• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1007-1017
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• 2009

Forecasting for air demand such as passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison the performance between the univariate seasonal ARIMA models and the multivariate time series models. In this paper, we used real data to predict demand on international passenger and freight. And multivariate time series models are better than the univariate models based on the accuracy criteria.

• Proceedings of the Korea Water Resources Association Conference
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• 2010.05a
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• pp.1410-1414
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• 2010

최근 들어 가뭄과 국지성 호우 등의 기상이변이 지속적으로 발생하고 있으며, 이는 국민 삶의 발전과 향상에 밀접한 관계가 있는 것으로 전세계적으로 이에 대한 관심이 증가하고 있는 추세이다. 특히 댐의 효율적 관리와 안정적인 운영은 홍수피해 방지, 안정적인 용수공급과 같은 국민 생활과 밀접한 관계를 가지고 있어 수자원의 효율적인 운영과 이용은 장기적인 관점을 통하여 수립해야 한다. 이와 같이 댐 유입량의 예측은 유출모형의 목적 중 중요한 부분으로 확정론적 모형이 시 혹은 일유량과 같은 매우 짧은 시간의 유출을 예측하는데 주로 사용되지만 이는 매개변수의 추정이 불가능하거나 실제유역에서의 측정이 불가능 할 경우에는 모형적용에 한계가 있다. 이에 반해 추계학적 모형에 의한 유출예측은 장기간의 유출을 과거자료의 통계학적 특성변수를 매개변수로 하여 예측하는 방법으로 모형의 적용에 필요한 매개변수가 적어 그 적용성이 간편한 장점이 있다. 본 연구에서는 계절형 ARIMA모형을 적용하여 과거자료의 적용범위, 매개변수의 산정, 적합성 판정에 대하여 판단하고, 이 모형이 월유입량의 예측에 적합한지를 검토하였다.

• The Korean Journal of Applied Statistics
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• v.24 no.1
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• pp.93-102
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• 2011

In this paper, we compared the performance of the several time series models for tourism demand forecasting. We showed that seasonal effects in the data(Japan, China, USA, and Philippines) exist in the tourism data and the forecasting accuracies are compared by the RMSE criterion.

• The Korean Journal of Applied Statistics
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• v.13 no.2
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• pp.225-236
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• 2000

To compile seasonally-adjusted statistics for Korean economic statistics accurately. it is necessary to develop a Korean seasonal adjustment program. In this paper. the Korean seasonal adjustment program BOK-X-12-ARIMA, developed through modification of the US. Bureau of the Census's X-12-ARIT\IA, is explained in detail.

• Journal of the Korean Data and Information Science Society
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• v.27 no.3
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• pp.725-732
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• 2016

This study analyzes the number of Jeju-bound tourists according to travellers' purposes. We classify the travellers' purposes into three categories: "Rest and Sightseeing", "Leisure and Sport", and "Conference and Business". To see an impact of MERS outbreak occurred in May 2015 on the number of tourists, we fit seasonal ARIMA-Intervention model to the monthly arrivals data from January 2005 to March 2016. The estimation results show that the number of tourists for "Leisure and Sport" and "Conference and Business" were significantly affected by MERS outbreak whereas arrivals for "Rest and Sightseeing" were little influenced. Using the fitted models, we predict the number of Jeju-bound tourists.

• Journal of Korea Water Resources Association
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• v.42 no.10
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• pp.809-824
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• 2009

Hydrological system forecasting, which is the short term runoff historical data during the limited period in dam site, is a conditional precedent of hydrological persistence by stochastic analysis. We have forecasted the monthly hydrological system from Andong dam basin data that is the rainfall, evaporation, and runoff, using the seasonal ARIMA (autoregressive integrated moving average) model. Also we have conducted long term runoff simulations through the forecasted results of TANK model and ARIMA+TANK model. The results of analysis have been concurred to the observation data, and it has been considered for application to possibility on the stochastic model for dam inflow forecasting. Thus, the method presented in this study suggests a help to water resource mid- and long-term strategy establishment to application for runoff simulations through the forecasting variables of hydrological time series on the relatively short holding runoff data in an object basins.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.139-148
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• 2019

This study proposed a multiple intervention time series model to predict KTX passenger demand. In order to revise the research of Kim and Kim (Korean Society for Railway, 14, 470-476, 2011) considering only the intervention of the second phase of Gyeong-bu before November of 2011, we adopted multiple intervention seasonal ARIMA models to model the time series data with additional interventions which occurred after November of 2011. Through the data analysis, it was confirmed that the effects of various interventions such as Gyeong-bu and Ho-nam 2 phase, outbreak of MERS and national holidays, which affected the KTX transportation demand, are successfully explained and the prediction accuracy could be quite improved significantly.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1012-1016
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• 2009

수자원 시스템 거동예측은 수문학적 지속성여부에 대한 판단이 선행 되어야 하며 가용한 시계열자료에 대한 추계학적 분석을 통하여 실시하여야 한다. 본 연구에서는 계절형 ARIMA모형을 통한 안동댐 유역의 강우량, 증발산량 및 유출량 시계열자료를 예측함에 있어 전형적인 Box-jenkins의 방법을 따랐고 모형의 식별, 추정, 검진의 3단계를 거쳐 모형화 하였다. 최적 수문시계열 예측 모형을 통하여 안동댐 유역의 강우량, 증발산량 및 유출량 시계열자료로 월별 수문시스템 거동을 예측하였으며, 예측된 결과를 토대로 TANK모형과 ARIMA+TANK결합모형에 의한 장기유출모의를 실시하였다. 분석결과 관측자료의 특성을 비교적 잘 반영 하였으며, 댐 유입량 예측을 위한 추계학적 결합모형의 적용가능성을 검토하였다. 이는 유출량자료의 보유년한이 짧은 대상유역에 월강우량과 증발산량자료 등의 수문시계열 인자 예측을 통한 유출을 모의함으로서 수자원의 중 장기 전략수립에 도움을 줄 것으로 사료된다.

• Journal of Korea Water Resources Association
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• v.42 no.8
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• pp.673-680
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• 2009

Alternatives to conventional water resources are being sought due to the scarcity and the poor quality of surface water. Riverbank filtration (RBF) is one of them and considered as a promising source of water supply in some cities. Changwon City has started RBF in 2001 and field data have been accumulated. This study is to develop a time-series model for groundwater level data collected from the pumping area of RBF. The site is Daesan-myeon, Changwon City, where groundwater level data have been measured for the last five years (Jan. 2003$\sim$Dec. 2007). Minute-based groundwater levels was averaged out to monthly data to see the long-term behavior. Time-series analysis was conducted according to the Box-Jenkins method. The resulted model turned out to be a seasonal ARIMA model, and its forecasting performance was satisfactory. We believe this study will provide a prototype for other riverbank filtration sites where the predictability of groundwater level is essential for the reliable supply of water.

• Journal of the Korean Society for Railway
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• v.14 no.5
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• pp.470-476
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• 2011

This study proposed the intervention ARIMA model as a way to forecast the KTX passenger demand. The second phase of the Gyeongbu high-speed rail project and the financial crisis in 2008 were analyzed in order to determine the effect of time series on the opening of a new line and economic impact. As a result, the financial crisis showed that there is no statistically significant impact, but the second phase of the Gyeongbu high-speed rail project showed that the weekday trips increased about 17,000 trips/day and the weekend trips increased about 26,000 trips/day. This study is meaningful in that the intervention explained the phenomena affecting the time series of KTX trip and analyzed the impact on intervention of time series quantitatively. The developed model can be used to forecast the outline of the overall KTX demand and to validate the KTX O/D forecasting demand.