• Title/Summary/Keyword: ARIMA Model

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A Study on the Travel Speed Estimation Using Bus Information (버스정보기반 통행속도 추정에 관한 연구)

  • Bin, Mi-Young;Moon, Ju-Back;Lim, Seung-Kook
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.12 no.4
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    • pp.1-10
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    • 2013
  • This study was conducted to investigate that bus information was used as an information of travel speed. To determine the travel speed on the road, bus information and the information collected from the point detector and the interval detection installed were compared. If bus information has the function of traffic information detector, can provide the travel speed information to road users. To this end, the model of recognizing the traffic patterns is necessary. This study used simple moving-average method, simple exponential smoothing method, Double moving average method, Double exponential smoothing method, ARIMA(Autoregressive integrated moving average model) as the existing methods rather than new approach methods. This study suggested the possibility to replace bus information system into other information collection system.

A Study on the Air Travel Demand Forecasting using ARIMA-Intervention Model (Event Intervention이 일본, 중국 항공수요에 미치는 영향에 관한 연구)

  • Kim, Seon Tae;Kim, Min Su;Park, Sang Beom;Lee, Joon Il
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.21 no.4
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    • pp.77-89
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    • 2013
  • The purpose of this study is to anticipate the air travel demands over the period of 164 months, from January 1997 to August 2010 using ARIMA-Intervention modeling on the selected sample data. The sample data is composed of the number of the passengers who in the domestic route for Jeju route. In the analysis work of this study, the past events which are assumed to have affected the demands for the air travel routes to Jeju in different periods were used as the intervention variables. The impacts of such variables were reflected in the presupposed demand. The intervention variables used in this study are, respectively, the World Cup event in 2002 (from May to June), 2003 SARS outbreak (from April to May), Tsunami in January 2005, and the influenza outbreak from October to December 2009. The result of the above mentioned analysis revealed that the negative intervention events, like a global outbreak of an epidemic did have negative impact on the air travel demands in a risk aversion by the users of the aviation services. However, in case of the negative intervention events in limited area, where there are possible substituting destinations for the tourists, the impact was positive in terms of the air travel demands for substituting destinations due to the rational expectation of the users as they searched for other options. Also in this study, it was discovered that there is not a binding correlation between a nation wide mega-event, such as the World Cup games in 2002, and the increased air travel demands over a short-term period.

Port Volume Anomaly Detection Using Confidence Interval Estimation Based on Time Series Analysis (시계열 분석 기반 신뢰구간 추정을 활용한 항만 물동량 이상감지 방안)

  • Ha, Jun-Su;Na, Joon-Ho;Cho, Kwang-Hee;Ha, Hun-Koo
    • Journal of Korea Port Economic Association
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    • v.37 no.1
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    • pp.179-196
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    • 2021
  • Port congestion rate at Busan Port has increased for three years. Port congestion causes container reconditioning, which increases the dockyard labor's work intensity and ship owner's waiting time. If congestion is prolonged, it can cause a drop in port service levels. Therefore, this study proposed an anomaly detection method using ARIMA(Autoregressive Integrated Moving Average) model with the daily volume data from 2013 to 2020. Most of the research that predicts port volume is mainly focusing on long-term forecasting. Furthermore, studies suggesting methods to utilize demand forecasting in terms of port operations are hard to find. Therefore, this study proposes a way to use daily demand forecasting for port anomaly detection to solve the congestion problem at Busan port.

Analysis of Research Trends in Cloud Security Using Topic Modeling and Time-Series Analysis: Focusing on NTIS Projects (토픽모델링과 시계열 분석을 활용한 클라우드 보안 분야 연구 동향 분석 : NTIS 과제를 중심으로)

  • Sun Young Yun;Nam Wook Cho
    • Convergence Security Journal
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    • v.24 no.2
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    • pp.31-38
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    • 2024
  • Recent expansion in cloud service usage has heightened the importance of cloud security. The purpose of this study is to analyze current research trends in the field of cloud security and to derive implications. To this end, R&D project data provided by the National Science and Technology Knowledge Information Service (NTIS) from 2010 to 2023 was utilized to analyze trends in cloud security research. Fifteen core topics in cloud security research were identified using LDA topic modeling and ARIMA time series analysis. Key areas identified in the research include AI-powered security technologies, privacy and data security, and solving security issues in IoT environments. This highlights the need for research to address security threats that may arise due to the proliferation of cloud technologies and the digital transformation of infrastructure. Based on the derived topics, the field of cloud security was divided into four categories to define a technology reference model, which was improved through expert interviews. This study is expected to guide the future direction of cloud security development and provide important guidelines for future research and investment in academia and industry.

A Study on Performance Analysis of Short Term Internet Traffic Forecasting Models (단기 측정 인터넷 트래픽 예측을 위한 모형 성능 비교 연구)

  • Ha, M.H.;Son, H.G.;Kim, S.
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.415-422
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    • 2012
  • In this paper, we first the compare the performance of Holt-Winters, FSARIMA, AR-GARCH and Seasonal AR-GARCH models with in the short term based data. The results of the compared data show that the Holt-Winters model outperformed other models in terms of forecasting accuracy.

EWMA Based Fusion for Time Series Forecasting (시계열 예측을 위한 EWMA 퓨전)

  • Shin, Hyung Won;Sohn, So Young
    • Journal of Korean Institute of Industrial Engineers
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    • v.28 no.2
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    • pp.171-177
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    • 2002
  • In this paper, we propose a new data fusion method to improve the performance of individual prediction models for time series data. Individual models used are ARIMA and neural network and their results are combined based on the weight reflecting the inverse of EWMA of squared prediction error of each individual model. Monte Carlo simulation is used to identify the situation where the proposed approach can take a vintage point over typical fusion methods which utilize MSE for weight. Study results indicate the following: EWMA performs better than MSE fusion when the data size is large with a relatively big amplitude, which is often observed in intra-cranial pressure data. Additionally, EWMA turns out to be a best choice among MSE fusion and the two individual prediction models when the data size is large with relatively small random noises, often appearing in tax revenue data.

A Day-Ahead System Marginal Price Forecasting Using ARIMA Model (자기회귀누적이동평균 모형을 이용한 전일 계통한계가격 예측)

  • Kim, Dae-Yong;Lee, Chan-Joo;Lee, Myung-Hwan;Park, Jong-Bae;Shin, Joong-Rin
    • Proceedings of the KIEE Conference
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    • 2005.07a
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    • pp.819-821
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    • 2005
  • Since the System Marginal Price (SMP) is a vital factor to the market entities who intend to maximize the their profit, the short-term marginal price forecasting should be performed correctly. In a electricity market, the short-term trading between the market entities can be generally affected a short-term market price. Therefore, the exact forecasting of SMP can influence on the profit of market participants. This paper presents a methodology of day-ahead SMP foretasting using Autoregressive Integrated Moving Average (ARIMA). To show the efficiency and effectiveness of the proposed method, the numerical studies have been performed using historical data of SMP in 2004.

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Development of Web-based Automatic Demand Forecasting Module

  • Kang, Soo-Kil;Kang, Min-Gu;Park, Sun-Won
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.2490-2495
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    • 2005
  • The scheduling of plant should be determined based on the product demands correctly forecasted by reasonable methods. However, because most existing forecasting packages need user's knowledge about forecasting, it has been hard for plant engineers without forecasting knowledge to apply forecasted demands to scheduling. Therefore, a forecasting module has been developed for plant engineers without forecasting knowledge. In this study, for the development of the forecasting module, an automatic method using the ARIMA model that is framed from the modified Box-Jenkins process is proposed. And a new method for safety inventory determination is proposed to reduce the penalty cost by forecasting errors. Finally, using the two proposed methods, the web-based automatic module has been developed.

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Predictive analysis of the Number of Cataract Surgeries (백내장 수술건수 추이예측 분석)

  • Jeong, Ji-Yun;Jeong, Jae-Yeon;Lee, Hae-Jong
    • Korea Journal of Hospital Management
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    • v.25 no.2
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    • pp.69-75
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    • 2020
  • Purposes: This study aims to investigate the number of cataract surgeries and predict future trends using 13-year data. Methodology: Trends investigation and comparison of prediction methods was conducted to determine better prediction model using Major Surgery Statistics from Korean Statistical Information Service in 2006-2018. ARIMA(Auto Regressive Integrated Moving Average) was selected and prediction was conducted using R program. Findings: As a results, the number of surgeries will continue to increase. The trends was predicted to increase during January-April, and it declined over time and was the lowest in August. Pratical Implications: Therefore, it is necessary that management will be needed by continuously investigating and predicting the demand and trend for surgery to prepare an alternative to the increase.

Data Flow Prediction Scheme using ARIMA Model (ARIMA 모델을 이용한 데이터 흐름 예측 기법)

  • Kim, Dong-Hyun;Kim, Min-Woo;Lee, Byung-Jun;Kim, Kyung-Tae;Youn, Hee-Yong
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2018.07a
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    • pp.141-142
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    • 2018
  • 기존 데이터의 패턴 예측에는 통계를 기반으로 한 수학적 모델이 주로 사용되었으나 새로운 데이터에 대한 피드백이 부족하기 때문에 장기간의 데이터 예측에 한계가 있다. 또한 데이터의 특성이 다양하고 복잡한 경우에는 수학적 모델의 결합 및 계산과정이 어려워진다. 따라서 본 논문에서는 데이터의 학습 및 예측에 기존 정적 모델이 아닌 기계학습 중 시계열 데이터 분석 (Time Series Analysis) 을 기반으로 연구를 진행하였다. 기계학습은 복잡한 특성을 가진 데이터를 학습하여 미래의 데이터 값을 예측하거나 분류하는데 있어서 정확도 및 처리시간 측면에서의 성능을 향상시킬 수 있다.

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