• The Journal of Asian Finance, Economics and Business
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• v.9 no.4
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• pp.83-92
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• 2022

Due to the uncertainty in the order of the integrated model, the SARIMA-LSTM model, SARIMA-SVR model, LSTM-SARIMA model, and SVR-SARIMA model are constructed respectively to determine the best-combined model for forecasting the China-Russia trade turnover. Meanwhile, the effect of the order of the combined models on the prediction results is analyzed. Using indicators such as MAPE and RMSE, we compare and evaluate the predictive effects of different models. The results show that the SARIMA-LSTM model combines the SARIMA model's short-term forecasting advantage with the LSTM model's long-term forecasting advantage, which has the highest forecast accuracy of all models and can accurately predict the trend of China-Russia trade turnover in the post-epidemic period. Furthermore, the SARIMA - LSTM model has a higher forecast accuracy than the LSTM-ARIMA model. Nevertheless, the SARIMA-SVR model's forecast accuracy is lower than the SVR-SARIMA model's. As a result, the combined models' order has no bearing on the predicting outcomes for the China-Russia trade turnover time series.

• Journal of Korea Spatial Information System Society
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• v.11 no.2
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• pp.177-181
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• 2009

Developing u-Public facilities for application u-City is to combine both the state-of-the art of the construction and ubiquitous computing and must be flexibly comprised of the facilities for the basic service of the building such as air conditioning, heating, lighting and electric equipments to materialize a new format of spatial planning and the public facilities inside or outside. Accordingly, in this paper we suggested the time pattern system for predicting the most basic power system loads for the basic service. To application the tim e pattern we applied SOM algorithm and k-means method and then clustered the data each weekday and each time respectively. The performance evaluation results of suggestion system showed that the forecasting system better the ARIMA model than the exponential smoothing method. It has been assumed that the plan for power supply depending on demand and system operation could be performed efficiently by means of using such power load forecasting.

• Water for future
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• v.15 no.3
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• pp.23-36
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• 1982

The stochastic variations and structures of time series data on water quality were examined by employing the techniques of autocorrelation function, variance spectrum, Fourier series, autoregressive model and ARIMA model. These time series included hourly and daily observation on DO, turbidity, conductivity pH and water temperature. The measurement was made by automatic recording instrument at Noryangjin and Dook-do located in the downstream part of Han River during 1975 and 1976. Hourly water quality time series varied with the dominant 24-hour periodicity, and the 12-hour periodicity was also observed. An important factor affecting 24-hour periodic variation of DO is believed to be photosynthesis by algae. These phenomena might be attributable to periodic discharges of municipal sewage. Noryangjin site showed the more distinct 12-hour periodicity than Dook-do site did, and tidal effect might be responsible for the difference. The water quality, as measured by DO and turbidity, was better in the afternoon compared with the quality in the morning. This change can be explained by the periodic variation of DO, temperature and the amount of municipal wewage discharge. It was also observed that the water temperature at Noryangjin was higher than the temperature at Dook-do. This difference might have been caused by the pollutants that were added to the section between two sites. The correlation coefficients between some of the variables were fairly high. For example, the coefficient was -0.88 between DO and water temperature, 0.75 between turbidity and river flow, and 0.957 between water temperature and air temperature. The lag time of heat transfer from the air to the water was estimated as 24 days. The first order auto-regressive model was appropriate for explaning standardized hourly DO time series. The ARIMA model of (1, 0, 0) type provided relatively satisfactory results for daily DO time series after the removal of significant harmonic value.

• Journal of KIISE:Information Networking
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• v.37 no.4
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• pp.284-293
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• 2010

For the successful deployment of Mobile Internet, fast handover technologies are essential. For the past few years several handover mechanisms are suggested, and Fast Handover for Proxy Mobile IPv6 (PFMIPv6) is one of the promising schemes for this purpose. In this paper, we propose a novel L2/L3 cross layer handover scheme based on ARIMA prediction model to apply PFMIPv6 to Mobile Internet environment effectively. Performance gains are evaluated in terms of probabilities of predictive-mode operation, handover latencies, packet loss probabilities, and signaling costs. Three mobilities models are used for our simulation: Manhattan Model, Open Area Model, and Freeway Model. Simulation results show that the proposed scheme can increase probabilities of predictive-mode operation and reduce handover latency, packet loss probabilities, and signaling cost.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.1
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• pp.87-94
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• 2017

Many industrial accidents have occurred continuously in the manufacturing industries, construction industries, and service industries of Korea. Fatal accidents have occurred most frequently in the construction industries of Korea. Especially, the trend analysis of the accident rate and fatal accident rate is very important in order to prevent industrial accidents in the construction industries systematically. This paper considers forecasting of the accident rate and fatal accident rate with static and dynamic time series analysis methods in the construction industries. Therefore, this paper describes the optimal accident rate and fatal accident rate by minimization of the sum of square errors (SSE) among regression analysis method (RAM), exponential smoothing method (ESM), double exponential smoothing method (DESM), auto-regressive integrated moving average (ARIMA) model, proposed analytic function model (PAFM), and kalman filtering model (KFM) with existing accident data in construction industries. In this paper, microsoft foundation class (MFC) soft of Visual Studio 2008 was used to predict the accident rate and fatal accident rate. Zero Accident Program developed in this paper is defined as the predicted accident rate and fatal accident rate, the zero accident target time, and the zero accident time based on the achievement probability calculated rationally and practically. The minimum value for minimizing SSE in the construction industries was found in 0.1666 and 1.4579 in the accident rate and fatal accident rate, respectively. Accordingly, RAM and ARIMA model are ideally applied in the accident rate and fatal accident rate, respectively. Finally, the trend analysis of this paper provides decisive information in order to prevent industrial accidents in construction industries very systematically.

• Journal of the Korean Data and Information Science Society
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• v.10 no.2
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• pp.485-500
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• 1999

The systematic forecast of interest rates with liberalization was on the rise to important problems in the money market. Liberalization and globalization of the money market produced a seriously change as a compatition among the money market. Profits of an organ of monetary circulation are, also, definitively influenced by a change of interest rates. Hence most of the organ of monetary circulation studied to a scientific and systematic analysis for deterministic factors which have an effect on interest rates and progress development of a forecasting model of interest rates. In this paper, we develope the forecasting system which has highly forecasting performance based on a number of time series models for interest rates and discuss practical use of this system.

• Journal of the Korean Society of Safety
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• v.25 no.6
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• pp.47-52
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• 2010

Many industrial accidents have occurred over the years in the manufacturing and construction industries in Korea. However, as the service industry has increased continuously, the share of the accident rate in the service industry was 39.07% in 2009, while the manufacturing industry share was 33.73%. The service industry share overtook the manufacturing industry share for the first time. Therefore, this research considers prevention of industrial accidents in the service industry as well as manufacturing and construction industries. This paper describes a procedure and a method to estimate efficient accident rate forecasting and estimated zero accident time in the service industry in order to prevent industrial accidents in the transportation, storage, and telecommunication divisions. This paper proposes a model using an analytical function for the sake of very efficient accident rate forecasting. Accordingly, this paper has develops a program for accident rate forecasting, zero accident time estimating, and calculation of achievement probability through MFC (Microsoft Foundation Class) software Visual Studio 2008 in the transportation, storage, and telecommunication divisions. In results of this paper, ARIMA (Auto Regressive Integrating Moving Average) is regarded as a very efficient forecasting model for the transportation, storage, and telecommunication division. In testing this model, value minimizing the Sum of Square Errors (SSE) was calculated as 0.2532. Finally the results of this paper are sure to help establish easy accident rate forecasting and strategy or method of zero accident time in the service industry for prevention of industrial accidents.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.13 no.3
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• pp.66-77
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• 2014

UTIS(Urban Traffic Information System) directly collects link travel time in urban area by using probe vehicles. Therefore it can estimate more accurate link travel speed compared to other traffic detection systems. However, UTIS includes some missing data caused by the lack of probe vehicles and RSEs on road network, system failures, and other factors. In this study, we suggest a new model, based on k-NN algorithm, for imputing missing data to provide more accurate travel time information. New imputation model is an adaptive k-NN which can flexibly adjust the number of nearest neighbors(NN) depending on the distribution of candidate objects. The evaluation result indicates that the new model successfully imputed missing speed data and significantly reduced the imputation error as compared with other models(ARIMA and etc). We have a plan to use the new imputation model improving traffic information service by applying UTIS Central Traffic Information Center.

• Journal of Korean Society for Quality Management
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• v.36 no.4
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• pp.93-101
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• 2008

The rare metals, used for semiconductors, PDP-LCS and other specialized metal areas necessarily, has been playing a key role for the Korean economic development. Rare metals are influenced by exogenous variables, such as production quantity, price and supplied areas. Nowadays the supply base of rare metals is threatened by the sudden increase in price. For the stable supply of rare metals, a rational demand outlook is needed. In this study, focusing on the domestic demand for chromium, the uncertainty and probability materializing from demand and price is analyzed, further, a demand forecast model, which takes into account various exogenous variables, is suggested, differing from the previously static model. Also, through the OOS(out-of-sampling) method, comparing to the preexistence ARIMA model, ARMAX model, multiple regression analysis model and ECM(Error Correction Mode) model, we will verify the superiority of suggested model in this study.

• Journal of applied mathematics & informatics
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• v.4 no.1
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• pp.135-135
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• 1997

Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.