• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.1
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• pp.58-63
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• 2022

The daily number of confirmed cases of Coronavirus disease 2019(COVID-19) ranges between 1,000 and 2,000. Despite higher vaccination rates, the number of confirmed cases continues to increase. The Mu variant of COVID-19 reported in some countries by WHO has been identified in Korea. In this study, we predicted the number of confirmed COVID-19 cases in Korea using the SARIMA for the Covid-19 prevention strategy. Trends and seasonality were observed in the data, and the ADF Test and KPSS Test was used accordingly. Order determination of the SARIMA(p,d,q)(P, D, Q, S) model helped in extracting the values of p, d, q, P, D, and Q parameters. After deducing the p and q parameters using ACF and PACF, the data were transformed and schematized into stationary forms through difference, log transformation, and seasonality removal. If seasonality appears, first determine S, then SARIMA P, D, Q, and finally determine ARIMA p, d, q using ACF and PACF for the order excluding seasonality.

• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.373-382
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• 1998

Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

• Journal of Distribution Science
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• v.12 no.2
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• pp.59-71
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• 2014

Purpose - In recent years, many firms have attempted various approaches to cope with the continual increase of aviation transportation. The previous research into freight charge forecasting models has focused on regression analyses using a few influence factors to calculate the future price. However, these approaches have limitations that make them difficult to apply into practice: They cannot respond promptly to small price changes and their predictive power is relatively low. Therefore, the current study proposes a freight charge-forecasting model using time series data instead a regression approach. The main purposes of this study can thus be summarized as follows. First, a proper model for freight charge using the autoregressive integrated moving average (ARIMA) model, which is mainly used for time series forecast, is presented. Second, a modified ARIMA model for freight charge prediction and the standard process of determining freight charge based on the model is presented. Third, a straightforward freight charge prediction model for practitioners to apply and utilize is presented. Research design, data, and methodology - To develop a new freight charge model, this study proposes the ARIMAC(p,q) model, which applies time difference constantly to address the correlation coefficient (autocorrelation function and partial autocorrelation function) problem as it appears in the ARIMA(p,q) model and materialize an error-adjusted ARIMAC(p,q). Cargo Account Settlement Systems (CASS) data from the International Air Transport Association (IATA) are used to predict the air freight charge. In the modeling, freight charge data for 72 months (from January 2006 to December 2011) are used for the training set, and a prediction interval of 23 months (from January 2012 to November 2013) is used for the validation set. The freight charge from November 2012 to November 2013 is predicted for three routes - Los Angeles, Miami, and Vienna - and the accuracy of the prediction interval is analyzed using mean absolute percentage error (MAPE). Results - The result of the proposed model shows better accuracy of prediction because the MAPE of the error-adjusted ARIMAC model is 10% and the MAPE of ARIMAC is 11.2% for the L.A. route. For the Miami route, the proposed model also shows slightly better accuracy in that the MAPE of the error-adjusted ARIMAC model is 3.5%, while that of ARIMAC is 3.7%. However, for the Vienna route, the accuracy of ARIMAC is better because the MAPE of ARIMAC is 14.5% and the MAPE of the error-adjusted ARIMAC model is 15.7%. Conclusions - The accuracy of the error-adjusted ARIMAC model appears better when a route's freight charge variance is large, and the accuracy of ARIMA is better when the freight charge variance is small or has a trend of ascent or descent. From the results, it can be concluded that the ARIMAC model, which uses moving averages, has less predictive power for small price changes, while the error-adjusted ARIMAC model, which uses error correction, has the advantage of being able to respond to price changes quickly.

• Journal of the Korean Statistical Society
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• v.24 no.2
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• pp.481-493
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• 1995

An ARIMA signal observed with measurement error is shown to have another ARIMA representation with nonlinear restrictions on parameters. For this model, the restricted Newton-Raphson estimator(RNRE) of the unit root is shown to have the same limiting distribution as the ordinary least squares estimator of the unit root in an AR(1) model tabulated by Dickey and Fuller (1979). The RNRE of parameters of the ARIMA(p,1,k) process and unit root tests base on the RNRE are developed.

• Proceedings of the Korea Water Resources Association Conference
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• 2004.05b
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• pp.719-723
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• 2004

본 연구에서는 일 최고, 최소치 유출량 계열을 확충하기 위해 ARIMA(p,d,q) 모형을 이용하였으며, 분석 자료의 경향성 유무를 파악하기 위해 Mann-Kendal 비모수적 검정을 실시하였다. 분석 결과, 최고 최소 유출량 자료 모두 경향성이 없는 것으로 분석되었다. ARIMA(p,d,q) 모형의 최적 차수를 결정하기 위해 ACF, PACF, AIC, 그리고 SBC(Schwarz Bayesian Criterion) 검사를 실시하였으며 이를 통해 최적의 ARMA 모형을 결정하였다. 일 최대치 자료의 경우 추계학적 경향 보다는 무작위적 특성을 보였으며, 일 최소치 자료계열 경우, ARMA(1,0) 모형이 최적 모형으로 선정되었다.

• Proceedings of the Safety Management and Science Conference
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• 2012.04a
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• pp.579-583
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• 2012

The Design of Experiment (DOE) is a most practical technique when establishing an optimal condition for production technology in Six Sigma innovation project. This research proposes the assessment of properties of error terms, such as normality, equal variance, unbiasedness and independence. The properties of six nonparametric ranking techniques for checking normality assumption are discussed as well as run test which is used to identify the randomness, and to check unbiased assumption. Furthermore, Durbin-Watson (DW) statistics and ARIMA (p,d,q) process are discussed to identify the serial correlation.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.12
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• pp.1756-1761
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• 2021

Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.287-287
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• 2020

2016년말 우리나라의 지하수 관측망은 국가지하수관측망, 지역지하수관측망, 수질전용측정망, 해수침투 관측망 등 다양한 목적하에 약 5,790개가 운영되고 있으며, 평균적으로 약 10년 정도의 관측 기간을 보유하고 있다. 이들 중에서 일 1회 이상 자동관측이 이루어지는 679개를 대상으로 지하수위 시계열자료의 특성을 분석하였다. ARIMA 분석 결과, AR(p) 모델은 전체의 56.8%인 386개, MA(q) 모델은 90.7%인 616개, Integration(d) 모델은 96.5%인 655개로 나타났다. AR(p) 모델중 가장 많은 경우를 보인 것은 AR(1), AR(2), AR(3) 등의 순이며, MA(q) 모델중 가장 많은 경우를 보인 것은 MA(2), MA(1), MA(3) 등의 순이며, Integration(d) 모델은 I(1), I(2)의 순으로 나타났다. AR(1) 모델이 가장 많은 것은 강우에 대한 지하수위의 교차상관의 lag time이 1 ~ 2일인 경우가 가장 많으므로 이전 시점의 지하수위에 의하여 현재 지하수위가 결정된다는 점을 의미한다. Integration이 많이 나타난 이유는 주기적 또는 지속적인 변동성이 지하수위에 나타나고 있음을 보여준다. 지하수위의 시계열 특성의 분류 및 그 원인을 평가하여 각 관측소별 지하수위 변동성을 정의함으로써 추후 지하수위 시계열자료의 분석 목적에 부합하는 자료 선별에 기여하고자 한다.

• Journal of applied mathematics & informatics
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• v.4 no.1
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• pp.135-135
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• 1997

Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.12 no.4
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• pp.1-10
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• 2013

This study was conducted to investigate that bus information was used as an information of travel speed. To determine the travel speed on the road, bus information and the information collected from the point detector and the interval detection installed were compared. If bus information has the function of traffic information detector, can provide the travel speed information to road users. To this end, the model of recognizing the traffic patterns is necessary. This study used simple moving-average method, simple exponential smoothing method, Double moving average method, Double exponential smoothing method, ARIMA(Autoregressive integrated moving average model) as the existing methods rather than new approach methods. This study suggested the possibility to replace bus information system into other information collection system.