• Title/Summary/Keyword: ARIMA모형

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산업생산통계의 계절변동조정방법

  • Jeon, Baek-Geun
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.05a
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    • pp.139-144
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    • 2002
  • 계절변동조정방법인 X-12-ARIMA방법을 이용할 때에는 우리 실정에 적합한 옵션을 선택하고, 우리만에 특수한 명절과 조업일수영향을 사전에 조정해야한다. 본고에서는 명절과 조업일수영향을 측정하는 모형을 설정하고, 이것으로 추정된 사전조정요인을 원계열에서 제거했을 때 계절변동 및 계절변동조정계열의 안정성이 향상되었는가를 진단하고, 분류별로 적합한 X-12-ARIMA방법의 옵션을 제안하였다.

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ARIMA Modeling for Monthly Oxygen Demand Data (수질 자료에 대한 ARIMA 모형 적용(지역환경 \circled2))

  • 허용구;박승우
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2000.10a
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    • pp.590-598
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    • 2000
  • A multiplicative ARIMA model was tested and applied to analyze the periodicity and trends of 168 monthly oxygen demand data from the Noryanggin water quality gauging station in the downstream Han River. ARIMA model was identified to fit to the data using ACF and PACF tests, and the parameters estimated using an unconditional least square method. The residuals between the observed and forecasted data were acceptable with the Porte-Manteau test. A forecast of DO changes was made for its applications.

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Forecasting of Yeongdeok Tourist by Seasonal ARIMA Model (계절 아리마 모형을 이용한 관광객 예측 -경북 영덕지역을 대상으로-)

  • Son, Eun-Ho;Park, Duk-Byeong
    • Journal of Agricultural Extension & Community Development
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    • v.19 no.2
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    • pp.301-320
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    • 2012
  • The study uses a seasonal ARIMA model to forecast the number of tourists of Yeongdeok in an uni-variable time series. The monthly data for time series were collected ranging from 2006 to 2011 with some variation between on-season and off-season tourists in Yeongdeok county. A total of 72 observations were used for data analysis. The forecast multiplicative seasonal ARIMA(1,0,0)$(0,1,1)_{12}$ model was found the most appropriate one. Results showed that the number of tourists was 10,974 thousands in 2012 and 13,465 thousands in 2013, It was suggested that the grasping forecast model is very important in respect of how experts in tourism development in Yeongdeok county, policy makers or planners would establish strategies to allocate service in Yeongdeok tourist destination and provide tourism facilities efficiently.

The Statistical Relationship between Linguistic Items and Corpus Size (코퍼스 빈도 정보 활용을 위한 적정 통계 모형 연구: 코퍼스 규모에 따른 타입/토큰의 함수관계 중심으로)

  • 양경숙;박병선
    • Language and Information
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    • v.7 no.2
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    • pp.103-115
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    • 2003
  • In recent years, many organizations have been constructing their own large corpora to achieve corpus representativeness. However, there is no reliable guideline as to how large corpus resources should be compiled, especially for Korean corpora. In this study, we have contrived a new statistical model, ARIMA (Autoregressive Integrated Moving Average), for predicting the relationship between linguistic items (the number of types) and corpus size (the number of tokens), overcoming the major flaws of several previous researches on this issue. Finally, we shall illustrate that the ARIMA model presented is valid, accurate and very reliable. We are confident that this study can contribute to solving some inherent problems of corpus linguistics, such as corpus predictability, corpus representativeness and linguistic comprehensiveness.

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Construction of a Short-term Time-series Prediction Model for Analysis of Return Flow of Residential Water (생활용수 회귀수량의 분석을 위한 시계열 단기 예측모형 구축)

  • Lee, Seungyeon;Lee, Sangeun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.43 no.6
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    • pp.763-774
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    • 2023
  • The water availability in a river is related to the return flow of residential water. However it is still difficult to determine the exact return flow. In this study, the residential water-cycle system is defined as a process consisting of water inflow, water transfer and water outflow. The study area is Hampyeong-gun, Jeollanam-do, and is set as a single inflow to a single outflow through the water-cycle system after classification of complete and incomplete measurement points. The time-series prediction models(ARIMA model and TFM) are established with daily inflow and outflow data for 6 years. Inflow and outflow are predicted by dividing into training and test periods. As a result, both models show the feasibility of short-term prediction by deriving stable residuals and securing statistical significance, implementing the preliminary form of the water-cycle system. As a further study, it is suggested to predict the actual return flow of the target basin and efficient water operation by adding input factors and selecting the optimal model.

Forecasts of electricity consumption in an industry building (광, 공업용 건물의 전기 사용량에 대한 시계열 분석)

  • Kim, Minah;Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.189-204
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    • 2018
  • This study is on forecasting the electricity consumption of an industrial manufacturing building called GGM from January 2014 to April 2017. We fitted models using SARIMA, SARIMA + GARCH, Holt-Winters method and ARIMA with Fourier transformation. We also forecasted electricity consumption for one month ahead and compared the predicted root mean square error as well as the predicted error rate of each model. The electricity consumption of GGM fluctuates weekly and annually; therefore, SARIMA + GARCH model considering both volatility and seasonality, shows the best fit and prediction.

A Study on Demand Forecasting Change of Korea's Imported Wine Market after COVID-19 Pandemic (코로나 팬데믹 이후 국내 수입와인 시장의 수요예측 변화 연구)

  • Jihyung Kim
    • The Journal of Bigdata
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    • v.8 no.2
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    • pp.189-200
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    • 2023
  • At the beginning of the COVID-19 pandemic, Korea's wine market had shrunk as other countries. However, right after the pandemic, Korea's imported wine consumption had been increased 69.6%. Because of the ban on overseas travel, wine was consumed in the domestic market. And consumption of high-end wines were increased significantly due to revenge spending and home drinking. However, from 2022 Korea's wine market has begun to shrink sharply again. Therefore this study forecasts the size of imported wine market by 2032 to provide useful information to wine related business entities. KITA(Korea International Trade Association)'s 95 time-series data per quarter from Q1 of 2001 to Q3 of 2023 was utilized in this research. The accuracy of model was tested based on value of MAPE. And ARIMA model was chosen to forecast the size of market value and Winter's multiplicative model was used for the size of market volume. The result of ARIMA model for the value (MAPE=10.56%) shows that the size of market value in 2032 will be increased up to USD $1,023,619, CAGR=6.22% which is 101% bigger than its size of 2023. On the other hand, the volume of imported wine market (MAPE=10.56%) will be increased up to 64,691,329 tons, CAGR=-0.61% which is only 15.12% bigger than its size of 2023. The result implies that the value of Korea's wine market will continue to grow despite the recent decline. And the high-end wine market will account for most of the increase.

Stochastic Modelling of Monthly flows for Somjin river (섬진강 월유출량의 추계학적 모형)

  • 이종남;이홍근
    • Water for future
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    • v.17 no.4
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    • pp.281-291
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    • 1984
  • In our Koreans river basins there are many of monthly rainfall data, but unfortrnately streamflow data needed are rare. Analysing monthly rainfall data of Somjin river basin, the stochastic theory model for calculation of monthly streamflow series of that region is determined. The model is composed of Box & Jenkins stansfer function plus ARIMA residual models. This linear stochastic differenced time series equation models can adapt themselves to the structure and variety of rainfall, streamflow data on the assumption of the stationary covarience. The fiexibility of Box-Jenkins method consists mainly in the iterative technique of building an AIRMA model from observations and by the use of autocorrelation functions. The best models for Somjin river basin belong to the general calss: $Y_t=($\omega$o-$\omega$_1B) C_iX_t+$\varepsilon$t$ $Y_t$ monthly streamflow, $X_t$ : monthly rainfall, $C_i$ :monthly run-off, $$\omega$o-$\omega$_1$ : transfer parameter, $$\varepsilon$_t$ : residual The streamflow series resulted from the proposed model is satisfactory comparing with the exsting streamflow data of Somjin gauging station site.

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Estiamtion of Time Series Model on Forest Fire Occurrences and Burned Area from 1970 to 2005 (1970-2005년 동안의 산불 발생건수 및 연소면적에 대한 시계열모형 추정)

  • Lee, Byungdoo;Chung, Joosang
    • Journal of Korean Society of Forest Science
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    • v.95 no.6
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    • pp.643-648
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    • 2006
  • It is important to understand the patterns of forest fire in terms of effective prevention and suppression activities. In this study, the monthly forest fire occurrences and their burned areas were investigated to enhance the understanding of the patterns of forest fire in Korea. The statistics of forest fires in Korea, 1970 through 2005, built by Korea Forest Service was analyzed by using time series analysis technique to fit ARIMA models proposed by Box-Jenkins. The monthly differences in forest fire characteristics were clearly distinguished, with 59% of total forest fire occurrences and 72% of total burned area being in March and April. ARIMA(1, 0, 1) was the best fitted model to both the fire accurrences and the burned area time series. The fire time series have a strong relation to the fire occurrences and the burned area of 1 month and 12 months before.