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      자동차 건조 공정 에너지 예측 모형을 위한 공조기 온도 시계열 데이터의 상관관계 분석 = Correlation Analyses of the Temperature Time Series Data from the Heat Box for Energy Modeling in the Automobile Drying Process

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      https://www.riss.kr/link?id=A100038965

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      다국어 초록 (Multilingual Abstract)

      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.
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      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 t...

      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.

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      목차 (Table of Contents)

      • Abstract
      • 1. 서론
      • 2. 실험 환경 및 방법
      • 3. 시계열 데이터의 비선형 상관관계
      • 4. 변동성에 대한 상관관계 분석
      • Abstract
      • 1. 서론
      • 2. 실험 환경 및 방법
      • 3. 시계열 데이터의 비선형 상관관계
      • 4. 변동성에 대한 상관관계 분석
      • 5. 결론
      • References
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      참고문헌 (Reference)

      1 최종락, "자동차 도장 건조 공정의 건조 성능 향상을 위한 수치해석 연구" 대한설비공학회 24 (24): 867-874, 2012

      2 김인무, "에너지 상대가격 변화에 따른 에너지 수요 예측" 한국경제학회 59 (59): 199-228, 2011

      3 Mills, T. C, "Time Series Techniques for Economists" Cambridge University Press 1990

      4 Pagan, A., "The econometrics of financial markets" 3 : 15-102, 1996

      5 Black, F., "The Pricing of Options and Corporate Liabilities" 81 : 637-654, 1973

      6 Beran, J, "Statistics for Long-Memory Processes" Chapman and Hall/CRC 1994

      7 Liu, Y., "Statistical properties of the volatility of price fluctuations" 60 : 1390-1400, 1999

      8 Faranda, D., "Statistical early-warning indicators based on Auto-Regressive Moving-Average Processes"

      9 Peng, C.K., "Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series" 5 : 82-87, 1995

      10 Cox, J., "Option pricing : A simplified approach" 7 : 229-263, 1979

      1 최종락, "자동차 도장 건조 공정의 건조 성능 향상을 위한 수치해석 연구" 대한설비공학회 24 (24): 867-874, 2012

      2 김인무, "에너지 상대가격 변화에 따른 에너지 수요 예측" 한국경제학회 59 (59): 199-228, 2011

      3 Mills, T. C, "Time Series Techniques for Economists" Cambridge University Press 1990

      4 Pagan, A., "The econometrics of financial markets" 3 : 15-102, 1996

      5 Black, F., "The Pricing of Options and Corporate Liabilities" 81 : 637-654, 1973

      6 Beran, J, "Statistics for Long-Memory Processes" Chapman and Hall/CRC 1994

      7 Liu, Y., "Statistical properties of the volatility of price fluctuations" 60 : 1390-1400, 1999

      8 Faranda, D., "Statistical early-warning indicators based on Auto-Regressive Moving-Average Processes"

      9 Peng, C.K., "Quantification of scaling exponents and crossover phenomena in nonstationary heartbeat time series" 5 : 82-87, 1995

      10 Cox, J., "Option pricing : A simplified approach" 7 : 229-263, 1979

      11 Peng, C. K., "Mosaic organization of DNA nucleotides" 49 : 1685-1689, 1994

      12 Bollerslev, T., "Generalized autoregressive conditional heteroskedasticity" 31 : 307-327, 1986

      13 Suganthi, L., "Energy models for demand forecasting-A review" 16 : 1223-1240, 2012

      14 Lee, H., "Electricity demand forecasting based on machine learning algorithms" 521-546, 2011

      15 Song, G.S., "Development of Air-Conditioning System for Energy Saving type vehicle drying" DUKSAN Co. Ltd 2013

      16 Lee, C., "Detection of a long-range correlation with an adaptive detrending method" 86 : 011135-, 2012

      17 Engle, R., "Autoregressive Conditional Hetero scedasticity with Estimates of the Variance of United Kingdom Inflation" 50 : 987-1007, 1982

      18 서정열, "ARMA-PL:Tackling Nested Periods and Linear Trend in Time Series Data" 한국산업경영시스템학회 33 (33): 112-126, 2010

      19 Kong, D., "A Methodology of Databased Energy Demand Prediction Using Artificial Neural Networks for a Urban Community" 29 : 184-189, 2009

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      학술지 이력
      연월일 이력구분 이력상세 등재구분
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      2021-11-25 학술지명변경 외국어명 : Journal of Society of Korea Industrial and Systems Engineering -> Journal of Korean Society of Industrial and Systems Engineering KCI등재
      2021-01-01 평가 등재학술지 유지 (재인증) KCI등재
      2019-12-04 학술지명변경 한글명 : 산업경영시스템학회지 -> 한국산업경영시스템학회지
      외국어명 : Journal of the Society of Korea Industrial and Systems Engineering -> Journal of Society of Korea Industrial and Systems Engineering
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      2018-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2015-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2011-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2009-01-01 평가 등재학술지 유지 (등재유지) KCI등재
      2006-01-01 평가 등재학술지 선정 (등재후보2차) KCI등재
      2005-01-01 평가 등재후보 1차 PASS (등재후보1차) KCI등재후보
      2003-07-01 평가 등재후보학술지 선정 (신규평가) KCI등재후보
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      기준연도 WOS-KCI 통합IF(2년) KCIF(2년) KCIF(3년)
      2016 0.34 0.34 0.3
      KCIF(4년) KCIF(5년) 중심성지수(3년) 즉시성지수
      0.28 0.28 0.37 0.16
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