• Title/Summary/Keyword: ARIMA analysis

Search Result 200, Processing Time 0.026 seconds

Forecasting of Water Quality in Chinyang Reservoir Using ARIMA Model (ARIMA 모형을 이용한 진양호 수질의 장래예측)

  • Kim, Jong-oh;Yoo, Hwan-Hee;Kim, Ok-Sun;Park, Jung-Seok
    • Journal of Wetlands Research
    • /
    • v.1 no.1
    • /
    • pp.17-28
    • /
    • 1999
  • The purpose of this study was to analysis water quality monitoring data and to estimate future trends using ARIMA model of time series analysis. Water quality data in Chin yang reservoir were used with monthly monitoring interval during past 7 years. The variations of water quality parameters with periodicity and trend could be estimated by multiplicative ARIMA models and the statistical tests showed a good agreement with the observed data. Therefore, the monthly values of water quality parameters could be forecasted using these models.

  • PDF

A Study on the Analysis and Prediction of Housing Mortgage in Deposit Bank Using ARIMA Model (ARIMA 모형을 활용한 예금은행 주택담보대출 분석 및 예측 연구)

  • IM, Chan-Young;Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.12 no.3
    • /
    • pp.265-272
    • /
    • 2019
  • In this study, we conducted a prediction study to qualitatively identify the continuous growth rate that causes problems every year for deposit bank mortgage loans, identify the characteristic factors that could once again stabilize, and come up with measures for future quantitative analysis of mortgage loans and growth trends. Based on data analysis using the R program, which is widely used for big data analysis, the parameters of ARIMA model (0.1,1)(0.1,1)[12] were found to be most suitable. In these indicators, estimates over the next five years (60 months) increased 4.5% on average. However, this has limitations that do not reflect socio-environmental factors, which require further study of these limitations.

A Comparative Study on the Prediction of the Final Settlement Using Preexistence Method and ARIMA Method (기존기법과 ARIMA기법을 활용한 최종 침하량 예측에 관한 비교 연구)

  • Kang, Seyeon
    • Journal of the Korean GEO-environmental Society
    • /
    • v.20 no.10
    • /
    • pp.29-38
    • /
    • 2019
  • In stability and settlement management of soft ground, the settlement prediction technology has been continuously developed and used to reduce construction cost and confirm the exact land use time. However, the preexistence prediction methods such as hyperbolic method, Asaoka method and Hoshino method are difficult to predict the settlement accurately at the beginning of consolidation because the accurate settlement prediction is possible only after many measurement periods have passed. It is judged as the reason for estimating the future settlement through the proportionality assumption of the slope which the preexistence prediction method computes from the settlement curve. In this study, ARIMA technique is introduced among time series analysis techniques and compared with preexistence prediction methods. ARIMA method was predictable without any distinction of ground conditions, and the results similar to the existing method are predicted early (final settlement).

Prediction of Dissolved Oxygen in Jindong Bay Using Time Series Analysis (시계열 분석을 이용한 진동만의 용존산소량 예측)

  • Han, Myeong-Soo;Park, Sung-Eun;Choi, Youngjin;Kim, Youngmin;Hwang, Jae-Dong
    • Journal of the Korean Society of Marine Environment & Safety
    • /
    • v.26 no.4
    • /
    • pp.382-391
    • /
    • 2020
  • In this study, we used artificial intelligence algorithms for the prediction of dissolved oxygen in Jindong Bay. To determine missing values in the observational data, we used the Bidirectional Recurrent Imputation for Time Series (BRITS) deep learning algorithm, Auto-Regressive Integrated Moving Average (ARIMA), a widely used time series analysis method, and the Long Short-Term Memory (LSTM) deep learning method were used to predict the dissolved oxygen. We also compared accuracy of ARIMA and LSTM. The missing values were determined with high accuracy by BRITS in the surface layer; however, the accuracy was low in the lower layers. The accuracy of BRITS was unstable due to the experimental conditions in the middle layer. In the middle and bottom layers, the LSTM model showed higher accuracy than the ARIMA model, whereas the ARIMA model showed superior performance in the surface layer.

Analysis of the Recall Demand Pattern of Imported Cars and Application of ARIMA Demand Forecasting Model (수입자동차 리콜 수요패턴 분석과 ARIMA 수요 예측모형의 적용)

  • Jeong, Sangcheon;Park, Sohyun;Kim, Seungchul
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.43 no.4
    • /
    • pp.93-106
    • /
    • 2020
  • This research explores how imported automobile companies can develop their strategies to improve the outcome of their recalls. For this, the researchers analyzed patterns of recall demand, classified recall types based on the demand patterns and examined response strategies, considering plans on how to procure parts and induce customers to visit workshops, recall execution capacity and costs. As a result, recalls are classified into four types: U-type, reverse U-type, L- type and reverse L-type. Also, as determinants of the types, the following factors are further categorized into four types and 12 sub-types of recalls: the height of maximum demand, which indicates the volatility of recall demand; the number of peaks, which are the patterns of demand variations; and the tail length of the demand curve, which indicates the speed of recalls. The classification resulted in the following: L-type, or customer-driven recall, is the most common type of recalls, taking up 25 out of the total 36 cases, followed by five U-type, four reverse L-type, and two reverse U-type cases. Prior studies show that the types of recalls are determined by factors influencing recall execution rates: severity, the number of cars to be recalled, recall execution rate, government policies, time since model launch, and recall costs, etc. As a component demand forecast model for automobile recalls, this study estimated the ARIMA model. ARIMA models were shown in three models: ARIMA (1,0,0), ARIMA (0,0,1) and ARIMA (0,0,0). These all three ARIMA models appear to be significant for all recall patterns, indicating that the ARIMA model is very valid as a predictive model for car recall patterns. Based on the classification of recall types, we drew some strategic implications for recall response according to types of recalls. The conclusion section of this research suggests the implications for several aspects: how to improve the recall outcome (execution rate), customer satisfaction, brand image, recall costs, and response to the regulatory authority.

A Study on the Demand Forecasting and Efficient Operation of Jeju National Airport using seasonal ARIMA model (계절 ARIMA 모형을 이용한 제주공항 여객 수요예측 및 효율적 운영에 관한 연구)

  • Kim, Kyung-Bum;Hwang, Kyung-Soo
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.13 no.8
    • /
    • pp.3381-3388
    • /
    • 2012
  • This research is to find out the method appropriate for the forecasting of passennger demand using seasonal ARIMA model and efficient operation in Jeju National Airport. Time series monthly data for the investigation were collected ranging from January 2003 to December 2011. A total of 108 observations were used for data analysis. Research findings showed that the multiplicative seasonal ARIMA(0.1.2)(0.1.1)12 model is appropriate model. The number of passengers in Jeju National Airport will continue to rise, it was expected to surpass 20 million people.

Time Series Analysis of Patent Keywords for Forecasting Emerging Technology (특허 키워드 시계열 분석을 통한 부상 기술 예측)

  • Kim, Jong-Chan;Lee, Joon-Hyuck;Kim, Gab-Jo;Park, Sang-Sung;Jang, Dong-Sick
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.3 no.9
    • /
    • pp.355-360
    • /
    • 2014
  • Forecasting of emerging technology plays important roles in business strategy and R&D investment. There are various ways for technology forecasting including patent analysis. Qualitative analysis methods through experts' evaluations and opinions have been mainly used for technology forecasting using patents. However qualitative methods do not assure objectivity of analysis results and requires high cost and long time. To make up for the weaknesses, we are able to analyze patent data quantitatively and statistically by using text mining technique. In this paper, we suggest a new method of technology forecasting using text mining and ARIMA analysis.

On-line Prediction Algorithm for Non-stationary VBR Traffic (Non-stationary VBR 트래픽을 위한 동적 데이타 크기 예측 알고리즘)

  • Kang, Sung-Joo;Won, You-Jip;Seong, Byeong-Chan
    • Journal of KIISE:Information Networking
    • /
    • v.34 no.3
    • /
    • pp.156-167
    • /
    • 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.

Forecasting the Occurrence of Voice Phishing using the ARIMA Model (ARIMA 모형을 이용한 보이스피싱 발생 추이 예측)

  • Jung-Ho Choo;Yong-Hwi Joo;Jung-Ho Eom
    • Convergence Security Journal
    • /
    • v.22 no.3
    • /
    • pp.79-86
    • /
    • 2022
  • Voice phishing is a cyber crime in which fake financial institutions, the Public Prosecutor's Office, and the National Police Agency are impersonated to find out an individual's Certification number and credit card number or withdraw a deposit. Recently, voice phishing has been carried out in a subtle and secret way. Analyzing the trend of voice phishing that occurred in '18~'21, it was found that there is a seasonality that occurs rapidly at a time when the movement of money is intensifying in the trend of voice phishing, giving ambiguity to time series analysis. In this research, we adjusted seasonality using the X-12 seasonality adjustment methodology for accurate prediction of voice phishing occurrence trends, and predicted the occurrence of voice phishing in 2022 using the ARIMA model.

Predictive Analysis of Traffic Accidents caused by Negligence of Safe Driving in Elderly using Seasonal ARIMA (계절 ARIMA 모형을 이용한 고령운전자의 안전운전불이행에 의한 교통사고건수 예측분석)

  • Kim, Jae-Moon;Chang, Sung-Ho;Kim, Sung-Soo
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.40 no.1
    • /
    • pp.65-78
    • /
    • 2017
  • Even though cars have a good effect on modern society, traffic accidents do not. There are traffic laws that define the regulations and aim to reduce accidents from happening; nevertheless, it is hard to determine all accident causes such as road and traffic conditions, and human related factors. If a traffic accident occurs, the traffic law classifies it as 'Negligence of Safe Driving' for cases that are not defined by specific regulations. Meanwhile, as Korea is already growing rapidly elderly population with more than 65 years, so are the number of traffic accidents caused by this group. Therefore, we studied predictive and comparative analysis of the number of traffic accidents caused by 'Negligence of Safe Driving' by dividing it into two groups : All-ages and Elderly. In this paper, we used empirical monthly data from 2007 to 2015 collected by TAAS (Traffic Accident Analysis System), identified the most suitable ARIMA forecasting model by using the four steps of the Box-Jenkins method : Identification, Estimation, Diagnostics, Forecasting. The results of this study indicate that ARIMA $(1, 1, 0)(0, 1, 1)_{12}$ is the most suitable forecasting model in the group of All-ages; and ARIMA $(0, 1, 1)(0, 1, 1)_{12}$ is the most suitable in the group of Elderly. Then, with this fitted model, we forecasted the number of traffic accidents for 2 years of both groups. There is no large fluctuation in the group of All-ages, but the group of Elderly shows a gradual increase trend. Finally, we compared two groups in terms of the forecast, suggested a countermeasure plan to reduce traffic accidents for both groups.