• KIPS Transactions on Computer and Communication Systems
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• v.6 no.4
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• pp.179-188
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• 2017

It is very challenging to analyze the traffic flow in the city because there are lots of traffic accidents, intersections, and pedestrians etc. Now, even in mid-size cities Bus Information Systems(BIS) have been deployed, which have offered the forecast of arriving times at the stations to passengers. BIS also provides more informations such as the current locations, departure-arrival times of buses. In this paper, we perform the time-series analysis of the traffic flow using the data of the average trvel time and the average speed between stations extracted from the BIS. In the mid size cities, the data from BIS will have a important role on prediction and analysis of the traffic flow. We used the Dynamic Linear Model(DLM) for how to make the time series forecasting model to analyze and predict the average speeds at the given locations, which seem to show the representative of traffics in the city. Especially, we analysis travel times for weekdays and weekends separately. We think this study can help forecast the traffic jams, congestion areas and more accurate arrival times of buses.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.419-430
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• 2014

An accurate prediction of electricity supply and demand is important for daily life, industrial activities, and national management. In this paper electricity sales is predicted by time series modelling. Real data analysis shows the transfer function model with cooling and heating days as an input time series and a pulse function as an intervention variable outperforms other time series models for the root mean square error and the mean absolute percentage error.

• Proceedings of the Korea Information Processing Society Conference
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• 2014.11a
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• pp.872-875
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• 2014

본 논문에서는 사칙연산자 기반의 유전 프로그래밍을 사용하여 교통량을 예측하였다. 기존의 시계열 분석에서 활용되는 전문적인 지식을 사용하지 않고 유전 프로그래밍만을 사용하여 설계한 결과 기존의 시계열 모형 보다 근접하게 실제 교통량 변화와 근접했음을 확인했다. 또한 기존에 적합도 함수로 자주 사용하는 함수보다 빠르고 정확하게 교통량을 예측 할 수 있는 적합도 함수를 제안하였다.

• The Korean Journal of Applied Statistics
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• v.19 no.1
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• pp.33-41
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• 2006

In this paper, we analyse the volatilities in financial data such as stock prices and exchange rates in term of a class of nonlinear time series models. We compare the performance of Generalized Autoregressive Conditional Heteroscadastic(GARCH) , Integrated GARCH(IGARCH), Exponential GARCH(EGARCH) models by KOSPI (Korean stock Prices Index) data. The estimation for the parameters in the models was carried out by the ML methods.

• Proceedings of the KIPE Conference
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• 2019.07a
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• pp.56-58
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• 2019

배터리의 효율적인 관리와 안정적인 운영을 위해서는 배터리의 노화에 따른 배터리의 모니터링이 필요하다. 하지만 모델 기반의 SOH 예측 모델의 경우 파라미터의 변화에 대한 정확한 정보가 반영되지 않을 경우 심각한 오류를 야기 할 수 있다. 따라서 본 논문에서는 비 모델인 시계열 예측 기법 ARIMA 모델을 제안하고 전기적 특성 실험을 통한 내부 파라미터에 대한 분석과 파라미터에 대한 상관분석, 이를 통한 SOH 예측을 통해 ARIMA 모델의 특성 및 정확성에 대해 제안한다.

• Journal of Urban Science
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• v.7 no.1
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• pp.45-54
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• 2018

The purpose of this study is to find the factors that reduce prediction error in traffic volume using highway traffic volume data. The ARIMA model was used to predict the day, and it was confirmed that weekday and weekly characteristics were distinguished by prediction error. The forecasting results showed that weekday characteristics were prominent on Tuesdays, Wednesdays, and Thursdays, and forecast errors including MAPE and MAE on Sunday were about 15% points and about 10 points higher than weekday characteristics. Also, on Friday, the forecast error was high on weekdays, similar to Sunday's forecast error, unlike Tuesday, Wednesday, and Thursday, which had weekday characteristics. Therefore, when forecasting the time series belonging to Friday, it should be regarded as a weekly characteristic having characteristics similar to weekend rather than considering as weekday.

• Journal of the Korea Society for Simulation
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• v.30 no.4
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• pp.1-8
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• 2021

Deep learning is one of the most widely accepted methods for the forecasting of time series data which have the complexity and non-linear behavior. In this paper, we investigate the modification of a state-of-art WaveNet deep learning architecture and walk forward validation (WFV) in order to forecast electric power consumption data 24-hour-ahead. WaveNet originally designed for raw audio uses 1D dilated causal convolution for long-term information. First of all, we propose a modified version of WaveNet which activates real numbers instead of coded integers. Second, this paper provides with the training process with tuning of major hyper-parameters (i.e., input length, batch size, number of WaveNet blocks, dilation rates, and learning rate scheduler). Finally, performance evaluation results show that the prediction methodology based on WFV performs better than on the traditional holdout validation.

• Smart Media Journal
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• v.10 no.2
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• pp.16-21
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• 2021

Financial time series analysis plays a very important role economically and socially in modern society and is an important task affecting global development, but due to difficulties such as a lot of noise and uncertainty, financial time series analysis prediction is a difficult research topic. In this paper, we propose a market prediction method (MPIL) by converting unstructured data and structured data into images. For market prediction, it analyzes SNS and news data, which is unstructured data for n days, and converts the market data, which is structured data, to an image with the GADF algorithm, and predicts an ultra-short market that predicts the price of n+1 days through image learning. MPIL has an average accuracy of 56%, which is higher than the 50% average accuracy of the model that predicts the market with LSTM by using sentiment analysis used for existing market forecasting.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2006.05a
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• pp.662-675
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• 2006

• 수도
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• v.23 no.6 s.81
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• pp.36-46
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• 1996

급수 수요량의 단기예측은 상수도 시스템의 유지관리 계획 수립의 중요한 구성 요소이며, 대상지역의 특성을 민감하게 반영하고 있으므로, 급수수요의 지역 특성과 관련된 수요 구조의 파악이 무엇보다 중요한 과제라 할 수 있다. 따라서 본 논문에서는 상수도 시스템의 합리적 배수 제어 획을 실시하기 위한 기초적 정보인 급수량 변동 구조에 대해 통계적인 분석을 실시하였다. 특히 일단위의 급수량에 초점을 두어 급수량의 시계열 특성과 급수량 영향 요인 분석을 통하여 대상 지역의 정상 시계열장과 급수량에 영향을 미치는 요인을 분석하였다. 또한 급수량의 계절별 단기 수요 예측 모델을 제안하기 위하여 통계적 예측 수법으로 평가 받고 있는 MARIMA (Multiple Auto Regressive Integrated Moving Average) 모델을 급수량 단기 수요 예측에 적용하여 계절별 급수 수요량을 예측하였다.