• Title/Summary/Keyword: 계절 ARIMA 모형

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Application of Time-Series Model to Forecast Track Irregularity Progress (궤도틀림 진전 예측을 위한 시계열 모델 적용)

  • Jeong, Min Chul;Kim, Gun Woo;Kim, Jung Hoon;Kang, Yun Suk;Kong, Jung Sik
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.4
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    • pp.331-338
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    • 2012
  • Irregularity data inspected by EM-120, an railway inspection system in Korea includes unavoidable incomplete and erratic information, so it is encountered lots of problem to analyse those data without appropriate pre-data-refining processes. In this research, for the efficient management and maintenance of railway system, characteristics and problems of the detected track irregularity data have been analyzed and efficient processing techniques were developed to solve the problems. The correlation between track irregularity and seasonal changes was conducted based on ARIMA model analysis. Finally, time series analysis was carried out by various forecasting model, such as regression, exponential smoothing and ARIMA model, to determine the appropriate optimal models for forecasting track irregularity progress.

Weekly Maximum Electric Load Forecasting for 104 Weeks by Seasonal ARIMA Model (계절 ARIMA 모형을 이용한 104주 주간 최대 전력수요예측)

  • Kim, Si-Yeon;Jung, Hyun-Woo;Park, Jeong-Do;Baek, Seung-Mook;Kim, Woo-Seon;Chon, Kyung-Hee;Song, Kyung-Bin
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.28 no.1
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    • pp.50-56
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    • 2014
  • Accurate midterm load forecasting is essential to preventive maintenance programs and reliable demand supply programs. This paper describes a midterm load forecasting method using autoregressive integrated moving average (ARIMA) model which has been widely used in time series forecasting due to its accuracy and predictability. The various ARIMA models are examined in order to find the optimal model having minimum error of the midterm load forecasting. The proposed method is applied to forecast 104-week load pattern using the historical data in Korea. The effectiveness of the proposed method is evaluated by forecasting 104-week load from 2011 to 2012 by using historical data from 2002 to 2010.

Optimal Forecasting for Sales at Convenience Stores in Korea Using a Seasonal ARIMA-Intervention Model (계절형 ARIMA-Intervention 모형을 이용한 한국 편의점 최적 매출예측)

  • Jeong, Dong-Bin
    • Journal of Distribution Science
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    • v.14 no.11
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    • pp.83-90
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    • 2016
  • Purpose - During the last two years, convenient stores (CS) are emerging as one of the most fast-growing retail trades in Korea. The goal of this work is to forecast and to analyze sales at CS using ARIMA-Intervention model (IM) and exponential smoothing method (ESM), together with sales at supermarkets in South Korea. Considering that two retail trades above are homogeneous and comparable in size and purchasing items on off-line distribution channel, individual behavior and characteristic can be detected and also relative superiority of future growth can be forecasted. In particular, the rapid growth of sales at CS is regarded as an everlasting external event, or step intervention, so that IM with season variation can be examined. At the same time, Winters ESM can be investigated as an alternative to seasonal ARIMA-IM, on the assumption that the underlying series shows exponentially decreasing weights over time. In case of sales at supermarkets, the marked intervention could not be found over the underlying periods, so that only Winters ESM is considered. Research Design, Data, and Methodology - The dataset of this research is obtained from Korean Statistical Information Service (1/2010~7/2016) and Survey of Service Trend of Korea Statistics Administration. This work is exploited time series analyses such as IM, ESM and model-fitting statistics by using TSPLOT, TSMODEL, EXSMOOTH, ARIMA and MODELFIT procedures in SPSS 23.0. Results - By applying seasonal ARIMA-Intervention model to sales at CS, the steep and persisting increase can be expected over the next one year. On the other hand, we expect the rate of sales growth of supermarkets to be lagging and tied up constantly in the next 2016 year. Conclusions - Based on 2017 one-year sales forecasts for CS and supermarkets, we can yield the useful information for the development of CS and also for all retail trades. Future study is needed to analyze sales of popular items individually such as tobacco, banana milk, soju and so on and to get segmented results. Furthermore, we can expand sales forecasts to other retail trades such as department stores, hypermarkets, non-store retailing, so that comprehensive diagnostics can be delivered in the future.

Prediction of Covid-19 confirmed number of cases using ARIMA model (ARIMA모형을 이용한 코로나19 확진자수 예측)

  • Kim, Jae-Ho;Kim, Jang-Young
    • 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.

Fluctuations and Time Series Forecasting of Sea Surface Temperature at Yeosu Coast in Korea (여수연안 표면수온의 변동 특성과 시계열적 예측)

  • Seong, Ki-Tack;Choi, Yang-Ho;Koo, Jun Ho;Jeon, Sang-Back
    • Journal of the Korean Society for Marine Environment & Energy
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    • v.17 no.2
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    • pp.122-130
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    • 2014
  • Seasonal variations and long term linear trends of SST (Sea Surface Temperature) at Yeosu Coast ($127^{\circ}37.73^{\prime}E$, $34^{\circ}37.60^{\prime}N$) in Korea were studied performing the harmonic analysis and the regression analysis of the monthly mean SST data of 46 years (1965-2010) collected by the Fisheries Research and Development Institute in Korea. The mean SST and the amplitude of annual SST variation show $15.6^{\circ}C$ and $9.0^{\circ}C$ respectively. The phase of annual SST variation is $236^{\circ}$. The maximum SST at Yeosu Coast occurs around August 26. Climatic changes in annual mean SST have had significant increasing tendency with increase rate $0.0305^{\circ}C/Year$. The warming trend in recent 30 years (1981-2010) is more pronounced than that in the last 30 years (1966-1995) and the increasing tendency of winter SST dominates that of the annual SST. The time series model that could be used to forecast the SST on a monthly basis was developed applying Box-Jenkins methodology. $ARIMA(1,0,0)(2,1,0)_{12}$ was suggested for forecasting the monthly mean SST at Yeosu Coast in Korea. Mean absolute percentage error to measure the accuracy of forecasted values was 8.3%.

Predictive Analysis of Traffic Accidents caused by Negligence of Safe Driving in Elderly using Seasonal ARIMA (계절 ARIMA 모형을 이용한 고령운전자의 안전운전불이행에 의한 교통사고건수 예측분석)

  • Kim, Jae-Moon;Chang, Sung-Ho;Kim, Sung-Soo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.1
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    • pp.65-78
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    • 2017
  • Even though cars have a good effect on modern society, traffic accidents do not. There are traffic laws that define the regulations and aim to reduce accidents from happening; nevertheless, it is hard to determine all accident causes such as road and traffic conditions, and human related factors. If a traffic accident occurs, the traffic law classifies it as 'Negligence of Safe Driving' for cases that are not defined by specific regulations. Meanwhile, as Korea is already growing rapidly elderly population with more than 65 years, so are the number of traffic accidents caused by this group. Therefore, we studied predictive and comparative analysis of the number of traffic accidents caused by 'Negligence of Safe Driving' by dividing it into two groups : All-ages and Elderly. In this paper, we used empirical monthly data from 2007 to 2015 collected by TAAS (Traffic Accident Analysis System), identified the most suitable ARIMA forecasting model by using the four steps of the Box-Jenkins method : Identification, Estimation, Diagnostics, Forecasting. The results of this study indicate that ARIMA $(1, 1, 0)(0, 1, 1)_{12}$ is the most suitable forecasting model in the group of All-ages; and ARIMA $(0, 1, 1)(0, 1, 1)_{12}$ is the most suitable in the group of Elderly. Then, with this fitted model, we forecasted the number of traffic accidents for 2 years of both groups. There is no large fluctuation in the group of All-ages, but the group of Elderly shows a gradual increase trend. Finally, we compared two groups in terms of the forecast, suggested a countermeasure plan to reduce traffic accidents for both groups.

Analysis of Global Shipping Market Status and Forecasting the Container Freight Volume of Busan New port using Time-series Model (글로벌 해운시장 현황 분석 및 시계열 모형을 이용한 부산 신항 컨테이너 물동량 예측에 관한 연구)

  • JO, Jun-Ho;Byon, Je-Seop;Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.4
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    • pp.295-303
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    • 2017
  • In this paper, we analyze the trends of the international shipping market and the domestic and foreign factors of the crisis of the domestic shipping market, and identify the characteristics of the recovery of the Busan New Port trade volume which has decreased since the crisis of the domestic shipping market We quantitatively analyzed the future volume of Busan New Port and analyzed the trends of the prediction and recovery trends. As a result of analyzing Busan New Port container cargo volume by using big data analysis tool R, the variation of Busan New Cargo container cargo volume was estimated by ARIMA model (1,0,1) (1,0,1)[12] Estimation error, AICc and BIC were the most optimal ARIMA models. Therefore, we estimated the estimated value of Busan New Port trade for 36 months by using ARIMA (1, 0, 1)[12], which is the optimal model of Busan New Port trade, and estimated 13,157,184 TEU, 13,418,123 TEU, 13,539,884 TEU, and 4,526,406 TEU, respectively, indicating that it increased by about 2%, 2%, and 1%.

Comparison Studies of Hybrid and Non-hybrid Forecasting Models for Seasonal and Trend Time Series Data (트렌드와 계절성을 가진 시계열에 대한 순수 모형과 하이브리드 모형의 비교 연구)

  • Jeong, Chulwoo;Kim, Myung Suk
    • Journal of Intelligence and Information Systems
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    • v.19 no.1
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    • pp.1-17
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    • 2013
  • In this article, several types of hybrid forecasting models are suggested. In particular, hybrid models using the generalized additive model (GAM) are newly suggested as an alternative to those using neural networks (NN). The prediction performances of various hybrid and non-hybrid models are evaluated using simulated time series data. Five different types of seasonal time series data related to an additive or multiplicative trend are generated over different levels of noise, and applied to the forecasting evaluation. For the simulated data with only seasonality, the autoregressive (AR) model and the hybrid AR-AR model performed equivalently very well. On the other hand, if the time series data employed a trend, the SARIMA model and some hybrid SARIMA models equivalently outperformed the others. In the comparison of GAMs and NNs, regarding the seasonal additive trend data, the SARIMA-GAM evenly performed well across the full range of noise variation, whereas the SARIMA-NN showed good performance only when the noise level was trivial.

Development of Long-Term Electricity Demand Forecasting Model using Sliding Period Learning and Characteristics of Major Districts (주요 지역별 특성과 이동 기간 학습 기법을 활용한 장기 전력수요 예측 모형 개발)

  • Gong, InTaek;Jeong, Dabeen;Bak, Sang-A;Song, Sanghwa;Shin, KwangSup
    • The Journal of Bigdata
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    • v.4 no.1
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    • pp.63-72
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    • 2019
  • For power energy, optimal generation and distribution plans based on accurate demand forecasts are necessary because it is not recoverable after they have been delivered to users through power generation and transmission processes. Failure to predict power demand can cause various social and economic problems, such as a massive power outage in September 2011. In previous studies on forecasting power demand, ARIMA, neural network models, and other methods were developed. However, limitations such as the use of the national average ambient air temperature and the application of uniform criteria to distinguish seasonality are causing distortion of data or performance degradation of the predictive model. In order to improve the performance of the power demand prediction model, we divided Korea into five major regions, and the power demand prediction model of the linear regression model and the neural network model were developed, reflecting seasonal characteristics through regional characteristics and migration period learning techniques. With the proposed approach, it seems possible to forecast the future demand in short term as well as in long term. Also, it is possible to consider various events and exceptional cases during a certain period.

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A Forecast Method of Marine Traffic Volume through Time Series Analysis (시계열 분석을 통한 해상교통량 예측 방안)

  • Yoo, Sang-Rok;Park, Young-Soo;Jeong, Jung-Sik;Kim, Chul-Seong;Jeong, Jae-Yong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.19 no.6
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    • pp.612-620
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    • 2013
  • In this study, time series analysis was tried, which is widely applied to demand forecast of diverse fields such as finance, economy, trade, and so on, different from previous regression analysis. Future marine traffic volume was forecasted on the basis of data of the number of ships entering Incheon port from January 1996 to June 2013, through courses of stationarity verification, model identification, coefficient estimation, and diagnostic checking. As a result of prediction January 2014 to December 2015, February has less traffic volume than other months, but January has more traffic volume than other months. Also, it was found out that Incheon port was more proper to ARIMA model than exponential smoothing method and there was a difference of monthly traffic volume according to seasons. The study has a meaning in that future traffic volume was forecasted per month with time series model. Also, it is judged that forecast of future marine traffic volume through time series model will be the more suitable model than prediction of marine traffic volume with previous regression analysis.