시계열데이터는 ARMA 분석에 적합지 않은 요소를 내재하고 있는 경우가 있다. 특히 선형성과 주기성을 가진 요소가 확률적인 분포와 자주 혼재 되어 있다. 이 논문에서는 이런 선형적 주기적 요소를 찾아내고 분석하는 방법을 제시한다. 특히 주기적 요소는 여러 주기가 층층이 겹쳐져서 나타난다， 주기 간에 는 서로 일정 정수비율을 유지하며 ， 한 주기 안에 다른 주기가 내 포되어 있는 경우(nested periods)가 많다. 시간규모(time-scale) 개

Time series exhibiting linear and periodic trends is analyzed Detailed method of extracting nested periods and resulting periodic components, finding the best fit ARMA model for non-linear and non-periodic component, and setting up control boundary are presented. The concept of time scale is introduced to better understand periodic dynamic.

엘니뇨현상과 관련된 해양 아표층 변동성을 조사하기 위해 1980년부터 2004년까지의 적도 해역의 20도 등온선 깊이(Z20)와 난수질량(WWV) 자료를 분석하였다. 주성분 분석, 합성 분석 및 교차상관 분석 결과, 아표층 시계열 자료는 Nino3.4 SST와 유의미한 시간 지연을 가지고 강한 상관성을 보였다. 이 결과는 아표층 해양 변수가 엘니뇨현상에 유용한 예측 인자임을 시사한다. 분석된 결과를 근거로 1996년부터 2004년까지 Nino3.4 SST를 예측하기 위해 신경망 예측 모델을 구성하였다. 해상풍을 입력 자료로 사용하였을 경우 보다 WWV를 적용하였을 때 3개월 이하의 단기 예측을 제외하고 모든 예측 시간에서 더 우수한 예측력을 보였으며, 5-8개월의 예측에 있어서는 기존의 여러 통계 모델 결과보다 예측 성능이 우수함을 확인하였다.

This study was undertaken to find out national level changes in area, production and yield of two major staple crops wheat and potato in Bangladesh. The time series of secondary data was collected from yearbook of agricultural statistics under Bangladesh Bureau of Statistics (BBS) and used for the statistical analysis during the thirty-year period of 1989/90-2018/19. Moreover, selected data were divided into two groups and regarded as segment (1989/90-2003/04, 2005/06-2018/19) to examine the significant level in each crop. The results of different statistical techniques showed that wheat cultivated area and production were satisfactory level but yield was not too much standard in context of country demand. In the case of potato, yield as well as cultivated area and production were crossed the significant level and fulfilled the demand of population. In recent few years, the ratio of potato production rapidly increased, compared with the cultivation area. Based on segment (period) analysis, at the first half wheat production was always below, compared with the area but second half nine years saw slightly improved. On the other hand, in both segment potato growth rate in area, production and yield were increased throughout the study period. The highest instability was also shown in area, production and yield of potato during whole as well as segmented period. There was always a positive relationship between country’s demand and supply. Both wheat and potato are considered as staple crops and based on the productive capability over cultivated area, potato showed the higher productivity for the country of Bangladesh. In consequences, potato consuming demand also rapidly increased all over the country, compared with past respectively.

The purpose of this study was to develop a period analysis algorithm for detecting new variable stars in the time-series data observed by charge coupled device (CCD). We used the data from a variable star monitoring program of the CBNUO. The R filter data of some magnetic cataclysmic variables observed for more than 20 days were chosen to achieve good statistical results. World Coordinate System (WCS) Tools was used to correct the rotation of the observed images and assign the same IDs to the stars included in the analyzed areas. The developed algorithm was applied to the data of DO Dra, TT Ari, RXSJ1803, and MU Cam. In these fields, we found 13 variable stars, five of which were new variable stars not previously reported. Our period analysis algorithm were tested in the case of observation data mixed with various fields of view because the observations were carried with 2K CCD as well as 4K CCD at the CBNUO. Our results show that variable stars can be detected using our algorithm even with observational data for which the field of view has changed. Our algorithm is useful to detect new variable stars and analyze them based on existing time-series data. The developed algorithm can play an important role as a recycling technique for used data

As part of the Four Major Rivers Restoration Project, multifunctional weirs have been constructed in the rivers and operated for river-level management. As the weirs play a role in draining water from tributaries, the aim of this study was to determine the influence of the weirs on the water level of the Nam River, which is one of the Nakdong River’s tributaries. Self-organizing maps (SOMs) and a locally weighted scatterplot smoothing (LOWESS) technique were applied to analyze the patterns and trends of water level and quality of the Nakdong River, considering the operation of the Changnyeong-Haman weir, which is located where the Nam River flows into the Nakdong River. The software program HEC-RAS was used to find the boundary points where the water is well drained. Per the study results at the monitoring points ranging between the junction of the two rivers and 17.5 km upstream toward the Nam River, the multifunctional weir influenced the water level at the Geoyrong and Daesan observation stations on the Nam River and the water quality based on automatic monitoring at the Chilseo station on the Nakdong River was affected strongly by the Nakdong River and partly by the Nam River.

The port throughput situation has changed since the 2008 financial crisis in the US. Therefore, we studied the situation, accurately estimating port traffic of Korean port after the 2008 financial crisis. We ensured the proper port facilities in response to changes in port traffic. In the results of regression analysis, Korean GDP and the real effective exchange rate of Korean Won were found to increase the container throughput in Korean and Busan port, as well as trade volume with China. Also, the real effective exchange rate of Korean Won was found to increase the port transshipment cargo volume. Based on the ARIMA models, we forecasted port throughput and port transshipment cargo volume for the next six years (72 months), from 2015 to 2020. As a result, port throughput of Korean and Busan ports was forecasted by increasing annual the average from about 3.5% to 3.9%, and transshipment cargo volume was forecasted by increasing the annual average about 4.5%.

In this study, among the reliability assessment method for measured data of dam instrumentation, time series analysis and behavior analysis were introduced and the reliability assessment cases for seepag weir, pore-pressure meter, concrete stress meter and joint meter were presented.

Fluctuation patterns of groundwater level as a factor that reflects the characteristics of groundwater system can be categorized as the various types of aquifer with the time-series data. Time-series data on groundwater level obtained from 115 monitoring wells in Jeju Island were classified according to variation types, which were largely affected by rainfall(Dr), rainfall and pumping(Drp), and unknown cause(De). Analysis results indicate that 106 wells belong to Dr and Drp and the ratio of the wells with the wide range of fluctuation in the western and northern regions was higher than that in the eastern and southern regions. From the results that Drp is relatively higher than Dr in the western region which has the largest agricultural areas, groundwater level fluctuations may be affected significantly due to the intensive agricultural use. Non-parametric trend analysis results for 115 monitoring wells show that the increasing and decreasing trends as the ratio of groundwater levels were 14.8% and 22.6%, respectively, and groundwater levels revealed to be increased in the western, southern and northern regions excluding eastern region. Results of correlation analysis that cross-correlation coefficients and the time lags in the eastern and western regions are relatively high and short, respectively, indicate that the rainfall recharge effect in these regions is relatively larger due to the gentle slope of topography compared to that in the southern and northern regions.

Groundwater recharge characteristics in a fractured granite area, Mt. Geumjeong, Korea. was interpreted using bedrock groundwater and wet-land water data. Time series analysis using autocorreclation, cross-correlation and spectral density was conducted for characterizing water level variation and recharge rate in low water and high water seasons. Autocorrelation analysis using water levels resulted in short delay time with weak linearity and memory. Cross-correlation function from cross-correlation analysis was lower in the low water season than the high water season for the bedrock groundwater. The result of water level decline analysis identified groundwater recharge rate of about 11% in the study area.

As the tideland reclamation is done on a large scale these days, construction work is active in the coastal areas. Facilities in the coastal areas must be built with the tide characteristics taken into consideration. Thus the tide characteristics affect the overall reclamation plan. The analysis of the tide data boils down to a harmonic analysis of the hourly changes of long-term tide data and extraction of unharmonic coefficients from the results. Since considerable amount of tide data for the West Coast are available, the existing data can be collected and can be used to obtain the temporal changes of the tide by being fitted into the tide prediction model. The goal of this thesis lies in assessing whether the mean sea level used in the field agrees with the analysis results from the long-term observation data obtained with their homogeneity guaranteed. To achieve this goal, the research was conducted as follows. First the present conditions of the observation stations, the land level standard, and the sea level standard were surveyed to derive a vertical standard. Then the causes for the changes in the mean sea level were analyzed to set up a time series model formula for representing them. To secure the homogeneity of the time series, each component was separated. Lastly the mean sea level used in the field was assessed based on the results obtained from the analysis of the time series.