• The Korean Journal of Applied Statistics
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• v.25 no.2
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• pp.251-259
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• 2012

This paper applies forecasting models such as ARIMA, Holt-Winters and AR-GARCH models to analyze daily tourism data in Korea. To evaluate the performance of the models, we need single and double seasonal models that compare the RMSE and SE for a better accuracy of the forecasting models based on Armstrong (2001).

• Journal of Applied Reliability
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• v.3 no.1
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• pp.13-40
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• 2003

The seasonal adjustment is an essential process in analyzing the time series of economy and business. One of the powerful adjustment methods is X11-ARIMA Model which is popularly used in Korea. This method was delivered from Canada. However, this model has been developed to be appropriate for Canadian and American environment. Therefore, we need to review whether the X11-ARIMA Model could be used properly in Korea. In this study, we have applied the method to the annual sales of refrigerator sales in A electronic company. We appreciated the adjustment by result analyzing the time series components such as seasonal component, trend-cycle component, and irregular component, with the proposed method. Additionally, in order to improve the result of seasonal adjusted time series, we suggest the demand forecasting method base on autocorrelation and seasonality with the X11-ARIMA PROC.

• Language and Information
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• v.7 no.2
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• pp.103-115
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• 2003

In recent years, many organizations have been constructing their own large corpora to achieve corpus representativeness. However, there is no reliable guideline as to how large corpus resources should be compiled, especially for Korean corpora. In this study, we have contrived a new statistical model, ARIMA (Autoregressive Integrated Moving Average), for predicting the relationship between linguistic items (the number of types) and corpus size (the number of tokens), overcoming the major flaws of several previous researches on this issue. Finally, we shall illustrate that the ARIMA model presented is valid, accurate and very reliable. We are confident that this study can contribute to solving some inherent problems of corpus linguistics, such as corpus predictability, corpus representativeness and linguistic comprehensiveness.

• Journal of KIISE:Information Networking
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• v.34 no.3
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• pp.156-167
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• 2007

In this paper, we develop the model based prediction algorithm for Variable-Bit-Rate(VBR) video traffic with regular Group of Picture(GOP) pattern. We use multiplicative ARIMA process called GOP ARIMA (ARIMA for Group Of Pictures) as a base stochastic model. Kalman Filter based prediction algorithm consists of two process: GOP ARIMA modeling and prediction. In performance study, we produce three video traces (news, drama, sports) and we compare the accuracy of three different prediction schemes: Kalman Filter based prediction, linear prediction, and double exponential smoothing. The proposed prediction algorithm yields superior prediction accuracy than the other two. We also show that confidence interval analysis can effectively detect scene changes of the sample video sequence. The Kalman filter based prediction algorithm proposed in this work makes significant contributions to various aspects of network traffic engineering and resource allocation.

• Journal of Korea Port Economic Association
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• v.29 no.1
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• pp.67-76
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• 2013

It has been more than four years since the outbreak of global financial crisis. However, the world economy continues to be challenged with new crisis such as the European debt crisis and the fiscal cliff issue of the U.S. The global economic environment remains fragile and prone to further disappointment, although the balance of risks is now less skewed to the downside than it has been in recent years. It's no wonder that maritime business will be bearish since the global business affects the maritime business directly as well as indirectly. This paper, hence, aims to predict the Baltic Dry Index representing the shipping business using the ARIMA-type models and Hodrick-Prescott filtering technique. The monthly data cover the period January 2000 through January 2013. The out-of-sample forecasting performance is measured by three summary statistics: root mean squared percent error, mean absolute percent error and mean percent error. These forecasting performances are also compared with those of the random walk model. This study shows that the ARIMA models including Intervention-ARIMA have lower rmse than random walk model. This means that it's appropriate to forecast BDI using the ARIMA models. This paper predicts that the shipping market will be more bearish in 2013 than the year 2012. These pessimistic ex-ante forecasts are supported by the Hodrick-Prescott filtering technique.

• Proceedings of the Korea Water Resources Association Conference
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• 1989.07a
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• pp.31-44
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• 1989

• Journal of Korea Water Resources Association
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• v.42 no.10
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• pp.809-824
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• 2009

Hydrological system forecasting, which is the short term runoff historical data during the limited period in dam site, is a conditional precedent of hydrological persistence by stochastic analysis. We have forecasted the monthly hydrological system from Andong dam basin data that is the rainfall, evaporation, and runoff, using the seasonal ARIMA (autoregressive integrated moving average) model. Also we have conducted long term runoff simulations through the forecasted results of TANK model and ARIMA+TANK model. The results of analysis have been concurred to the observation data, and it has been considered for application to possibility on the stochastic model for dam inflow forecasting. Thus, the method presented in this study suggests a help to water resource mid- and long-term strategy establishment to application for runoff simulations through the forecasting variables of hydrological time series on the relatively short holding runoff data in an object basins.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.29 no.2
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• pp.143-149
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• 1996

Forecasts of the monthly catches of anchovy in Korea were carried out by the seasonal Autoregressive Integrated Moving Average (ARIMA) model and spectral analysis. The seasonal ARIMA model is as follows: $$(1-0.431B)(1-B^{12})Z_t=(1-0.882B^{12})e_t$$ where: $Z_t=value$ at month $t;\;B^{p}$ is a backward shift operator, that is, $B^pZ_t=Z_{t-p};$ and $e_t=error$ term at month t, which is to forecast 24 months ahead the anchovy catches in Korea. The prediction error by the Box-Cox transformation on monthly anchovy catches in Korea was less than that by the logarithmic transformation. The equation of the Box-Cox transformation was $Y'=(Y^{0.58}-1)/0.58$. Forecasts of the monthly anchovy catches for $1991\~1992$, which were compared with the actual catches, had an absolute percentage error (APE) range of $1.0\~63.2\%$. Total observed annual catches in 1991 and 1992 were 170,293 M/T and 168,234 M/T respectively, while the predicted catches were 148,201 M/T and 148,834 M/T $(API\;13.0\%\;and\;11.5\%,\;respectively)$. The spectrum analysis of the monthly catches of anchovy showed some dominant fluctuations in the periods of 2.2, 6.1, 10.2 12.0 and 14.7 months. The spectrum analysis was also useful for selecting the ARIMA model.

• Proceedings of the KIPE Conference
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• 2019.07a
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• pp.56-58
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• 2019

배터리의 효율적인 관리와 안정적인 운영을 위해서는 배터리의 노화에 따른 배터리의 모니터링이 필요하다. 하지만 모델 기반의 SOH 예측 모델의 경우 파라미터의 변화에 대한 정확한 정보가 반영되지 않을 경우 심각한 오류를 야기 할 수 있다. 따라서 본 논문에서는 비 모델인 시계열 예측 기법 ARIMA 모델을 제안하고 전기적 특성 실험을 통한 내부 파라미터에 대한 분석과 파라미터에 대한 상관분석, 이를 통한 SOH 예측을 통해 ARIMA 모델의 특성 및 정확성에 대해 제안한다.

• The Korean Journal of Applied Statistics
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• v.16 no.1
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• pp.71-85
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• 2003

In the economic design of the process control procedure, where quality is measured at certain time intervals, its properties are difficult to derive due to the discreteness of the measurement intervals. In this paper a Markov chain representation of the process monitoring procedure is developed and used to derive its properties when the process follows an ARIMA(0,1,1) model, which is designed to describe the effect of the noise and the special cause in the process cycle. The properties of the Markov chain depend on the transition matrix, which is determined by the control procedure and the process distribution. The derived representation of the Markov chain can be adapted to most different types of control procedures and different kinds of process distributions by obtaining the corresponding transition matrix.