• Title/Summary/Keyword: SARIMA 모델

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A Study on Time Series Models for Predicting Cucumber Shipment Using Smart Farm Data (스마트팜 데이터를 활용한 오이 출하량 예측 시계열 모델 연구)

  • Hye Kyung Lee;Changsun Shin
    • Smart Media Journal
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    • v.13 no.10
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    • pp.59-66
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    • 2024
  • This study utilizes data collected by the Rural Development Administration from smart farm sites to identify key variables affecting cucumber shipment and proposes the most accurate prediction model through comparative analysis of various forecasting models. The dataset includes daily weather conditions, cultivation environments, and management activities from 36 different crop seasons. The predictive models used in this study include Multiple Regression, ARIMA(Auto Regressive Integrated Moving Average), LSTM(Long Short-Term Memory), and SARIMA(Seasonal Auto Regressive Integrated Moving Average). Model performance was evaluated using RMSE and MAE, with SARIMA demonstrating the best results. By optimizing the hyperparameters, SARIMA's prediction accuracy improved significantly, effectively capturing the strong seasonality in cucumber shipments.

A Research of Prediction of Photovoltaic Power using SARIMA Model (SARIMA 모델을 이용한 태양광 발전량 예측연구)

  • Jeong, Ha-Young;Hong, Seok-Hoon;Jeon, Jae-Sung;Lim, Su-Chang;Kim, Jong-Chan;Park, Hyung-Wook;Park, Chul-Young
    • Journal of Korea Multimedia Society
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    • v.25 no.1
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    • pp.82-91
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    • 2022
  • In this paper, time series prediction method of photovoltaic power is introduced using seasonal autoregressive integrated moving average (SARIMA). In order to obtain the best fitting model by a time series method in the absence of an environmental sensor, this research was used data below 50% of cloud cover. Three samples were extracted by time intervals from the raw data. After that, the best fitting models were derived from mean absolute percentage error (MAPE) with the minimum akaike information criterion (AIC) or beysian information criterion (BIC). They are SARIMA (1,0,0)(0,2,2)14, SARIMA (1,0,0)(0,2,2)28, SARIMA (2,0,3)(1,2,2)55. Generally parameter of model derived from BIC was lower than AIC. SARIMA (2,0,3)(1,2,2)55, unlike other models, was drawn by AIC. And the performance of models obtained by SARIMA was compared. MAPE value was affected by the seasonal period of the sample. It is estimated that long seasonal period samples include atmosphere irregularity. Consequently using 1 hour or 30 minutes interval sample is able to be helpful for prediction accuracy improvement.

Forecasting the Korea's Port Container Volumes With SARIMA Model (SARIMA 모형을 이용한 우리나라 항만 컨테이너 물동량 예측)

  • Min, Kyung-Chang;Ha, Hun-Koo
    • Journal of Korean Society of Transportation
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    • v.32 no.6
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    • pp.600-614
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    • 2014
  • This paper develops a model to forecast container volumes of all Korean seaports using a Seasonal ARIMA (Autoregressive Integrated Moving Average) technique with the quarterly data from the year of 1994 to 2010. In order to verify forecasting accuracy of the SARIMA model, this paper compares the predicted volumes resulted from the SARIMA model with the actual volumes. Also, the forecasted volumes of the SARIMA model is compared to those of an ARIMA model to demonstrate the superiority as a forecasting model. The results showed the SARIMA Model has a high level of forecasting accuracy and is superior to the ARIMA model in terms of estimation accuracy. Most of the previous research regarding the container-volume forecasting of seaports have been focussed on long-term forecasting with mainly monthly and yearly volume data. Therefore, this paper suggests a new methodology that forecasts shot-term demand with quarterly container volumes and demonstrates the superiority of the SARIMA model as a forecasting methodology.

Learning Algorithm of Dynamic Threshold in Line Utilization based SARIMA model (SARIMA 모델을 기반으로 한 선로 이용률의 동적 임계값 학습 기법)

  • Cho, Kagn-Hong;Ahn, Seong-Jin;Chung, Jin-Wook
    • The KIPS Transactions:PartC
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    • v.9C no.6
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    • pp.841-846
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    • 2002
  • We applies a seasonal ARIMA model to the timely forecasting in a line utilization and its confidence interval on the base of the past data of the line utilization that QoS of the network is greatly influenced by. And this paper proposes the learning algorithm of dynamic threshold in line utilization using the SARIMA model. We can find the proper dynamic threshold in timely line utilization on the various network environments and provide the confidence based on probability. Also, we have evaluated the validity of the proposed model and estimated the value of a proper threshold on real network. Network manager can overcome a shortcoming of original threshold method and maximize the performance of this algorithm.

Prediction of Covid-19 confirmed number of cases using SARIMA model (SARIMA모형을 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.26 no.1
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    • pp.58-63
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    • 2022
  • The daily number of confirmed cases of Coronavirus disease 2019(COVID-19) ranges between 1,000 and 2,000. Despite higher vaccination rates, the number of confirmed cases continues to increase. The Mu variant of COVID-19 reported in some countries by WHO has been identified in Korea. In this study, we predicted the number of confirmed COVID-19 cases in Korea using the SARIMA for the Covid-19 prevention strategy. Trends and seasonality were observed in the data, and the ADF Test and KPSS Test was used accordingly. Order determination of the SARIMA(p,d,q)(P, D, Q, S) model helped in extracting the values of p, d, q, P, D, and Q parameters. After deducing the p and q parameters using ACF and PACF, the data were transformed and schematized into stationary forms through difference, log transformation, and seasonality removal. If seasonality appears, first determine S, then SARIMA P, D, Q, and finally determine ARIMA p, d, q using ACF and PACF for the order excluding seasonality.

Analysis on Temporal Pattern of Location Data with Time Series Model (시계열 모델을 활용한 위치 데이터의 시간적 패턴 분석)

  • Song, Ha Yoon;Lee, Da Som;Jung, Jun Woo
    • Annual Conference of KIPS
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    • 2021.11a
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    • pp.768-771
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    • 2021
  • 시계열 분석은 이전 시점들의 데이터를 기반으로 미래 시점의 데이터를 예측하는 기술을 제공하며, SARIMA는 이러한 시계열 분석에서 활용되는 통계 모델의 일종이다. 본 연구는 직접 수집한 실시간 위치 데이터에 SARIMA를 적용하여 개인의 이동 패턴을 추출하고 이를 예측에 활용하는 전반적인 프로세스를 제작하였다. 첫째, DB에 업로드된 위치 데이터를 비지도 학습의 일종인 EM-clustering을 활용해 핵심 방문 장소들로부터의 거리에 따라 군집화했다. 둘째, 해당 장소에 입장하고 퇴장하는 시간 간격에 SARIMA를 적용해 주기성을 추출했다. 마지막으로, 이 주기성들을 군집의 중요도에 따라 순차적으로 분석하여 유의미한 예측 결과를 도출해냈다.

A Comparative Analysis of Performance and Regional Results of 12 Models for Wholesale Onion Price Forecast (양파 도매 가격 예측을 위한 12가지 모델 성능 및 지역별 결과 비교 분석)

  • Jane Park;Sujin Jung
    • Annual Conference of KIPS
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    • 2024.10a
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    • pp.908-909
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    • 2024
  • 한국의 주요 농산물인 양파 도매가격을 예측하기 위해 12가지 모델(SARIMA, ARIMA, Lasso Regression, Linear Regression, Ridge Regression, ElasticNet, LSTM, LightGBM, XGBoost, Random Forest, Gradient Boosting, Prophet)의 예측 성능을 비교 분석하며, 다섯 개 지역(광주, 대구, 대전, 부산, 서울)에서 모델의 성능을 평가한다. ARIMA와 SARIMA는 특히 대구와 부산에서 우수한 성과를 보였으며, Prophet과 LightGBM 모델은 상대적으로 낮은 정확도를 나타냄을 발견하였다. 다양한 모델의 성능 차이를 분석하고, 지역별 데이터 특성에 따른 맞춤형 예측 접근의 필요성을 강조한다.

Analysis of Time-Series data According to Water Reduce Ratio and Temperature and Humidity Changes Affecting the Decrease in Compressive Strength of Concrete Using the SARIMA Model

  • Kim, Joon-Yong
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.10
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    • pp.123-130
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    • 2022
  • In this paper is one of the measures to prevent concrete collapse accidents at construction sites in advance. Analyzed based on accumulated Meteorological Agency data. It is a reliable model that confirms the prediction of the decrease rate occurrence interval, and the verification items such as p_value is 0.5 or less and ecof appears in one direction through the SARIMA model, which is suitable for regular and clear time series data models, ensure reliability. Significant results were obtained. As a result of analyzing the temperature change by time zone and the water reduce ratio by section using the data secured based on such trust, the water reduce ratio is the highest in the 29-31 ℃ section from 12:00 to 13:00 from July to August. found to show. If a factor in the research result interval occurs using the research results, it is expected that the batch plant will produce Ready-mixed concrete that reflects the water reduce ratio at the time of designing the water-cement mixture, and prevent the decrease in concrete compressive strength due to the water reduce ratio.

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.

Implementation of Ozone Concentration Prediction Model Using SARIMA Model in Atmospheric (SARIMA모형을 이용한 대기 중 오존농도 예측 모델 구축)

  • Kang, Jung-Ku;Park, Seok-Cheon;Kim, Jong-Hyun
    • Annual Conference of KIPS
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    • 2015.04a
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    • pp.641-644
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    • 2015
  • 우리나라는 지난 40년간 급속한 경제 성장의 과정에서 에너지 소비가 급증하고 있으며, 이로 인해 온실가스 배출량은 1990년~2005년 사이 두 배 이상 증가하였고, 이는 OECD 국가 중 가장 높은 증가율이다. 2차 오염물질인 오존은 1990년부터 2012년까지 연평균 3% 상승하고 있으며, 반복 노출 시 폐에 피해를 줄 수 있는 오염 물질로 예방 대책이 필요하다. 이를 위해 본 논문에서는 계절성 특성을 지닌 오존농도 시계열 데이터를 바탕으로 SARIMA 모형을 활용하여 예측 모형을 구축 하였다.