• Journal of Korea Port Economic Association
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• v.28 no.3
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• pp.111-125
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• 2012

This study investigates the behavioral characteristic difference of the container volumes of three ports-Gwangyang, Incheon, and Pyeongtaek-Dangjin. All series span the period January 2003 to December 2011. I first test whether the series are stationary or not. I can reject the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration at the 5 percent significance level. I hitherto make use of error-correction model and find that Gwangyang port is the slowest in adjusting the short-run disequilibrium, whereas the adjustment speed of Incheon is much faster than that of Gwangyang. The impulse response functions indicate that container volumes increase only a little to the negative shocks in exchange rate, while they respond positively to the shocks in the business activity in a great magnitude and decay very slowly to its pre-shock level. meaning that the shocks last very long. The accumulative response to the exchange rate increase of 20 won per dollar and the 5 point industrial production increase is the smallest in Gwangyang, no more than a half of that of two ports. The intervention-ARIMA models also forecast that Gwangyang port will have much lower growth rate than Incheon and Pyeongtaek-Dangjin port in trading volumes.

• The KIPS Transactions:PartC
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• v.9C no.6
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• pp.841-846
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• 2002

We applies a seasonal ARIMA model to the timely forecasting in a line utilization and its confidence interval on the base of the past data of the line utilization that QoS of the network is greatly influenced by. And this paper proposes the learning algorithm of dynamic threshold in line utilization using the SARIMA model. We can find the proper dynamic threshold in timely line utilization on the various network environments and provide the confidence based on probability. Also, we have evaluated the validity of the proposed model and estimated the value of a proper threshold on real network. Network manager can overcome a shortcoming of original threshold method and maximize the performance of this algorithm.

• Journal of the Korean Data and Information Science Society
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• v.25 no.1
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• pp.65-76
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• 2014

Housing prices are influenced by external shock factors such as real estate policy or economy. Thus, the intervention effect is important for the development of forecasting model for housing price index. In this paper, we examined the degree of effective power of external shock factors for forecasting housing price index and analyzed time series models for efficient forecasting of housing price index. It is shown that intervention models are better than other models in forecasting results using real data based on the accuracy criteria.

• The Korean Journal of Applied Statistics
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• v.16 no.2
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• pp.293-303
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• 2003

Under the case that we know the period and the reason of external events, we reviewed the method of model identification, parameter estimation and model diagnosis with the former papers that have been studied about the linear time series model with intervention, and compared with nonlinear time series model such as ARCH, GARCH model that it has been used widely in economic models, and also we compared with the combination prediction method that Tong(1990) introduced.

• Journal of Korea Spatial Information System Society
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• v.11 no.2
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• pp.177-181
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• 2009

Developing u-Public facilities for application u-City is to combine both the state-of-the art of the construction and ubiquitous computing and must be flexibly comprised of the facilities for the basic service of the building such as air conditioning, heating, lighting and electric equipments to materialize a new format of spatial planning and the public facilities inside or outside. Accordingly, in this paper we suggested the time pattern system for predicting the most basic power system loads for the basic service. To application the tim e pattern we applied SOM algorithm and k-means method and then clustered the data each weekday and each time respectively. The performance evaluation results of suggestion system showed that the forecasting system better the ARIMA model than the exponential smoothing method. It has been assumed that the plan for power supply depending on demand and system operation could be performed efficiently by means of using such power load forecasting.

• Journal of Navigation and Port Research
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• v.31 no.6
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• pp.455-462
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• 2007

This paper estimated the future traffic volume incoming and outgoing in Incheon port, and analyzed the value of information serviced by tidal current signal operation center in Incheon. The cargo traffic in 2020 will increase twice as much as in 2005 according to the national ports basis plan. The maritime traffic will increase greatly consequently. Also, MOMAF has operated tidal current signal operation center to prevent marine accidents caused by current influence on vessels navigating through Incheon. However the quantitative effect is not known because there is no analysis about its value. Therefore the value of information serviced by tidal current signal operation center in Incheon was calculated with contingent valuation method(CVM), and the information value was analyzed considering future traffic in this study. Thus, the annual information value was calculated at about $170{\sim}280$ million won, considered traffic volume using the information of tidal current directly in 2020 since 2006.

• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.1-10
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• 2015

This paper offers some long term perspective on what has been happening to some baseball statistics for Korean professional baseball. The data used are league summaries by year over the period 1982-2013. For the baseball statistics, statistically significant positive correlations (p < 0.01) were found for doubles (2B), runs batted in (RBI), bases on balls (BB), strike outs (SO), grounded into double play (GIDP), hit by pitch (HBP), on base percentage (OBP), OPS, earned run average (ERA), wild pitches (WP) and walks plus hits divided by innings pitched (WHIP) increased with year. There was a statistically significant decreasing trend in the correlations for triples (3B), caught stealing (CS), errors (E), completed games (CG), shutouts (SHO) and balks (BK) with year (trend p < 0.01). The ARIMA model of Box-Jenkins is applied to find a model to forecast future baseball measures. Univariate time series results suggest that simple lag-1 models fit some baseball measures quite well. In conclusion, the single most important change in Korean professional baseball is the overall incidence of completed games (CG) downward. Also the decrease of strike outs (SO) is very remarkable.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.18 no.2
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• pp.197-207
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• 2018

SMEs manufacturing Factory, which are small-scale production systems of various types, mass-produce and sell products in order to meet customer needs. This means that the company has an excessive amount of material supply to reduce the loss due to lack of inventory and high inventory maintenance cost. And the products that fail to respond to the demand are piled up in the management warehouse, which is the reality that the storage cost is incurred. To overcome this problem, this paper uses ARIMA model, a time series analysis technique, to predict demand in terms of seasonal factors. In this way, demand forecasting model based on economic order quantity model was developed to prevent stock shortage risk. Simulation is carried out to evaluate the effectiveness of the development model and to demonstrate the effectiveness of the development model as applied to SMEs in the future.

• The Korean Journal of Applied Statistics
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• v.37 no.2
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• pp.255-263
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• 2024

GDP represents the total market value of goods and services produced by all economic entities, including households, businesses, and governments in a country, during a specific time period. It is a representative economic indicator that helps identify the size of a country's economy and influences government policies, so various studies are being conducted on it. This paper presents a GDP growth rate forecasting model based on a dynamic factor model using key macroeconomic indicators of G20 countries. The extracted factors are combined with various regression analysis methodologies to compare results. Additionally, traditional time series forecasting methods such as the ARIMA model and forecasting using common components are also evaluated. Considering the significant volatility of indicators following the COVID-19 pandemic, the forecast period is divided into pre-COVID and post-COVID periods. The findings reveal that the dynamic factor model, incorporating ridge regression and lasso regression, demonstrates the best performance both before and after COVID.

• Communications for Statistical Applications and Methods
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• v.1 no.1
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• pp.119-130
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• 1994

각종 통계패키지 내에 수용되어 있는 시계열 분석방법은 패키지의 특성이나 기능에 따라 다소 차이가 있다. 본 논문에서는 일반덕으로 많이 사용되고 있는 8종류의 통계패키지 (EXECUSTAT, MINITAB, RATS, SAS, SCA, S-PLUS, TSP)에서 시계열 분석이 어떻게 이루어지는지를 비교 검토하였다. 지수평활법과 ARIMA 모형에 의한 분석방법을 중심으로 비교하였으며, 아울러 사용자 관점에서 편리하고 보다 효율적인 패키지가 갖추어야 할 기능들을 제시하였다.