• Title/Summary/Keyword: ARIMA 모델

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A study on the forecast of container traffic using hybrid ARIMA-neural network model (하이브리드 ARIMA-신경망 모델을 통한 항만물동량 예측에 관한 연구)

  • Shin, Chang-Hoon;Kang, Jeong-Sick;Park, Soo-Nam;Lee, Ji-Hoon
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2007.12a
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    • pp.259-260
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    • 2007
  • The forecast of a container traffic has been very important for port plan and development Generally, statistic methods, such as regression analysis, ARIMA, have been much used for traffic forecasting. Recent research activities in forecasting with artificial neural networks(ANNs) suggest tint ANNs am be a promising alternative to the traditional linear methods. In this paper, a hybrid methodology that combines both ARIMA and ANN models is proposed to take advantage of the unique strength of ARIMA and ANN models in linear and nonlinear modeling. The results with port traffic data indicate tint effectiveness can differ according to the ch1racteristics of ports.

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Prediction Algorithm for Lithium Ion Battery SOH Based on ARIMA Model (ARIMA 모델 기반의 리튬이온 배터리 SOH 예측 알고리즘)

  • Kim, Seungwoo;Park, Jinhyeong;Kim, Jonghoon
    • Proceedings of the KIPE Conference
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    • 2019.07a
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    • pp.56-58
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    • 2019
  • 배터리의 효율적인 관리와 안정적인 운영을 위해서는 배터리의 노화에 따른 배터리의 모니터링이 필요하다. 하지만 모델 기반의 SOH 예측 모델의 경우 파라미터의 변화에 대한 정확한 정보가 반영되지 않을 경우 심각한 오류를 야기 할 수 있다. 따라서 본 논문에서는 비 모델인 시계열 예측 기법 ARIMA 모델을 제안하고 전기적 특성 실험을 통한 내부 파라미터에 대한 분석과 파라미터에 대한 상관분석, 이를 통한 SOH 예측을 통해 ARIMA 모델의 특성 및 정확성에 대해 제안한다.

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Forecasting the Container Throughput of the Busan Port using a Seasonal Multiplicative ARIMA Model (승법계절 ARIMA 모형에 의한 부산항 컨테이너 물동량 추정과 예측)

  • Yi, Ghae-Deug
    • Journal of Korea Port Economic Association
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    • v.29 no.3
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    • pp.1-23
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    • 2013
  • This paper estimates and forecasts the container throughput of Busan port using the monthly data for years 1992-2011. To do this, this paper uses the several seasonal multiplicative ARIMA models. Among several ARIMA models, the seasonal multiplicative ARIMA model $(1,0,1){\times}(1,0,1)_{12}$ is selected as the best model by AIC, SC and Hannan-Quin information criteria. According to the forecasting values of the selected seasonal multiplicative ARIMA model $(1,0,1){\times}(1,0,1)_{12}$, the container throughput of Busan port for 2013-2020 will increase steadily annually, but there will be some volatile variations monthly due to the seasonality and other factors. Thus, to forecast the future container throughput of Busan port and to develop the Busan port efficiently, we need to use and analyze the seasonal multiplicative ARIMA model $(1,0,1){\times}(1,0,1)_{12}$.

Prediction of Dissolved Oxygen in Jindong Bay Using Time Series Analysis (시계열 분석을 이용한 진동만의 용존산소량 예측)

  • Han, Myeong-Soo;Park, Sung-Eun;Choi, Youngjin;Kim, Youngmin;Hwang, Jae-Dong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.26 no.4
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    • pp.382-391
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    • 2020
  • In this study, we used artificial intelligence algorithms for the prediction of dissolved oxygen in Jindong Bay. To determine missing values in the observational data, we used the Bidirectional Recurrent Imputation for Time Series (BRITS) deep learning algorithm, Auto-Regressive Integrated Moving Average (ARIMA), a widely used time series analysis method, and the Long Short-Term Memory (LSTM) deep learning method were used to predict the dissolved oxygen. We also compared accuracy of ARIMA and LSTM. The missing values were determined with high accuracy by BRITS in the surface layer; however, the accuracy was low in the lower layers. The accuracy of BRITS was unstable due to the experimental conditions in the middle layer. In the middle and bottom layers, the LSTM model showed higher accuracy than the ARIMA model, whereas the ARIMA model showed superior performance in the surface layer.

Comparison and Implementation of Optimal Time Series Prediction Systems Using Machine Learning (머신러닝 기반 시계열 예측 시스템 비교 및 최적 예측 시스템 구현)

  • Yong Hee Han;Bangwon Ko
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.17 no.4
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    • pp.183-189
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    • 2024
  • In order to effectively predict time series data, this study proposed a hybrid prediction model that decomposes the data into trend, seasonality, and residual components using Seasonal-Trend Decomposition on Loess, and then applies ARIMA to the trend component, Fourier Series Regression to the seasonality component, and XGBoost to the remaining components. In addition, performance comparison experiments including ARIMA, XGBoost, LSTM, EMD-ARIMA, and CEEMDAN-LSTM models were conducted to evaluate the prediction performance of each model. The experimental results show that the proposed hybrid model outperforms the existing single models with the best performance indicator values in MAPE(3.8%), MAAPE(3.5%), and RMSE(0.35) metrics.

Time Series Analysis for Predicting Deformation of Earth Retaining Walls (시계열 분석을 이용한 흙막이 벽체 변형 예측)

  • Seo, Seunghwan;Chung, Moonkyung
    • Journal of the Korean Geotechnical Society
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    • v.40 no.2
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    • pp.65-79
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    • 2024
  • This study employs traditional statistical auto-regressive integrated moving average (ARIMA) and deep learning-based long short-term memory (LSTM) models to predict the deformation of earth retaining walls using inclinometer data from excavation sites. It compares the predictive capabilities of both models. The ARIMA model excels in analyzing linear patterns as time progresses, while the LSTM model is adept at handling complex nonlinear patterns and long-term dependencies in the data. This research includes preprocessing of inclinometer measurement data, performance evaluation across various data lengths and input conditions, and demonstrates that the LSTM model provides statistically significant improvements in prediction accuracy over the ARIMA model. The findings suggest that LSTM models can effectively assess the stability of retaining walls at excavation sites. Additionally, this study is expected to contribute to the development of safety monitoring systems at excavation sites and the advancement of time series prediction models.

A study on the forecast of port traffic using hybrid ARIMA-neural network model (하이브리드 ARIMA-신경망 모델을 통한 컨테이너물동량 예측에 관한 연구)

  • Shin, Chang-Hoon;Kang, Jeong-Sick;Park, Soo-Nam;Lee, Ji-Hoon
    • Journal of Navigation and Port Research
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    • v.32 no.1
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    • pp.81-88
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    • 2008
  • The forecast of a container traffic has been very important for port plan and development. Generally, statistic methods, such as regression analysis, ARIMA, have been much used for traffic forecasting. Recent research activities in forecasting with artificial neural networks(ANNs) suggest that ANNs can be a promising alternative to the traditional linear methods. In this paper, a hybrid methodology that combines both ARIMA and ANN models is proposed to take advantage of the unique strength of ARIMA and ANN models in linear and nonlinear modeling. The results with port traffic data indicate that effectiveness can differ according to the characteristics of ports.

Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models (시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석)

  • Kim, Seungwoo;Lee, Pyeong-Yeon;Kwon, Sanguk;Kim, Jonghoon
    • The Transactions of the Korean Institute of Power Electronics
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    • v.27 no.4
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    • pp.316-324
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    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

A study of Battery User Pattern Change tracking method using Linear Regression and ARIMA Model (선형회귀 및 ARIMA 모델을 이용한 배터리 사용자 패턴 변화 추적 연구)

  • Park, Jong-Yong;Yoo, Min-Hyeok;Nho, Tae-Min;Shin, Dae-Kyeon;Kim, Seong-Kweon
    • The Journal of the Korea institute of electronic communication sciences
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    • v.17 no.3
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    • pp.423-432
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    • 2022
  • This paper addresses the safety concern that the SOH of batteries in electric vehicles decreases sharply when drivers change or their driving patterns change. Such a change can overload the battery, reduce the battery life, and induce safety issues. This paper aims to present the SOH as the changes on a dashboard of an electric vehicle in real-time in response to user pattern changes. As part of the training process I used battery data among the datasets provided by NASA, and built models incorporating linear regression and ARIMA, and predicted new battery data that contained user changes based on previously trained models. Therefore, as a result of the prediction, the linear regression is better at predicting some changes in SOH based on the user's pattern change if we have more battery datasets with a wide range of independent values. The ARIMA model can be used if we only have battery datasets with SOH data.

Development of ARIMA-based Forecasting Algorithms using Meteorological Indices for Seasonal Peak Load (ARIMA모델 기반 생활 기상지수를 이용한 동·하계 최대 전력 수요 예측 알고리즘 개발)

  • Jeong, Hyun Cheol;Jung, Jaesung;Kang, Byung O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.10
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    • pp.1257-1264
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    • 2018
  • This paper proposes Autoregressive Integrated Moving Average (ARIMA)-based forecasting algorithms using meteorological indices to predict seasonal peak load. First of all, this paper observes a seasonal pattern of the peak load that appears intensively in winter and summer, and generates ARIMA models to predict the peak load of summer and winter. In addition, this paper also proposes hybrid ARIMA-based models (ARIMA-Hybrid) using a discomfort index and a sensible temperature to enhance the conventional ARIMA model. To verify the proposed algorithm, both ARIMA and ARIMA-Hybrid models are developed based on peak load data obtained from 2006 to 2015 and their forecasting results are compared by using the peak load in 2016. The simulation result indicates that the proposed ARIMA-Hybrid models shows the relatively improved performance than the conventional ARIMA model.