• Title/Summary/Keyword: ARIMA models

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Characteristics and Prediction of Total Ozone and UV-B Irradiance in East Asia Including the Korean Peninsula (한반도를 포함한 동아시아 영역에서 오존전량과 유해자외선의 특성과 예측)

  • Moon, Yun-Seob;Seok, Min-Woo;Kim, Yoo-Keun
    • Journal of Environmental Science International
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    • v.15 no.8
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    • pp.701-718
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    • 2006
  • The average ratio of the daily UV-B to total solar (75) irradiance at Busan (35.23$^{\circ}$N, 129.07$^{\circ}$E) in Korea is found as 0.11%. There is also a high exponential relationship between hourly UV-B and total solar irradiance: UV-B=exp (a$\times$(75-b))(R$^2$=0.93). The daily variation of total ozone is compared with the UV-B irradiance at Pohang (36.03$^{\circ}$N, 129.40$^{\circ}$E) in Korea using the Total Ozone Mapping Spectrometer (TOMS) data during the period of May to July in 2005. The total ozone (TO) has been maintained to a decreasing trend since 1979, which leading to a negative correlation with the ground-level UV-B irradiance doting the given period of cloudless day: UV-B=239.23-0.056 TO (R$^2$=0.52). The statistical predictions of daily total ozone are analyzed by using the data of the Brewer spectrophotometer and TOMS in East Asia including the Korean peninsula. The long-term monthly averages of total ozone using the multiplicative seasonal AutoRegressive Integrated Moving Average (ARIMA) model are used to predict the hourly mean UV-B irradiance by interpolating the daily mean total ozone far the predicting period. We also can predict the next day's total ozone by using regression models based on the present day's total ozone by TOMS and the next day's predicted maximum air temperature by the Meteorological Mesoscale Model 5 (MM5). These predicted and observed total ozone amounts are used to input data of the parameterization model (PM) of hourly UV-B irradiance. The PM of UV-B irradiance is based on the main parameters such as cloudiness, solar zenith angle, total ozone, opacity of aerosols, altitude, and surface albedo. The input data for the model requires daily total ozone, hourly amount and type of cloud, visibility and air pressure. To simplify cloud effects in the model, the constant cloud transmittance are used. For example, the correlation coefficient of the PM using these cloud transmissivities is shown high in more than 0.91 for cloudy days in Busan, and the relative mean bias error (RMBE) and the relative root mean square error (RRMSE) are less than 21% and 27%, respectively. In this study, the daily variations of calculated and predicted UV-B irradiance are presented in high correlation coefficients of more than 0.86 at each monitoring site of the Korean peninsula as well as East Asia. The RMBE is within 10% of the mean measured hourly irradiance, and the RRMSE is within 15% for hourly irradiance, respectively. Although errors are present in cloud amounts and total ozone, the results are still acceptable.

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 of KRW/USD exchange rate during the Covid-19 pandemic using SARIMA and ARDL models (SARIMA와 ARDL모형을 활용한 COVID-19 구간별 원/달러 환율 예측)

  • Oh, In-Jeong;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.28 no.4
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    • pp.191-209
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    • 2022
  • This paper is a review of studies that focus on the prediction of a won/dollar exchange rate before and after the covid 19 pandemic. The Korea economy has an unprecedent situation starting from 2021 up till 2022 where the won/dollar exchange rate has exceeded 1,400 KRW, a first time since the global financial crisis in 2008. The US Federal Reserve has raised the interest rate up to 2.5% (2022.7) called a 'Big Step' and the Korea central bank has also raised the interested rate up to 2.5% (2022.8) accordingly. In the unpredictable economic situation, the prediction of the won/dollar exchange rate has become more important than ever. The authors separated the period from 2015.Jan to 2022.Aug into three periods and built a best fitted ARIMA/ARDL prediction model using the period 1. Finally using the best the fitted prediction model, we predicted the won/dollar exchange rate for each period. The conclusions of the study were that during Period 3, when the usual relationship between exchange rates and economic factors appears, the ARDL model reflecting the variable relationship is a better predictive model, and in Period 2 of the transitional period, which deviates from the typical pattern of exchange rate and economic factors, the SARIMA model, which reflects only historical exchange rate trends, was validated as a model with a better predictive performance.