• Title/Summary/Keyword: 시계열 예측분석

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Analysis and Prediction of Anchovy Fisheries in Korea ARIMA Model and Spectrum Analysis (한국 멸치어업의 어획량 분석과 예측 ARIMA 모델 및 스펙트럼 해석)

  • PARK Hae-Hoon;YOON Gab-Dong
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.29 no.2
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    • pp.143-149
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    • 1996
  • Forecasts of the monthly catches of anchovy in Korea were carried out by the seasonal Autoregressive Integrated Moving Average (ARIMA) model and spectral analysis. The seasonal ARIMA model is as follows: $$(1-0.431B)(1-B^{12})Z_t=(1-0.882B^{12})e_t$$ where: $Z_t=value$ at month $t;\;B^{p}$ is a backward shift operator, that is, $B^pZ_t=Z_{t-p};$ and $e_t=error$ term at month t, which is to forecast 24 months ahead the anchovy catches in Korea. The prediction error by the Box-Cox transformation on monthly anchovy catches in Korea was less than that by the logarithmic transformation. The equation of the Box-Cox transformation was $Y'=(Y^{0.58}-1)/0.58$. Forecasts of the monthly anchovy catches for $1991\~1992$, which were compared with the actual catches, had an absolute percentage error (APE) range of $1.0\~63.2\%$. Total observed annual catches in 1991 and 1992 were 170,293 M/T and 168,234 M/T respectively, while the predicted catches were 148,201 M/T and 148,834 M/T $(API\;13.0\%\;and\;11.5\%,\;respectively)$. The spectrum analysis of the monthly catches of anchovy showed some dominant fluctuations in the periods of 2.2, 6.1, 10.2 12.0 and 14.7 months. The spectrum analysis was also useful for selecting the ARIMA model.

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A ground condition prediction ahead of tunnel face utilizing time series analysis of shield TBM data in soil tunnel (토사터널의 쉴드 TBM 데이터 시계열 분석을 통한 막장 전방 예측 연구)

  • Jung, Jee-Hee;Kim, Byung-Kyu;Chung, Heeyoung;Kim, Hae-Mahn;Lee, In-Mo
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.21 no.2
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    • pp.227-242
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    • 2019
  • This paper presents a method to predict ground types ahead of a tunnel face utilizing operational data of the earth pressure-balanced (EPB) shield tunnel boring machine (TBM) when running through soil ground. The time series analysis model which was applicable to predict the mixed ground composed of soils and rocks was modified to be applicable to soil tunnels. Using the modified model, the feasibility on the choice of the soil conditioning materials dependent upon soil types was studied. To do this, a self-organizing map (SOM) clustering was performed. Firstly, it was confirmed that the ground types should be classified based on the percentage of 35% passing through the #200 sieve. Then, the possibility of predicting the ground types by employing the modified model, in which the TBM operational data were analyzed, was studied. The efficacy of the modified model is demonstrated by its 98% accuracy in predicting ground types ten rings ahead of the tunnel face. Especially, the average prediction accuracy was approximately 93% in areas where ground type variations occur.

Time series and deep learning prediction study Using container Throughput at Busan Port (부산항 컨테이너 물동량을 이용한 시계열 및 딥러닝 예측연구)

  • Seung-Pil Lee;Hwan-Seong Kim
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2022.06a
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    • pp.391-393
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    • 2022
  • In recent years, technologies forecasting demand based on deep learning and big data have accelerated the smartification of the field of e-commerce, logistics and distribution areas. In particular, ports, which are the center of global transportation networks and modern intelligent logistics, are rapidly responding to changes in the global economy and port environment caused by the 4th industrial revolution. Port traffic forecasting will have an important impact in various fields such as new port construction, port expansion, and terminal operation. Therefore, the purpose of this study is to compare the time series analysis and deep learning analysis, which are often used for port traffic prediction, and to derive a prediction model suitable for the future container prediction of Busan Port. In addition, external variables related to trade volume changes were selected as correlations and applied to the multivariate deep learning prediction model. As a result, it was found that the LSTM error was low in the single-variable prediction model using only Busan Port container freight volume, and the LSTM error was also low in the multivariate prediction model using external variables.

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KTX passenger demand forecast with multiple intervention seasonal ARIMA models (다중개입 계절형 ARIMA 모형을 이용한 KTX 수송수요 예측)

  • Cha, Hyoyoung;Oh, Yoonsik;Song, Jiwoo;Lee, Taewook
    • 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.

항로표지 고장예측 서비스를 위한 기계학습 모델 연구

  • 김환;정수환;임성수
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2022.06a
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    • pp.95-97
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    • 2022
  • 다양한 소스에서 수집되고 연동되는 항로표지 상태 데이터에서의 이상탐지는 항로표지의 고장예측에 있어서 중요한 역할을 한다. 이 연구에서는 항로표지 고장예측 서비스를 위해 상태 데이터를 모델링하고 분석할 수 있는 기계학습 모델의 연구 방법을 소개한다.

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A Study on Patent Invention Trend Analysis using Prophet (Prophet 시계열 분석 도구를 이용한 특허 추이 분석 연구)

  • Jang, Hanna;Yoon, Yisak;Jeon, Yeeun;Gim, Jangwon
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.752-753
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    • 2019
  • 최근 인터넷·정보 통신 기술이 크게 발달하면서 기술 발명의 권리 보장을 위한 특허 발명 수 또한 급격히 증가하고 있다. 또한, 특허 문헌에는 최신 기술 및 요소 기술들이 포함되어 있기 때문에 발명된 기술들의 분석을 통해 기술 가치 평가, 기술 분야의 동향 파악 및 기술 발전의 추이를 예측할 수 있다. 따라서 본 연구에서는 시계열 분석 도구를 이용하여 최근 20년 동안의 특허 발명 추이를 분석하여 특정 기술 도메인에 대한 추이 분석 사례를 보인다.

Analysis of Automobile Industry Trends and Demand Forecasting of Monthly Automobile Sales in Chin (중국 내 자동차 산업 동향과 월별 판매량 시계열분석)

  • Chenyang, Wang;Se Won, Lee
    • Journal of Korea Society of Industrial Information Systems
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    • v.28 no.1
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    • pp.35-48
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    • 2023
  • In this study, we introduced the development status and the government policy of the Chinese automobile industry under the rapidly changing global economic environment. We conducted a consumer trend survey on automobile purchases by consumers in China. Despite the Chinese government's strong national emission control policy and stricter standards for manufacturing and selling internal combustion engine vehicles, 59.6% of respondents saying they would choose an internal combustion engine vehicle when purchasing a vehicle in the future for various reasons. It was confirmed that there is a significant gap between government policies and consumer perceptions. In addition, we have discovered the recent declining trend of automobile sales in China, and used the monthly sales volume from January 2010 to December 2020 as training set, and the sales volume from January 2021 to November 2022 as a test set. We proposed and evaluated a time-series model for predicting future automobile demand in China. Then, we showed the monthly sales forecast for 2023 when each model was applied.

The Prediction of Cryptocurrency on Using Text Mining and Deep Learning Techniques : Comparison of Korean and USA Market (텍스트 마이닝과 딥러닝을 활용한 암호화폐 가격 예측 : 한국과 미국시장 비교)

  • Won, Jonggwan;Hong, Taeho
    • Knowledge Management Research
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    • v.22 no.2
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    • pp.1-17
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    • 2021
  • In this study, we predicted the bitcoin prices of Bithum and Coinbase, a leading exchange in Korea and USA, using ARIMA and Recurrent Neural Networks(RNNs). And we used news articles from each country to suggest a separated RNN model. The suggested model identifies the datasets based on the changing trend of prices in the training data, and then applies time series prediction technique(RNNs) to create multiple models. Then we used daily news data to create a term-based dictionary for each trend change point. We explored trend change points in the test data using the daily news keyword data of testset and term-based dictionary, and apply a matching model to produce prediction results. With this approach we obtained higher accuracy than the model which predicted price by applying just time series prediction technique. This study presents that the limitations of the time series prediction techniques could be overcome by exploring trend change points using news data and various time series prediction techniques with text mining techniques could be applied to improve the performance of the model in the further research.

The Comparison of Imputation Methods in Space Time Series Data with Missing Values (공간시계열모형의 결측치 추정방법 비교)

  • Lee, Sung-Duck;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.263-273
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    • 2010
  • Missing values in time series can be treated as unknown parameters and estimated by maximum likelihood or as random variables and predicted by the conditional expectation of the unknown values given the data. The purpose of this study is to impute missing values which are regarded as the maximum likelihood estimator and random variable in incomplete data and to compare with two methods using ARMA and STAR model. For illustration, the Mumps data reported from the national capital region monthly over the years 2001~2009 are used, and estimate precision of missing values and forecast precision of future data are compared with two methods.

Short-term Reactive Power Load Forecasting Using Multiple Time-Series Model (다중 시계열 모델을 이용한 단기 부하 무효전력 예측)

  • Lee, Hyo-Sang;Cho, Jong-Man;Park, Woo-Hyun;Kim, Jin-O
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.18 no.5
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    • pp.105-111
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    • 2004
  • This paper shows that active and reactive power load have significant positive relationship and there exist two types of relationship between them using Test Statistics. In investigating the cross plots at every hour, we found out that from 0 to 8 hours, there relationships are linear, while from 9 to 23 hours, they are two piece-wise linear. Also, reactive power loads was estimated and forecasted using active power load as the explanary variable with OLS (Ordinary Least Squares) regression methods. MAPE (Mean Absolute Percentage Error) for each model is calculated for one-hour ahead forecasting.