• Title/Summary/Keyword: ARIMA모형

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Analysis and Estimation of Food and Beverage Sales at Incheon Int'l Airport by ARIMA-Intervention Time Series Model (ARIMA-Intervention 시계열 모형을 이용한 인천국제공항 식음료 매출 분석 및 추정 연구)

  • Yoon, Han-Young;Park, Sung-Sik
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.2
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    • pp.458-468
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    • 2019
  • This research attempted to estimate monthly sales of food and beverage at the passenger terminal of Incheon int'l airport from June of 2015 to December 2020. This paper used ARIMA-Intervention model which can estimate the change of the sales amount suggesting the predicted monthly food and beverage sales revenue. The intervention variable was travel-ban policy against south Korea from P.R. China since July 2016 to December 2017 due to THAAD in south Korea. According to ARIMA, it was found normal predicted sales amount showed the slow growth increase rate until 2020 due to the effect of intervened variable. However, the monthly food sales in July and August 2019 was 20.3 and 21.2 billion KRW respectively. Each amount would increase even more in 2020 and the amount would increase to 21.4 and 22.1 billion KRW. The sales amount in 2019 would be 7.7 and 8.1 billion KRW and climb up 7.9 and 8.2 billion KRW in 2020. It was expected LCC passengers tend to spend more money for F&B at airport due to no meal or drink service of LCC or the paid-in meal and beverage service of LCC. The growth of sales of food and beverate will be accompanied with the growth of LCC according to estimated data.

Trend and Forecast of the Medical Care Utilization Rate, the Medical Expense per Case and the Treatment Days per Cage in Medical Insurance Program for Employees by ARIMA Model (ARIMA모델에 의한 피용자(被傭者) 의료보험(醫療保險) 수진율(受診率), 건당진료비(件當診療費) 및 건당진료일수(件當診療日數)의 추이(推移)와 예측(豫測))

  • Jang, Kyu-Pyo;Kam, Sin;Park, Jae-Yong
    • Journal of Preventive Medicine and Public Health
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    • v.24 no.3 s.35
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    • pp.441-458
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    • 1991
  • The objective of this study was to provide basic reference data for stabilization scheme of medical insurance benefits through forecasting of the medical care utilization rate, the medical expence per case, and the treatment days per case in medical insurance program for government employees & private school teachers and for industrial workers. For the achievement of above objective, this study was carried out by Box-Jenkins time series analysis (ARIMA Model), using monthly statistical data from Jan. 1979 to Dec. 1989, of medical insurance program for government employees & private school teachers and for industrial workers. The results are as follows ; ARIMA model of the medical care utilization rate in medical insurance program for government employees & private school teachers was ARIMA (1, 1, 1) and it for outpatient in medical insurance program for industrial workers was ARIMA (1, 1, 1), while it for inpatient in medical insurance program for industrial workers was ARIMA (1, 0, 1). ARIMA model of the medical expense per case in medical insurance program for government employees & private school teachers and for outpatient in medical insurance program for industrial workers were ARIMA (1, 1, 0), while it for inpatient in medical insurance program for industrial workers was ARIMA (1, 0, 1). ARIMA model of the treatment days per case of both medical insurance program for government employees & private school teachers and industrial workers were ARIMA (1, 1, 1). Forecasting value of the medical care utilzation rate for inpatient in medical insurance program for government employees & private school teachers was 0.0061 at dec. 1989, 0.0066 at dec. 1994 and it for outpatient was 0.280 at dec. 1989, 0.294 at dec. 1994, while it for inpatient in medical insurance program for industrial workers was 0.0052 at dec. 1989, 0.0056 at dec. 1994 and it for outpatient was 0.203 at dec. 1989, 0.215 at 1994. Forecasting value of the medical expense per case for inpatient in medical insurance program for government employees & private school teachers was 332,751 at dec. 1989, 354,511 at dec. 1994 and it for outpatient was 11,925 at dec. 1989, 12,904 at dec. 1994, while it for inpatient in medical insurance program for industrial workers was 281,835 at dec. 1989, 293,973 at dec. 1994 and it for outpatient was 11,599 at dec. 1989, 11,585 at 1994. Forecasting value of the treatment days per case for inpatient in medical insurance program for government employees & private school teachers was 13.79 at dec. 1989,13.85 at an. 1994 and in for outpatient was 5.03 at dec. 1989, 5.00 at dec. 1994, while it for inpatient in medical insurance program for industrial workers was 12.23 at dec. 1989, 12.85 at dec. 1994 and it for outpatient was 4.61 at dec. 1989, 4.60 at 1994.

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A Forecast Method of Marine Traffic Volume through Time Series Analysis (시계열 분석을 통한 해상교통량 예측 방안)

  • Yoo, Sang-Rok;Park, Young-Soo;Jeong, Jung-Sik;Kim, Chul-Seong;Jeong, Jae-Yong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.19 no.6
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    • pp.612-620
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    • 2013
  • In this study, time series analysis was tried, which is widely applied to demand forecast of diverse fields such as finance, economy, trade, and so on, different from previous regression analysis. Future marine traffic volume was forecasted on the basis of data of the number of ships entering Incheon port from January 1996 to June 2013, through courses of stationarity verification, model identification, coefficient estimation, and diagnostic checking. As a result of prediction January 2014 to December 2015, February has less traffic volume than other months, but January has more traffic volume than other months. Also, it was found out that Incheon port was more proper to ARIMA model than exponential smoothing method and there was a difference of monthly traffic volume according to seasons. The study has a meaning in that future traffic volume was forecasted per month with time series model. Also, it is judged that forecast of future marine traffic volume through time series model will be the more suitable model than prediction of marine traffic volume with previous regression analysis.

Study on the Forecasting and Effecting Factor of BDI by VECM (VECM에 의한 BDI 예측과 영향요인에 관한 실증연구)

  • Lee, Sung-Yhun;Ahn, Ki-Myung
    • Journal of Navigation and Port Research
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    • v.42 no.6
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    • pp.546-554
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    • 2018
  • The Bulk market, unlike the line market, is characterized by stiff competition where certain ship or freight owners have no influence on freight rates. However, freights are subject to macroeconomic variables and economic external shock which should be considered in determining management or chartering decisions. According to the results analyzed by use of ARIMA Inventiom model, the impact of the financial crisis was found to have a very strong bearing on the BDI index. First, according to the results of the VEC model, the libor rate affects the BDI index negatively (-) while exchange rate affects the BDI index by positively (+). Secondly, according to the results of the VEC model's J ohanson test, the order ship volume affects the BDI index by negatively (-) while China's economic growth rate affects the BDI index by positively (+). This shows that the shipping company has moved away from the simple carrier and responded appropriately to changes in macroeconomic variables (economic fluctuations, interest rates and exchange rates). It is believed that the shipping companies should be more aggressive in its "trading" management strategy in order to prevent any unfortunate situation such as the Hanjin Shipping incident.

Intervention Analysis of Korea Tourism Data (개입모형을 이용한 한국의 입출국자 수의 분석)

  • Kim, Su-Yong;Seong, Byeong-Chan
    • The Korean Journal of Applied Statistics
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    • v.24 no.5
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    • pp.735-743
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    • 2011
  • This study analyzes inbound and outbound Korea tourism data through an intervention model. For the analysis, we adopt three intervention factors: (1) IMF bailout crisis in December 1997, (2) Severe Acute Respiratory Syndrome(SARS) outbreak in March 2003, and (3) Lehman Brothers bankruptcy in September 2008. The empirical results show that only the SARS factor lowered inbound tourism from April 2003 with a drastic decline in May 2003 and gradually decaying since then. However, all three factors significantly lowered tourism in the case of outbound tourism. Especially, the effect of the IMF is shown to be permanent from December 1997 and the effects of SARS and the Lehman Brothers bankruptcy abrupt and temporary with a gradual decay.

Stochastic Properties of Water Quality Variation in Downstream Part of Han River (한강 하류부의 수질변동에 대한 추계학적 특성(II) - 특히 뚝도 및 노량진 지점의 DO, 탁도, 수온의 변동을 중심으로 -)

  • 이홍근
    • Water for future
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    • v.15 no.4
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    • pp.13-29
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    • 1982
  • 본 논문은 제15권 제3호(1982년 9월)의 제(I)보에 이어 기재되는 제(II)보이다. 제(I)보에서는 1. 서론 2. 분석기법과 수질모형의 이론, 3. 분석자료의 목차 순으로서 연구의 내용과 이론적 근거와 분석에 필요한 자료를 정리하여 제시하였다. 본 연구의 목적은 노량진 및 뚝도 지점의 DO, 탁도, 수온등의 특정수질에 대하여 (1) 수질의 주기성 발견, (2) 수질변동의 특성파악, (3) 시별 DO에 대한 자기 회귀모형의 추론, (4) 일별 DO에 대한 ARIMA 모형의 적용평가에 대한 것이다.

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A Development of Water Demand Forecasting Model Based on Wavelet Transform and Support Vector Machine (Wavelet Transform 방법과 SVM 모형을 활용한 상수도 수요량 예측기법 개발)

  • Kwon, Hyun-Han;Kim, Min-Ji;Kim, Oon Gi
    • Journal of Korea Water Resources Association
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    • v.45 no.11
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    • pp.1187-1199
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    • 2012
  • A hybrid forecasting scheme based on wavelet decomposition coupled to a support vector machine model is presented for water demand series that exhibit nonlinear behavior. The use of wavelet transform followed by the SVM model of each leading component is explored as a model for water demand data. The proposed forecasting model yields better results than a traditional ARIMA time series forecasting model in terms of self-prediction problem as well as reproducing the properties of the observed water demand data by making use of the advantages of wavelet transform and SVM model. The proposed model can be used to substantially and significantly improve the water demand forecasting and utilized in a real operation.

A study on the imputation solution for missing speed data on UTIS by using adaptive k-NN algorithm (적응형 k-NN 기법을 이용한 UTIS 속도정보 결측값 보정처리에 관한 연구)

  • Kim, Eun-Jeong;Bae, Gwang-Soo;Ahn, Gye-Hyeong;Ki, Yong-Kul;Ahn, Yong-Ju
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.13 no.3
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    • pp.66-77
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    • 2014
  • UTIS(Urban Traffic Information System) directly collects link travel time in urban area by using probe vehicles. Therefore it can estimate more accurate link travel speed compared to other traffic detection systems. However, UTIS includes some missing data caused by the lack of probe vehicles and RSEs on road network, system failures, and other factors. In this study, we suggest a new model, based on k-NN algorithm, for imputing missing data to provide more accurate travel time information. New imputation model is an adaptive k-NN which can flexibly adjust the number of nearest neighbors(NN) depending on the distribution of candidate objects. The evaluation result indicates that the new model successfully imputed missing speed data and significantly reduced the imputation error as compared with other models(ARIMA and etc). We have a plan to use the new imputation model improving traffic information service by applying UTIS Central Traffic Information Center.

Development of the Multi-Path Finding Model Using Kalman Filter and Space Syntax based on GIS (Kalman Filter와 Space Syntax를 이용한 GIS 기반 다중경로제공 시스템 개발)

  • Ryu, Seung-Kyu;Lee, Seung-Jae;Ahn, Woo-Young
    • Journal of Korean Society of Transportation
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    • v.23 no.7 s.85
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    • pp.149-158
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    • 2005
  • The object of this paper is to develop the shortest path algorithm. The existing shortest path algorithm models are developed while considering travel time and travel distance. A few problems occur in these shortest path algorithm models, which have paid no regard to cognition of users, such as when user who doesn't have complete information about the trip meets a strange road or when the route searched from the shortest path algorithm model is not commonly used by users in real network. This paper develops a shortest path algorithm model to provide ideal route that many people actually prefer. In order to provide the ideal shortest path with the consideration of travel time, travel distance and road cognition, travel time is predicted by using Kalman filtering and travel distance is predicted by using GIS attributions. The road cognition is considered by using space data of GIS. Optimal routes provided from this paper are shortest distance path, shortest time path, shortest path considering distance and cognition and shortest path considering time and cognition.

A study on electricity demand forecasting based on time series clustering in smart grid (스마트 그리드에서의 시계열 군집분석을 통한 전력수요 예측 연구)

  • Sohn, Hueng-Goo;Jung, Sang-Wook;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.193-203
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    • 2016
  • This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).