• Title/Summary/Keyword: ARIMA Model

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Demand Prediction of Furniture Component Order Using Deep Learning Techniques (딥러닝 기법을 활용한 가구 부자재 주문 수요예측)

  • Kim, Jae-Sung;Yang, Yeo-Jin;Oh, Min-Ji;Lee, Sung-Woong;Kwon, Sun-dong;Cho, Wan-Sup
    • The Journal of Bigdata
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    • v.5 no.2
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    • pp.111-120
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    • 2020
  • Despite the recent economic contraction caused by the Corona 19 incident, interest in the residential environment is growing as more people live at home due to the increase in telecommuting, thereby increasing demand for remodeling. In addition, the government's real estate policy is also expected to have a visible impact on the sales of the interior and furniture industries as it shifts from regulatory policy to the expansion of housing supply. Accurate demand forecasting is a problem directly related to inventory management, and a good demand forecast can reduce logistics and inventory costs due to overproduction by eliminating the need to have unnecessary inventory. However, it is a difficult problem to predict accurate demand because external factors such as constantly changing economic trends, market trends, and social issues must be taken into account. In this study, LSTM model and 1D-CNN model were compared and analyzed by artificial intelligence-based time series analysis method to produce reliable results for manufacturers producing furniture components.

Inverter-Based Solar Power Prediction Algorithm Using Artificial Neural Network Regression Model (인공 신경망 회귀 모델을 활용한 인버터 기반 태양광 발전량 예측 알고리즘)

  • Gun-Ha Park;Su-Chang Lim;Jong-Chan Kim
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.2
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    • pp.383-388
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    • 2024
  • This paper is a study to derive the predicted value of power generation based on the photovoltaic power generation data measured in Jeollanam-do, South Korea. Multivariate variables such as direct current, alternating current, and environmental data were measured in the inverter to measure the amount of power generation, and pre-processing was performed to ensure the stability and reliability of the measured values. Correlation analysis used only data with high correlation with power generation in time series data for prediction using partial autocorrelation function (PACF). Deep learning models were used to measure the amount of power generation to predict the amount of photovoltaic power generation, and the results of correlation analysis of each multivariate variable were used to increase the prediction accuracy. Learning using refined data was more stable than when existing data were used as it was, and the solar power generation prediction algorithm was improved by using only highly correlated variables among multivariate variables by reflecting the correlation analysis results.

Outliers and Level Shift Detection of the Mean-sea Level, Extreme Highest and Lowest Tide Level Data (평균 해수면 및 최극조위 자료의 이상자료 및 기준고도 변화(Level Shift) 진단)

  • Lee, Gi-Seop;Cho, Hong-Yeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.5
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    • pp.322-330
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    • 2020
  • Modeling for outliers in time series was carried out using the MSL and extreme high, low tide levels (EHL, HLL) data set in the Busan and Mokpo stations. The time-series model is seasonal ARIMA model including the components of the AO (additive outliers) and LS (level shift). The optimal model was selected based on the AIC value and the model parameters were estimated using the 'tso' function (in 'tsoutliers' package of R). The main results by the model application, i.e.. outliers and level shift detections, are as follows. (1) The two AO are detected in the Busan monthly EHL data and the AO magnitudes were estimated to 65.5 cm (by typhoon MAEMI) and 29.5 cm (by typhoon SANBA), respectively. (2) The one level shift in 1983 is detected in Mokpo monthly MSL data, and the LS magnitude was estimated to 21.2 cm by the Youngsan River tidal estuary barrier construction. On the other hand, the RMS errors are computed about 1.95 cm (MSL), 5.11 cm (EHL), and 6.50 cm (ELL) in Busan station, and about 2.10 cm (MSL), 11.80 cm (EHL), and 9.14 cm (ELL) in Mokpo station, respectively.

Characteristics and Prediction of Total Ozone and UV-B Irradiance in East Asia Including the Korean Peninsula (한반도를 포함한 동아시아 영역에서 오존전량과 유해자외선의 특성과 예측)

  • Moon, Yun-Seob;Seok, Min-Woo;Kim, Yoo-Keun
    • Journal of Environmental Science International
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    • v.15 no.8
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    • pp.701-718
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    • 2006
  • The average ratio of the daily UV-B to total solar (75) irradiance at Busan (35.23$^{\circ}$N, 129.07$^{\circ}$E) in Korea is found as 0.11%. There is also a high exponential relationship between hourly UV-B and total solar irradiance: UV-B=exp (a$\times$(75-b))(R$^2$=0.93). The daily variation of total ozone is compared with the UV-B irradiance at Pohang (36.03$^{\circ}$N, 129.40$^{\circ}$E) in Korea using the Total Ozone Mapping Spectrometer (TOMS) data during the period of May to July in 2005. The total ozone (TO) has been maintained to a decreasing trend since 1979, which leading to a negative correlation with the ground-level UV-B irradiance doting the given period of cloudless day: UV-B=239.23-0.056 TO (R$^2$=0.52). The statistical predictions of daily total ozone are analyzed by using the data of the Brewer spectrophotometer and TOMS in East Asia including the Korean peninsula. The long-term monthly averages of total ozone using the multiplicative seasonal AutoRegressive Integrated Moving Average (ARIMA) model are used to predict the hourly mean UV-B irradiance by interpolating the daily mean total ozone far the predicting period. We also can predict the next day's total ozone by using regression models based on the present day's total ozone by TOMS and the next day's predicted maximum air temperature by the Meteorological Mesoscale Model 5 (MM5). These predicted and observed total ozone amounts are used to input data of the parameterization model (PM) of hourly UV-B irradiance. The PM of UV-B irradiance is based on the main parameters such as cloudiness, solar zenith angle, total ozone, opacity of aerosols, altitude, and surface albedo. The input data for the model requires daily total ozone, hourly amount and type of cloud, visibility and air pressure. To simplify cloud effects in the model, the constant cloud transmittance are used. For example, the correlation coefficient of the PM using these cloud transmissivities is shown high in more than 0.91 for cloudy days in Busan, and the relative mean bias error (RMBE) and the relative root mean square error (RRMSE) are less than 21% and 27%, respectively. In this study, the daily variations of calculated and predicted UV-B irradiance are presented in high correlation coefficients of more than 0.86 at each monitoring site of the Korean peninsula as well as East Asia. The RMBE is within 10% of the mean measured hourly irradiance, and the RRMSE is within 15% for hourly irradiance, respectively. Although errors are present in cloud amounts and total ozone, the results are still acceptable.

Prediction of KRW/USD exchange rate during the Covid-19 pandemic using SARIMA and ARDL models (SARIMA와 ARDL모형을 활용한 COVID-19 구간별 원/달러 환율 예측)

  • Oh, In-Jeong;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.28 no.4
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    • pp.191-209
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    • 2022
  • This paper is a review of studies that focus on the prediction of a won/dollar exchange rate before and after the covid 19 pandemic. The Korea economy has an unprecedent situation starting from 2021 up till 2022 where the won/dollar exchange rate has exceeded 1,400 KRW, a first time since the global financial crisis in 2008. The US Federal Reserve has raised the interest rate up to 2.5% (2022.7) called a 'Big Step' and the Korea central bank has also raised the interested rate up to 2.5% (2022.8) accordingly. In the unpredictable economic situation, the prediction of the won/dollar exchange rate has become more important than ever. The authors separated the period from 2015.Jan to 2022.Aug into three periods and built a best fitted ARIMA/ARDL prediction model using the period 1. Finally using the best the fitted prediction model, we predicted the won/dollar exchange rate for each period. The conclusions of the study were that during Period 3, when the usual relationship between exchange rates and economic factors appears, the ARDL model reflecting the variable relationship is a better predictive model, and in Period 2 of the transitional period, which deviates from the typical pattern of exchange rate and economic factors, the SARIMA model, which reflects only historical exchange rate trends, was validated as a model with a better predictive performance.

Application of spatiotemporal transformer model to improve prediction performance of particulate matter concentration (미세먼지 예측 성능 개선을 위한 시공간 트랜스포머 모델의 적용)

  • Kim, Youngkwang;Kim, Bokju;Ahn, SungMahn
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.329-352
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    • 2022
  • It is reported that particulate matter(PM) penetrates the lungs and blood vessels and causes various heart diseases and respiratory diseases such as lung cancer. The subway is a means of transportation used by an average of 10 million people a day, and although it is important to create a clean and comfortable environment, the level of particulate matter pollution is shown to be high. It is because the subways run through an underground tunnel and the particulate matter trapped in the tunnel moves to the underground station due to the train wind. The Ministry of Environment and the Seoul Metropolitan Government are making various efforts to reduce PM concentration by establishing measures to improve air quality at underground stations. The smart air quality management system is a system that manages air quality in advance by collecting air quality data, analyzing and predicting the PM concentration. The prediction model of the PM concentration is an important component of this system. Various studies on time series data prediction are being conducted, but in relation to the PM prediction in subway stations, it is limited to statistical or recurrent neural network-based deep learning model researches. Therefore, in this study, we propose four transformer-based models including spatiotemporal transformers. As a result of performing PM concentration prediction experiments in the waiting rooms of subway stations in Seoul, it was confirmed that the performance of the transformer-based models was superior to that of the existing ARIMA, LSTM, and Seq2Seq models. Among the transformer-based models, the performance of the spatiotemporal transformers was the best. The smart air quality management system operated through data-based prediction becomes more effective and energy efficient as the accuracy of PM prediction improves. The results of this study are expected to contribute to the efficient operation of the smart air quality management system.

An introduction of new time series forecasting model for oil cargo volume (유류화물 항만물동량 예측모형 개발 연구)

  • Kim, Jung-Eun;Oh, Jin-Ho;Woo, Su-Han
    • Journal of Korea Port Economic Association
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    • v.34 no.1
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    • pp.81-98
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    • 2018
  • Port logistics is essential for Korea's economy which heavily rely on international trade. Vast amounts of capital and time are consumed for the operation and development of ports to improve their competitiveness. Therefore, it is important to forecast cargo volume in order to establish the optimum level of construction and development plan. Itemized forecasting is necessary for appropriate port planning, since disaggregate approach is able to provides more realistic solution than aggregate forecasting. We introduce a new time series model which is Two-way Seasonality Multiplied Regressive Model (TSMR) to forecast oil cargo volume, which accounts for a large portion of total cargo volume in Korea. The TSMR model is designed to take into account the characteristics of oil cargo volume which exhibits trends with short and long-term seasonality. To verify the TSMR model, existing forecasting models are also used for a comparison reason. The results shows that the TSMR excels the existing models in terms of forecasting accuracy whereas the TSMR displays weakness in short-term forecasting. In addition, it was shown that the TSMR can be applied to other cargoes that have trends with short- and long-term seasonality through testing applicability of the TSMR.

Prediction Model of User Physical Activity using Data Characteristics-based Long Short-term Memory Recurrent Neural Networks

  • Kim, Joo-Chang;Chung, Kyungyong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.4
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    • pp.2060-2077
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    • 2019
  • Recently, mobile healthcare services have attracted significant attention because of the emerging development and supply of diverse wearable devices. Smartwatches and health bands are the most common type of mobile-based wearable devices and their market size is increasing considerably. However, simple value comparisons based on accumulated data have revealed certain problems, such as the standardized nature of health management and the lack of personalized health management service models. The convergence of information technology (IT) and biotechnology (BT) has shifted the medical paradigm from continuous health management and disease prevention to the development of a system that can be used to provide ground-based medical services regardless of the user's location. Moreover, the IT-BT convergence has necessitated the development of lifestyle improvement models and services that utilize big data analysis and machine learning to provide mobile healthcare-based personal health management and disease prevention information. Users' health data, which are specific as they change over time, are collected by different means according to the users' lifestyle and surrounding circumstances. In this paper, we propose a prediction model of user physical activity that uses data characteristics-based long short-term memory (DC-LSTM) recurrent neural networks (RNNs). To provide personalized services, the characteristics and surrounding circumstances of data collectable from mobile host devices were considered in the selection of variables for the model. The data characteristics considered were ease of collection, which represents whether or not variables are collectable, and frequency of occurrence, which represents whether or not changes made to input values constitute significant variables in terms of activity. The variables selected for providing personalized services were activity, weather, temperature, mean daily temperature, humidity, UV, fine dust, asthma and lung disease probability index, skin disease probability index, cadence, travel distance, mean heart rate, and sleep hours. The selected variables were classified according to the data characteristics. To predict activity, an LSTM RNN was built that uses the classified variables as input data and learns the dynamic characteristics of time series data. LSTM RNNs resolve the vanishing gradient problem that occurs in existing RNNs. They are classified into three different types according to data characteristics and constructed through connections among the LSTMs. The constructed neural network learns training data and predicts user activity. To evaluate the proposed model, the root mean square error (RMSE) was used in the performance evaluation of the user physical activity prediction method for which an autoregressive integrated moving average (ARIMA) model, a convolutional neural network (CNN), and an RNN were used. The results show that the proposed DC-LSTM RNN method yields an excellent mean RMSE value of 0.616. The proposed method is used for predicting significant activity considering the surrounding circumstances and user status utilizing the existing standardized activity prediction services. It can also be used to predict user physical activity and provide personalized healthcare based on the data collectable from mobile host devices.

A Study on Link Travel Time Prediction by Short Term Simulation Based on CA (CA모형을 이용한 단기 구간통행시간 예측에 관한 연구)

  • 이승재;장현호
    • Journal of Korean Society of Transportation
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    • v.21 no.1
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    • pp.91-102
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    • 2003
  • There are two goals in this paper. The one is development of existing CA(Cellular Automata) model to explain more realistic deceleration process to stop. The other is the application of the updated CA model to forecasting simulation to predict short term link travel time that takes a key rule in finding the shortest path of route guidance system of ITS. Car following theory of CA models don't makes not response to leading vehicle's velocity but gap or distance between leading vehicles and following vehicles. So a following vehicle running at free flow speed must meet steeply sudden deceleration to avoid back collision within unrealistic braking distance. To tackle above unrealistic deceleration rule, “Slow-to-stop” rule is integrated into NaSch model. For application to interrupted traffic flow, this paper applies “Slow-to-stop” rule to both normal traffic light and random traffic light. And vehicle packet method is used to simulate a large-scale network on the desktop. Generally, time series data analysis methods such as neural network, ARIMA, and Kalman filtering are used for short term link travel time prediction that is crucial to find an optimal dynamic shortest path. But those methods have time-lag problems and are hard to capture traffic flow mechanism such as spill over and spill back etc. To address above problems. the CA model built in this study is used for forecasting simulation to predict short term link travel time in Kangnam district network And it's turned out that short term prediction simulation method generates novel results, taking a crack of time lag problems and considering interrupted traffic flow mechanism.

Time series and deep learning prediction study Using container Throughput at Busan Port (부산항 컨테이너 물동량을 이용한 시계열 및 딥러닝 예측연구)

  • Seung-Pil Lee;Hwan-Seong Kim
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2022.06a
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    • pp.391-393
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    • 2022
  • In recent years, technologies forecasting demand based on deep learning and big data have accelerated the smartification of the field of e-commerce, logistics and distribution areas. In particular, ports, which are the center of global transportation networks and modern intelligent logistics, are rapidly responding to changes in the global economy and port environment caused by the 4th industrial revolution. Port traffic forecasting will have an important impact in various fields such as new port construction, port expansion, and terminal operation. Therefore, the purpose of this study is to compare the time series analysis and deep learning analysis, which are often used for port traffic prediction, and to derive a prediction model suitable for the future container prediction of Busan Port. In addition, external variables related to trade volume changes were selected as correlations and applied to the multivariate deep learning prediction model. As a result, it was found that the LSTM error was low in the single-variable prediction model using only Busan Port container freight volume, and the LSTM error was also low in the multivariate prediction model using external variables.

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