• Communications for Statistical Applications and Methods
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• v.19 no.3
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• pp.507-516
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• 2012

We study time series models for seasonal time series data with a covariance structure that depends on time and the periodic autocorrelation at various lags $k$. In this paper, we introduce an ARMA model with periodically varying coefficients(PARMA) and analyze Arosa ozone data with a periodic correlation in the practical case study. Finally, we use a PARMA model and a seasonal ARIMA model for data analysis and show the performance of a PARMA model with a comparison to the SARIMA model.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.12
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• pp.1756-1761
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• 2021

Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.1
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• pp.58-63
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• 2022

The daily number of confirmed cases of Coronavirus disease 2019(COVID-19) ranges between 1,000 and 2,000. Despite higher vaccination rates, the number of confirmed cases continues to increase. The Mu variant of COVID-19 reported in some countries by WHO has been identified in Korea. In this study, we predicted the number of confirmed COVID-19 cases in Korea using the SARIMA for the Covid-19 prevention strategy. Trends and seasonality were observed in the data, and the ADF Test and KPSS Test was used accordingly. Order determination of the SARIMA(p,d,q)(P, D, Q, S) model helped in extracting the values of p, d, q, P, D, and Q parameters. After deducing the p and q parameters using ACF and PACF, the data were transformed and schematized into stationary forms through difference, log transformation, and seasonality removal. If seasonality appears, first determine S, then SARIMA P, D, Q, and finally determine ARIMA p, d, q using ACF and PACF for the order excluding seasonality.

• Journal of Digital Convergence
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• v.17 no.9
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• pp.135-145
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• 2019

Prolonged recession has caused the youth unemployment rate in Korea to remain at a high level of approximately 10% for years. Recently, the number of unemployed Koreans in their 30s and 40s has shown an upward trend. To expand the government's employment promotion and unemployment benefits from youth-centered policies to diverse age groups, including people in their 30s and 40s, prediction models for different age groups are required. Thus, we aimed to develop unemployment prediction models for specific age groups (30s and 40s) using available unemployment rates provided by Statistics Korea and Google search queries related to them. We first estimated multiple linear regressions (Model 1) using seasonal autoregressive integrated moving average approach with relevant unemployment rates. Then, we introduced Google search queries to obtain improved models (Model 2). For both groups, consequently, Model 2 additionally using web queries outperformed Model 1 during training and predictive periods. This result indicates that a web search query is still significant to improve the unemployment predictive models for Koreans. For practical application, this study needs to be furthered but will contribute to obtaining age-wise unemployment predictions.