• Title/Summary/Keyword: ARIMA(Autoregressive Integrated Moving Average)

Search Result 61, Processing Time 0.02 seconds

Predicting ozone warning days based on an optimal time series model (최적 시계열 모형에 기초한 오존주의보 날짜 예측)

  • Park, Cheol-Yong;Kim, Hyun-Il
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.2
    • /
    • pp.293-299
    • /
    • 2009
  • In this article, we consider linear models such as regression, ARIMA (autoregressive integrated moving average), and regression+ARIMA (regression with ARIMA errors) for predicting hourly ozone concentration level in two areas of Daegu. Based on RASE(root average squared error), it is shown that the ARIMA is the best model in one area and that the regression+ARIMA model is the best in the other area. We further analyze the residuals from the optimal models, so that we might predict the ozone warning days where at least one of the hourly ozone concentration levels is over 120 ppb. Based on the training data in the years from 2000 to 2003, it is found that 35 ppb is a good cutoff value of residulas for predicting the ozone warning days. In on area of Daegu, our method predicts correctly one of two ozone warning days of 2004 as well as all of the remaining 364 non-warning days. In the other area, our methods predicts correctly all of one ozone warning days and 365 non-warning days of 2004.

  • PDF

A Study on Application of ARIMA and Neural Networks for Time Series Forecasting of Port Traffic (항만물동량 예측력 제고를 위한 ARIMA 및 인공신경망모형들의 비교 연구)

  • Shin, Chang-Hoon;Jeong, Su-Hyun
    • Journal of Navigation and Port Research
    • /
    • v.35 no.1
    • /
    • pp.83-91
    • /
    • 2011
  • The accuracy of forecasting is remarkably important to reduce total cost or to increase customer services, so it has been studied by many researchers. In this paper, the artificial neural network (ANN), one of the most popular nonlinear forecasting methods, is compared with autoregressive integrated moving average(ARIMA) model through performing a prediction of container traffic. It uses a hybrid methodology that combines both the linear ARIAM and the nonlinear ANN model to improve forecasting performance. Also, it compares the methodology with other models in performance for prediction. In designing network structure, this work specially applies the genetic algorithm which is known as the effectively optimal algorithm in the huge and complex sample space. It includes the time delayed neural network (TDNN) as well as multi-layer perceptron (MLP) which is the most popular neural network model. Experimental results indicate that both ANN and Hybrid models outperform ARIMA model.

Integrating approach to size and site at a sanitary landfill in Selangor state, Malaysia

  • Younes, Mohammad Khairi;Basri, Noor Ezlin Ahmad;Nopiaha, Zulkifli Mohammad;Basri, Hassan;Abushammala, Mohammed F.M.;Maulud, Khairul Nizam Abdul
    • Environmental Engineering Research
    • /
    • v.20 no.3
    • /
    • pp.268-276
    • /
    • 2015
  • Solid waste production increases due to population and consumption increments. Landfill is the ultimate destination for all kinds of municipal solid waste; and is the most convenient waste disposal method in developing countries. To minimize investment and operational costs and society's opposition towards locating landfills nearby, proper landfill sizing and siting are essential. In this study, solid waste forecasting using Autoregressive Integrating Moving Average (ARIMA) was integrated with government future plans and waste composition to estimate the required landfill area for the state of Selangor, Malaysia. Landfill siting criteria were then prioritized based on expert's preferences. To minimize ambiguity and the uncertainty of the criteria prioritizing process, the expert's preferences were treated using integrated Median Ranked Sample Set (MRSS) and Analytic Hierarchy Process (AHP) models. The results show that the required landfill area is 342 hectares and the environmental criteria are the most important; with a priority equal to 48%.

Forecasting the Korea's Port Container Volumes With SARIMA Model (SARIMA 모형을 이용한 우리나라 항만 컨테이너 물동량 예측)

  • Min, Kyung-Chang;Ha, Hun-Koo
    • Journal of Korean Society of Transportation
    • /
    • v.32 no.6
    • /
    • pp.600-614
    • /
    • 2014
  • This paper develops a model to forecast container volumes of all Korean seaports using a Seasonal ARIMA (Autoregressive Integrated Moving Average) technique with the quarterly data from the year of 1994 to 2010. In order to verify forecasting accuracy of the SARIMA model, this paper compares the predicted volumes resulted from the SARIMA model with the actual volumes. Also, the forecasted volumes of the SARIMA model is compared to those of an ARIMA model to demonstrate the superiority as a forecasting model. The results showed the SARIMA Model has a high level of forecasting accuracy and is superior to the ARIMA model in terms of estimation accuracy. Most of the previous research regarding the container-volume forecasting of seaports have been focussed on long-term forecasting with mainly monthly and yearly volume data. Therefore, this paper suggests a new methodology that forecasts shot-term demand with quarterly container volumes and demonstrates the superiority of the SARIMA model as a forecasting methodology.

BIM Based Time-series Cost Model for Building Projects: Focusing on Construction Material Prices (BIM 기반의 설계단계 원가예측 시계열모델 -자재가격을 중심으로-)

  • Hwang, Sung-Joo;Park, Moon-Seo;Lee, Hyun-Soo;Kim, Hyun-Soo
    • Korean Journal of Construction Engineering and Management
    • /
    • v.12 no.2
    • /
    • pp.111-120
    • /
    • 2011
  • High-rise buildings have recently increased over the residential, commercial and office facilities, thus an understanding of construction cost for high-rise building projects has been a fundamental issue due to enormous construction cost as well as unpredictable market conditions and fluctuations in the rate of inflation by long-term construction periods of high-rise projects. Especially, recent violent fluctuations of construction material prices add to problems in construction cost forecasting. This research, therefore, develops a time-series model with the Box-Jenkins methodologies and material prices time-series data in Korea in order to forecast future trends of unit prices of required materials. BIM (Building Information Modeling) approaches are also used to analyze injection time of construction resources and to conduct quantity takeoff so that total material price can be forecasted. Comparative analysis of Predictability of tentative ARIMA (Autoregressive Integrated Moving Average) models was conducted to determine optimal time-series model for forecasting future price trends. Proposed BIM based time series forecasting model can help to deal with sudden changes in economic conditions by estimating future material prices.

Application to Evaluation of Hydrologic Time Series Forecasting for Long-Term Runoff Simulation (장기유출모의를 위한 수문시계열 예측모형의 적용성 평가)

  • Yoon, Sun-Kwon;Ahn, Jae-Hyun;Kim, Jong-Suk;Moon, Young-Il
    • Journal of Korea Water Resources Association
    • /
    • v.42 no.10
    • /
    • pp.809-824
    • /
    • 2009
  • Hydrological system forecasting, which is the short term runoff historical data during the limited period in dam site, is a conditional precedent of hydrological persistence by stochastic analysis. We have forecasted the monthly hydrological system from Andong dam basin data that is the rainfall, evaporation, and runoff, using the seasonal ARIMA (autoregressive integrated moving average) model. Also we have conducted long term runoff simulations through the forecasted results of TANK model and ARIMA+TANK model. The results of analysis have been concurred to the observation data, and it has been considered for application to possibility on the stochastic model for dam inflow forecasting. Thus, the method presented in this study suggests a help to water resource mid- and long-term strategy establishment to application for runoff simulations through the forecasting variables of hydrological time series on the relatively short holding runoff data in an object basins.

The Study on Strategy for Industrial Accident Prevention by the Industrial Accident Rate Forecasting in Korea (한국에서 산업재해율 예측에 의한 산업재해방지 전략에 관한 연구)

  • Kang, Young-Sig;Kim, Tae-Gu;Ahn, Kwang-Hyuk;Choi, Do-Lim;Jung, U-Na;Lee, Seong-Ho;Park, Min-Ah;Lee, Seol;Kim, Seong-Hyun
    • Proceedings of the Safety Management and Science Conference
    • /
    • 2011.04a
    • /
    • pp.177-183
    • /
    • 2011
  • Korea has performed strategies for the third industrial accident prevention in order to minimize industrial accident. However, the occupational fatality rate and industrial accident rate appears to be stagnated for 11 years. Therefore, this paper forecasts the occupational fatality rate and industrial accident rate for 10 years. Also, this paper applies regression method (RA), exponential smoothing method (ESM), double exponential smoothing method (DESM), autoregressive integrated moving average (ARIMA) model and proposed analytical function method (PAFM) for trend of industrial accident. Finally, this paper suggests fundamental strategies for industrial accident prevention by forecasting of industrial accident rate in the long term.

  • PDF

A Methodology for Providing More Reliable Traffic Safety Warning Information based on Positive Guidance Techniques (Positive Guidance 기법을 응용한 실시간 교통안전 경고정보 제공방안)

  • Kim, Jun-Hyeong;O, Cheol;O, Ju-Taek
    • Journal of Korean Society of Transportation
    • /
    • v.27 no.2
    • /
    • pp.207-214
    • /
    • 2009
  • This study proposed an advanced warning information system based on real-time traffic conflict analysis. An algorithm to detect and analyze unsafe traffic events associated with car-following and lane-changes using individual vehicle trajectories was developed. A positive guidance procedure was adopted to provide warning information to alert drivers to hazardous traffic conditions derived from the outcomes of the algorithm. In addition, autoregressive integrated moving average (ARIMA) analyses were conducted to investigate the predictability of warning information for the enhancement of information reliability.

Prediction of the Major Factors for the Analysis of the Erosion Effect on Atomic Oxygen in LEO Satellite Using a Machine Learning Method (LSTM)

  • Kim, You Gwang;Park, Eung Sik;Kim, Byung Chun;Lee, Suk Hoon;Lee, Seo Hyun
    • Journal of Aerospace System Engineering
    • /
    • v.14 no.2
    • /
    • pp.50-56
    • /
    • 2020
  • In this study, we investigated whether long short-term memory (LSTM) can be used in the future to predict F10.7 index data; the F10.7 index is a space environment factor affecting atomic oxygen erosion. Based on this, we compared the prediction performances of LSTM, the Autoregressive integrated moving average (ARIMA) model (which is a traditional statistical prediction model), and the similar pattern searching method used for long-term prediction. The LSTM model yielded superior results compared to the other techniques in the prediction period starting from the max/min points, but presented inferior results in the prediction period including the inflection points. It was found that efficient learning was not achieved, owing to the lack of currently available learning data in the prediction period including the maximum points. To overcome this, we proposed a method to increase the size of the learning samples using the sunspot data and to upgrade the LSTM model.

Estimating Monthly Tourist Population for Analysis of Green Tourism Potential in Village Level - A Case Study of Hahoe Village - (그린투어리즘 포텐셜 분석을 위한 관광마을 수준의 월별 방문객 추정 - 하회마을을 중심으로 -)

  • Gao, Yujie;Kim, Dae-Sik;Kim, Yong-Hoon
    • Journal of Korean Society of Rural Planning
    • /
    • v.17 no.1
    • /
    • pp.1-11
    • /
    • 2011
  • 본 연구에서는 ARIMA(Autoregressive Integrated Moving Average) 모델을 이용하여 농촌관광마을의 월별 관광객을 추정하였다. 단일 마을에 대한 시계열 자료를 경상북도 안동시에 위치한 하회마을을 대상으로 구축하였다. 월별 시계열 자료는 2000년부터 2010년까지 구성되었는데(2008년도 누락), 2000년에서 2007년까지 자료는 최적 모델의 도출에 나머지는 예측치의 검정에 사용되었다. 연구 결과 최적모델에 필요한 시계열 자료의 길이는 6년으로 나타났으며, 최적모델은 계절성을 고려한 SARIMA(2,1,1)(1,1,2)12로 나타났다. 최적 시계열 년수로 나타난 6년을 사용하여 2000-2005, 2001-2006, 그리고 2002-2007의 자료로부터 각각 SARIMA(2,1,1)(1,1,2)12를 도출하여, 차기년도들에 대한 예측결과를 비교한 결과, 높은 $R^2$값을 보였다.