• The Journal of Korean Institute of Communications and Information Sciences
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• v.29 no.2B
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• pp.217-227
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• 2004

With a rapid growth in the Internet technology, the network traffic is increasing swiftly. As for the increase of traffic, it had a large influence on performance of a total network. Therefore, a traffic management became an important issue of network management. In this paper, we study a forecast plan of network traffic in order to analyze network traffic and to establish efficient correspondence. We use time series forecast models and determine fitness whether the model can forecast network traffic exactly. In order to predict a model, AR, MA, ARMA, and ARIMA must be applied. The suitable model can be found that can express the nature of traffic for the forecast among these models. We determines whether it is satisfied with stationary in the assumption step of the model. The stationary can get the results by using ACF(Auto Correlation Function) and PACF(Partial Auto Correlation Function). If the result of this function cannot satisfy then the forecast model is unsuitable. Therefore, we are going to get the correct model that is to satisfy stationary assumption. So, we proposes a way to classify in order to get time series materials to satisfy stationary. The correct prediction method is managed traffic of a network with a way to be better than now. It is possible to manage traffic dynamically if it can be used.

• Journal of the Korean Society of Manufacturing Technology Engineers
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• v.9 no.5
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• pp.144-149
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• 2000

The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc. In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA(parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.669-673
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• 2006

수자원시스템의 설계, 계획, 운영에 있어서 핵심적인 수문변수의 미래거동에 대한 보다 나은 추정치가 필요하다. 예를 들어, 수력발전, 레크리에이션 이용과 하류지역의 오염희석과 같은 다중목적 기능을 유지하기 위하여 다목적댐을 운영할 때에, 다가오는 미래시간에 대한 계획된 유량의 예측이 요구된다. 예측의 목적은 미래에 발생할 정확한 예상치를 제공하는 것이다(Keith W. Hipel, 1994). 본 연구의 주요 목적은 다변량 추계학적 시스템의 해석을 위한 모형의 추정과 등정을 위한 과정을 개발하는데 있다. 일반적 추계학적 시스템 모형이 표현되며 그것으로부터 수문학적 시스템의 모형을 매우 적절하게 유도하기 위한 다중 입력-단일 출력 TF, TFN, ARMAX모형을 유도하는데 있다. 이 모형은 수문학적 시스템을 위한 경우인 상관된 입력을 설명할 수 있도록 개발된다. 일반적인 모형을 만드는 전략이며 실제유역시스템에 적용하여 검토된다.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1282-1286
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• 2009

최근에 빈번하게 발생하는 집중호우로는 강우자료의 경향성에 영향을 주고 있다. 하지만, 우리나라의 강우관측기록이 충분하지 못하여 통계학적 경향성 분석은 유의한 결과를 보여주고 있지 않아, 확률강우량 산정시 강우자료가 정상성을 지니고 있다고 가정하여 빈도분석을 실시하고 있다. 본 연구에서는 경향성이 나타나지 않는 강우관측소 49개지점중 4개의 지점을 선정하여 향후 경향성 여부를 분석하였다. 이들 관측자료가 가지는 경향성을 유지하면서 추계학적 시계열 모의발생기법을 이용하여 강우자료를 발생시킨 후 경향성 검정을 실시하였다. 이를 위하여 Regression model, ARMA model을 이용하여 강우자료를 발생시켰으며, 발생된 강우자료는 Mann-Kendall test, Hotelling-Pabst test, Wald-Wolfowitz test를 사용하였다. 그 결과 거의 모든 지점에서 가까운 미래에 경향성을 갖게 될 것임을 알 수 있었다.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.265-272
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• 2002

An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

• Journal of the Korea Society for Simulation
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• v.5 no.2
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• pp.59-72
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• 1996

The purpose of this study is to make an improvement to the batch-means method, which is a procedure to construct a confidence interval(c.i.) for the steady-state process mean of a stationary simulation output process. In the batch-means method, the data in the output process are grouped into batches. The sequence of means of the data included in individual batches is called a batch-menas process and can be treated as an independently and identically distributed set of variables if each batch includes sufficiently large number of observations. The traditional batch-means method, therefore, uses a batch size as large as possible in order to. destroy the autocovariance remaining in the batch-means process. The c.i. prodedure developed and empirically tested in this study uses a small batch size which can be well fitted by a simple ARMA model, and then utilizes the dependence structure in the fitted model to correct for bias in the variance estimator of the sample mean.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• Journal of the Korean Data and Information Science Society
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• v.15 no.4
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• pp.783-791
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• 2004

In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 1999.10a
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• pp.40-45
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• 1999

The demands for robotic and automatic system are continually increasing in manufacturing fields. There have been many studies to monitor and predict the system, but they have mainly focused upon measuring cutting force, and current of motor spindle, and upon using acoustic sensor, etc.In this study, time series sequence of cutting force was acquired by taking advantage of piezoelectric type tool dynamometer. Radial cutting force was obtained from it and was available for useful observation data. The parameter was estimated using PAA (parameter adaptation algorithm) from observation data. ARMA(auto regressive moving average) model was selected for system model and second order was decided according to parameter estimation. Uncorrelation test was also carried out to verify convergence of parameter.

• Proceedings of the Korea Water Resources Association Conference
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• 2011.05a
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• pp.394-398
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• 2011

수자원시스템의 설계, 계획, 운영에 있어 핵심적인 수문변수의 미래거동에 대한 보다 나은 추정치가 필요하다. 예를 들어, 수력발전, 레크리에이션 이용과 하류지역의 오염희석과 같은 다중 목적 기능을 유지하기 위하여 다목적댐을 운영할 때에, 다가오는 미래시간에 대한 계획된 유량의 예측이 요구된다. 예측의 목적은 미래에 발생할 정확한 예상치를 제공하는 것이다(Keith W. Hipel, 1994). 본 연구의 주요 목적은 금강수계인 대청댐에서 다변량 추계학적 시스템의 해석을 위한 모형의 추정과 등정을 위한 과정을 개발하는데 있다. 일반적 추계학적 시스템 모형이 표현되며 그것으로부터 수문학적 시스템의 모형을 매우 적절하게 유도하기 위한 다중 입력-단일 출력 TF, TFN, ARMAX모형을 유도하는데 있다. 이 모형은 수문학적 시스템을 위한 경우인 상관된 입력을 설명할 수 있도록 개발된다. 일반적인 모형을 만드는 전략이 사용되며 실제유역시스템에 적용하여 검토해 보고자 한다.