study evaluated the effect of a mother wavelet in the wavelet analysis of various times series made by combining white noise and/or sine function. The result derived is also applied to short-memory arctic oscillation index (AOI) and long-memory southern oscillation index (SOI). This study, different from previous studies evaluating one or two mother wavelets, considers a total of four generally-used mother wavelets, Bump, Morlet, Paul, and Mexican Hat. Summarizing the results is as follows. First, the Bump mother wavelet is found to have some limitations to represent the unstationary behavior of the periodic components. Its application results are more or less the same as the spectrum analysis. On the other hand, the Morlet and Paul mother wavelets are found to represent the non-stationary behavior of the periodic components. Finally, the Mexican Hat mother wavelet is found to be too complicated to interpret. Additionally, it is also found that the application result of Paul mother wavelet can be inconsistent for some specific time series. As a result, the Morlet mother wavelet seems to be the most stable one for general applications, which is also assured by the recent trend that the Morlet mother wavelet is most frequently used in the wavelet analysis research.

Estimation and assessment of natural drought index using principal component analysis (주성분 분석을 활용한 자연가뭄지수 산정 및 평가)

  • Kim, Seon-Ho;Lee, Moon-Hwan;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.49 no.6
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    • pp.565-577
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    • 2016
  • The objective of this study is to propose a method for computing the Natural Drought Index (NDI) that does not consider man-made drought facilities. Principal Component Analysis (PCA) was used to estimate the NDI. Three monthly moving cumulative runoff, soil moisture and precipitation were selected as input data of the NDI during 1977~2012. Observed precipitation data was collected from KMA ASOS (Korea Meteorological Association Automatic Synoptic Observation System), while model-driven runoff and soil moisture from Variable Infiltration Capacity Model (VIC Model) were used. Time series analysis, drought characteristic analysis and spatial analysis were used to assess the utilization of NDI and compare with existing SPI, SRI and SSI. The NDI precisely reflected onset and termination of past drought events with mean absolute error of 0.85 in time series analysis. It explained well duration and inter-arrival time with 1.3 and 1.0 respectively in drought characteristic analysis. Also, the NDI reflected regional drought condition well in spatial analysis. The accuracy rank of drought onset, termination, duration and inter-arrival time was calculated by using NDI, SPI, SRI and SSI. The result showed that NDI is more precise than the others. The NDI overcomes the limitation of univariate drought indices and can be useful for drought analysis as representative measure of different types of drought such as meteorological, hydrological and agricultural droughts.

Forecasts of the BDI in 2010 -Using the ARIMA-Type Models and HP Filtering (2010년 BDI의 예측 -ARIMA모형과 HP기법을 이용하여)

  • Mo, Soo-Won
    • Journal of Korea Port Economic Association
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    • v.26 no.1
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    • pp.222-233
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    • 2010
  • This paper aims at predicting the BDI from Jan. to Dec. 2010 using such econometric techniues of the univariate time series as stochastic ARIMA-type models and Hodrick-Prescott filtering technique. The multivariate cause-effect econometric model is not employed for not assuring a higher degree of forecasting accuracy than the univariate variable model. Such a cause-effect econometric model also fails in adjusting itself for the post-sample. This article introduces the two ARIMA models and five Intervention-ARIMA models. The monthly data cover the period January 2000 through December 2009. The out-of-sample forecasting performance is compared between the ARIMA-type models and the random walk model. Forecasting performance is measured by three summary statistics: root mean squared error (RMSE), mean absolute error (MAE) and mean error (ME). The RMSE and MAE indicate that the ARIMA-type models outperform the random walk model And the mean errors for all models are small in magnitude relative to the MAE's, indicating that all models don't have a tendency of overpredicting or underpredicting systematically in forecasting. The pessimistic ex-ante forecasts are expected to be 2,820 at the end of 2010 compared with the optimistic forecasts of 4,230.

Study on Tourism Demand Forecast and Influencing Factors in Busan Metropolitan City (부산 연안도시 관광수요 예측과 영향요인에 관한 연구)

  • Kyu Won Hwang;Sung Mo Nam;Ah Reum Jang;Moon Suk Lee
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.29 no.7
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    • pp.915-929
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    • 2023
  • Improvements in people's quality of life, diversification of leisure activities, and changes in population structure have led to an increase in the demand for tourism and an expansion of the diversification of tourism activities. In particular, for coastal cities where land and marine tourism elements coexist, various factors influence their tourism demands. Tourism requires the construction of infrastructure and content development according to the demand at the tourist destination. This study aims to improve the prediction accuracy and explore influencing factors through time series analysis of tourism scale using agent-based data. Basic local governments in the Busan area were examined, and the data used were the number of tourists and the amount of tourism consumption on a monthly basis. The univariate time series analysis, which is a deterministic model, was used along with the SARIMAX analysis to identify the influencing factor. The tourism consumption propensity, focusing on the consumption amount according to business types and the amount of mentions on SNS, was set as the influencing factor. The difference in accuracy (RMSE standard) between the time series models that did and did not consider COVID-19 was found to be very wide, ranging from 1.8 times to 32.7 times by region. Additionally, considering the influencing factor, the tourism consumption business type and SNS trends were found to significantly impact the number of tourists and the amount of tourism consumption. Therefore, to predict future demand, external influences as well as the tourists' consumption tendencies and interests in terms of local tourism must be considered. This study aimed to predict future tourism demand in a coastal city such as Busan and identify factors affecting tourism scale, thereby contributing to policy decision-making to prepare tourism demand in consideration of government tourism policies and tourism trends.

Long-term tolerance and outcomes for dose escalation in early salvage post-prostatectomy radiation therapy

  • Safdieh, Joseph J.;Schwartz, David;Weiner, Joseph;Weiss, Jeffrey P.;Rineer, Justin;Madeb, Isaac;Rotman, Marvin;Schreiber, David
    • Radiation Oncology Journal
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    • v.32 no.3
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    • pp.179-186
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    • 2014
  • Purpose: To study the long-term outcomes and tolerance in our patients who received dose escalated radiotherapy in the early salvage post-prostatectomy setting. Materials and Methods: The medical records of 54 consecutive patients who underwent radical prostatectomy subsequently followed by salvage radiation therapy (SRT) to the prostate bed between 2003-2010 were analyzed. Patients included were required to have a pre-radiation prostate specific antigen level (PSA) of 2 ng/mL or less. The median SRT dose was 70.2 Gy. Biochemical failure after salvage radiation was defined as a PSA level >0.2 ng/mL. Biochemical control and survival endpoints were analyzed using the Kaplan-Meier method. Univariate and multivariate Cox regression analysis were used to identify the potential impact of confounding factors on outcomes. Results: The median pre-SRT PSA was 0.45 ng/mL and the median follow-up time was 71 months. The 4- and 7-year actuarial biochemical control rates were 75.7% and 63.2%, respectively. The actuarial 4- and 7-year distant metastasis-free survival was 93.7% and 87.0%, respectively, and the actuarial 7-year prostate cancer specific survival was 94.9%. Grade 3 late genitourinary toxicity developed in 14 patients (25.9%), while grade 4 late genitourinary toxicity developed in 2 patients (3.7%). Grade 3 late gastrointestinal toxicity developed in 1 patient (1.9%), and grade 4 late gastrointestinal toxicity developed in 1 patient (1.9%). Conclusion: In this series with long-term follow-up, early SRT provided outcomes and toxicity profiles similar to those reported from the three major randomized trials studying adjuvant radiation therapy.

Long term trends in the Korean professional baseball (한국프로야구 기록들의 장기추세)

  • Lee, Jang Taek
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.1-10
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    • 2015
  • This paper offers some long term perspective on what has been happening to some baseball statistics for Korean professional baseball. The data used are league summaries by year over the period 1982-2013. For the baseball statistics, statistically significant positive correlations (p < 0.01) were found for doubles (2B), runs batted in (RBI), bases on balls (BB), strike outs (SO), grounded into double play (GIDP), hit by pitch (HBP), on base percentage (OBP), OPS, earned run average (ERA), wild pitches (WP) and walks plus hits divided by innings pitched (WHIP) increased with year. There was a statistically significant decreasing trend in the correlations for triples (3B), caught stealing (CS), errors (E), completed games (CG), shutouts (SHO) and balks (BK) with year (trend p < 0.01). The ARIMA model of Box-Jenkins is applied to find a model to forecast future baseball measures. Univariate time series results suggest that simple lag-1 models fit some baseball measures quite well. In conclusion, the single most important change in Korean professional baseball is the overall incidence of completed games (CG) downward. Also the decrease of strike outs (SO) is very remarkable.

Expression of EMSY, a Novel BRCA2-link Protein, is Associated with Lymph Node Metastasis and Increased Tumor Size in Breast Carcinomas

  • Madjd, Zahra;Akbari, Mohammad Esmaeil;Zarnani, Amir Hassan;Khayamzadeh, Maryam;Kalantari, Elham;Mojtabavi, Nazanin
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.4
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    • pp.1783-1789
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    • 2014
  • Background: The EMSY gene encodes a BRCA2-binding partner protein that represses the DNA repair function of BRCA2 in non-hereditary breast cancer. Although amplification of EMSY gene has been proposed to have prognostic value in breast cancer, no data have been available concerning EMSY tissue expression patterns and its associations with clinicopathological features. Materials and Methods: In the current study, we examined the expression and localization pattern of EMSY protein by immunohistochemistry and assessed its prognostic value in a well-characterized series of 116 unselected breast carcinomas with a mean follow up of 47 months using tissue microarray technique. Results: Immunohistochemical expression of EMSY protein was detected in 76% of primary breast tumors, localized in nuclear (18%), cytoplasmic (35%) or both cytoplasmic and nuclear sites (23%). Univariate analysis revealed a significant positive association between EMSY expression and lymph node metastasis (p value=0.045) and larger tumor size (p value=0.027), as well as a non-significant relation with increased risk of recurrence (p value=0.088), whereas no association with patients' survival (log rank test, p value=0.482), tumor grade or type was observed. Conclusions: Herein, we demonstrated for the first time the immunostaining pattern of EMSY protein in breast tumors. Our data imply that EMSY protein may have impact on clinicipathological parameters and could be considered as a potential target for breast cancer treatment.

Application of Statistical Analysis to Analyze the Spatial Distribution of Earthquake-induced Strain Data (지진유발 변형률 데이터의 분포 특성 분석을 위한 응용통계기법의 적용)

  • Kim, Bo-Ram;Chae, Byung-Gon;Kim, Yongje;Seo, Yong-Seok
    • The Journal of Engineering Geology
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    • v.23 no.4
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    • pp.353-361
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    • 2013
  • To analyze the distribution of earthquake-induced strain data in rock masses, statistical analysis was performed on four-directional strain data obtained from a ground movement monitoring system installed in Korea. Strain data related to the 2011 Tohoku-oki earthquake and two aftershocks of >M7.0 in 2011 were used in x-MR control chart analysis, a type of univariate statistical analysis that can detect an abnormal distribution. The analysis revealed different dispersion times for each measurement orientation. In a more comprehensive analysis, the strain data were re-evaluated using multivariate statistical analysis (MSA) considering correlations among the various data from the different measurement orientations. $T_2$ and Q-statistics, based on principal component analysis, were used to analyze the time-series strain data in real-time. The procedures were performed with 99.9%, 99.0%, and 95.0% control limits. It is possible to use the MSA data to successfully detect an abnormal distribution caused by earthquakes because the dispersion time using the 99.9% control limit is concurrent with or earlier than that from the x-MR analysis. In addition, the dispersion using the 99.0% and 95.0% control limits detected an abnormal distribution in advance. This finding indicates the potential use of MSA for recognizing abnormal distributions of strain data.

Clinical Outcomes and Risk Factors of Traumatic Pancreatic Injuries (외상성 췌장 손상의 임상 결과 및 예후인자)

  • Lee, Hong-Tae;Kim, Jae-Il;Choi, Pyong-Wha;Park, Je-Hoon;Heo, Tae-Gil;Lee, Myung-Soo;Kim, Chul-Nam;Chang, Surk-Hyo
    • Journal of Trauma and Injury
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    • v.24 no.1
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    • pp.1-6
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    • 2011
  • Purpose: Even though traumatic pancreatic injuries occur in only 0.2% to 4% of all abdominal injuries, the morbidity and the mortality rates associated with pancreatic injuries remain high. The aim of this study was to evaluate the clinical outcomes of traumatic pancreatic injuries and to identify predictors of mortality and morbidity. Methods: We retrospectively reviewed the medical records of 26 consecutive patients with a pancreatic injury who underwent a laparotomy from January 2000 to December 2010. The data collected included demographic data, the mechanism of injury, the initial vital signs, the grade of pancreatic injury, the injury severity score (ISS), the revised trauma score (RTS), the Glasgow Coma Scale (GCS), the number of abbreviated injury scales (AIS), the number of associated injuries, the initial laboratory findings, the amount of blood transfusion, the type of operation, the mortality, the morbidity, and others. Results: The overall mortality rate in our series was 23.0%, and the morbidity rate was 76.9%. Twenty patients (76.9%) had associated injuries to either intra-abdominal organs or extra-abdominal organs. Two patients (7.7%) underwent external drainage, and 18 patients (69.3%) underwent a distal pancreatectomy. Pancreaticoduodenectomies were performed in 6 patients (23.0%). Three patients underwent a re-laparotomy due to anastomosis leakage or postoperative bleeding, and all patients died. The univariate analysis revealed 11 factors (amount of transfusion, AAST grade, re-laparotomy, associated duodenal injury, base excess, APACHE 11 score, type of operation, operation time, RTS, associated colon injury, GCS) to be significantly associated with mortality (p<0.05). Conclusion: Whenever a surgeon manages a patient with traumatic pancreatic injury, the surgeon needs to consider the predictive risk factors. And, if possible, the patient should undergo a proper and meticulous, less invasive surgical procedure.

Long-Term Treatment Results in Soft Tissue Sarcomas of the Thoracic Wall Treated with Pre-or-Postoperative Radiotherapy - a Single Institution Experience

  • Oksuz, Didem Colpan;Ozdemir, Sevim;Kaydihan, Nuri;Dervisoglu, Sergulen;Hiz, Murat;Tuzun, Hasan;Mandel, Nil Molinas;Koca, Sedat;Dincbas, Fazilet Oner
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.22
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    • pp.9949-9953
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    • 2014
  • Objective: To evaluate the long term results among patients with soft tissue sarcoma of the thoracic wall. Materials and Methods: Twenty-six patients who were treated with pre-or postoperative radiotherapy between December 1980-December 2007, with a diagnosis of soft tissue sarcoma of the thoracic wall were retrospectively evaluated. Results: The median age was 44 years (14-85 years) and 15 of them were male. A total of 50% of patients were grade 3. The most common histologic type of tumor was undifferentiated pleomorphic sarcoma (26.9%). Tumor size varied between 2-25 cm (median 6.5 cm). Seventeen of the cases had marginal and 9 had wide local resection. Four cases received preoperative radiotherapy and 22 postoperative radiotherapy. Six of the patients with large and high grade tumors received chemotherapy. Median follow-up time was 82 months (9-309 months). Local recurrence and metastasis was detected in 34.6% and 42.3% of patients, respectively. Five-year local control (LC), disease-free survival (DFS), overall survival (OS), and disease-specific survival (DSS) were 62%, 38%, 69%, and 76% respectively. On univariate analysis, the patients with positive surgical margins had a markedly lower 5-year LC rate than patients with negative surgical margin, but the difference was not significant (43% vs 78%, p=0.1). Five-year DFS (66% vs 17%) and DSS (92% vs 60%) rates were significantly worse for the patients who had high grade tumors (p=0.01, p=0.008 respectively). Conclusions: Tumor grade and surgical margin are essential parameters for determining the prognosis of thoracic wall soft tissue sarcoma both in our series and the literature.