• Title/Summary/Keyword: ARIMA analysis

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Forecasting Technique of Line Utilization based on SNMP MIB-II Using Time Series Analysis (시계열 분석을 이용한 SNMP MIB-II 기반의 회선 이용률 예측 기법)

  • Hong, Won-Taek;An, Seong-Jin;Jeong, Jin-Uk
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.9
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    • pp.2470-2478
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    • 1999
  • In this paper, algorithm is proposed to forecast line utilization using SNMP MIB-II. We calculate line utilization using SNMP MIB-II on TCP/IP based Internet and suggest a method for forecasting a line utilization on the basis of past line utilization. We use a MA model taking difference transform among ARIMA methods. A system for orecasting is proposed. To show availability of this algorithm, some results are shown and analyzed about routers on real environments. We get a future line utilization using this algorithm and compare it ot real data. Correct results are obtained in case of being few data deviating from mean value. This algorithm for forecasting line utilization can give effect to line c-apacity plan for a manager by forecasting the future status of TCP/IP network. This will also help a network management of decision making of performance upgrade.

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Forecasting of Motorway Traffic Flow based on Time Series Analysis (시계열 분석을 활용한 고속도로 교통류 예측)

  • Yoon, Byoung-Jo
    • Journal of Urban Science
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    • v.7 no.1
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    • pp.45-54
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    • 2018
  • The purpose of this study is to find the factors that reduce prediction error in traffic volume using highway traffic volume data. The ARIMA model was used to predict the day, and it was confirmed that weekday and weekly characteristics were distinguished by prediction error. The forecasting results showed that weekday characteristics were prominent on Tuesdays, Wednesdays, and Thursdays, and forecast errors including MAPE and MAE on Sunday were about 15% points and about 10 points higher than weekday characteristics. Also, on Friday, the forecast error was high on weekdays, similar to Sunday's forecast error, unlike Tuesday, Wednesday, and Thursday, which had weekday characteristics. Therefore, when forecasting the time series belonging to Friday, it should be regarded as a weekly characteristic having characteristics similar to weekend rather than considering as weekday.

Forecasting uranium prices: Some empirical results

  • Pedregal, Diego J.
    • Nuclear Engineering and Technology
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    • v.52 no.6
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    • pp.1334-1339
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    • 2020
  • This paper presents an empirical and comprehensive forecasting analysis of the uranium price. Prices are generally difficult to forecast, and the uranium price is not an exception because it is affected by many external factors, apart from imbalances between demand and supply. Therefore, a systematic analysis of multiple forecasting methods and combinations of them along repeated forecast origins is a way of discerning which method is most suitable. Results suggest that i) some sophisticated methods do not improve upon the Naïve's (horizontal) forecast and ii) Unobserved Components methods are the most powerful, although the gain in accuracy is not big. These two facts together imply that uranium prices are undoubtedly subject to many uncertainties.

Evaluating Efficacy of Hilbert-Huang Transform in Analyzing Manufacturing Time Series Data with Periodic Components (제조업의 주기성 시계열분석에서 힐버트 황 변환의 효용성 평가)

  • Lee, Sae-Jae;Suh, Jung-Yul
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.35 no.2
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    • pp.106-112
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    • 2012
  • Real-life time series characteristic data has significant amount of non-stationary components, especially periodic components in nature. Extracting such components has required many ad-hoc techniques with external parameters set by users in case-by-case manner. In our study, we evaluate whether Hilbert-Huang Transform, a new tool of time-series analysis can be used for effective analysis of such data. It is divided into two points : 1) how effective it is in finding periodic components, 2) whether we can use its results directly in detecting values outside control limits, for which a traditional method such as ARIMA had been used. We use glass furnace temperature data to illustrate the method.

The Major Technology Distribution Analysis of Domestic Defense Companies in Naval Ships based on Patent Information Data (함정 분야 방산업체 주요 기술 분포 분석)

  • Kim, Jang-Eun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.7
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    • pp.625-637
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    • 2020
  • In order to decide the naval ship weapon system acquisition for national policy/market economy activities, the decision makers can determine policy based on current technology level/concentration/utilization. For this, the decision makers apply the major common technology field analysis using patents data. As a method for collecting patent data, we can collect patent data of domestic mobile carriers through the Korea Intellectual Property Rights Information System of Korean Intellectual Property Office. As a result, we collected 14,964 patents/352 International Patent Classification(IPC) types. Based on these data, we performed three analysis processes (SNA, PCA, ARIMA, Text Mining) and got each result from extracting 58 IPC types of SNA and 7 IPC types of PCA. Based on the analysis results, we have confirmed that 7 IPC(B63B, H01M, F03D, B01D, H02K, B23K, H01H) types are the Major Common Technology Distribution of domestic Defense Companies.

Prediction of the shelf-life of ammunition by time series analysis (시계열분석을 적용한 저장탄약수명 예측 기법 연구 - 추진장약의 안정제함량 변화를 중심으로 -)

  • Lee, Jung-Woo;Kim, Hee-Bo;Kim, Young-In;Hong, Yoon-Gee
    • Journal of the military operations research society of Korea
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    • v.37 no.1
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    • pp.39-48
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    • 2011
  • To predict the shelf-life of ammunition stockpiled in intermediate have practical meaning as a core value of combat support. This research is to Predict the shelf-life of ammunition by applying time series analysis based on report from ASRP of the 155mm, KD541 performed for 6 years. This study applied time series analysis using 'Mini-tab program' to measure the amount of stabilizer as time passes by is different from the other one that uses regression analysis. The average shelf-life of KD541 drawn by time series analysis was 43 years and the lowest shelf-life assessed on the 95% confidence level was 35 years.

Nonparametric clustering of functional time series electricity consumption data (전기 사용량 시계열 함수 데이터에 대한 비모수적 군집화)

  • Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.149-160
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    • 2019
  • The electricity consumption time series data of 'A' University from July 2016 to June 2017 is analyzed via nonparametric functional data clustering since the time series data can be regarded as realization of continuous functions with dependency structure. We use a Bouveyron and Jacques (Advances in Data Analysis and Classification, 5, 4, 281-300, 2011) method based on model-based functional clustering with an FEM algorithm that assumes a Gaussian distribution on functional principal components. Clusterwise analysis is provided with cluster mean functions, densities and cluster profiles.

Estimation of regional flow duration curve applicable to ungauged areas using machine learning technique (머신러닝 기법을 이용한 미계측 유역에 적용 가능한 지역화 유황곡선 산정)

  • Jeung, Se Jin;Lee, Seung Pil;Kim, Byung Sik
    • Journal of Korea Water Resources Association
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    • v.54 no.spc1
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    • pp.1183-1193
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    • 2021
  • Low flow affects various fields such as river water supply management and planning, and irrigation water. A sufficient period of flow data is required to calculate the Flow Duration Curve. However, in order to calculate the Flow Duration Curve, it is essential to secure flow data for more than 30 years. However, in the case of rivers below the national river unit, there is no long-term flow data or there are observed data missing for a certain period in the middle, so there is a limit to calculating the Flow Duration Curve for each river. In the past, statistical-based methods such as Multiple Regression Analysis and ARIMA models were used to predict sulfur in the unmeasured watershed, but recently, the demand for machine learning and deep learning models is increasing. Therefore, in this study, we present the DNN technique, which is a machine learning technique that fits the latest paradigm. The DNN technique is a method that compensates for the shortcomings of the ANN technique, such as difficult to find optimal parameter values in the learning process and slow learning time. Therefore, in this study, the Flow Duration Curve applicable to the unmeasured watershed is calculated using the DNN model. First, the factors affecting the Flow Duration Curve were collected and statistically significant variables were selected through multicollinearity analysis between the factors, and input data were built into the machine learning model. The effectiveness of machine learning techniques was reviewed through statistical verification.

The Impact of Traffic Safety Measures on Reducing Traffic Accidents (교통안전정책 강화의 교통사고 감소효과 분석)

  • Myeong, Myo-Hui;Kim, Gwang-Sik
    • Journal of Korean Society of Transportation
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    • v.24 no.3 s.89
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    • pp.113-123
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    • 2006
  • This article evaluates the effects of eight traffic safety policies such as traffic accident reduction campaign, the seat belt law, three strike out driving while intoxicated, rewarding for reporting traffic offenders on the number of accidents and fatalities. Intervention analysis of time series is used to compare the monthly accident and fatalities with the before and after reinforcement. The results indicate that no significant impact of the traffic enforcement measures on reducing the number of accidents and fatalities.

Design a Realtime Network Traffic Prediction System based on Timeseries Analysis (시계열 분석을 이용한 실시간 네트워크 트래픽 예측 시스템의 설계)

  • Jung, Sang-Joon;Kwon, Young-Hun;Choi, Hyck-Su;Kim, Chong-Gun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2001.10b
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    • pp.1323-1326
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    • 2001
  • 서브네트워크에서 실시간으로 통신 트래픽을 감시하고, 트래픽 정보를 바탕으로 시계열 분석을 이용해 트래픽의 변화추이를 예측할 수 있는 시스템을 설계 및 구현한다. SNMP를 이용한 MIB-II 정보를 바탕으로 하는 분석 방법은 누적 데이터를 기본으로 하는 관리 방법으로 이상 징후의 판단이 실시간 감시에는 적합하지 않은 점이 있다. 따라서, 본 논문에서는 실시간 트래픽 감시를 위해 서브네트워크에 들어오거나 나가는 트래픽의 양을 측정하여 분석하고, 이 정보를 바탕으로 특정 시점 이후의 트래픽 추이를 시계열 분석 방법을 이용하여 미래의 트래픽 양을 예측하는 알고리즘을 시스템으로 구현한다. 예측 알고리즘으로는 AR, MA, ARMA, ARIMA 모델중에 평균 제곱 오차를 최소로 가지는 알고리즘을 선택하여 예측하도록 설계한다. 개발되는 시스템을 망 관리자가 전체 통신 네트워크의 부하 상태를 예상할 수 있게 하여 신속하고 예방적인 대응을 할 수 있다.

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