• Title/Summary/Keyword: 전이함수 잡음 시계열 모형

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Transfer Function Model Forecasting of Sea Surface Temperature at Yeosu in Korean Coastal Waters (전이함수모형에 의한 여수연안 표면수온 예측)

  • Seong, Ki-Tack;Choi, Yang-Ho;Koo, Jun-Ho;Lee, Mi-Jin
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.20 no.5
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    • pp.526-534
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    • 2014
  • In this study, single-input transfer function model is applied to forecast monthly mean sea surface temperature(SST) in 2010 at Yeosu in Korean coastal waters. As input series, monthly mean air temperature series for ten years(2000-2009) at Yeosu in Korea is used, and Monthly mean SST at Yeosu station in Korean coastal waters is used as output series(the same period of input). To build transfer function model, first, input time series is prewhitened, and then cross-correlation functions between prewhitened input and output series are determined. The cross-correlation functions have just two significant values at time lag at 0 and 1. The lag between input and output series, the order of denominator and the order of numerator of transfer function, (b, r, s) are identified as (0, 1, 0). The selected transfer function model shows that there does not exist the lag between monthly mean air temperature and monthly mean SST, and that transfer function has a first-order autoregressive component for monthly mean SST, and that noise model was identified as $ARIMA(1,0,1)(2,0,0)_{12}$. The forecasted values by the selected transfer function model are generally $0.3-1.3^{\circ}C$ higher than actual SST in 2010 and have 6.4 % mean absolute percentage error(MAPE). The error is 2 % lower than MAPE by ARIMA model. This implies that transfer function model could be more available than ARIMA model in terms of forecasting performance of SST.

Analysis of Highway Traffic Indices Using Internet Search Data (검색 트래픽 정보를 활용한 고속도로 교통지표 분석 연구)

  • Ryu, Ingon;Lee, Jaeyoung;Park, Gyeong Chul;Choi, Keechoo;Hwang, Jun-Mun
    • Journal of Korean Society of Transportation
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    • v.33 no.1
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    • pp.14-28
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    • 2015
  • Numerous research has been conducted using internet search data since the mid-2000s. For example, Google Inc. developed a service predicting influenza patterns using the internet search data. The main objective of this study is to prove the hypothesis that highway traffic indices are similar to the internet search patterns. In order to achieve this objective, a model to predict the number of vehicles entering the expressway and space-mean speed was developed and the goodness-of-fit of the model was assessed. The results revealed several findings. First, it was shown that the Google search traffic was a good predictor for the TCS entering traffic volume model at sites with frequent commute trips, and it had a negative correlation with the TCS entering traffic volume. Second, the Naver search traffic was utilized for the TCS entering traffic volume model at sites with numerous recreational trips, and it was positively correlated with the TCS entering traffic volume. Third, it was uncovered that the VDS speed had a negative relationship with the search traffic on the time series diagram. Lastly, it was concluded that the transfer function noise time series model showed the better goodness-of-fit compared to the other time series model. It is expected that "Big Data" from the internet search data can be extensively applied in the transportation field if the sources of search traffic, time difference and aggregation units are explored in the follow-up studies.