• Title/Summary/Keyword: ARIMA analysis

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Analysis and Estimation of Food and Beverage Sales at Incheon Int'l Airport by ARIMA-Intervention Time Series Model (ARIMA-Intervention 시계열 모형을 이용한 인천국제공항 식음료 매출 분석 및 추정 연구)

  • Yoon, Han-Young;Park, Sung-Sik
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.2
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    • pp.458-468
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    • 2019
  • This research attempted to estimate monthly sales of food and beverage at the passenger terminal of Incheon int'l airport from June of 2015 to December 2020. This paper used ARIMA-Intervention model which can estimate the change of the sales amount suggesting the predicted monthly food and beverage sales revenue. The intervention variable was travel-ban policy against south Korea from P.R. China since July 2016 to December 2017 due to THAAD in south Korea. According to ARIMA, it was found normal predicted sales amount showed the slow growth increase rate until 2020 due to the effect of intervened variable. However, the monthly food sales in July and August 2019 was 20.3 and 21.2 billion KRW respectively. Each amount would increase even more in 2020 and the amount would increase to 21.4 and 22.1 billion KRW. The sales amount in 2019 would be 7.7 and 8.1 billion KRW and climb up 7.9 and 8.2 billion KRW in 2020. It was expected LCC passengers tend to spend more money for F&B at airport due to no meal or drink service of LCC or the paid-in meal and beverage service of LCC. The growth of sales of food and beverate will be accompanied with the growth of LCC according to estimated data.

A Forecast Method of Marine Traffic Volume through Time Series Analysis (시계열 분석을 통한 해상교통량 예측 방안)

  • Yoo, Sang-Rok;Park, Young-Soo;Jeong, Jung-Sik;Kim, Chul-Seong;Jeong, Jae-Yong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.19 no.6
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    • pp.612-620
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    • 2013
  • In this study, time series analysis was tried, which is widely applied to demand forecast of diverse fields such as finance, economy, trade, and so on, different from previous regression analysis. Future marine traffic volume was forecasted on the basis of data of the number of ships entering Incheon port from January 1996 to June 2013, through courses of stationarity verification, model identification, coefficient estimation, and diagnostic checking. As a result of prediction January 2014 to December 2015, February has less traffic volume than other months, but January has more traffic volume than other months. Also, it was found out that Incheon port was more proper to ARIMA model than exponential smoothing method and there was a difference of monthly traffic volume according to seasons. The study has a meaning in that future traffic volume was forecasted per month with time series model. Also, it is judged that forecast of future marine traffic volume through time series model will be the more suitable model than prediction of marine traffic volume with previous regression analysis.

Estimation Model of Wind speed Based on Time series Analysis (시계열 자료 분석기법에 의한 풍속 예측 연구)

  • Kim, Keon-Hoon;Jung, Young-Seok;Ju, Young-Chul
    • 한국태양에너지학회:학술대회논문집
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    • 2008.11a
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    • pp.288-293
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    • 2008
  • A predictive model of wind speed in the wind farm has very important meanings. This paper presents an estimation model of wind speed based on time series analysis using the observed wind data at Hangyeong Wind Farm in Jeju island, and verification of the predictive model. In case of Hangyeong Wind Farm and Haengwon Wind Farm, The ARIMA(Autoregressive Integrated Moving Average) predictive model was appropriate, and the wind speed estimation model was developed by means of parametric estimation using Maximum likelihood Estimation.

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Time series Analysis of State-space Model and Multiplication ARIMA Model in Dissolved Oxygen Simulation (용존산소 농도모의시 상태공간모형과 승법 ARIMA모형의 시계열 분석)

  • 이원호;서인석;한양수
    • Journal of environmental and Sanitary engineering
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    • v.15 no.2
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    • pp.65-74
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    • 2000
  • The purpose of this study is to develop the stochastic stream water quality model for the intake station of Chung-Ju city waterworks in the Han river system. This model was based on the theory of Box-Jenkins Multiplicative ARIMA(SARIMA) and the state space model to simulate changes of water qualities. Variable of water qualities included in the model are temperature and dissolved oxygen(DO). The models development were based on the data obtained from Jan. 1990 to Dec. 1997 and followed the typical procedures of the Box-Jenkins method including identification and estimation. The seasonality of DO and temperature data to formulate for the SARIMA model are conspicuous and the period of revolution was twelve months. Both models had seasonality of twelve months and were formulates as SARIMA {TEX}$(2,1,1)(1,1,1)_{12}${/TEX} for DO and temperature. The models were validated by testing normality and independency of the residuals. The prediction ability of SARIMA model and state space model were tested using the data collected from Jan. 1998 to Oct. 1999. There were good agreements between the model predictions and the field measurements. The performance of the SARIMA model and state space model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the state space model lead to the improved accuracy.

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Effects of maximum speed limit on Gyeongbu Expressway (경부고속도로 최고제한속도 상향에 따른 교통사고 영향 분석)

  • Song, Yinhua;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.719-731
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    • 2017
  • In September 2010, the Korea government increased the speed limit on the Gyeongbu Expressway (Cheonan IC.-Yangjae IC) from 100 to 110 km per hour. This paper considers ARIMA-Intervention model to analyze the effects of the speed limit change on the incidences of traffic accidents and injuries. In addition, in order to investigate the effects more clearly, we also analyze the difference between the two lines of Cheonan IC-Yangjae IC and Busan IC-Cheonan IC. As a result, we observe that the numbers of accidents and injuries have increased after the speed limit change. The increases are strikingly distinctive in comparison to other lines (Busan IC-Cheonan IC) where there have been no changes in the maximum speed limit.

A Design of Context Prediction Structure using Homogeneous Feature Extraction (동질적 특징추출을 이용한 상황예측 구조의 설계)

  • Kim, Hyung-Sun;Im, Kyoung-Mi;Lim, Jae-Hyun
    • Journal of Internet Computing and Services
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    • v.11 no.4
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    • pp.85-94
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    • 2010
  • In this paper, we propose a location-prediction structure that can provide user service in advance. It consists of seven steps and supplies intelligent services which can forecast user's location. Context information collected from physical sensors and a history database is so difficult that it can't present importance of data and abstraction of data because of heterogeneous data type. Hence, we offer the location-prediction that change data type from heterogeneous data to homogeneous data. Extracted data is clustered by SOFM, then it gets user's location information by ARIMA and realizes the services by a reasoning engine. In order to validate the proposed location-prediction, we built a test-bed and test it by the scenario.

CLIAM: Cloud Infrastructure Abnormal Monitoring using Machine Learning

  • Choi, Sang-Yong
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.4
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    • pp.105-112
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    • 2020
  • In the fourth industrial revolution represented by hyper-connected and intelligence, cloud computing is drawing attention as a technology to realize big data and artificial intelligence technologies. The proliferation of cloud computing has also increased the number of threats. In this paper, we propose one way to effectively monitor to the resources assigned to clients by the IaaS service provider. The method we propose in this paper is to model the use of resources allocated to cloud systems using ARIMA algorithm, and it identifies abnormal situations through the use and trend analysis. Through experiments, we have verified that the client service provider can effectively monitor using the proposed method within the minimum amount of access to the client systems.

A Model for Groundwater Time-series from the Well Field of Riverbank Filtration (강변여과 취수정 주변 지하수위를 위한 시계열 모형)

  • Lee, Sang-Il;Lee, Sang-Ki;Hamm, Se-Yeong
    • Journal of Korea Water Resources Association
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    • v.42 no.8
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    • pp.673-680
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    • 2009
  • Alternatives to conventional water resources are being sought due to the scarcity and the poor quality of surface water. Riverbank filtration (RBF) is one of them and considered as a promising source of water supply in some cities. Changwon City has started RBF in 2001 and field data have been accumulated. This study is to develop a time-series model for groundwater level data collected from the pumping area of RBF. The site is Daesan-myeon, Changwon City, where groundwater level data have been measured for the last five years (Jan. 2003$\sim$Dec. 2007). Minute-based groundwater levels was averaged out to monthly data to see the long-term behavior. Time-series analysis was conducted according to the Box-Jenkins method. The resulted model turned out to be a seasonal ARIMA model, and its forecasting performance was satisfactory. We believe this study will provide a prototype for other riverbank filtration sites where the predictability of groundwater level is essential for the reliable supply of water.

Air Passenger Demand Forecasting and Baggage Carousel Expansion: Application to Incheon International Airport (항공 수요예측 및 고객 수하물 컨베이어 확장 모형 연구 : 인천공항을 중심으로)

  • Yoon, Sung Wook;Jeong, Suk Jae
    • Journal of Korean Society of Transportation
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    • v.32 no.4
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    • pp.401-409
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    • 2014
  • This study deals with capacity expansion planning of airport infrastructure in view of economic validation that reflect construction costs and social benefits according to the reduction of passengers' delay time. We first forecast the airport peak-demand which has a seasonal and cyclical feature with ARIMA model that has been one of the most widely used linear models in time series forecasting. A discrete event simulation model is built for estimating actual delay time of passengers that consider the passenger's dynamic flow within airport infrastructure after arriving at the airport. With the trade-off relationship between cost and benefit, we determine an economic quantity of conveyor that will be expanded. Through the experiment performed with the case study of Incheon international airport, we demonstrate that our approach can be an effective method to solve the airport expansion problem with seasonal passenger arrival and dynamic operational aspects in airport infrastructure.

The Forecasting of Monthly Runoff using Stocastic Simulation Technique (추계학적 모의발생기법을 이용한 월 유출 예측)

  • An, Sang-Jin;Lee, Jae-Gyeong
    • Journal of Korea Water Resources Association
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    • v.33 no.2
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    • pp.159-167
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    • 2000
  • The purpose of this study is to estimate the stochastic monthly runoff model for the Kunwi south station of Wi-stream basin in Nakdong river system. This model was based on the theory of Box-Jenkins multiplicative ARlMA and the state-space model to simulate changes of monthly runoff. The forecasting monthly runoff from the pair of estimated effective rainfall and observed value of runoff in the uniform interval was given less standard error then the analysis only by runoff, so this study was more rational forecasting by the use of effective rainfall and runoff. This paper analyzed the records of monthly runoff and effective rainfall, and applied the multiplicative ARlMA model and state-space model. For the P value of V AR(P) model to establish state-space theory, it used Ale value by lag time and VARMA model were established that it was findings to the constituent unit of state-space model using canonical correction coefficients. Therefore this paper confirms that state space model is very significant related with optimization factors of VARMA model.

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