• Title/Summary/Keyword: Auto regressive integrated moving average(ARIMA)

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Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models (시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석)

  • Kim, Seungwoo;Lee, Pyeong-Yeon;Kwon, Sanguk;Kim, Jonghoon
    • The Transactions of the Korean Institute of Power Electronics
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    • v.27 no.4
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    • pp.316-324
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    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

Time Series Forecasting on Car Accidents in Korea Using Auto-Regressive Integrated Moving Average Model (자동 회귀 통합 이동 평균 모델 적용을 통한 한국의 자동차 사고에 대한 시계열 예측)

  • Shin, Hyunkyung
    • Journal of Convergence for Information Technology
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    • v.9 no.12
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    • pp.54-61
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    • 2019
  • Recently, IITS (intelligent integrated transportation system) has been important topic in Smart City related industry. As a main objective of IITS, prevention of traffic jam (due to car accidents) has been attempted with help of advanced sensor and communication technologies. Studies show that car accident has certain correlation with some factors including characteristics of location, weather, driver's behavior, and time of day. We concentrate our study on observing auto correlativity of car accidents in terms of time of day. In this paper, we performed the ARIMA tests including ADF (augmented Dickey-Fuller) to check the three factors determining auto-regressive, stationarity, and lag order. Summary on forecasting of hourly car crash counts is presented, we show that the traffic accident data obtained in Korea can be applied to ARIMA model and present a result that traffic accidents in Korea have property of being recurrent daily basis.

Prediction of Covid-19 confirmed number of cases using ARIMA model (ARIMA모형을 이용한 코로나19 확진자수 예측)

  • Kim, Jae-Ho;Kim, Jang-Young
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.12
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    • pp.1756-1761
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    • 2021
  • Although the COVID-19 outbreak that occurred in Wuhan, Hubei around December 2019, seemed to be gradually decreasing, it was gradually increasing as of November 2020 and June 2021, and estimated confirmed cases were 192 million worldwide and approximately 184 thousand in South Korea. The Central Disaster and Safety Countermeasures Headquarters have been taking strong countermeasures by implementing level 4 social distancing. However, as the highly infectious COVID-19 variants, such as Delta mutation, have been on the rise, the number of daily confirmed cases in Korea has increased to 1,800. Therefore, the number of cumulative confirmed COVID-19 cases is predicted using ARIMA algorithms to emphasize the severity of COVID-19. In the process, differences are used to remove trends and seasonality, and p, d, and q values are determined and forecasted in ARIMA using MA, AR, autocorrelation functions, and partial autocorrelation functions. Finally, forecast and actual values are compared to evaluate how well it was forecasted.

Survey on the Market of Modular Building Using ARIMA Model (ARIM모형을 활용한 모듈러 건축시장 현황 조사)

  • Park, Nam-Cheon;Kim, Kyoon-Tai;Lee, Yuril
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.05a
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    • pp.14-15
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    • 2014
  • The modular construction is as yet early stage of market in Korea. So It is have difficulty of market demand forecast of the modular building. Therefore, this study was done analysis for market trends of the modular building using ARIMA(Auto Regressive Integrated Moving Average) model by time series data.

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Prediction of Dissolved Oxygen in Jindong Bay Using Time Series Analysis (시계열 분석을 이용한 진동만의 용존산소량 예측)

  • Han, Myeong-Soo;Park, Sung-Eun;Choi, Youngjin;Kim, Youngmin;Hwang, Jae-Dong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.26 no.4
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    • pp.382-391
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    • 2020
  • In this study, we used artificial intelligence algorithms for the prediction of dissolved oxygen in Jindong Bay. To determine missing values in the observational data, we used the Bidirectional Recurrent Imputation for Time Series (BRITS) deep learning algorithm, Auto-Regressive Integrated Moving Average (ARIMA), a widely used time series analysis method, and the Long Short-Term Memory (LSTM) deep learning method were used to predict the dissolved oxygen. We also compared accuracy of ARIMA and LSTM. The missing values were determined with high accuracy by BRITS in the surface layer; however, the accuracy was low in the lower layers. The accuracy of BRITS was unstable due to the experimental conditions in the middle layer. In the middle and bottom layers, the LSTM model showed higher accuracy than the ARIMA model, whereas the ARIMA model showed superior performance in the surface layer.

Time Series Analysis for Predicting Deformation of Earth Retaining Walls (시계열 분석을 이용한 흙막이 벽체 변형 예측)

  • Seo, Seunghwan;Chung, Moonkyung
    • Journal of the Korean Geotechnical Society
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    • v.40 no.2
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    • pp.65-79
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    • 2024
  • This study employs traditional statistical auto-regressive integrated moving average (ARIMA) and deep learning-based long short-term memory (LSTM) models to predict the deformation of earth retaining walls using inclinometer data from excavation sites. It compares the predictive capabilities of both models. The ARIMA model excels in analyzing linear patterns as time progresses, while the LSTM model is adept at handling complex nonlinear patterns and long-term dependencies in the data. This research includes preprocessing of inclinometer measurement data, performance evaluation across various data lengths and input conditions, and demonstrates that the LSTM model provides statistically significant improvements in prediction accuracy over the ARIMA model. The findings suggest that LSTM models can effectively assess the stability of retaining walls at excavation sites. Additionally, this study is expected to contribute to the development of safety monitoring systems at excavation sites and the advancement of time series prediction models.

A Study on increasing the fitness of forecasts using Dynamic Model (동적 모형에 의한 예측치의 정도 향상에 관한 연구)

  • 윤석환;윤상원;신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.19 no.40
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    • pp.1-14
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    • 1996
  • We develop a dynamic demand forecasting model compared to regression analysis model and AutoRegressive Integrated Moving Average(ARIMA) model. The dynamic model can apply to the current dynamic data to forecasts through introducing state equation. A multiple regression model and ARIMA model using given data are designed via the model analysis. The forecasting fitness evaluation between the designed models and the dynamic model is compared with the criterion of sum of squared error.

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Prediction of Hydrogen Masers' Behaviors Against UTCr with R

  • Lee, Ho Seong;Kwon, Taeg Yong;Lee, Young Kyu;Yang, Sung-hoon;Yu, Dai-Hyuk
    • Journal of Positioning, Navigation, and Timing
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    • v.9 no.2
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    • pp.89-98
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    • 2020
  • Prediction of clock behaviors is necessary to generate very high stable system time which is essential for a satellite navigation system. For the purpose, we applied the Auto-Regressive Integrated Moving Average (ARIMA) model to the prediction of two hydrogen masers' behaviors with respect to the rapid Coordinated Universal Time (UTCr). Using the packaged programming language R, we made an analysis and prediction of time series data of [UTCr - clocks]. The maximum variation width of the residuals which were obtained by the difference between the predicted and measured values, was 6.2 ns for 106 days. This variation width was just one-sixth of [UTCr-UTC (KRIS)] published by the BIPM for the same period. Since the two hydrogen masers were found to be strongly correlated, we applied the Vector Auto-Regressive Moving Average (VARMA) model for more accurate prediction. The result showed that the prediction accuarcy was improved by two times for one hydrogen maser.

The Effect of Deterministic and Stochastic VTG Schemes on the Application of Backpropagation of Multivariate Time Series Prediction (시계열예측에 대한 역전파 적용에 대한 결정적, 추계적 가상항 기법의 효과)

  • Jo, Tae-Ho
    • Proceedings of the Korea Information Processing Society Conference
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    • 2001.10a
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    • pp.535-538
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    • 2001
  • Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

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Modeling Exponential Growth in Population using Logistic, Gompertz and ARIMA Model: An Application on New Cases of COVID-19 in Pakistan

  • Omar, Zara;Tareen, Ahsan
    • International Journal of Computer Science & Network Security
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    • v.21 no.1
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    • pp.192-200
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    • 2021
  • In the mid of the December 2019, the virus has been started to spread from China namely Corona virus. It causes fatalities globally and WHO has been declared as pandemic in the whole world. There are different methods which can fit such types of values which obtain peak and get flattened by the time. The main aim of the paper is to find the best or nearly appropriate modeling of such data. The three different models has been deployed for the fitting of the data of Coronavirus confirmed patients in Pakistan till the date of 20th November 2020. In this paper, we have conducted analysis based on data obtained from National Institute of Health (NIH) Islamabad and produced a forecast of COVID-19 confirmed cases as well as the number of deaths and recoveries in Pakistan using the Logistic model, Gompertz model and Auto-Regressive Integrated Moving Average Model (ARIMA) model. The fitted models revealed high exponential growth in the number of confirmed cases, deaths and recoveries in Pakistan.