• 제목/요약/키워드: ARIMA analysis

검색결과 205건 처리시간 0.024초

한국과 서독간의 교통안전 비교 (Methoden Zur Beschreibung dar Unfallgeschehens des - Versuch eines Vergleichs Zwischen der Bundesrepublik Deutschland und der Republik Korea -)

  • 김홍상
    • 대한교통학회지
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    • 제5권2호
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    • pp.55-72
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    • 1987
  • The work analyzes the existing situation and defines special problems concerning traffic accidents in the two countries. The report is divided into three parts: 1) Using the global approach of SMEED, the data were evaluated using multiple regression analysis, and homogeneous groups of countries were defined by cluster analysis. In the global approach, the linear model is better than SMEED's non-linear model in explaining the number of fatalities. Among the different groups of countries, the linear approach was found to be better suited for industrialized countries and the non-linear approach better for the developing countries. T도 comparison of traffic fatality data for the Federal Republic the developing countries. The comparison of traffic fatality data for the Federal Republic of Germany and the Republic of Korea showed different regression equations during the same time period. 2) The BOX/JENKINS time series analysis on a monthly basis points out clearly similar seasonal patterns for the two countries over the years studied. The decrease in traffic accidents following the intensification of the safety belt requirement was proved in the ARIMA model. It amounts to 7 to 8 percent fewer personal injury accidents and fatal accidents. The identified increase in safety in the Federal Republic of Germany since the 1970s is mainly due to the reduction of accident severity in residential areas. 3) Speeds and headways on motorways in th3e two countries were also compared. The measurements point out that German road users drive faster, take more risks, and accept shorter time gaps than Korean road users. However, the accident statistics show accident rates for Korea that are several times higher than those in the Federal Republic of Germany.

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Air pollution study using factor analysis and univariate Box-Jenkins modeling for the northwest of Tehran

  • Asadollahfardi, Gholamreza;Zamanian, Mehran;Mirmohammadi, Mohsen;Asadi, Mohsen;Tameh, Fatemeh Izadi
    • Advances in environmental research
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    • 제4권4호
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    • pp.233-246
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    • 2015
  • High amounts of air pollution in crowded urban areas are always considered as one of the major environmental challenges especially in developing countries. Despite the errors in air pollution prediction, the forecasting of future data helps air quality management make decisions promptly and properly. We studied the air quality of the Aqdasiyeh location in Tehran using factor analysis and the Box-Jenkins time series methods. The Air Quality Control Company (AQCC) of the Municipality of Tehran monitors seven daily air quality parameters, including carbon monoxide (CO), Nitrogen Monoxide (NO), Nitrogen dioxide ($NO_2$), $NO_x$, ozone ($O_3$), particulate matter ($PM_{10}$) and sulfur dioxide ($SO_2$). We applied the AQCC data for our study. According to the results of the factor analysis, the air quality parameters were divided into two factors. The first factor included CO, $NO_2$, NO, $NO_x$, and $O_3$, and the second was $SO_2$ and $PM_{10}$. Subsequently, the Box- Jenkins time series was applied to the two mentioned factors. The results of the statistical testing and comparison of the factor data with the predicted data indicated Auto Regressive Integrated Moving Average (0, 0, 1) was appropriate for the first factor, and ARIMA (1, 0, 1) was proper for the second one. The coefficient of determination between the factor data and the predicted data for both models were 0.98 and 0.983 which may indicate the accuracy of the models. The application of these methods could be beneficial for the reduction of developing numbers of mathematical modeling.

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

  • 박건하;임수창;김종찬
    • 한국전자통신학회논문지
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    • 제19권2호
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    • pp.383-388
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    • 2024
  • 본 논문은 전라남도에서 측정한 태양광 발전 데이터를 기반으로 발전량 예측값을 도출하기 위한 연구이다. 발전량 측정을 위해 인버터에서 직류, 교류, 환경데이터와 같은 다변량 변수를 측정하였고, 측정값의 안정성과 신뢰성 확보를 위한 전처리 작업을 수행하였다. 상관관계 분석은 부분자기상관함수(PACF: Partial Autocorrelation Function)을 활용하여 시계열 데이터에서 발전량과 상관성이 높은 데이터만을 예측을 위해 사용하였다. 태양광 발전량 예측을 위해 딥러닝 모델을 이용하여 발전량을 측정했고, 예측 정확도를 높이기 위해 각 다변량 변수의 상관관계 분석 결과를 이용하였다. 정제된 데이터를 활용한 학습은 기존 데이터를 그대로 사용했을 때 보다 안정되었고, 상관관계 분석 결과를 반영하여 다변량 변수 중 상관성이 높은 변수만을 활용하여 태양광 발전량 예측 알고리즘을 개선하였다.

시계열 데이터의 성격과 예측 모델의 예측력에 관한 연구 (Relationships Between the Characteristics of the Business Data Set and Forecasting Accuracy of Prediction models)

  • 이원하;최종욱
    • 지능정보연구
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    • 제4권1호
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    • pp.133-147
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    • 1998
  • Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

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환경생태 자료 분석을 위한 시계열 분석 방법 연구 (A Review of Time Series Analysis for Environmental and Ecological Data)

  • 모형호;조기종;신기일
    • 환경생물
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    • 제34권4호
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    • pp.365-373
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    • 2016
  • 환경생태 자료 분석에 사용된 많은 자료가 시간에 따라 얻어지고 있다. 조사된 시점의 수가 적은 경우에는 자료가 충분한 정보를 주지 않기 때문에 반복 측정하거나 여러 지점을 조사하여 종합적인 분석을 수행하게 된다. 이때 사용하는 방법이 경시적 자료 분석(longitudinal data analysis) 또는 혼합모형(mixed model) 분석이다. 그러나 시점의 수가 많아 정보의 양이 충분하다면 반복적인 자료가 필요하지 않으며 이러한 자료는 시계열 분석 기법을 이용하여 분석하게 된다. 특히 현재와 같이 다수의 시점에서 얻어진 자료의 수가 많아지고 있는 상항에서 각 변수 간에 서로 어떤 영향을 주는지 또는 향후 어떤 경향을 띠게 되는지 예측을 원한다면 시계열 분석 기법을 사용하여 자료를 분석해야 한다. 본 연구에서는 단변량 시계열 분석(univariate time series analysis), 개입 분석(intervention time series model), 전이함수 모형 분석(transfer function model), 다변량 시계열 분석(multivariate time series model) 기법을 소개하고 현재까지 진행된 국내외 연구 논문을 살펴보았다. 또한 향후 환경생태 자료 분석에서 중요하게 사용될 수 있는 오차수정 모형(error correction model)을 소개하였다.

유사 시계열 데이터 분석에 기반을 둔 교육기관의 전력 사용량 예측 기법 (Power Consumption Forecasting Scheme for Educational Institutions Based on Analysis of Similar Time Series Data)

  • 문지훈;박진웅;한상훈;황인준
    • 정보과학회 논문지
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    • 제44권9호
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    • pp.954-965
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    • 2017
  • 안정적인 전력 공급은 전력 인프라의 유지 보수 및 작동에 매우 중요하며, 이를 위해 정확한 전력 사용량 예측이 요구된다. 대학 캠퍼스는 전력 사용량이 많은 곳이며, 시간과 환경에 따른 전력 사용량 변화폭이 다양하다. 이러한 이유로, 전력계통의 효율적인 운영을 위해서는 전력 사용량을 정확하게 예측할 수 있는 모델이 요구된다. 기존의 시계열 예측 기법은 학습 시점과 예측 시점 간의 차이가 클수록 예측 구간이 넓어짐으로 예측 성능이 크게 떨어진다는 단점이 있다. 본 논문은 이를 보완하려는 방안으로, 먼저 의사결정나무를 이용해 날짜, 요일, 공휴일 여부, 학기 등을 고려하여 시계열 형태가 유사한 전력 데이터를 분류한다. 다음으로 분류된 데이터 셋에 각각의 자기회귀누적이동평균모형을 구성하여, 예측 시점에서 시계열 교차검증을 적용해 대학 캠퍼스의 일간 전력 사용량 예측 기법을 제안한다. 예측의 정확성을 평가하기 위해, 성능 평가 지표를 이용하여 제안한 기법의 타당성을 검증하였다.

양식 넙치의 가격변동 및 예측에 관한 연구 (A Study on the Price Fluctuation and Forecasting of Aquacultural Flatfish in Korea)

  • 옥영수;김상태;고봉현
    • 수산경영론집
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    • 제38권2호
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    • pp.41-62
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    • 2007
  • The Fish aquacultural Industry has been developed rapidly since 1990s in Korea. The total production of fish aquaculture was 5,000ton in the beginning of 1990s, but it was an excess of 80,000ton in 2005. In the beginning of 1990s, the percentage of flatfish yield was 80% of the fish aquaculture in the respect of production. And it has been maintained 50% level in 2005. In this point of view, flatfish aquaculture played the role of leader in the development of fish aquaculture. Rapid increasing of production was not only caused to decreasing in price basically, but also it threatened the management of producer into insecure price for aquacultural flatfish. Therefore, it needs the policy for stabilizing in price, but it is difficult to choose the method because the basic study was not accomplished plentifully. This study analyzed about price structure of aquacultural flatfish. A period of analysis was from January 2000 to December 2005, and a data was used monthly data for price. The principal result of this study is substantially as follows. 1) The price of producing and consuming district is closely connected. 2) A gap between producing district price and consuming district price is decreasing recently, It seems to be correlated with outlook business of aquacultural flatfish. 3) Trend line of the price was declining until 2002, but it turned up after that. The other side, circulated fluctuation was being showed typically. 4) The circle of circulated fluctuation was growing longer, so it seems that the producer was doing a sensible productive activity to cope with changing price. As a result, government's policy needs to be turned into price policy from policy of increased production for aquacultural flatfish. It seems that the best policy is price stabilization polices. And also, government needs to invest in outlook business for aquaculture constantly.

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개선된 유전자 역전파 신경망에 기반한 예측 알고리즘 (Forecasting algorithm using an improved genetic algorithm based on backpropagation neural network model)

  • 윤여창;조나래;이성덕
    • Journal of the Korean Data and Information Science Society
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    • 제28권6호
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    • pp.1327-1336
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    • 2017
  • 본 연구에서는 단기 예측을 위한 자기회귀누적이동평균모형, 역전파 신경망 및 유전자 알고리즘의 결합 적용에 대하여 논의하고 이를 통한 유전자-신경망 알고리즘의 효용성을 살펴본다. 일반적으로 역전파 알고리즘은 지역 최소값에 수렴될 수 있는 단점이 있기 때문에, 여기서는 예측 정확도를 높이기 위해 역전파 신경망 구조를 최적화하고 유전자 알고리즘을 결합한 유전자-신경망 알고리즘 기반 예측모형을 구축한다. 실험을 통한 오차 비교는 KOSPI 지수를 이용한다. 결과는 이 연구에서 제안된 유전자-신경망 모형이 역전파 신경망 모형과 비교할 때 예측 정확도에서 어느 정도 유의한 효율성을 보여주고자 한다.

국내산 밤나무 수간 내 목섬유 및 도관요소 길이의 방사방향 변이성 (Radial Variations in the Lengths of Wood Fibers and Vessel Elements in the Stem of Chestnut (Castanea crenata) Grown in Korea)

  • 이선화;권성민;이성재;;김남훈
    • Journal of the Korean Wood Science and Technology
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    • 제38권6호
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    • pp.490-497
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    • 2010
  • 국내산 밤나무 목재의 효율적 이용을 위한 기초 자료를 얻기 위하여 밤나무 7품종(단택, 이취, 이평, 만성, 은기, 유마, 축파)의 목섬유 및 도관요소 길이를 대상으로 방사방향 변이성을 조사하였다. 목섬유 및 도관요소 길이는 조재와 만재 부위를 구별하여 3연륜 간격으로 광학현미경과 화상분석기를 사용하여 측정하였다. 밤나무 수간에 있어 만재 목섬유의 길이가 조재의 것보다 다소 더 길었으며, 조재 및 만재 모두에 있어 연륜 증가에 따라 목섬유 길이가 증가하는 경향이 나타났다. 이와 유사하게, 만재 도관요소의 길이 역시 조재의 것보다 다소 더 길었으며, 조재 및 만재 모두에 있어 연륜 증가에 따라 도관요소의 길이가 완만하게 증가하는 경향을 보였다. 결론적으로 밤나무 수간에 있어서의 목섬유 및 도관요소의 길이는 성숙재와 미성숙재를 판단하는 재질 지표로 이용될 수 있을 것으로 생각된다

시계열 자료를 이용한 병원 간호 인력의 변화 추이 및 병원 간호사 확보를 위한 정책의 효과 평가 (Trend analysis of the number of nurses and evaluation of nursing staffs expansion policy in Korean hospitals)

  • 박보현;이태진;박형근;김철웅;정백근;이상이
    • 보건행정학회지
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    • 제22권3호
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    • pp.297-314
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    • 2012
  • Purpose : The purpose of this study was to analyze the trend of the number of nursing staffs and skill mix and to assess the effectiveness of hospital nurse expansion policies in Korea. Methods : The trend of the number of nursing staffs and skill mix were analyzed using time series data, which composed of yearly series data from 1975 to 2009. The impact of hospital nurse expansion policies was estimated by autoregressive integrated moving average(ARIMA) intervention model. Results : The number of general hospital and hospital nurses per 100 beds was decreased in late 1980s and late 1990s due to rapid growth of beds. As a result of the number of nurse aids per 100 beds decreased, skill mix became high in general hospital but nurse ratio among hospital nursing staffs was about 50%. Expansion of new nurse and revised differentiated inpatient fee were only effective in expansion of hospital nursing staffs. But they had no effect in general hospitals. Conclusion : In Korea, a few policies related to expansion of hospital nurses have an effect on increasing the number of hospital nurse. Nevertheless, level of hospital nursing staffs is inferior to that of general hospital.