• Title/Summary/Keyword: ARIMA analysis

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Trend Analysis and Prediction of the Number of Births and the Number of Outpatients using Time Series Analysis (시계열 분석을 통한 출생아 수와 소아치과 내원 환자 수 추세 분석 및 예측)

  • Hwayeon, An;Seonmi, Kim;Namki, Choi
    • Journal of the korean academy of Pediatric Dentistry
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    • v.49 no.3
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    • pp.274-284
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    • 2022
  • The purpose of this study was to analyze the trend of the number of births in Gwangju and the number of outpatients in Pediatric Dentistry at Chonnam National University Dental Hospital over the past 10 years (2010 - 2019) and predict the next year using time series analysis. The number of births showed an unstable downward trend with monthly variations, with the highest in January and the lowest in December. The average number of births in 2020 was predicted to be 682 (595 to 782, 95% CI), and the actual number of births was an average of 610. The number of outpatients was relatively stable, showing a month-to-month variation, with highest in August and the lowest in June. The average number of patients in 2020 was predicted to be 603 (505 to 701, 95% CI), and the average number of actual visits was 587. Despite the decrease in the number of births, the number of outpatients was expected to increase somewhat. Due to the special situation of COVID-19, the actual number of births and patients was to be slightly lower than the predicted values, but it was that they were within the predicted confidence interval. Time series analysis can be used as a basic tool to prepare for the low fertility era in the field of pediatric dentistry.

Time series and deep learning prediction study Using container Throughput at Busan Port (부산항 컨테이너 물동량을 이용한 시계열 및 딥러닝 예측연구)

  • Seung-Pil Lee;Hwan-Seong Kim
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2022.06a
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    • pp.391-393
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    • 2022
  • In recent years, technologies forecasting demand based on deep learning and big data have accelerated the smartification of the field of e-commerce, logistics and distribution areas. In particular, ports, which are the center of global transportation networks and modern intelligent logistics, are rapidly responding to changes in the global economy and port environment caused by the 4th industrial revolution. Port traffic forecasting will have an important impact in various fields such as new port construction, port expansion, and terminal operation. Therefore, the purpose of this study is to compare the time series analysis and deep learning analysis, which are often used for port traffic prediction, and to derive a prediction model suitable for the future container prediction of Busan Port. In addition, external variables related to trade volume changes were selected as correlations and applied to the multivariate deep learning prediction model. As a result, it was found that the LSTM error was low in the single-variable prediction model using only Busan Port container freight volume, and the LSTM error was also low in the multivariate prediction model using external variables.

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Time Series Analysis and Forecast for Labor Cost of Actual Cost Data (시계열분석을 통한 실적공사비의 노무비 분석 및 예측에 관한 연구)

  • Lee, Hyun-Seok;Lee, Eun-Young;Kim, Yea-Sang
    • Korean Journal of Construction Engineering and Management
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    • v.14 no.4
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    • pp.24-34
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    • 2013
  • Since 2004, the government decided to gradually introduce Actual Cost Data into cost estimate for improving problems of below-cost tendering and to reflect fair market price through competition and carry contract efficiently. However, there are many concerns that Actual Cost Data has not reflected real market price, even that has contributed to reduce the government's budget. General construction firm's burden for labor cost is imputed to specialty contractors and eventually it becomes construction worker's burden. Therefore, realization of Actual Cost Data is very important factor to settle this system. To understand realization level and make short term forecast, this paper drew construction group of which labor cost constitutes more than 95% of direct cost, and compares their Actual Cost Data with relevant skilled workers's unit wage and predicts using time series analysis. The bid price which is not be reflected market price accelerates work environment changes and leads to directly affect such as late disbursement of wages, bankruptcy to workers. Therefore this paper is expected to be used to the preliminary data for solving the problem and establishing improvement of Actual Cost Data.

Application of spatiotemporal transformer model to improve prediction performance of particulate matter concentration (미세먼지 예측 성능 개선을 위한 시공간 트랜스포머 모델의 적용)

  • Kim, Youngkwang;Kim, Bokju;Ahn, SungMahn
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.329-352
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    • 2022
  • It is reported that particulate matter(PM) penetrates the lungs and blood vessels and causes various heart diseases and respiratory diseases such as lung cancer. The subway is a means of transportation used by an average of 10 million people a day, and although it is important to create a clean and comfortable environment, the level of particulate matter pollution is shown to be high. It is because the subways run through an underground tunnel and the particulate matter trapped in the tunnel moves to the underground station due to the train wind. The Ministry of Environment and the Seoul Metropolitan Government are making various efforts to reduce PM concentration by establishing measures to improve air quality at underground stations. The smart air quality management system is a system that manages air quality in advance by collecting air quality data, analyzing and predicting the PM concentration. The prediction model of the PM concentration is an important component of this system. Various studies on time series data prediction are being conducted, but in relation to the PM prediction in subway stations, it is limited to statistical or recurrent neural network-based deep learning model researches. Therefore, in this study, we propose four transformer-based models including spatiotemporal transformers. As a result of performing PM concentration prediction experiments in the waiting rooms of subway stations in Seoul, it was confirmed that the performance of the transformer-based models was superior to that of the existing ARIMA, LSTM, and Seq2Seq models. Among the transformer-based models, the performance of the spatiotemporal transformers was the best. The smart air quality management system operated through data-based prediction becomes more effective and energy efficient as the accuracy of PM prediction improves. The results of this study are expected to contribute to the efficient operation of the smart air quality management system.

A Study on Link Travel Time Prediction by Short Term Simulation Based on CA (CA모형을 이용한 단기 구간통행시간 예측에 관한 연구)

  • 이승재;장현호
    • Journal of Korean Society of Transportation
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    • v.21 no.1
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    • pp.91-102
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    • 2003
  • There are two goals in this paper. The one is development of existing CA(Cellular Automata) model to explain more realistic deceleration process to stop. The other is the application of the updated CA model to forecasting simulation to predict short term link travel time that takes a key rule in finding the shortest path of route guidance system of ITS. Car following theory of CA models don't makes not response to leading vehicle's velocity but gap or distance between leading vehicles and following vehicles. So a following vehicle running at free flow speed must meet steeply sudden deceleration to avoid back collision within unrealistic braking distance. To tackle above unrealistic deceleration rule, “Slow-to-stop” rule is integrated into NaSch model. For application to interrupted traffic flow, this paper applies “Slow-to-stop” rule to both normal traffic light and random traffic light. And vehicle packet method is used to simulate a large-scale network on the desktop. Generally, time series data analysis methods such as neural network, ARIMA, and Kalman filtering are used for short term link travel time prediction that is crucial to find an optimal dynamic shortest path. But those methods have time-lag problems and are hard to capture traffic flow mechanism such as spill over and spill back etc. To address above problems. the CA model built in this study is used for forecasting simulation to predict short term link travel time in Kangnam district network And it's turned out that short term prediction simulation method generates novel results, taking a crack of time lag problems and considering interrupted traffic flow mechanism.

Road Accident Trends Analysis with Time Series Models for Various Road Types (도로종류별 교통사고 추세분석 및 시제열 분석모형 개발)

  • Han, Sang-Jin;Kim, Kewn-Jung
    • International Journal of Highway Engineering
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    • v.9 no.3
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    • pp.1-12
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    • 2007
  • Roads in Korea can be classified into four types according to their responsible authorities. For example, Motorway is constructed, managed, and operated by the Korea Highway Corporation. Ministry of Construction and Transportation is in charge of National Highway, and Province Roads are run by each province government. Urban/county Roads are run by corresponding local government. This study analyses the trends of road accidents for each road type. For this purpose, the numbers of accidents, fatalities, and injuries are compared for each road type for last 15 years. The result shows that Urban/County Roads are the most dangerous, while Motorways are the safest, when we simply compare the numbers of accidents, fatalities, and injuries. However, when we compare these numbers by dividing by total road length, National Highway becomes the most dangerous while Province Roads becomes the safest. In the case of road accidents, fatalities, and injuries per vehicle km, which is known as the most objective comparison measure, it turns out that National Highway is the most dangerous roads again. This study also developed time series models to estimate trends of fatalities for each road type. These models will be useful when we set up or evaluate targets of national road safety.

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Water Supply forecast Using Multiple ARMA Model Based on the Analysis of Water Consumption Mode with Wavelet Transform. (Wavelet Transform을 이용한 물수요량의 특성분석 및 다원 ARMA모형을 통한 물수요량예측)

  • Jo, Yong-Jun;Kim, Jong-Mun
    • Journal of Korea Water Resources Association
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    • v.31 no.3
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    • pp.317-326
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    • 1998
  • Water consumption characteristics on the northern part of Seoul were analyzed using wavelet transform with a base function of Coiflets 5. It turns out that long term evolution mode detected at 212 scale in 1995 was in a shape of hyperbolic tangent over the entire period due to the development of Sanggae resident site. Furthermore, there was seasonal water demand having something to do with economic cycle which reached its peak at the ends of June and December. The amount of this additional consumption was about $1,700\;\textrm{cm}^3/hr$ on June and $500\;\textrm{cm}^3/hr$ on December. It was also shown that the periods of energy containing sinusoidal component were 3.13 day, 33.33 hr, 23.98 hr and 12 hr, respectively, and the amplitude of 23.98 hr component was the most humongous. The components of relatively short frequency detected at $2^i$[i = 1,2,…12] scale were following Gaussian PDF. The most reliable predictive models are multiple AR[32,16,23] and ARMA[20, 16, 10, 23] which the input of temperature from the view point of minimized predictive error, mutual independence or residuals and the availableness of reliable meteorological data. The predicted values of water supply were quite consistent with the measured data which cast a possibility of the deployment of the predictive model developed in this study for the optimal management of water supply facilities.

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Prediction Model of User Physical Activity using Data Characteristics-based Long Short-term Memory Recurrent Neural Networks

  • Kim, Joo-Chang;Chung, Kyungyong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.4
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    • pp.2060-2077
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    • 2019
  • Recently, mobile healthcare services have attracted significant attention because of the emerging development and supply of diverse wearable devices. Smartwatches and health bands are the most common type of mobile-based wearable devices and their market size is increasing considerably. However, simple value comparisons based on accumulated data have revealed certain problems, such as the standardized nature of health management and the lack of personalized health management service models. The convergence of information technology (IT) and biotechnology (BT) has shifted the medical paradigm from continuous health management and disease prevention to the development of a system that can be used to provide ground-based medical services regardless of the user's location. Moreover, the IT-BT convergence has necessitated the development of lifestyle improvement models and services that utilize big data analysis and machine learning to provide mobile healthcare-based personal health management and disease prevention information. Users' health data, which are specific as they change over time, are collected by different means according to the users' lifestyle and surrounding circumstances. In this paper, we propose a prediction model of user physical activity that uses data characteristics-based long short-term memory (DC-LSTM) recurrent neural networks (RNNs). To provide personalized services, the characteristics and surrounding circumstances of data collectable from mobile host devices were considered in the selection of variables for the model. The data characteristics considered were ease of collection, which represents whether or not variables are collectable, and frequency of occurrence, which represents whether or not changes made to input values constitute significant variables in terms of activity. The variables selected for providing personalized services were activity, weather, temperature, mean daily temperature, humidity, UV, fine dust, asthma and lung disease probability index, skin disease probability index, cadence, travel distance, mean heart rate, and sleep hours. The selected variables were classified according to the data characteristics. To predict activity, an LSTM RNN was built that uses the classified variables as input data and learns the dynamic characteristics of time series data. LSTM RNNs resolve the vanishing gradient problem that occurs in existing RNNs. They are classified into three different types according to data characteristics and constructed through connections among the LSTMs. The constructed neural network learns training data and predicts user activity. To evaluate the proposed model, the root mean square error (RMSE) was used in the performance evaluation of the user physical activity prediction method for which an autoregressive integrated moving average (ARIMA) model, a convolutional neural network (CNN), and an RNN were used. The results show that the proposed DC-LSTM RNN method yields an excellent mean RMSE value of 0.616. The proposed method is used for predicting significant activity considering the surrounding circumstances and user status utilizing the existing standardized activity prediction services. It can also be used to predict user physical activity and provide personalized healthcare based on the data collectable from mobile host devices.

The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.239-251
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    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.