• Title/Summary/Keyword: ARIMA 예측

Search Result 296, Processing Time 0.038 seconds

KTX Passenger Demand Forecast with Intervention ARIMA Model (개입 ARIMA 모형을 이용한 KTX 수요예측)

  • Kim, Kwan-Hyung;Kim, Han-Soo
    • Journal of the Korean Society for Railway
    • /
    • v.14 no.5
    • /
    • pp.470-476
    • /
    • 2011
  • This study proposed the intervention ARIMA model as a way to forecast the KTX passenger demand. The second phase of the Gyeongbu high-speed rail project and the financial crisis in 2008 were analyzed in order to determine the effect of time series on the opening of a new line and economic impact. As a result, the financial crisis showed that there is no statistically significant impact, but the second phase of the Gyeongbu high-speed rail project showed that the weekday trips increased about 17,000 trips/day and the weekend trips increased about 26,000 trips/day. This study is meaningful in that the intervention explained the phenomena affecting the time series of KTX trip and analyzed the impact on intervention of time series quantitatively. The developed model can be used to forecast the outline of the overall KTX demand and to validate the KTX O/D forecasting demand.

Study on Forecasting Hotel Banquet Revenue by Utilizing ARIMA Model (ARIMA 모형을 이용한 호텔 연회의 매출액 예측에 관한 연구)

  • Cho, Sung-Ho;Chang, Se-Jun
    • Culinary science and hospitality research
    • /
    • v.15 no.2
    • /
    • pp.231-242
    • /
    • 2009
  • One of the most crucial information at the hotel banquet is revenue data. Revenue forecast enables cost reduction, increases staffing efficiency, and provides information that helps maximizing competitive advantages in unforeseen environment. This research forecasts the hotel banquet revenue by utilizing ARIMA Model which was assessed as the appropriate forecast model for international researches. The data used for this research was based on the monthly banquet revenue data of G hotel at Seoul. The analysis results showed that SARIMA(2, 1, 3)(0, 1, 1) was finally presumed. This research implied that the ARIMA model, which was assessed as the appropriate forecast model, was applied for analyzing the monthly hotel banquet revenue data. Additionally, the research provides beneficial information with which hotel banquet professionals can utilize as a reference.

  • PDF

Prediction of Covid-19 confirmed number of cases using ARIMA model (ARIMA모형을 이용한 코로나19 확진자수 예측)

  • Kim, Jae-Ho;Kim, Jang-Young
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.25 no.12
    • /
    • pp.1756-1761
    • /
    • 2021
  • Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.

Time Series Model을 이용한 주요항만 해상교통량 예측

  • Yu, Sang-Rok;Jeong, Jung-Sik;Kim, Cheol-Seung;Jeong, Jae-Yong
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
    • /
    • 2013.10a
    • /
    • pp.133-135
    • /
    • 2013
  • 장래의 해상교통량에 대한 정확한 예측은 항로설계 및 해상교통의 안전성 평가 측면에서 중요한 요소이다. 본 연구는 신뢰성 있는 해상교통량을 추정하기 위해 시계열 모델의 지수평활법과 ARIMA 모형을 이용하여 모형의 식별 및 진단 방안을 제시하였다. 제시된 방법의 효과를 검증하기 위하여 주요항만인 부산항, 광양항, 인천항, 평택항의 해상교통량을 예측하였다. 그 결과로 부산항은 ARIMA 모형, 광양항은 Winters 승법 모형, 인천항은 단순계절 모형, 평택항은 ARIMA 모형이 더 적합한 모형으로 알 수 있었으며, 각 항만별 계절에 따라 월별 교통량의 차이를 보이는 것으로 분석되었다. 본 연구 결과는 향후 항로 및 항만설계 또는 해상교통 안전성 평가에 보다 신뢰성 있는 추정치를 제공할 수 있을 것으로 보인다.

  • PDF

Forecasting Korean housing price index: application of the independent component analysis (부동산 매매지수와 전세지수 예측: 독립성분분석을 활용한 분석)

  • Pak, Ro Jin
    • The Korean Journal of Applied Statistics
    • /
    • v.30 no.2
    • /
    • pp.271-280
    • /
    • 2017
  • Real-estate values and related economics are often the first read newspaper category. We are concerned about the opinions of experts on the forecast for real estate prices. The Box-Jenkins ARIMA model is a commonly used statistical method to predict housing prices. In this article, we tried to predict housing prices by combining independent component analysis (ICA) in multivariate data analysis and the Box-Jenkins ARIMA model. The two independent components for both the selling price index and the long-term rental price index were extracted and used to predict the future values of both indices. In conclusion, it has been shown that the actual indices and the forecast indices using ICA are more comparable to the forecasts of the ARIMA model alone.

A Study on Forecasting Industrial Land Considering Leading Economic Variable Using ARIMA-X (선행경제변수를 고려한 산업용지 수요예측 방법 연구)

  • Byun, Tae-Geun;Jang, Cheol-Soon;Kim, Seok-Yun;Choi, Sung-Hwan;Lee, Sang-Ho
    • The Journal of the Korea Contents Association
    • /
    • v.22 no.1
    • /
    • pp.214-223
    • /
    • 2022
  • The purpose of this study is to present a new industrial land demand prediction method that can consider external economic factors. The analysis model used ARIMA-X, which can consider exogenous variables. Exogenous variables are composed of macroeconomic variable, Business Survey Index, and Composite Economic Index variables to reflect the economic and industrial structure. And, among the exogenous variables, only variables that precede the supply of industrial land are used for prediction. Variables with precedence in the supply of industrial land were found to be import, private and government consumption expenditure, total capital formation, economic sentiment index, producer's shipment index, machinery for domestic demand and composite leading index. As a result of estimating the ARIMA-X model using these variables, the ARIMA-X(1,1,0) model including only the import was found to be statistically significant. The industrial land demand forecast predicted the industrial land from 2021 to 2030 by reflecting the scenario of change in import. As a result, the future demand for industrial land was predicted to increase by 1.91% annually to 1,030.79 km2. As a result of comparing these results with the existing exponential smoothing method, the results of this study were found to be more suitable than the existing models. It is expected to b available as a new industrial land forecasting model.

Long Term Runoff Simulation Using Hydrologic Time Series Forecasting (수문시계열 예측을 이용한 장기유출 모의)

  • Yoon, Sun-Kwon;Oh, Tae-Suk;Moon, Young-Il;Moon, Jang-Won
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2009.05a
    • /
    • pp.1012-1016
    • /
    • 2009
  • 수자원 시스템 거동예측은 수문학적 지속성여부에 대한 판단이 선행 되어야 하며 가용한 시계열자료에 대한 추계학적 분석을 통하여 실시하여야 한다. 본 연구에서는 계절형 ARIMA모형을 통한 안동댐 유역의 강우량, 증발산량 및 유출량 시계열자료를 예측함에 있어 전형적인 Box-jenkins의 방법을 따랐고 모형의 식별, 추정, 검진의 3단계를 거쳐 모형화 하였다. 최적 수문시계열 예측 모형을 통하여 안동댐 유역의 강우량, 증발산량 및 유출량 시계열자료로 월별 수문시스템 거동을 예측하였으며, 예측된 결과를 토대로 TANK모형과 ARIMA+TANK결합모형에 의한 장기유출모의를 실시하였다. 분석결과 관측자료의 특성을 비교적 잘 반영 하였으며, 댐 유입량 예측을 위한 추계학적 결합모형의 적용가능성을 검토하였다. 이는 유출량자료의 보유년한이 짧은 대상유역에 월강우량과 증발산량자료 등의 수문시계열 인자 예측을 통한 유출을 모의함으로서 수자원의 중 장기 전략수립에 도움을 줄 것으로 사료된다.

  • PDF

Forecasting of Rental Demand for Public Bicycles Using a Deep Learning Model (딥러닝 모형을 활용한 공공자전거 대여량 예측에 관한 연구)

  • Cho, Keun-min;Lee, Sang-Soo;Nam, Doohee
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.19 no.3
    • /
    • pp.28-37
    • /
    • 2020
  • This study developed a deep learning model that predicts rental demand for public bicycles. For this, public bicycle rental data, weather data, and subway usage data were collected. After building an exponential smoothing model, ARIMA model and LSTM-based deep learning model, forecasting errors were compared and evaluated using MSE and MAE evaluation indicators. Based on the analysis results, MSE 348.74 and MAE 14.15 were calculated using the exponential smoothing model. The ARIMA model produced MSE 170.10 and MAE 9.30 values. In addition, MSE 120.22 and MAE 6.76 values were calculated using the deep learning model. Compared to the value of the exponential smoothing model, the MSE of the ARIMA model decreased by 51% and the MAE by 34%. In addition, the MSE of the deep learning model decreased by 66% and the MAE by 52%, which was found to have the least error in the deep learning model. These results show that the prediction error in public bicycle rental demand forecasting can be greatly reduced by applying the deep learning model.

Predicting ozone warning days based on an optimal time series model (최적 시계열 모형에 기초한 오존주의보 날짜 예측)

  • Park, Cheol-Yong;Kim, Hyun-Il
    • Journal of the Korean Data and Information Science Society
    • /
    • v.20 no.2
    • /
    • pp.293-299
    • /
    • 2009
  • In this article, we consider linear models such as regression, ARIMA (autoregressive integrated moving average), and regression+ARIMA (regression with ARIMA errors) for predicting hourly ozone concentration level in two areas of Daegu. Based on RASE(root average squared error), it is shown that the ARIMA is the best model in one area and that the regression+ARIMA model is the best in the other area. We further analyze the residuals from the optimal models, so that we might predict the ozone warning days where at least one of the hourly ozone concentration levels is over 120 ppb. Based on the training data in the years from 2000 to 2003, it is found that 35 ppb is a good cutoff value of residulas for predicting the ozone warning days. In on area of Daegu, our method predicts correctly one of two ozone warning days of 2004 as well as all of the remaining 364 non-warning days. In the other area, our methods predicts correctly all of one ozone warning days and 365 non-warning days of 2004.

  • PDF

Time Series Analysis of Patent Keywords for Forecasting Emerging Technology (특허 키워드 시계열 분석을 통한 부상 기술 예측)

  • Kim, Jong-Chan;Lee, Joon-Hyuck;Kim, Gab-Jo;Park, Sang-Sung;Jang, Dong-Sick
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.3 no.9
    • /
    • pp.355-360
    • /
    • 2014
  • Forecasting of emerging technology plays important roles in business strategy and R&D investment. There are various ways for technology forecasting including patent analysis. Qualitative analysis methods through experts' evaluations and opinions have been mainly used for technology forecasting using patents. However qualitative methods do not assure objectivity of analysis results and requires high cost and long time. To make up for the weaknesses, we are able to analyze patent data quantitatively and statistically by using text mining technique. In this paper, we suggest a new method of technology forecasting using text mining and ARIMA analysis.