• Title/Summary/Keyword: 시계열 예측분석

Search Result 738, Processing Time 0.024 seconds

Estimating Automobile Insurance Premiums Based on Time Series Regression (시계열 회귀모형에 근거한 자동차 보험료 추정)

  • Kim, Yeong-Hwa;Park, Wonseo
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.2
    • /
    • pp.237-252
    • /
    • 2013
  • An estimation model for premiums and components is essential to determine reasonable insurance premiums. In this study, we introduce diverse models for the estimation of property damage premiums(premium, depth and frequency) that include a regression model using a dummy variable, additive independent variable model, autoregressive error model, seasonal ARIMA model and intervention model. In addition, the actual property damage premium data was used to estimate the premium, depth and frequency for each model. The estimation results of the models are comparatively examined by comparing the RMSE(Root Mean Squared Errors) of estimates and actual data. Based on real data analysis, we found that the autoregressive error model showed the best performance.

A Study on Forecasting Manpower Demand for Smart Shipping and Port Logistics (스마트 해운항만물류 인력 수요 예측에 관한 연구)

  • Sang-Hoon Shin;Yong-John Shin
    • Journal of Navigation and Port Research
    • /
    • v.47 no.3
    • /
    • pp.155-166
    • /
    • 2023
  • Trend analysis and time series analysis were conducted to predict the demand of manpower under the smartization of shipping and port logistics with transportation survey data of Statistic Korea during the period from 2000 to 2020 and Statistical Yearbook data of Korean Seafarers from 2004 to 2021. A linear regression model was adopted since the validity of the model was evaluated as the highest in forecasting manpower demand in the shipping and port logistics industry. As a result of forecasting the demand of manpower in autonomous ship, remote ship management, smart shipping business, smart port, smart warehouse, and port logistics service from 2021 to 2035, the demand for smart shipping and port logistics personnel was predicted to increase to 8,953 in 2023, 20,688 in 2030, and 26,557 in 2035. This study aimed to increase the predictability of manpower demand through objective estimation analysis, which has been rarely conducted in the smart shipping and port logistics industry. Finally, the result of this research may help establish future strategies for human resource development for professionals in smart shipping and port logistics by utilizing the demand forecasting model described in this paper.

Trend of Research and Industry-Related Analysis in Data Quality Using Time Series Network Analysis (시계열 네트워크분석을 통한 데이터품질 연구경향 및 산업연관 분석)

  • Jang, Kyoung-Ae;Lee, Kwang-Suk;Kim, Woo-Je
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.5 no.6
    • /
    • pp.295-306
    • /
    • 2016
  • The purpose of this paper is both to analyze research trends and to predict industrial flows using the meta-data from the previous studies on data quality. There have been many attempts to analyze the research trends in various fields till lately. However, analysis of previous studies on data quality has produced poor results because of its vast scope and data. Therefore, in this paper, we used a text mining, social network analysis for time series network analysis to analyze the vast scope and data of data quality collected from a Web of Science index database of papers published in the international data quality-field journals for 10 years. The analysis results are as follows: Decreases in Mathematical & Computational Biology, Chemistry, Health Care Sciences & Services, Biochemistry & Molecular Biology, Biochemistry & Molecular Biology, and Medical Information Science. Increases, on the contrary, in Environmental Sciences, Water Resources, Geology, and Instruments & Instrumentation. In addition, the social network analysis results show that the subjects which have the high centrality are analysis, algorithm, and network, and also, image, model, sensor, and optimization are increasing subjects in the data quality field. Furthermore, the industrial connection analysis result on data quality shows that there is high correlation between technique, industry, health, infrastructure, and customer service. And it predicted that the Environmental Sciences, Biotechnology, and Health Industry will be continuously developed. This paper will be useful for people, not only who are in the data quality industry field, but also the researchers who analyze research patterns and find out the industry connection on data quality.

Use of Space-time Autocorrelation Information in Time-series Temperature Mapping (시계열 기온 분포도 작성을 위한 시공간 자기상관성 정보의 결합)

  • Park, No-Wook;Jang, Dong-Ho
    • Journal of the Korean association of regional geographers
    • /
    • v.17 no.4
    • /
    • pp.432-442
    • /
    • 2011
  • Climatic variables such as temperature and precipitation tend to vary both in space and in time simultaneously. Thus, it is necessary to include space-time autocorrelation into conventional spatial interpolation methods for reliable time-series mapping. This paper introduces and applies space-time variogram modeling and space-time kriging to generate time-series temperature maps using hourly Automatic Weather System(AWS) temperature observation data for a one-month period. First, temperature observation data are decomposed into deterministic trend and stochastic residual components. For trend component modeling, elevation data which have reasonable correlation with temperature are used as secondary information to generate trend component with topographic effects. Then, space-time variograms of residual components are estimated and modelled by using a product-sum space-time variogram model to account for not only autocorrelation both in space and in time, but also their interactions. From a case study, space-time kriging outperforms both conventional space only ordinary kriging and regression-kriging, which indicates the importance of using space-time autocorrelation information as well as elevation data. It is expected that space-time kriging would be a useful tool when a space-poor but time-rich dataset is analyzed.

  • PDF

Predictation of Precipitation using Empirical Mode Decomposition (경험적 모드분해법을 활용한 우리나라 강수의 예측)

  • Choi, Wonyoung;Shin, Hongjoon;Kim, Taereem;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2016.05a
    • /
    • pp.147-147
    • /
    • 2016
  • 최근 기후변화로 인한 기상이변이 빈번히 발생하면서 그로 인한 피해도 점점 증가하고 있다. 이를 최소화하기 위해서는 기후변화가 강수에 미치는 영향에 대한 연구가 필요하며, 특히 강수의 기후변화를 고려한 장기적인 변동에 대한 예측이 매우 중요하다. 그 중, 기후변화로 인한 강수현상의 변화를 분석하기 위한 방법 중 하나로 강수 현상이 주변 기후 요소의 분포에 영향을 받는다는 가정 하에 기상인자를 통하여 강수를 예측하는 방법이 있다. 우리나라에 영향을 미치는 주변 기상인자들과 강수 간의 상관관계를 분석하여 상관관계가 높게 나타나는 기상인자를 통해 우리나라 강수량을 예측하면 장기적인 관점에서 강수 예측의 정확도를 높일 수 있다. 하지만 상관관계 분석에 있어서 강수 원 자료 와 기상인자간의 상관관계를 비교할 경우 원 자료가 가지는 큰 변동성으로 인해 정확한 상관관계 분석이 이루어지지 않을 가능성이 크다. 따라서 강수자료를 분해하여 분해된 요소별로 상관관계를 분석하여 분석의 정확도를 높일 필요가 있다. 다양한 자료 분해 방법중 경험적 모드분해법(Empirical Mode Decomposition, EMD)을 사용할 경우 자료의 분해에 있어서 주기성, 경향성에 따라 분해가 가능하며, 비정상성을 가지고 있는 시계열에 대해 효과적으로 분해가 가능한 장점이 있다. 본 연구에서는 30년 이상의 자료기간을 가지는 지점의 강수량 자료를 바탕으로 경험적 모드분해법을 이용하여 강수자료를 분해하고, 이를 다양한 기상인자와의 상관관계를 분석함으로써, 우리나라 강수량 변동과 연관이 있는 기상인자들을 선별하였다. 선별된 기상인지를 바탕으로 다중회귀분석을 수행하여 기상인자를 독립변수로 하는 강수 예측식을 구축하여 우리나라 강수의 예측 가능성을 살펴보고자 한다.

  • PDF

Development of Integrated Outlier Analysis System for Construction Monitoring Data (건설 계측 데이터에 대한 통합 이상치 분석 시스템 개발)

  • Jeon, Jesung
    • Journal of the Korean GEO-environmental Society
    • /
    • v.21 no.5
    • /
    • pp.5-11
    • /
    • 2020
  • Outliers detection and elimination included in field monitoring datum are essential for effective foundation of unusual movement, long and short range forecast of stability and future behavior to various structures. Integrated outlier analysis system for assessing long term time series data was developed in this study. Outlier analysis could be conducted in two step of primary analysis targeted at single dataset and second multi datasets analysis using synthesis value. Integrated outlier analysis system presents basic information for evaluating stability and predicting movement of structure combined with real-time safety management platform. Field application results showed increased correlation between synthesis value including similar sort of sensor showing constant trend and each single dataset. Various monitoring data in case of showing different trend can be used to analyse outlier through correlation-weighted value.

Chaos analysis of real estate auction sale price rate time series (부동산 경매 낙찰가율 시계열의 Chaos 분석)

  • Kang, Jun;Kim, Jiwoo;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.28 no.2
    • /
    • pp.371-381
    • /
    • 2017
  • There has never been research on Chaos analysis using real estate auction sale price rate in Korea. In this study, three Chaos analysis methodologies - Hurst exponent, correlation dimension, and maximum Lyapunov exponent - in order to capture the nonlinear deterministic dynamic system characteristics. High level of Hurst exponent and the extremely low maximum Lyapunov exponent provide the tendency and the persistence of the data. The empirical results give two meaningful facts. First, monthly time lags of the correlation dimension are coincident with the time period from the approval auction start day to the sale price fixing day. Second, its weekly time lags correspond to the time period from the last day of request for sale price allocation to the sale price fixing day. Then, this study potentially examines the predictability of the real estate auction price rate time series.

Forecasting Unemployment Rate using Social Media Information (소셜 미디어 정보를 이용한 실업률 예측)

  • Na, Jonghwa;Kim, Eun-Sub
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.18 no.6
    • /
    • pp.95-101
    • /
    • 2013
  • Social media has many advantages. It can gain latest information with real time, be spread rapidly, easily be reproduced and distributed regardless of its form. These advantages can result in real time predictions using the latest information, which is possible due to the increase in social demand for more quick and accurate economic variable predictions. In this paper we adopted ARIMAX and ECM model to predict the unemployment rate and as a social information we used the Google Index provided by Google Trend. Also we used News Index as a domestic social information. The process of fitting statistical model considered in this paper can be adopted to predict various socio/economic indices as well as unemployment rate.

Prediction of Music Generation on Time Series Using Bi-LSTM Model (Bi-LSTM 모델을 이용한 음악 생성 시계열 예측)

  • Kwangjin, Kim;Chilwoo, Lee
    • Smart Media Journal
    • /
    • v.11 no.10
    • /
    • pp.65-75
    • /
    • 2022
  • Deep learning is used as a creative tool that could overcome the limitations of existing analysis models and generate various types of results such as text, image, and music. In this paper, we propose a method necessary to preprocess audio data using the Niko's MIDI Pack sound source file as a data set and to generate music using Bi-LSTM. Based on the generated root note, the hidden layers are composed of multi-layers to create a new note suitable for the musical composition, and an attention mechanism is applied to the output gate of the decoder to apply the weight of the factors that affect the data input from the encoder. Setting variables such as loss function and optimization method are applied as parameters for improving the LSTM model. The proposed model is a multi-channel Bi-LSTM with attention that applies notes pitch generated from separating treble clef and bass clef, length of notes, rests, length of rests, and chords to improve the efficiency and prediction of MIDI deep learning process. The results of the learning generate a sound that matches the development of music scale distinct from noise, and we are aiming to contribute to generating a harmonistic stable music.

Domestic and Overseas Research Trends Analysis of Archives and Records Management based on Online Public International Journals (온라인 공개 국제학술지 기반 국내·외 기록관리학 연구동향 분석 - 지리적 시간적 비교 -)

  • Kim, Sung-Hwan;Oh, Hyo-Jung
    • Journal of the Korean Society for Library and Information Science
    • /
    • v.52 no.2
    • /
    • pp.165-189
    • /
    • 2018
  • The goal of this study is to determine domestic and overseas research trends of archives and records management. To overcome limitations of existing research trends analysis, we selected 8 international journals and visualized impact factors geographically based on published articles from 2000 to 2017. And then we performed timeline based contents analysis. To compare with domestic and overseas trends, we selected 6 domestic journals of archives and records management and analyzed by same ways. Based on the results, we investigated the marco trends in archives and records management, identified the difference among countries, and finally predicted the future research trends.