• Title/Summary/Keyword: ARIMA모형

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Spatial Pattern and Trend Analysis of Parking-related Electronic Civil Complaints in Jinju-Si (진주시 주차관련 전자민원의 공간패턴분석 및 추이분석)

  • Won, Tae-Hong;Seo, Min-Song;Yoo, Hwan-Hee
    • Journal of Cadastre & Land InformatiX
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    • v.47 no.1
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    • pp.5-14
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    • 2017
  • Korea, which has undergone a rapid urbanization, faces various problems such as the management of facilities, safety, environment and transportation. To solve civil complaints, local governments receive electronic complaints, but complaints are increasing. Therefore, this study conducted the spatial distribution pattern analysis and the trend analysis by presenting location data on spatial information through Geo-coding by collecting electronic civil petition data over the last 10 years targeting Jinju city. Using the ARIMA model, this study predicted the occurrence of complaints over the next two years (2016~2017) through a time series forecast analysis. As a result, the complaints related to illegal parking were the highest, the complaint related to noise was the second highest, and the complaints related to illegal garbage dumping was the third highest. In addition, the analysis of the spatial distribution pattern shows that the largest hot spot was formed in the central commercial district every year. As a result of the time series forecasting analysis for the crackdown of the illegal parking, complaints increased slightly. To compare the predicted value and the actual data showed a similar pattern. It is judged that this study will be utilized to establish effective countermeasures against civil complaints.

Forecasting of building construction cost variation using BCCI and it's application (건축공사비지수를 이용한 건설물가 변동분석 및 공사비 실적자료 활용방안 연구)

  • Cho Hun Hee;Kang Kyung In;Kim Chang Duk;Cho moon Young
    • Proceedings of the Korean Institute Of Construction Engineering and Management
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    • autumn
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    • pp.64-71
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    • 2002
  • This research developed construction cost forecasting model using Building Construction Cost Index, time series analysis and Artificial Neural Networks. By this model, we could calculate the forecasted values of construction cost precisely and efficiently. And we also could find out that the standard deviation of forecasted values is 0.375 and it is a very exact result, so the standard deviation is just 0.33 percent of 112.28, the average of Building Construction Cost Index. And it show more exact forecasting result in comparison with Time Series Analysis.

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Development of a Stochastic Model for Wind Power Production (풍력단지의 발전량 추계적 모형 제안에 관한 연구)

  • Ryu, Jong-hyun;Choi, Dong Gu
    • Korean Management Science Review
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    • v.33 no.1
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    • pp.35-47
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    • 2016
  • Generation of electricity using wind power has received considerable attention worldwide in recent years mainly due to its minimal environmental impact. However, volatility of wind power production causes additional problems to provide reliable electricity to an electrical grid regarding power system operations, power system planning, and wind farm operations. Those problems require appropriate stochastic models for the electricity generation output of wind power. In this study, we review previous literatures for developing the stochastic model for the wind power generation, and propose a systematic procedure for developing a stochastic model. This procedure shows a way to build an ARIMA model of volatile wind power generation using historical data, and we suggest some important considerations. In addition, we apply this procedure into a case study for a wind farm in the Republic of Korea, Shinan wind farm, and shows that our proposed model is helpful for capturing the volatility of wind power generation.

A Short-term Forecasting of Water Supply Demands by the Transfer Function Model (Transfer Function 모형을 이용한 수도물 수요의 단기예측)

  • Lee, Jae-Joon
    • Journal of Korean Society of Water and Wastewater
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    • v.10 no.2
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    • pp.88-103
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    • 1996
  • The objective of this study is to develop stochastic and deterministic models which could be used to synthesize water application time series. Adaptive models using mulitivariate ARIMA(Transfer Function Model) are developed for daily urban water use forecasting. The model considers several variables on which water demands is dependent. The dynamic response of water demands to several factors(e.g. weekday, average temperature, minimum temperature, maximum temperature, humidity, cloudiness, rainfall) are characterized in the model by transfer functions. Daily water use data of Kumi city in 1992 are employed for model parameter estimation. Meteorological data of Seonsan station are utilized to input variables because Kumi has no records about the meteorological factor data.To determine the main factors influencing water use, autocorrelogram and cross correlogram analysis are performed. Through the identification, parameter estimation, and diagnostic checking of tentative model, final transfer function models by each month are established. The simulation output by transfer function models are compared to a historical data and shows the good agreement.

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Prediction Model of the Number of Spectators in Korean Baseball League Using Machine Learning (머신러닝을 이용한 한국프로야구 관중 수 예측모델)

  • Seo, WonBin;Kil, RheeMan
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2019.05a
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    • pp.330-333
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    • 2019
  • 본 연구는 기존 관중 수 예측에 주로 사용되는 ARIMA 모형과 다른 GKFN(Network with Gaussian kernel functions) 모델을 시계열 모델로 제안하고 여러 변수 간의 상관관계를 분석한 MLP(Multilayer Perceptron) 모델을 각각 따로 만들어 두 가지 RMSE값의 가중치를 결합한 새로운 모델을 최종적으로 제안한다. GKFN 모델은 phase space 분석을 위해 smoothness measure를 측정하고 커널 개수를 늘려가며 학습시키는 방법이다. 또한, MLP 모델은 관중 수에 영향을 주는 여러 변수(날짜, 날씨 등 팀과 관련된 특징들)의 상관관계를 correlation coefficient 값을 이용해 분석하고 높은 상관관계를 가지는 변수들을 이용해 MLP 모델을 만들어 학습하는 것이다. 이를 통해 프로야구팀 기아 타이거즈의 일일 단위 관중 수를 예측하고자 하였다. 관중 수 예측을 통해 구단과 관객 모두 긍정적인 활용이 가능할 것이다. 훈련 자료는 2010년부터 2018년까지 9년 동안 기아 타이거즈의 일별 관중 수를 자료로 하였다.

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Forecasting algorithm using an improved genetic algorithm based on backpropagation neural network model (개선된 유전자 역전파 신경망에 기반한 예측 알고리즘)

  • Yoon, YeoChang;Jo, Na Rae;Lee, Sung Duck
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1327-1336
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    • 2017
  • In this study, the problems in the short term stock market forecasting are analyzed and the feasibility of the ARIMA method and the backpropagation neural network is discussed. Neural network and genetic algorithm in short term stock forecasting is also examined. Since the backpropagation algorithm often falls into the local minima trap, we optimized the backpropagation neural network and established a genetic algorithm based on backpropagation neural network for forecasting model in order to achieve high forecasting accuracy. The experiments adopted the korea composite stock price index series to make prediction and provided corresponding error analysis. The results show that the genetic algorithm based on backpropagation neural network model proposed in this study has a significant improvement in stock price index series forecasting accuracy.

A systematic review of studies using time series analysis of health and welfare in Korea (체계적 문헌고찰을 통한 국내 보건복지 분야의 시계열 분석 연구 동향)

  • Woo, Kyung-Sook;Shin, Young-Jeon
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.579-599
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    • 2014
  • The purpose of this study was to identify the trends and risk of bias of research using time series analysis on health and welfare in Korea and to suggest a direction for future health and welfare research. The database searches identified 6,543 papers. Following the process for screening and selecting, a total of 91 papers were included in the systematic review. There has been a steady increase in the number of articles using time series analysis from 1987 to 2013. Time series analysis was applied in medicine and health science journals. The main goals were explanation and description. Most of the subjects were heath status and utilization of healthcare services. The main model used in the time series analysis was ARIMA followed by time series regression. The data were gathered from various sources, including the national statistical office and government agencies. For assessing risk of bias, some studies were found to have inadequate sample sizes or showed no time series graphs and plots. These findings suggest greater widespread utilization of time series analysis in the field of health and welfare and to use the appropriate analysis methods and statistical procedures to obtain more reliable results to improve the quality of research.

A Study on Link Travel Time Prediction by Short Term Simulation Based on CA (CA모형을 이용한 단기 구간통행시간 예측에 관한 연구)

  • 이승재;장현호
    • Journal of Korean Society of Transportation
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    • v.21 no.1
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    • pp.91-102
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    • 2003
  • There are two goals in this paper. The one is development of existing CA(Cellular Automata) model to explain more realistic deceleration process to stop. The other is the application of the updated CA model to forecasting simulation to predict short term link travel time that takes a key rule in finding the shortest path of route guidance system of ITS. Car following theory of CA models don't makes not response to leading vehicle's velocity but gap or distance between leading vehicles and following vehicles. So a following vehicle running at free flow speed must meet steeply sudden deceleration to avoid back collision within unrealistic braking distance. To tackle above unrealistic deceleration rule, “Slow-to-stop” rule is integrated into NaSch model. For application to interrupted traffic flow, this paper applies “Slow-to-stop” rule to both normal traffic light and random traffic light. And vehicle packet method is used to simulate a large-scale network on the desktop. Generally, time series data analysis methods such as neural network, ARIMA, and Kalman filtering are used for short term link travel time prediction that is crucial to find an optimal dynamic shortest path. But those methods have time-lag problems and are hard to capture traffic flow mechanism such as spill over and spill back etc. To address above problems. the CA model built in this study is used for forecasting simulation to predict short term link travel time in Kangnam district network And it's turned out that short term prediction simulation method generates novel results, taking a crack of time lag problems and considering interrupted traffic flow mechanism.

Prediction of KRW/USD exchange rate during the Covid-19 pandemic using SARIMA and ARDL models (SARIMA와 ARDL모형을 활용한 COVID-19 구간별 원/달러 환율 예측)

  • Oh, In-Jeong;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.28 no.4
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    • pp.191-209
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    • 2022
  • This paper is a review of studies that focus on the prediction of a won/dollar exchange rate before and after the covid 19 pandemic. The Korea economy has an unprecedent situation starting from 2021 up till 2022 where the won/dollar exchange rate has exceeded 1,400 KRW, a first time since the global financial crisis in 2008. The US Federal Reserve has raised the interest rate up to 2.5% (2022.7) called a 'Big Step' and the Korea central bank has also raised the interested rate up to 2.5% (2022.8) accordingly. In the unpredictable economic situation, the prediction of the won/dollar exchange rate has become more important than ever. The authors separated the period from 2015.Jan to 2022.Aug into three periods and built a best fitted ARIMA/ARDL prediction model using the period 1. Finally using the best the fitted prediction model, we predicted the won/dollar exchange rate for each period. The conclusions of the study were that during Period 3, when the usual relationship between exchange rates and economic factors appears, the ARDL model reflecting the variable relationship is a better predictive model, and in Period 2 of the transitional period, which deviates from the typical pattern of exchange rate and economic factors, the SARIMA model, which reflects only historical exchange rate trends, was validated as a model with a better predictive performance.

Construction of integrated DB for domestic water-cycle system and short-term prediction model (생활용수 물순환 계통 통합 DB 및 단기예측모형 구축)

  • Seungyeon Lee;Sangeun Lee
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.362-362
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    • 2023
  • 한정된 수자원의 이용 및 관리로 매년 물 부족과 물 배분 의사결정 문제가 발생하고 있다. 50년간(1965~2014년) 수자원의 총량은 약 1.2배 증가한 반면 인구수 약 1.8배, 생·공·농업용수의 수요는 약 5배가 증가(국회입법조사처, 2018) 했을 뿐 아니라, 기후변화의 영향으로 인한 강수량의 변화와 지역별 편차가 커져 지속가능한 물관리 필요성이 증대되고 있다. 따라서 효율적인 물관리를 위해서는 관리부처가 분절되어 있는 물순환 계통의 데이터를 통합하는 것이 우선시되어야 하고 이를 통해 물순환 모니터링/평가/예측 기술을 개발할 수 있다. 본 연구에서는 생활용수 물순환 계통 통합 DB를 정의 및 구축하였다. 도시의 관점에서 물순환 시스템을 순차적으로 물 유입(수원~취수장)/전달(정수장~급수지역)/유출(하(폐)수처리장~방류구)의 개념으로 설정하고 DB정의서를 마련하였다. 연구대상지는 가뭄이 장기화가 되고 있는 전라남도중 물순환 계통이 비교적 단순한 네트워크로 형성되어 있는 함평군 도시지역으로 선정하였다. 연구 기간은 총 5년(2017년 1월 1일~2021년 12월 31일)이고 일 단위 실계측자료 위주의 원자료를 구축하였다. 이를 이상치 탐지, 제거, 대체의 과정을 거쳐 품질 보정하고 정제된 시계열 자료에 대한 특성 분석을 하였다. 그 결과, 물순환 계통 내 주요 지점 간의 상관관계 및 지연시간을 통한 물흐름의 시계열적 특성을 파악할 수 있었으며 모형의 적합도를 판단하는 데 활용되는 통계량과 유의미하지 않은 잔차의 자기상관성을 볼 때 물 유입-전달-유출의 단기 예측을 위한 ARIMA(Auto-regressive Integrated Moving Average) 모형의 구축도 가능할 것으로 판단되었다. 다만 여름철 발생하는 방류량의 첨두값을 설명하기 위해서는 강우에 의한 불명수 발생으로 증가하는 방류량을 묘사할 수있어야 하므로 향후에는 물순환계통 외 해당 지역의 불명수(강우 효과)도 하수 방류량의 주요 입력 요인으로 추가 검토할 필요가 있다.

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