• Title/Summary/Keyword: Box-Jenkins Model

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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.

Predictive Analysis of Traffic Accidents caused by Negligence of Safe Driving in Elderly using Seasonal ARIMA (계절 ARIMA 모형을 이용한 고령운전자의 안전운전불이행에 의한 교통사고건수 예측분석)

  • Kim, Jae-Moon;Chang, Sung-Ho;Kim, Sung-Soo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.1
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    • pp.65-78
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    • 2017
  • Even though cars have a good effect on modern society, traffic accidents do not. There are traffic laws that define the regulations and aim to reduce accidents from happening; nevertheless, it is hard to determine all accident causes such as road and traffic conditions, and human related factors. If a traffic accident occurs, the traffic law classifies it as 'Negligence of Safe Driving' for cases that are not defined by specific regulations. Meanwhile, as Korea is already growing rapidly elderly population with more than 65 years, so are the number of traffic accidents caused by this group. Therefore, we studied predictive and comparative analysis of the number of traffic accidents caused by 'Negligence of Safe Driving' by dividing it into two groups : All-ages and Elderly. In this paper, we used empirical monthly data from 2007 to 2015 collected by TAAS (Traffic Accident Analysis System), identified the most suitable ARIMA forecasting model by using the four steps of the Box-Jenkins method : Identification, Estimation, Diagnostics, Forecasting. The results of this study indicate that ARIMA $(1, 1, 0)(0, 1, 1)_{12}$ is the most suitable forecasting model in the group of All-ages; and ARIMA $(0, 1, 1)(0, 1, 1)_{12}$ is the most suitable in the group of Elderly. Then, with this fitted model, we forecasted the number of traffic accidents for 2 years of both groups. There is no large fluctuation in the group of All-ages, but the group of Elderly shows a gradual increase trend. Finally, we compared two groups in terms of the forecast, suggested a countermeasure plan to reduce traffic accidents for both groups.

Data Analysis and Mining for Fish Growth Data in Fish-Farms (양식장 어류 생육 데이터 분석 및 마이닝)

  • Seoung-Bin Ye;Jeong-Seon Park;Soon-Hee Han;Hyi-Thaek Ceong
    • The Journal of the Korea institute of electronic communication sciences
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    • v.18 no.1
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    • pp.127-142
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    • 2023
  • The management of size and weight, which are the growth information of aquaculture fish in fish-farms, is the most basic goal. In this study, the epoch is defined in fish-farms from the time of stocking or dividing to the time of shipment, and the growth data for a total of three epoch is analyzed from a time series perspective. Growth information such as the size and weight of aquaculture fish that occur over time in fish-farms is compared and analyzed with water quality environmental information and feeding information, and a model is presented using the analysis results. In this study, linear, exponential, and logarithmic regression models are presented using the Box-Jenkins method for size and weight by epoch using data obtained in the field.

Stochastic Characteristics of Water Quality Variation of the Chungju Lake (충주호 수질변동의 추계학적 특성)

  • 정효준;황대호;백도현;이홍근
    • Journal of Environmental Health Sciences
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    • v.27 no.3
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    • pp.35-42
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    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

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Development of a Hybrid Exponential Forecasting Model for Household Electric Power Consumption (가정용(家庭用) 전력수요예측(電力需要豫測)을 위(爲)한 혼합지표(混合指表) 모델의 개발(開發))

  • Hwang, Hak;Kim, Jun-Sik
    • Journal of Korean Institute of Industrial Engineers
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    • v.7 no.1
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    • pp.21-31
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    • 1981
  • This paper develops a short term forecasting model for household electric power consumption in Seoul, which can be used for the effective planning and control of utility management. The model developed is based on exponentially weighted moving average model and incorporates monthly average temperature as an exogeneous factor so as to enhance its forecasting accuracy. The model is empirically compared with the Winters' three parameter model which is widely used in practice and the Box-Jenkins model known to be one of the most accurate short term forecasting techniques. The result indicates that the developed hybrid exponential model is better in terms of accuracy measured by average forecast error, mean squared error, and autocorrelated error.

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Fuzzy Logic-based Modeling of a Score (퍼지 이론을 이용한 악보의 모델링)

  • 손세호;권순학
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.3
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    • pp.264-269
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    • 2001
  • In this paper, we interpret a score as a time series and deal with the fuzzy logic-based modeling of it. The musical notes in a score represent a lot of information about the length of a sound and pitches, etc. In this paper, using melodies, tones and pitches in a score, we transform data on a score into a time series. Once more, we foml the new Lime series by sliding a window through the time series. For analyzing the time series data, we make use of the Box-Jenkins s time series analysis. On the basis of the identified characteristics of time series, we construct the fuzzy model.

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A Study on the Estimation of Economic Population Statistical Model by Computer Simulation (컴퓨터 시뮬레이션에 의한 경제인구 예측 통계 모형에 관한 연구)

  • 정관희
    • Journal of the Korea Computer Industry Society
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    • v.4 no.12
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    • pp.1033-1042
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    • 2003
  • In this study, the economic population prediction by computer simulation has been studied by using statistical model. The forecast of future population based on that of the past is a very difficult problem as uncertain conditions are modeled in it. Even if a thought forecast is possible, world-wide cultures and the local culture emotion the cultures of the world and out country can not be predicted due to rapid change and the estimation of population is ‘nowadays more and more’ difficult to be made good guess. In the estimation of economic population, by using the census population from 1960 to 1990, and using ARIMA model developed by Box and Jenkins, the estimation has been done on the economic population until 2021 according to age as appeared table and appendix. This kind of forecast would have both good point and weak point of ARIMA model theory saying that prediction can be done only by the economic population.

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INNOVATION ALGORITHM IN ARMA PROCESS

  • Sreenivasan, M.;Sumathi, K.
    • Journal of applied mathematics & informatics
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    • v.5 no.2
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    • pp.373-382
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    • 1998
  • Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

A Neuro-Fuzzy Modeling using the Hierarchical Clustering and Gaussian Mixture Model (계층적 클러스터링과 Gaussian Mixture Model을 이용한 뉴로-퍼지 모델링)

  • Kim, Sung-Suk;Kwak, Keun-Chang;Ryu, Jeong-Woong;Chun, Myung-Geun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.13 no.5
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    • pp.512-519
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    • 2003
  • In this paper, we propose a neuro-fuzzy modeling to improve the performance using the hierarchical clustering and Gaussian Mixture Model(GMM). The hierarchical clustering algorithm has a property of producing unique parameters for the given data because it does not use the object function to perform the clustering. After optimizing the obtained parameters using the GMM, we apply them as initial parameters for Adaptive Network-based Fuzzy Inference System. Here, the number of fuzzy rules becomes to the cluster numbers. From this, we can improve the performance index and reduce the number of rules simultaneously. The proposed method is verified by applying to a neuro-fuzzy modeling for Box-Jenkins s gas furnace data and Sugeno's nonlinear system, which yields better results than previous oiles.

Development of a neural-based model for forecating link travel times (신경망 이론에 의한 링크 통행시간 예측모형의 개발)

  • 박병규;노정현;정하욱
    • Journal of Korean Society of Transportation
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    • v.13 no.1
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    • pp.95-110
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    • 1995
  • n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .

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