• Title/Summary/Keyword: ARIMA모형

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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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Outliers and Level Shift Detection of the Mean-sea Level, Extreme Highest and Lowest Tide Level Data (평균 해수면 및 최극조위 자료의 이상자료 및 기준고도 변화(Level Shift) 진단)

  • Lee, Gi-Seop;Cho, Hong-Yeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.5
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    • pp.322-330
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    • 2020
  • Modeling for outliers in time series was carried out using the MSL and extreme high, low tide levels (EHL, HLL) data set in the Busan and Mokpo stations. The time-series model is seasonal ARIMA model including the components of the AO (additive outliers) and LS (level shift). The optimal model was selected based on the AIC value and the model parameters were estimated using the 'tso' function (in 'tsoutliers' package of R). The main results by the model application, i.e.. outliers and level shift detections, are as follows. (1) The two AO are detected in the Busan monthly EHL data and the AO magnitudes were estimated to 65.5 cm (by typhoon MAEMI) and 29.5 cm (by typhoon SANBA), respectively. (2) The one level shift in 1983 is detected in Mokpo monthly MSL data, and the LS magnitude was estimated to 21.2 cm by the Youngsan River tidal estuary barrier construction. On the other hand, the RMS errors are computed about 1.95 cm (MSL), 5.11 cm (EHL), and 6.50 cm (ELL) in Busan station, and about 2.10 cm (MSL), 11.80 cm (EHL), and 9.14 cm (ELL) in Mokpo station, respectively.

Road Accident Trends Analysis with Time Series Models for Various Road Types (도로종류별 교통사고 추세분석 및 시제열 분석모형 개발)

  • Han, Sang-Jin;Kim, Kewn-Jung
    • International Journal of Highway Engineering
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    • v.9 no.3
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    • pp.1-12
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    • 2007
  • Roads in Korea can be classified into four types according to their responsible authorities. For example, Motorway is constructed, managed, and operated by the Korea Highway Corporation. Ministry of Construction and Transportation is in charge of National Highway, and Province Roads are run by each province government. Urban/county Roads are run by corresponding local government. This study analyses the trends of road accidents for each road type. For this purpose, the numbers of accidents, fatalities, and injuries are compared for each road type for last 15 years. The result shows that Urban/County Roads are the most dangerous, while Motorways are the safest, when we simply compare the numbers of accidents, fatalities, and injuries. However, when we compare these numbers by dividing by total road length, National Highway becomes the most dangerous while Province Roads becomes the safest. In the case of road accidents, fatalities, and injuries per vehicle km, which is known as the most objective comparison measure, it turns out that National Highway is the most dangerous roads again. This study also developed time series models to estimate trends of fatalities for each road type. These models will be useful when we set up or evaluate targets of national road safety.

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A Development of Inflow Forecasting Models for Multi-Purpose Reservior (다목적 저수지 유입량의 예측모형)

  • Sim, Sun-Bo;Kim, Man-Sik;Han, Jae-Seok
    • Proceedings of the Korea Water Resources Association Conference
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    • 1992.07a
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    • pp.411-418
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    • 1992
  • The purpose of this study is to develop dynamic-stochastic models that can forecast the inflow into reservoir during low/drought periods and flood periods. For the formulation of the models, the discrete transfer function is utilized to construct the deterministic characteristics, and the ARIMA model is utilized to construct the stochastic characteristics of residuals. The stochastic variations and structures of time series on hydrological data are examined by employing the auto/cross covariance function and auto/cross correlation function. Also, general modeling processes and forecasting method are used the model building methods of Box and Jenkins. For the verifications and applications of the developed models, the Chungju multi-purpose reservoir which is located in the South Han river systems is selected. Input data required are the current and past reservoir inflow and Yungchun water levels. In order to transform the water level at Yungchon into streamflows, the water level-streamflows rating curves at low/drought periods and flood periods are estimated. The models are calibrated with the flood periods of 1988 and 1989 and hourly data for 1990 flood are analyzed. Also, for the low/drought periods, daily data of 1988 and 1989 are calibrated, and daily data for 1989 are analyzed.

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Data Driven Approach to Forecast Water Turnover (데이터 탐색 기법 활용 전도현상 예측모형)

  • Kwon, Sehyug
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.41 no.3
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    • pp.90-96
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    • 2018
  • This paper proposed data driven techniques to forecast the time point of water management of the water reservoir without measuring manganese concentration with the empirical data as Juam Dam of years of 2015 and 2016. When the manganese concentration near the surface of water goes over the criteria of 0.3mg/l, the water management should be taken. But, it is economically inefficient to measure manganese concentration frequently and regularly. The water turnover by the difference of water temperature make manganese on the floor of water reservoir rise up to surface and increase the manganese concentration near the surface. Manganese concentration and water temperature from the surface to depth of 20m by 5m have been time plotted and exploratory analyzed to show that the water turnover could be used instead of measuring manganese concentration to know the time point of water management. Two models for forecasting the time point of water turnover were proposed and compared as follow: The regression model of CR20, the consistency ratio of water temperature, between the surface and the depth of 20m on the lagged variables of CR20 and the first lag variable of max temperature. And, the Box-Jenkins model of CR20 as ARIMA (2, 1, 2).

Development of Traffic Accident Forecasting Model in Pusan (부산시 교통사고예측모형의 개발)

  • 이일병;임현정
    • Journal of Korean Society of Transportation
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    • v.10 no.3
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    • pp.103-122
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    • 1992
  • The objective of this research is to develop a traffic accident forecasting model using traffic accident data in pusan from 1963 to 1991 and then to make short-term forecasts('93~'94) of traffic accidents in pusan. In this research, several forecasting models are developed. They include a multiple regression model, a time-series ARIMA model, a Logistic curve model, and a Gompertz curve model. Among them, the model which shows the most significance in forecasting accuracy is selected as the traffic accident forecasting model. The results of this research are as followings. 1. The existing model such as Smeed model which was developed for foreign countries shows only 47.8% explanation for traffic accident deaths in Korea. 2. A nonliner regression model ($R^2$=0.9432) and a Logistic curve model are appeared to be th gest forecasting models for the number of traffic accidents, and a Logistic curve model shows th most significance in predicting the accident deaths and injuries. 3. The forecasting figures of the traffic accidents in pusan are as followings: . In 1993, 31, 180 accidents are predicted to happen, and 430 persons are predicted to be deaths and 29, 680 persons are predicated to be injuries. . In 1994, 33, 710 accidents are predicted to happen, and 431.persons are predicted to be deat! and 30, 510 persons are predicted to be injuried. Therefore, preventive measures against traffic accidents are certainly required.

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Assessment of Teleconnection based Long-Range Flood Risk Prediction during different El Ni?o phases: A Case Study of Gyeongnam (원격상관기반 엘니뇨 시기별 홍수위험 장기예측 평가: 경남지자체 대상)

  • Yoon, Sun-Kwon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.91-91
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    • 2016
  • 본 연구는 대규모 대기환경패턴 변화에 따른 극한 기후발생 및 극치 수문사상의 지역적 변동 특성을 분석하였고, 통계기법을 이용한 기후지수와 수문변량간의 원격상관관계 분석결과를 이용하여 한반도 중 장기 수문변량 예측의 가능성을 진단하였다. 또한 경남 지자체를 대상으로 다양한 통계예측모형(AR, MA, ARMA, ARIMA, VAR)을 구축하여 그 예측능력을 평가하고 적용성을 검토하였고, 중 장기 통합홍수위험 평가를 위한 인덱스를 개발하였다. 서로 다른 엘니뇨 시기별 홍수 위험도 평가결과 전형적인 엘니뇨(Cold Tongue El Nino)해에는 남해안 일부 지역(거제시, 남해군)에서 위험도가 높게 산정되었으며, 경남 북부지역에서는 위험도가 매우 낮게 산정되었다. 중앙태평양 엘니뇨(Warm Pool El Nino) 해에는 경남 남부 지역을 중심으로 홍수위험지수가 높게 나타나 중앙태평양 엘니뇨가 발달 시 경남지역의 홍수위험 발생 가능성 평년에 비하여 큰 것으로 분석된다. 또한 라니냐(La Nina) 해에는 경남 서쪽일부 지역(남해군, 하동군, 산청군)에서 통합홍수위험지수가 높게 나타났으며, 나머지 지역에서는 홍수위험도가 작거나 중간 값을 보이는 것으로 분석되었다. 본 연구는 중 장기적 관점에서 수자원 예측 및 효율적인 물 관리와 안정적인 용수공급에 도움을 줄 것으로 사료되며, 한반도 대상 특정 엘니뇨 해의 지자체별 홍수위험 취약성 평가에 활용이 가능할 것이다.

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Forecasting Foreign Visitors using SARIMAX Models with the Exogenous Variable of Demand Decrease (수요감소 요인 외생변수를 갖는 SARIMAX 모형을 이용한 관광수요 예측)

  • Lee, Geun-Cheol;Choi, Seong-Hoon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.4
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    • pp.59-66
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    • 2020
  • In this study, we consider the problem of forecasting the number of inbound foreigners visiting Korea. Forecasting tourism demand is an essential decision to plan related facilities and staffs, thus many studies have been carried out, mainly focusing on the number of inbound or outbound tourists. In order to forecast tourism demand, we use a seasonal ARIMA (SARIMA) model, as well as a SARIMAX model which additionally comprises an exogenous variable affecting the dependent variable, i.e., tourism demand. For constructing the forecasting model, we use a search procedure that can be used to determine the values of the orders of the SARIMA and SARIMAX. For the exogenous variable, we introduce factors that could cause the tourism demand reduction, such as the 9/11 attack, the SARS and MERS epidemic, and the deployment of THAAD. In this study, we propose a procedure, called Measuring Impact on Demand (MID), where the impact of each factor on tourism demand is measured and the value of the exogenous variable corresponding to the factor is determined based on the measurement. To show the performance of the proposed forecasting method, an empirical analysis was conducted where the monthly number of foreign visitors in 2019 were forecasted. It was shown that the proposed method can find more accurate forecasts than other benchmarks in terms of the mean absolute percentage error (MAPE).

Volatility analysis and Prediction Based on ARMA-GARCH-typeModels: Evidence from the Chinese Gold Futures Market (ARMA-GARCH 모형에 의한 중국 금 선물 시장 가격 변동에 대한 분석 및 예측)

  • Meng-Hua Li;Sok-Tae Kim
    • Korea Trade Review
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    • v.47 no.3
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    • pp.211-232
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    • 2022
  • Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.

Power Consumption Forecasting Scheme for Educational Institutions Based on Analysis of Similar Time Series Data (유사 시계열 데이터 분석에 기반을 둔 교육기관의 전력 사용량 예측 기법)

  • Moon, Jihoon;Park, Jinwoong;Han, Sanghoon;Hwang, Eenjun
    • Journal of KIISE
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    • v.44 no.9
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    • pp.954-965
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    • 2017
  • A stable power supply is very important for the maintenance and operation of the power infrastructure. Accurate power consumption prediction is therefore needed. In particular, a university campus is an institution with one of the highest power consumptions and tends to have a wide variation of electrical load depending on time and environment. For this reason, a model that can accurately predict power consumption is required for the effective operation of the power system. The disadvantage of the existing time series prediction technique is that the prediction performance is greatly degraded because the width of the prediction interval increases as the difference between the learning time and the prediction time increases. In this paper, we first classify power data with similar time series patterns considering the date, day of the week, holiday, and semester. Next, each ARIMA model is constructed based on the classified data set and a daily power consumption forecasting method of the university campus is proposed through the time series cross-validation of the predicted time. In order to evaluate the accuracy of the prediction, we confirmed the validity of the proposed method by applying performance indicators.