• Title/Summary/Keyword: Box-Jenkins Model

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Fuzzy Modeling Using Fuzzy Equalization and GA (퍼지 균등화와 유전알고리즘을 이용한 퍼지 모델링)

  • Kim, S.S.;Go, H.J.;Jun, B.S.;Ryu, J.W.
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2653-2655
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    • 2001
  • In this paper, we proposed a method of modeling a system using Fuzzy Equalization(FE) and Genetic Algorithm(GA). The initial model is constructed using FE. The antecedent parameters and the rules in fuzzy logic are tuned by GA. The proposed system minimizes the modeling error and the size of structure. The process of building membership functions using PDF(Probability Density Function) and GA tunes the antecedent parameter and rules for minimizing the error and structure. The usefulness of proposed method is demonstrated by applying to Box-Jenkins furnace data.

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A Future Economic Model: A Study of the Impact of Food Processing Industry, Manufacturers and Distributors in a Thai Context

  • Maliwan SARAPAB;Duangrat TANDAMRONG
    • Journal of Distribution Science
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    • v.21 no.7
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    • pp.65-71
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    • 2023
  • Purpose: This study attempted to analyze the impacts of the backward linkage and output multipliers, and investigate the price fluctuation and the price forecast amongst the manufacturing sectors associated with food processing industrial output of Thailand. Research design, data and methodology: The Thailand Input-Output table with a size of 180 x 180 sectors from 2005, 2010, and 2015 was utilized while the secondary data of the time series from January 2002 to December 2021 were processed via a multiplicative model and Box-Jenkins model. Results: The backward linkage analysis indicates that canning and preserving of the meat sector majorly utilized the factors of production from the slaughtering sector; canning and preservation of fish and other seafoods sector largely used those factors from the ocean and coastal fishing sector; and the sugar sector used those of the sugarcane sector. Notably, the output multiplier analysis indicated that output multipliers of those 3 manufacturing sectors were highly increased; meanwhile the price fluctuation continually existed in all forms. Besides, the price forecast suggested that prices of chicken and sugarcane tended to be higher; whereas, the price of shrimp was unstable. Conclusions: Food processing industry contains the favorable components to be one of the industries of the future of Thailand.

Long term trends in the Korean professional baseball (한국프로야구 기록들의 장기추세)

  • Lee, Jang Taek
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.1
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    • pp.1-10
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    • 2015
  • This paper offers some long term perspective on what has been happening to some baseball statistics for Korean professional baseball. The data used are league summaries by year over the period 1982-2013. For the baseball statistics, statistically significant positive correlations (p < 0.01) were found for doubles (2B), runs batted in (RBI), bases on balls (BB), strike outs (SO), grounded into double play (GIDP), hit by pitch (HBP), on base percentage (OBP), OPS, earned run average (ERA), wild pitches (WP) and walks plus hits divided by innings pitched (WHIP) increased with year. There was a statistically significant decreasing trend in the correlations for triples (3B), caught stealing (CS), errors (E), completed games (CG), shutouts (SHO) and balks (BK) with year (trend p < 0.01). The ARIMA model of Box-Jenkins is applied to find a model to forecast future baseball measures. Univariate time series results suggest that simple lag-1 models fit some baseball measures quite well. In conclusion, the single most important change in Korean professional baseball is the overall incidence of completed games (CG) downward. Also the decrease of strike outs (SO) is very remarkable.

A Development of Inflow Forecasting Models for Multi-Purpose Reservior (다목적 저수지 유입량의 예측모형)

  • Sim, Sun-Bo;Kim, Man-Sik;Han, Jae-Seok
    • Proceedings of the Korea Water Resources Association Conference
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    • 1992.07a
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    • pp.411-418
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    • 1992
  • The purpose of this study is to develop dynamic-stochastic models that can forecast the inflow into reservoir during low/drought periods and flood periods. For the formulation of the models, the discrete transfer function is utilized to construct the deterministic characteristics, and the ARIMA model is utilized to construct the stochastic characteristics of residuals. The stochastic variations and structures of time series on hydrological data are examined by employing the auto/cross covariance function and auto/cross correlation function. Also, general modeling processes and forecasting method are used the model building methods of Box and Jenkins. For the verifications and applications of the developed models, the Chungju multi-purpose reservoir which is located in the South Han river systems is selected. Input data required are the current and past reservoir inflow and Yungchun water levels. In order to transform the water level at Yungchon into streamflows, the water level-streamflows rating curves at low/drought periods and flood periods are estimated. The models are calibrated with the flood periods of 1988 and 1989 and hourly data for 1990 flood are analyzed. Also, for the low/drought periods, daily data of 1988 and 1989 are calibrated, and daily data for 1989 are analyzed.

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Estiamtion of Time Series Model on Forest Fire Occurrences and Burned Area from 1970 to 2005 (1970-2005년 동안의 산불 발생건수 및 연소면적에 대한 시계열모형 추정)

  • Lee, Byungdoo;Chung, Joosang
    • Journal of Korean Society of Forest Science
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    • v.95 no.6
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    • pp.643-648
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    • 2006
  • It is important to understand the patterns of forest fire in terms of effective prevention and suppression activities. In this study, the monthly forest fire occurrences and their burned areas were investigated to enhance the understanding of the patterns of forest fire in Korea. The statistics of forest fires in Korea, 1970 through 2005, built by Korea Forest Service was analyzed by using time series analysis technique to fit ARIMA models proposed by Box-Jenkins. The monthly differences in forest fire characteristics were clearly distinguished, with 59% of total forest fire occurrences and 72% of total burned area being in March and April. ARIMA(1, 0, 1) was the best fitted model to both the fire accurrences and the burned area time series. The fire time series have a strong relation to the fire occurrences and the burned area of 1 month and 12 months before.

Comparative Analysis of Travel Demand Forecasting Models (여행수요예측모델 비교분석)

  • Kim, Jong Ho
    • Journal of Korean Society of Forest Science
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    • v.84 no.2
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    • pp.121-130
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    • 1995
  • Forecasting accuracy is examined in the context of Michigan travel demand. Eight different annual models are used to forecast up to two years ahead, and nine different quarterly models up to four quarters. In the evaluation of annual models' performance, multiple regression performed better than the other methods in both the one year and two year forecasts. For quarterly models, Winters exponential smoothing and the Box-Jenkins method performed better than naive 1 s in the first quarter ahead, but these methods in the second, third, and fourth quarters ahead performed worse than naive 1 s. The sophisticated models did not outperform simpler models in producing quarterly forecasts. The best model, multiple regression, performed slightly better when fitted to quarterly rather than annual data: however, it is not possible to strongly recommend quarterly over annual models since the improvement in performance was slight in the case of multiple regression and inconsistent across the other models. As one would expect, accuracy declines as the forecasting time horizon is lengthened in the case of annual models, but the accuracy of quarterly models did not confirm this result.

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A Study on the Real Time Forecasting for Monthly Inflow of Daecheong Dam using Seasonal ARIMA Model (계절 ARIMA모형을 이용한 대청댐 유역 실시간 유입량 예측에 관한 연구)

  • Kim, Keun-Soon;Ahn, Jae-Hyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1395-1399
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    • 2010
  • 최근 들어 전 세계적으로 태풍과 가뭄 그리고 국지적인 호우 등의 기상변화로 인하여 수자원 종합적인 개발과 이용계획에 대한 전문적인 예측이 필요하다. 우리나라는 홍수기에 집중적인 강우 발생으로 인하여 평수기와 유입량 차이가 심한 수문특성을 가지고 있어 안정적인 수자원 공급에 대한 장기적인 관점에서 이수와 치수정책을 수립해야 한다. 본 연구는 1985년 1월부터 2008년 12월까지 24년에 해당하는 한정된 기간의 짧은 유출량 자료를 갖는 대청댐 유역에서의 시계열 유입량 특성을 Box-Jenkins모형 또는 ARIMA모형을 적용하여 추계학적 분석을 실시하였다. 월유입량과 같은 비정상성 시계열에 적용될 수 있는 적절한 추계학적 모형을 찾기 위하여 모형의 식별과 모형의 추정, 모형의 검진 등의 3단계에 걸친 분석을 실시하였다. 연구결과 대청댐 월유입량 예측모형으로 승법계절 ARIMA$(0,1,2){\times}(1,1,0)_{12}$이 유도되었으며, 이 모형으로 1, 3, 6, 12개월의 선행기간에 대한 실시간 유입량을 예측하였다. 예측된 유입량을 2008년 실측유입량과 비교한 결과 6개월에 대한 예측의 정확성이 가장 높게 나타났다. 또한 평수기와 홍수기를 구분한 예측도 실시하였으며, 평수기는 1개월 홍수기는 3개월 간격으로 예측하는 것이 가장 적절한 것으로 분석되었다.

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Data Pattern Estimation with Movement of the Center of Gravity

  • Ahn Tae-Chon;Jang Kyung-Won;Shin Dong-Du;Kang Hak-Soo;Yoon Yang-Woong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.6 no.3
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    • pp.210-216
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    • 2006
  • In the rule based modeling, data partitioning plays crucial role be cause partitioned sub data set implies particular information of the given data set or system. In this paper, we present an empirical study result of the data pattern estimation to find underlying data patterns of the given data. Presented method performs crisp type clustering with given n number of data samples by means of the sequential agglomerative hierarchical nested model (SAHN). In each sequence, the average value of the sum of all inter-distance between centroid and data point. In the sequel, compute the derivation of the weighted average distance to observe a pattern distribution. For the final step, after overall clustering process is completed, weighted average distance value is applied to estimate range of the number of clusters in given dataset. The proposed estimation method and its result are considered with the use of FCM demo data set in MATLAB fuzzy logic toolbox and Box and Jenkins's gas furnace data.

A Time Series Analysis for the Monthly Variation of $SO_2$ in the Certain Areas (ARIMA model에 의한 서울시 일부지역 $SO_2$ 오염도의 월변화에 대한 시계열분석)

  • Kim, Kwang-Jin;Lee, Sang-Hun;Chung, Yong
    • Journal of Korean Society for Atmospheric Environment
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    • v.4 no.2
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    • pp.72-81
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    • 1988
  • The typical ARIMA model which was developed by Box and Jenkins, was applied to the monthly $SO_2$ data collected at Seoungsoo and Oryudong in metropolitan area over five years, 1982 to 1986. To find out the changing pattern of $SO_2$ concentration, autocorrelation and partial autocorrelation analysis were undertaken. The three steps of time series model building were followed and the residual series was found to be a random white noise. The results of this study is summarized as follows. 1) The monthly $SO_2$ series was found to be a non-stationary series which which has a periodicity of 12 months. After eliminating the periodicity by differencing, the monthly $SO_2$ series became a stationary series. 2) The ARIMA seasonal model of the $SO_2$ was determined to be ARIMA $(1, 0, 0)(0, 1, 0,)_{12}$ model. 3) The model equations based on the prediction were: for Seoungsoodong: $Y_t = 0.5214Y_{t-1} + Y_{t-12} - 0.5214Y_{t-13} + a_t$ for Oryudong: $Y_t = 0.8549Y_{t-1} + Y_{t-12} - 0.8549Y_{t-13} + a_t$ 4) The validity of the model identified was checked by compairing the measured $SO_2$ values and one-month-ahead predicted values. The result of correlation and regression analysis is as follows. Seoungsoodong: $Y = 0.8710X + 0.0062 r = 0.8768$ Oryudong : $Y = 0.8758X + 0.0073 r = 0.9512$

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Forecasting the Trading Volumes of Marine Transport and Ports Logistics Policy -Using Multiplicative Seasonal ARIMA Model- (해상운송의 물동량 예측과 항만물류정책 -승법 계절 ARIMA 모형을 이용하여-)

  • Kim, Chang-Beom
    • Journal of Korea Port Economic Association
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    • v.23 no.1
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    • pp.149-162
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    • 2007
  • The purpose of this study is to forecast the marine trading volumes using multiplicative seasonal Autoregressive Integrated Moving Average(ARIMA) model. The paper proceeds by comparing the forecasting performances of the unload volumes with those of the load volumes with Box-Jenkins ARIMA model. Also, I present the predicted values based on the ARIMA model. The result shows that the trading volumes increase very slowly.

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