• 제목/요약/키워드: ARIMA 분석

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A Fitness Verification of Time Series Models for Network Traffic Predictions (네트워크 트래픽 예측을 위한 시계열 모형의 적합성 검증)

  • 정상준;김동주;권영헌;김종근
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.2B
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    • pp.217-227
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    • 2004
  • With a rapid growth in the Internet technology, the network traffic is increasing swiftly. As for the increase of traffic, it had a large influence on performance of a total network. Therefore, a traffic management became an important issue of network management. In this paper, we study a forecast plan of network traffic in order to analyze network traffic and to establish efficient correspondence. We use time series forecast models and determine fitness whether the model can forecast network traffic exactly. In order to predict a model, AR, MA, ARMA, and ARIMA must be applied. The suitable model can be found that can express the nature of traffic for the forecast among these models. We determines whether it is satisfied with stationary in the assumption step of the model. The stationary can get the results by using ACF(Auto Correlation Function) and PACF(Partial Auto Correlation Function). If the result of this function cannot satisfy then the forecast model is unsuitable. Therefore, we are going to get the correct model that is to satisfy stationary assumption. So, we proposes a way to classify in order to get time series materials to satisfy stationary. The correct prediction method is managed traffic of a network with a way to be better than now. It is possible to manage traffic dynamically if it can be used.

Leased Line Traffic Prediction Using a Recurrent Deep Neural Network Model (순환 심층 신경망 모델을 이용한 전용회선 트래픽 예측)

  • Lee, In-Gyu;Song, Mi-Hwa
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.10
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    • pp.391-398
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    • 2021
  • Since the leased line is a structure that exclusively uses two connected areas for data transmission, a stable quality level and security are ensured, and despite the rapid increase in the number of switched lines, it is a line method that is continuously used a lot in companies. However, because the cost is relatively high, one of the important roles of the network operator in the enterprise is to maintain the optimal state by properly arranging and utilizing the resources of the network leased line. In other words, in order to properly support business service requirements, it is essential to properly manage bandwidth resources of leased lines from the viewpoint of data transmission, and properly predicting and managing leased line usage becomes a key factor. Therefore, in this study, various prediction models were applied and performance was evaluated based on the actual usage rate data of leased lines used in corporate networks. In general, the performance of each prediction was measured and compared by applying the smoothing model and ARIMA model, which are widely used as statistical methods, and the representative models of deep learning based on artificial neural networks, which are being studied a lot these days. In addition, based on the experimental results, we proposed the items to be considered in order for each model to achieve good performance for prediction from the viewpoint of effective operation of leased line resources.

Wind power forecasting based on time series and machine learning models (시계열 모형과 기계학습 모형을 이용한 풍력 발전량 예측 연구)

  • Park, Sujin;Lee, Jin-Young;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.723-734
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    • 2021
  • Wind energy is one of the rapidly developing renewable energies which is being developed and invested in response to climate change. As renewable energy policies and power plant installations are promoted, the supply of wind power in Korea is gradually expanding and attempts to accurately predict demand are expanding. In this paper, the ARIMA and ARIMAX models which are Time series techniques and the SVR, Random Forest and XGBoost models which are machine learning models were compared and analyzed to predict wind power generation in the Jeonnam and Gyeongbuk regions. Mean absolute error (MAE) and mean absolute percentage error (MAPE) were used as indicators to compare the predicted results of the model. After subtracting the hourly raw data from January 1, 2018 to October 24, 2020, the model was trained to predict wind power generation for 168 hours from October 25, 2020 to October 31, 2020. As a result of comparing the predictive power of the models, the Random Forest and XGBoost models showed the best performance in the order of Jeonnam and Gyeongbuk. In future research, we will try not only machine learning models but also forecasting wind power generation based on data mining techniques that have been actively researched recently.

A Study on the Application of the Price Prediction of Construction Materials through the Improvement of Data Refactor Techniques (Data Refactor 기법의 개선을 통한 건설원자재 가격 예측 적용성 연구)

  • Lee, Woo-Yang;Lee, Dong-Eun;Kim, Byung-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.24 no.6
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    • pp.66-73
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    • 2023
  • The construction industry suffers losses due to failures in demand forecasting due to price fluctuations in construction raw materials, increased user costs due to project cost changes, and lack of forecasting system. Accordingly, it is necessary to improve the accuracy of construction raw material price forecasting. This study aims to predict the price of construction raw materials and verify applicability through the improvement of the Data Refactor technique. In order to improve the accuracy of price prediction of construction raw materials, the existing data refactor classification of low and high frequency and ARIMAX utilization method was improved to frequency-oriented and ARIMA method utilization, so that short-term (3 months in the future) six items such as construction raw materials lumber and cement were improved. ), mid-term (6 months in the future), and long-term (12 months in the future) price forecasts. As a result of the analysis, the predicted value based on the improved Data Refactor technique reduced the error and expanded the variability. Therefore, it is expected that the budget can be managed effectively by predicting the price of construction raw materials more accurately through the Data Refactor technique proposed in this study.

Research on Overheating Prediction Methods for Truck Braking Systems (화물차의 제동장치에서 발생하는 과열 예측방안 연구)

  • Beom Seok Chae;Young Jin Kim;Hyung Jin Kim
    • Smart Media Journal
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    • v.13 no.6
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    • pp.54-61
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    • 2024
  • Recently, due to the increase in domestic and international online e-commerce platforms and the increase in container traffic at domestic ports, the operating ratio of large trucks has increased, and the number of truck fires is continuously increasing. In particular, spontaneous combustion is the most common cause of truck fires. Various academic approaches have been attempted to prevent truck fires, but due to the lack of research on the spontaneous tire ignition phenomenon that occurs during braking, this research directly designed and manufactured an experimental device to establish an environment similar to the braking system of a truck. A non-contact temperature sensor was installed on the brake device of the experimental device to collect temperature data generated from the brake device. Based on the data collected from the temperature sensor of the brake device and the temperature sensor on the tire surface, the ARIMA model among the time series prediction models was used to Appropriate parameters were selected to suit the temperature change trend, and as a result of comparing and analyzing the measured and predicted data, an accuracy of over 90% was obtained. Based on this, a plan was proposed to reduce the rate of fires in trucks by providing real-time warnings and support for truck drivers to respond to overheating phenomena occurring in the braking system.

Analysis of the Characteristic of Railroad(level-crossing) Accident Frequency (철도 건널목 사고의 발생빈도 특성분석 연구)

  • Park, Jun-Tae;Kang, Pal-Moon;Park, Sung-Ho
    • Journal of the Korean Society of Safety
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    • v.29 no.2
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    • pp.76-81
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    • 2014
  • Railroad traffic accident consists of train accident, level-crossing accident, traffic death and injury accident caused by train or vehicle, and it is showing a continuous downward trend over a long period of time. As a result of the frequency comparison of train accidents and level-crossing accidents using the railway accident statistics data of Railway Industry Information Center, the share of train accident is over 90% in the 1990s and 80% in the 2000s more than the one of level-crossing accidents. In this study, we investigated time series characteristic and short-term prediction of railroad crossing, as well as seasonal characteristic. The analysis data has been accumulated over the past 20 years by using the frequency data of level-crossing accident, and was used as a frequency data per month and year. As a result of the analysis, the frequency of accident has the characteristics of the seasonal occurrence, and it doesn't show the significant decreasing trend in a short-term.

Forecasting Unemployment Rate using Social Media Information (소셜 미디어 정보를 이용한 실업률 예측)

  • Na, Jonghwa;Kim, Eun-Sub
    • Journal of Korea Society of Industrial Information Systems
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    • v.18 no.6
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    • pp.95-101
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    • 2013
  • Social media has many advantages. It can gain latest information with real time, be spread rapidly, easily be reproduced and distributed regardless of its form. These advantages can result in real time predictions using the latest information, which is possible due to the increase in social demand for more quick and accurate economic variable predictions. In this paper we adopted ARIMAX and ECM model to predict the unemployment rate and as a social information we used the Google Index provided by Google Trend. Also we used News Index as a domestic social information. The process of fitting statistical model considered in this paper can be adopted to predict various socio/economic indices as well as unemployment rate.

Development of hybrid stochastic model for rainfall generation considering rainfall inter-annual variability (연간 강우 변동성을 고려한 혼합 추계 강우 생성 모형의 개발)

  • Park, Jeong Ha;Kim, Dong Kyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.11-11
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    • 2018
  • 본 연구에서는 1시간부터 1년 단위의 강우 특성들을 잘 모의하는 혼합 추계 강우 생성 모형을 개발하였다. 본 모형의 가상 강우 생성 과정은 4단계로 이루어진다. 첫 단계에서 Seasonal ARIMA 모형을 통하여 시계열 특성을 반영한 월 강우를 생성한다. 두 번째 단계는 생성된 월 강우에 해당하는 일 단위 이하의 강우 통계치 세트를 생성하는 것이며, 통계치간 상관관계를 통해 평균, 표준편차, 자기상관 계수, 무강우 확률을 생성한다. 생성된 통계치 세트는 세 번째 단계에서 Modified Bartlett-Lewis Rectangular Pulse (MBLRP) 모형의 6개의 매개변수를 보정하는데 사용되며, 마지막으로 MBLRP 매개변수 세트를 통해 가상 강우 시계열을 생성한다. 위 모형을 통해 미국 동부 지역 29개 강우 관측소에 대하여 200년 길이의 가상 강우를 생성하였으며, 그 결과 시 단위부터 연 단위까지 강우의 1차, 2차 통계치 및 무강우 확률을 성공적으로 재현하였다. 또한 기존 MBLRP 모형에 비하여 극한 강우 사상을 재현하는 능력이 향상되었다. 빈도분석 결과를 통하여 MBLRP 모형이 재현기간에 따라 10%에서부터 40%까지 극한 사상을 과소 추정한 반면, 본 모형에서는 20% 이내의 값을 나타내었다.

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The Comparison of Certified Emission Reductions Forecasting Model Using Price of Certified Emission Reductions and Related Search Keywords (탄소배출권 가격과 연관검색어를 활용한 탄소배출권 가격 예측 방법론 비교)

  • Kim, Hyeonho;Im, Giseong;Kim, Yujin;Lee, Minwoo;Han, Seungwoo
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2020.06a
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    • pp.44-45
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    • 2020
  • Korea has the fourth highest CO2 emission among OECD countries in 2018, As of 2019, total greenhouse gas emissions per capita increased by about 98.2% in comparison to 1990. Korea has promised a 37% reduction in greenhouse gas emissions in 2030 from the projected Paris Climate Change Accord. Currently, many countries use the emissions trading system(ETS) for international carbon management. In 2015, ETS has been implemented in Korea, and the importance of calculating CO2 emissions from construction machinery has increased. So, we require an accurate calculation of the environmental charges through the allocated CERs. Using the CER price and related search keywords, this paper derive about prediction models of CER price and compare and focus on more accurate prediction about CER price. By this method, the budget needed to establish the initial construction process plan can be calculated based on more accurate predicted CER price.

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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.