• Title/Summary/Keyword: ARIMA analysis

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Estiamtion of Time Series Model on Forest Fire Occurrences and Burned Area from 1970 to 2005 (1970-2005년 동안의 산불 발생건수 및 연소면적에 대한 시계열모형 추정)

  • Lee, Byungdoo;Chung, Joosang
    • Journal of Korean Society of Forest Science
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    • v.95 no.6
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    • pp.643-648
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    • 2006
  • It is important to understand the patterns of forest fire in terms of effective prevention and suppression activities. In this study, the monthly forest fire occurrences and their burned areas were investigated to enhance the understanding of the patterns of forest fire in Korea. The statistics of forest fires in Korea, 1970 through 2005, built by Korea Forest Service was analyzed by using time series analysis technique to fit ARIMA models proposed by Box-Jenkins. The monthly differences in forest fire characteristics were clearly distinguished, with 59% of total forest fire occurrences and 72% of total burned area being in March and April. ARIMA(1, 0, 1) was the best fitted model to both the fire accurrences and the burned area time series. The fire time series have a strong relation to the fire occurrences and the burned area of 1 month and 12 months before.

Forecasting of Rental Demand for Public Bicycles Using a Deep Learning Model (딥러닝 모형을 활용한 공공자전거 대여량 예측에 관한 연구)

  • Cho, Keun-min;Lee, Sang-Soo;Nam, Doohee
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.3
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    • pp.28-37
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    • 2020
  • This study developed a deep learning model that predicts rental demand for public bicycles. For this, public bicycle rental data, weather data, and subway usage data were collected. After building an exponential smoothing model, ARIMA model and LSTM-based deep learning model, forecasting errors were compared and evaluated using MSE and MAE evaluation indicators. Based on the analysis results, MSE 348.74 and MAE 14.15 were calculated using the exponential smoothing model. The ARIMA model produced MSE 170.10 and MAE 9.30 values. In addition, MSE 120.22 and MAE 6.76 values were calculated using the deep learning model. Compared to the value of the exponential smoothing model, the MSE of the ARIMA model decreased by 51% and the MAE by 34%. In addition, the MSE of the deep learning model decreased by 66% and the MAE by 52%, which was found to have the least error in the deep learning model. These results show that the prediction error in public bicycle rental demand forecasting can be greatly reduced by applying the deep learning model.

A study on demand forecasting for Jeju-bound tourists by travel purpose using seasonal ARIMA-Intervention model (계절형 ARIMA-Intervention 모형을 이용한 여행목적 별 제주 관광객 수 예측에 관한 연구)

  • Song, Junmo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.3
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    • pp.725-732
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    • 2016
  • This study analyzes the number of Jeju-bound tourists according to travellers' purposes. We classify the travellers' purposes into three categories: "Rest and Sightseeing", "Leisure and Sport", and "Conference and Business". To see an impact of MERS outbreak occurred in May 2015 on the number of tourists, we fit seasonal ARIMA-Intervention model to the monthly arrivals data from January 2005 to March 2016. The estimation results show that the number of tourists for "Leisure and Sport" and "Conference and Business" were significantly affected by MERS outbreak whereas arrivals for "Rest and Sightseeing" were little influenced. Using the fitted models, we predict the number of Jeju-bound tourists.

A Demand Forecasting for Aircraft Spare Parts using ARMIA (ARIMA를 이용한 항공기 수리부속의 수요 예측)

  • Park, Young-Jin;Jeon, Geon-Wook
    • Journal of the military operations research society of Korea
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    • v.34 no.2
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    • pp.79-101
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    • 2008
  • This study is for improvement of repair part demand forecasting method of Republic of Korea Air Force aircraft. Recently, demand prediction methods are Weighted moving average, Linear moving average, Trend analysis, Simple exponential smoothing, Linear exponential smoothing. But these use fixed weight and moving average range. Also, NORS(Not Operationally Ready upply) is increasing. Recommended method of Box-Jenkins' ARIMA can solve problems of these method and improve estimate accuracy. To compare recent prediction method and ARIMA that use mean squared error(MSE) is reacted sensitively in change of error. ARIMA has high accuracy than existing forecasting method. If apply this method of study in other several Items, can prove demand forecast Capability.

New seasonal moving average filters for X-13-ARIMA (X-13-ARIMA에서의 새로운 계절이동평균필터 개발 연구)

  • Shim, Kyuho;Kang, Gunseog
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.231-242
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    • 2016
  • X-13-ARIMA (a popular time series analysis software) provides $3{\times}3$, $3{\times}5$, $3{\times}9$, $3{\times}15$ moving average filters for seasonal adjustment. However, there has been questions on their performance and the need for new filters is a constant topic due to Korean economic time series often containing higher irregularity and more various seasonality than other countries. In this study, two newly developed seasonal moving average filters, $3{\times}7$ and $3{\times}11$, are introduced. New filters were implemented in X-13-ARIMA and applied to 15 economic time series to demonstrate their suitability and reliability. The result shows that some series are more stable when using new seasonal moving average filters. More accurate time series analyses would be possible if newly proposed filters are used together with existing filters.

Solar Power Generation Forecast Model Using Seasonal ARIMA (SARIMA 모형을 이용한 태양광 발전량 예보 모형 구축)

  • Lee, Dong-Hyun;Jung, Ahyun;Kim, Jin-Young;Kim, Chang Ki;Kim, Hyun-Goo;Lee, Yung-Seop
    • Journal of the Korean Solar Energy Society
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    • v.39 no.3
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    • pp.59-66
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    • 2019
  • New and renewable energy forecasts are key technology to reduce the annual operating cost of new and renewable facilities, and accuracy of forecasts is paramount. In this study, we intend to build a model for the prediction of short-term solar power generation for 1 hour to 3 hours. To this end, this study applied two time series technique, ARIMA model without considering seasonality and SARIMA model with considering seasonality, comparing which technique has better predictive accuracy. Comparing predicted errors by MAE measures of solar power generation for 1 hour to 3 hours at four locations, the solar power forecast model using ARIMA was better in terms of predictive accuracy than the solar power forecast model using SARIMA. On the other hand, a comparison of predicted error by RMSE measures resulted in a solar power forecast model using SARIMA being better in terms of predictive accuracy than a solar power forecast model using ARIMA.

KTX passenger demand forecast with multiple intervention seasonal ARIMA models (다중개입 계절형 ARIMA 모형을 이용한 KTX 수송수요 예측)

  • Cha, Hyoyoung;Oh, Yoonsik;Song, Jiwoo;Lee, Taewook
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.139-148
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    • 2019
  • This study proposed a multiple intervention time series model to predict KTX passenger demand. In order to revise the research of Kim and Kim (Korean Society for Railway, 14, 470-476, 2011) considering only the intervention of the second phase of Gyeong-bu before November of 2011, we adopted multiple intervention seasonal ARIMA models to model the time series data with additional interventions which occurred after November of 2011. Through the data analysis, it was confirmed that the effects of various interventions such as Gyeong-bu and Ho-nam 2 phase, outbreak of MERS and national holidays, which affected the KTX transportation demand, are successfully explained and the prediction accuracy could be quite improved significantly.

Anomaly Detection in Sensor Data

  • Kim, Jong-Min;Baik, Jaiwook
    • Journal of Applied Reliability
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    • v.18 no.1
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    • pp.20-32
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    • 2018
  • Purpose: The purpose of this study is to set up an anomaly detection criteria for sensor data coming from a motorcycle. Methods: Five sensor values for accelerator pedal, engine rpm, transmission rpm, gear and speed are obtained every 0.02 second from a motorcycle. Exploratory data analysis is used to find any pattern in the data. Traditional process control methods such as X control chart and time series models are fitted to find any anomaly behavior in the data. Finally unsupervised learning algorithm such as k-means clustering is used to find any anomaly spot in the sensor data. Results: According to exploratory data analysis, the distribution of accelerator pedal sensor values is very much skewed to the left. The motorcycle seemed to have been driven in a city at speed less than 45 kilometers per hour. Traditional process control charts such as X control chart fail due to severe autocorrelation in each sensor data. However, ARIMA model found three abnormal points where they are beyond 2 sigma limits in the control chart. We applied a copula based Markov chain to perform statistical process control for correlated observations. Copula based Markov model found anomaly behavior in the similar places as ARIMA model. In an unsupervised learning algorithm, large sensor values get subdivided into two, three, and four disjoint regions. So extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior in the sensor values. Conclusion: Exploratory data analysis is useful to find any pattern in the sensor data. Process control chart using ARIMA and Joe's copula based Markov model also give warnings near similar places in the data. Unsupervised learning algorithm shows us that the extreme sensor values are the ones that need to be tracked down for any sign of anomaly behavior.

Constructing Demand and Supply Forecasting Model of Social Service using Time Series Analysis : Focusing on the Development Rehabilitation Service (시계열 모형을 활용한 사회서비스 수요·공급모형 구축 : 발달재활서비스를 중심으로)

  • Seo, Jeong-Min
    • The Journal of the Korea Contents Association
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    • v.15 no.6
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    • pp.399-410
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    • 2015
  • The primary goal of the study is to examine the possibility of applying the time series model to forecasting demand and supply of social services. In the study, we used survey data based on a nationally represented sample which is secondary processed data. We selected developmental rehabilitation service. The analysis, we made models of a demand and a supply using time series analysis. Utilizing the estimates, we identified each model's pattern. This study provides an empirical evidence to suggest benefits of using the time series model for forecasting the demand and the supply pattern of newly introduced social services. We also provide discussions on policy implications of utilizing demand and supply time series models in the process of developing new social services.

Analysis of Global Shipping Market Status and Forecasting the Container Freight Volume of Busan New port using Time-series Model (글로벌 해운시장 현황 분석 및 시계열 모형을 이용한 부산 신항 컨테이너 물동량 예측에 관한 연구)

  • JO, Jun-Ho;Byon, Je-Seop;Kim, Hee-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.4
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    • pp.295-303
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    • 2017
  • In this paper, we analyze the trends of the international shipping market and the domestic and foreign factors of the crisis of the domestic shipping market, and identify the characteristics of the recovery of the Busan New Port trade volume which has decreased since the crisis of the domestic shipping market We quantitatively analyzed the future volume of Busan New Port and analyzed the trends of the prediction and recovery trends. As a result of analyzing Busan New Port container cargo volume by using big data analysis tool R, the variation of Busan New Cargo container cargo volume was estimated by ARIMA model (1,0,1) (1,0,1)[12] Estimation error, AICc and BIC were the most optimal ARIMA models. Therefore, we estimated the estimated value of Busan New Port trade for 36 months by using ARIMA (1, 0, 1)[12], which is the optimal model of Busan New Port trade, and estimated 13,157,184 TEU, 13,418,123 TEU, 13,539,884 TEU, and 4,526,406 TEU, respectively, indicating that it increased by about 2%, 2%, and 1%.