• Title/Summary/Keyword: ARIMA analysis

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Gene Cloning and Expression of Trehalose Synthase from Thermus thermophilus HJ6 (Thermus thermophilus HJ6 유래 내열성 Trehalose Synthase의 유전자 클로닝 및 발현)

  • Kim, Hyun-Jung;Kim, Han-Woo;Jeon, Sung-Jong
    • Microbiology and Biotechnology Letters
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    • v.36 no.3
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    • pp.182-188
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    • 2008
  • A hyperthermophilic bacteria (strain HJ6) was isolated from a hot springs located in the Arima-cho, Hyogo, Japan. The cells were long-rod type ($2-4{\mu}m$), about $0.4{\mu}m$ in diameter. The pH and temperature for optimal growth were 6.5 and $80^{\circ}C$, respectively. Phylogenetic analysis based on the 16S rDNA sequence and biochemical studies indicated that HJ6 belonged to the genus Thermus thermophilus (Tt). The gene encoding the Trehalose synthase (TS) was cloned and sequenced. The open reading frame (ORF) of the TtTS gene was composed of 2,898 nucleotides and encoded a protein (975 amino acids) with a predicted molecular weight of 110.56 kDa. The deduced amino acid sequence of TtTS showed 99% and 83% identities to the Thermus caldophilus TS and Meiothermus ruber TS, respectively. TtTS gene was expressed in Escherichia coli cells, and the recombinant protein was purified to homogeneity. The optimal temperature and pH for Trehalose synthase activity were found to be $80^{\circ}C$ and 7.5, respectively. The half-life of heat inactivation was about 40 min at $90^{\circ}C$. The maximum trehalose conversion rate of maltose into trehalose by the enzyme increased as the substrate concentration increased, and reached 55.7% at the maltose concentration of 500 mM, implying that the enzyme conversion was dependent of the substrate concentration.

Leased Line Traffic Prediction Using a Recurrent Deep Neural Network Model (순환 심층 신경망 모델을 이용한 전용회선 트래픽 예측)

  • Lee, In-Gyu;Song, Mi-Hwa
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.10
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    • pp.391-398
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    • 2021
  • Since the leased line is a structure that exclusively uses two connected areas for data transmission, a stable quality level and security are ensured, and despite the rapid increase in the number of switched lines, it is a line method that is continuously used a lot in companies. However, because the cost is relatively high, one of the important roles of the network operator in the enterprise is to maintain the optimal state by properly arranging and utilizing the resources of the network leased line. In other words, in order to properly support business service requirements, it is essential to properly manage bandwidth resources of leased lines from the viewpoint of data transmission, and properly predicting and managing leased line usage becomes a key factor. Therefore, in this study, various prediction models were applied and performance was evaluated based on the actual usage rate data of leased lines used in corporate networks. In general, the performance of each prediction was measured and compared by applying the smoothing model and ARIMA model, which are widely used as statistical methods, and the representative models of deep learning based on artificial neural networks, which are being studied a lot these days. In addition, based on the experimental results, we proposed the items to be considered in order for each model to achieve good performance for prediction from the viewpoint of effective operation of leased line resources.

Prediction of Housing Price Index Using Artificial Neural Network (인공신경망을 이용한 주택가격지수 예측)

  • Lee, Jiyoung;Ryu, Jae Pil
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.4
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    • pp.228-234
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    • 2021
  • Real estate market participants need to have a sense of predicting real estate prices in decision-making. Commonly used methodologies, such as regression analysis, ARIMA, and VAR, have limitations in predicting the value of an asset, which fluctuates due to unknown variables. Therefore, to mitigate the limitations, an artificial neural was is used to predict the price trend of apartments in Seoul, the hottest real estate market in South Korea. For artificial neural network learning, the learning model is designed with 12 variables, which are divided into macro and micro factors. The study was conducted in three ways: (Ed note: What is the difference between case 1 and 2? Is case 1 micro factors?)CASE1 with macro factors, CASE2 with macro factors, and CASE3 with the combination of both factors. As a result, CASE1 and CASE2 show 87.5% predictive accuracy during the two-year experiment, and CASE3 shows 95.8%. This study defines various factors affecting apartment prices in macro and microscopic terms. The study also proposes an artificial network technique in predicting the price trend of apartments and analyzes its effectiveness. Therefore, it is expected that the recently developed learning technique can be applied to the real estate industry, enabling more efficient decision-making by market participants.

Time series clustering for AMI data in household smart grid (스마트그리드 환경하의 가정용 AMI 자료를 위한 시계열 군집분석 연구)

  • Lee, Jin-Young;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.791-804
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    • 2020
  • Residential electricity consumption can be predicted more accurately by utilizing the realtime household electricity consumption reference that can be collected by the AMI as the ICT developed under the smart grid circumstance. This paper studied the model that predicts residential power load using the ARIMA, TBATS, NNAR model based on the data of hour unit amount of household electricity consumption, and unlike forecasting the consumption of the whole households at once, it computed the anticipated amount of the electricity consumption by aggregating the predictive value of each established model of cluster that was collected by the households which show the similiar load profile. Especially, as the typical time series data, the electricity consumption data chose the clustering analysis method that is appropriate to the time series data. Therefore, Dynamic Time Warping and Periodogram based method is used in this paper. By the result, forecasting the residential elecrtricity consumption by clustering the similiar household showed better performance than forecasting at once and in summertime, NNAR model performed best, and in wintertime, it was TBATS model. Lastly, clustering method showed most improvements in forecasting capability when the DTW method that was manifested the difference between the patterns of each cluster was used.

A Study on the Application of the Price Prediction of Construction Materials through the Improvement of Data Refactor Techniques (Data Refactor 기법의 개선을 통한 건설원자재 가격 예측 적용성 연구)

  • Lee, Woo-Yang;Lee, Dong-Eun;Kim, Byung-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.24 no.6
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    • pp.66-73
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    • 2023
  • The construction industry suffers losses due to failures in demand forecasting due to price fluctuations in construction raw materials, increased user costs due to project cost changes, and lack of forecasting system. Accordingly, it is necessary to improve the accuracy of construction raw material price forecasting. This study aims to predict the price of construction raw materials and verify applicability through the improvement of the Data Refactor technique. In order to improve the accuracy of price prediction of construction raw materials, the existing data refactor classification of low and high frequency and ARIMAX utilization method was improved to frequency-oriented and ARIMA method utilization, so that short-term (3 months in the future) six items such as construction raw materials lumber and cement were improved. ), mid-term (6 months in the future), and long-term (12 months in the future) price forecasts. As a result of the analysis, the predicted value based on the improved Data Refactor technique reduced the error and expanded the variability. Therefore, it is expected that the budget can be managed effectively by predicting the price of construction raw materials more accurately through the Data Refactor technique proposed in this study.

Analysis of Long-term Changes for Fisheries Production and Marine-Ecosystem Index in Jinhae Bay Considering Climate Change (진해만의 수산생산량과 해양생태계 지표의 장기 변동 및 기후변화 요인 분석)

  • Woo-Hee Cho;Kyunghoi Kim;In-Cheol Lee
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.30 no.4
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    • pp.291-298
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    • 2024
  • As an important fishing ground in the southern coast of Korea, Jinhae Bay is characterized by a high level of fisheries production. However, its marine-ecosystem has shifted owing to environmental changes such as industrial development and high water temperatures over the decades. This study analyzes the fisheries production, discards, mean trophic level, and fishing-in-balance index using annual fishing data from five regions surrounding Jinhae Bay for the period 2005-2022, as well as using additional forecasting trends by 2027 using ARIMA (Auto Regressive Intergrated Moving Average). The results shows, that the production in Goseong will decrease continuously by 2027, as compared with that in other areas. Additionally, byproduct management is considered necessary in Tongyeong. For the marine-ecosystem index, Tongyeong indicates stable catch ratio of large fish species and a fishing-in-balance exceeding 0. Finally, the annual catch variation for six pelagic fish species in Jinhae Bay by 2060 is estimated based on the IPCC climate-change scenario, in which the recent low level that decreased to approximately 20 thousand ton in early 2020 is projected to recover to approximately 40 thousand ton in the 2020s and 2040s, followed by an incremental decline by 2060.

Estimation of Layered Periodic Autoregressive Moving Average Models (계층형 주기적 자기회귀 이동평균 모형의 추정)

  • Lee, Sung-Duck;Kim, Jung-Gun;Kim, Sun-Woo
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.507-516
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    • 2012
  • We study time series models for seasonal time series data with a covariance structure that depends on time and the periodic autocorrelation at various lags $k$. In this paper, we introduce an ARMA model with periodically varying coefficients(PARMA) and analyze Arosa ozone data with a periodic correlation in the practical case study. Finally, we use a PARMA model and a seasonal ARIMA model for data analysis and show the performance of a PARMA model with a comparison to the SARIMA model.

A Study on Daily Water Demand Prediction Model (급수량(給水量) 단기(短期) 수요예측(需要豫測)에 대한 연구(硏究))

  • Koo, Jayoug;Koizwui, Akirau;Inakazu, Toyono
    • Journal of Korean Society of Water and Wastewater
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    • v.11 no.1
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    • pp.109-118
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    • 1997
  • In this study, we examined the structural analysis of water demand fluctuation for water distribution control of water supply network. In order to analyze for the length of stationary time series, we calculate autocorrelation coefficient of each case equally divided data size. As a result, it was found that, with the data size of around three months, any case could be used as stationary time series. we analyze cross-correlation coefficient between the daily water consumption's data and primary influence factors. As a result, we have decided to use weather conditions and maximum temperature as natural primary factors and holidays as a social factor. Applying the multiple ARIMA model, we obtains an effective model to describe the daily water demand prediction. From the forecasting result, even though we forecast water distribution quantity of the following year, estimated values well express the flctuations of measurements. Thus, the suitability of the model for practical use can be confirmed. When this model is used for practical water distribution control, water distribution quantity for the following day should be found by inputting maximum temperature and weather conditions obtained from weather forecast, and water purification plants and service reservoirs should be operated based on this information while operation of pumps and valves should be set up. Consequently, we will be able to devise a rational water management system.

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Analysis and Forecast of Non-Stationary Monthly Steam Flow (비정상 월유량 시계열의 해석과 예측)

  • 이재형;선우중호
    • Water for future
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    • v.11 no.2
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    • pp.54-61
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    • 1978
  • An attemption of synthesizing and forecasting of monthly river flow has been made by employing a linear stochastic difference equation model. As one of the linear stochestic difference equation model, an ARIMA Type is tested to find the suitability of the model to the monthly river flows. On the assumption of the stationary covariacne of differenced monthly river flows the model is identrfield and is evaluated so that the residuale have the minimum variance. Finally a test is performed to finld the residerals beings White noise. Monthly river flows at six stations in Han River Basin are applied for case studies. It was found that the difference operator is a good measure of forecasting the monthly river flow.

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Forecasting Foreign Visitors using SARIMAX Models with the Exogenous Variable of Demand Decrease (수요감소 요인 외생변수를 갖는 SARIMAX 모형을 이용한 관광수요 예측)

  • Lee, Geun-Cheol;Choi, Seong-Hoon
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.43 no.4
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    • pp.59-66
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    • 2020
  • In this study, we consider the problem of forecasting the number of inbound foreigners visiting Korea. Forecasting tourism demand is an essential decision to plan related facilities and staffs, thus many studies have been carried out, mainly focusing on the number of inbound or outbound tourists. In order to forecast tourism demand, we use a seasonal ARIMA (SARIMA) model, as well as a SARIMAX model which additionally comprises an exogenous variable affecting the dependent variable, i.e., tourism demand. For constructing the forecasting model, we use a search procedure that can be used to determine the values of the orders of the SARIMA and SARIMAX. For the exogenous variable, we introduce factors that could cause the tourism demand reduction, such as the 9/11 attack, the SARS and MERS epidemic, and the deployment of THAAD. In this study, we propose a procedure, called Measuring Impact on Demand (MID), where the impact of each factor on tourism demand is measured and the value of the exogenous variable corresponding to the factor is determined based on the measurement. To show the performance of the proposed forecasting method, an empirical analysis was conducted where the monthly number of foreign visitors in 2019 were forecasted. It was shown that the proposed method can find more accurate forecasts than other benchmarks in terms of the mean absolute percentage error (MAPE).