• Title/Summary/Keyword: test for equality of time series mean

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A spectrum based evaluation algorithm for micro scale weather analysis module with application to time series cluster analysis (스펙트럼분석 기반의 미기상해석모듈 평가알고리즘 제안 및 시계열 군집분석에의 응용)

  • Kim, Hea-Jung;Kwak, Hwa-Ryun;Kim, Yu-Na;Choi, Young-Jean
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.41-53
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    • 2015
  • In meteorological field, many researchers have tried to develop micro scale weather analysis modules for providing real-time weather information service in the metropolitan area. This effort enables us to cope with various economic and social harms coming from serious change in the micro meteorology of a metropolitan area due to rapid urbanization such as quantitative expansions in its urban activity, growth of population, and building concentration. The accuracy of the micro scale weather analysis modules (MSWAM) directly related to usefulness and quality of the real-time weather information service in the metropolitan area. This paper design a evaluation system along with verification tools that sufficiently accommodate spatio-temporal characteristics of the outputs of the MSWAM. For this we proposes a test for the equality of mean vectors of the output series of the MSWAM and corresponding observed time series by using a spectral analysis technique. As a byproduct, a time series cluster analysis method, using a function of the test statistic as the distance measure, is developed. A real data application is given to demonstrate the utility of the method.