• The Journal of Asian Finance, Economics and Business
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• v.9 no.4
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• pp.83-92
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• 2022

Due to the uncertainty in the order of the integrated model, the SARIMA-LSTM model, SARIMA-SVR model, LSTM-SARIMA model, and SVR-SARIMA model are constructed respectively to determine the best-combined model for forecasting the China-Russia trade turnover. Meanwhile, the effect of the order of the combined models on the prediction results is analyzed. Using indicators such as MAPE and RMSE, we compare and evaluate the predictive effects of different models. The results show that the SARIMA-LSTM model combines the SARIMA model's short-term forecasting advantage with the LSTM model's long-term forecasting advantage, which has the highest forecast accuracy of all models and can accurately predict the trend of China-Russia trade turnover in the post-epidemic period. Furthermore, the SARIMA - LSTM model has a higher forecast accuracy than the LSTM-ARIMA model. Nevertheless, the SARIMA-SVR model's forecast accuracy is lower than the SVR-SARIMA model's. As a result, the combined models' order has no bearing on the predicting outcomes for the China-Russia trade turnover time series.

• Korea Trade Review
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• v.45 no.5
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• pp.75-89
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• 2020

The purpose of this paper was to analyze the trend of container volume using the Seasonal Autoregressive Intergrated Moving Average (SARIMA) model. To this end, this paper used monthly time-series data of the East Sea Rim from 2001 to 2019. As a result, the SARIMA(2,1,1)12 model was identified as the most suitable model, and the superiority of the SARIMA model was demonstrated by comparative analysis with the ARIMA model. In addition, to confirmed forecasting accuracy of SARIMA model, this paper compares the volume of predict container to the actual volume. According to the forecast for 24 months from 2020 to 2021, the volume of containaer increased from 60,100,000Ton in 2020 to 64,900,000Ton in 2021

• 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.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.141-141
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• 2022

Drought is a global phenomenon that affects almost all landscapes and causes major damages. Due to non-linear nature of contributing factors, drought occurrence and its severity is characterized as stochastic in nature. Early warning of impending drought can aid in the development of drought mitigation strategies and measures. Thus, drought forecasting is crucial in the planning and management of water resource systems. The primary objective of this study is to make improvement is existing drought forecasting techniques. Therefore, we proposed an improved version of Seasonal Autoregressive Integrated Moving Average (SARIMA) model (MD-SARIMA) for reliable drought forecasting with three years lead time. In this study, we selected four watersheds of Han River basin in South Korea to validate the performance of MD-SARIMA model. The meteorological data from 8 rain gauge stations were collected for the period 1973-2016 and converted into watershed scale using Thiessen's polygon method. The Standardized Precipitation Index (SPI) was employed to represent the meteorological drought at seasonal (3-month) time scale. The performance of MD-SARIMA model was compared with existing models such as Seasonal Naive Bayes (SNB) model, Exponential Smoothing (ES) model, Trigonometric seasonality, Box-Cox transformation, ARMA errors, Trend and Seasonal components (TBATS) model, and SARIMA model. The results showed that all the models were able to forecast drought, but the performance of MD-SARIMA was robust then other statistical models with Wilmott Index (WI) = 0.86, Mean Absolute Error (MAE) = 0.66, and Root mean square error (RMSE) = 0.80 for 36 months lead time forecast. The outcomes of this study indicated that the MD-SARIMA model can be utilized for drought forecasting.

• 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.

• Journal of Intelligence and Information Systems
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• v.19 no.1
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• pp.1-17
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• 2013

In this article, several types of hybrid forecasting models are suggested. In particular, hybrid models using the generalized additive model (GAM) are newly suggested as an alternative to those using neural networks (NN). The prediction performances of various hybrid and non-hybrid models are evaluated using simulated time series data. Five different types of seasonal time series data related to an additive or multiplicative trend are generated over different levels of noise, and applied to the forecasting evaluation. For the simulated data with only seasonality, the autoregressive (AR) model and the hybrid AR-AR model performed equivalently very well. On the other hand, if the time series data employed a trend, the SARIMA model and some hybrid SARIMA models equivalently outperformed the others. In the comparison of GAMs and NNs, regarding the seasonal additive trend data, the SARIMA-GAM evenly performed well across the full range of noise variation, whereas the SARIMA-NN showed good performance only when the noise level was trivial.

• Journal of environmental and Sanitary engineering
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• v.15 no.2
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• pp.65-74
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• 2000

The purpose of this study is to develop the stochastic stream water quality model for the intake station of Chung-Ju city waterworks in the Han river system. This model was based on the theory of Box-Jenkins Multiplicative ARIMA(SARIMA) and the state space model to simulate changes of water qualities. Variable of water qualities included in the model are temperature and dissolved oxygen(DO). The models development were based on the data obtained from Jan. 1990 to Dec. 1997 and followed the typical procedures of the Box-Jenkins method including identification and estimation. The seasonality of DO and temperature data to formulate for the SARIMA model are conspicuous and the period of revolution was twelve months. Both models had seasonality of twelve months and were formulates as SARIMA {TEX}$(2,1,1)(1,1,1)_{12}${/TEX} for DO and temperature. The models were validated by testing normality and independency of the residuals. The prediction ability of SARIMA model and state space model were tested using the data collected from Jan. 1998 to Oct. 1999. There were good agreements between the model predictions and the field measurements. The performance of the SARIMA model and state space model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the state space model lead to the improved accuracy.

• Journal of the Korean Data and Information Science Society
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• v.27 no.4
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• pp.1075-1081
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• 2016

The big data analysis has received much attention from the researchers working in various fields because the big data has a great potential in detecting or predicting future events such as epidemic outbreaks and changes in stock prices. Reflecting the current popularity of big data analysis, many authors have proposed methods tracking influenza epidemics based on internet-based information. The recently proposed 'autoregressive model using Google (ARGO) model' (Yang et al., 2015) is one of those influenza tracking models that harness search queries from Google as well as the reports from the Centers for Disease Control (CDC), and appears to outperform the existing method such as 'Google Flu Trends (GFT)'. Although the ARGO predicts well the outbreaks of influenza, this study demonstrates that a classical seasonal autoregressive integrated moving average (SARIMA) model can outperform the ARGO. The SARIMA model incorporates more accurate seasonality of the past influenza activities and takes less input variables into account. Our findings show that the SARIMA model is a functional tool for monitoring influenza epidemics.

• The Korean Journal of Applied Statistics
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• v.31 no.2
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• pp.189-204
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• 2018

This study is on forecasting the electricity consumption of an industrial manufacturing building called GGM from January 2014 to April 2017. We fitted models using SARIMA, SARIMA + GARCH, Holt-Winters method and ARIMA with Fourier transformation. We also forecasted electricity consumption for one month ahead and compared the predicted root mean square error as well as the predicted error rate of each model. The electricity consumption of GGM fluctuates weekly and annually; therefore, SARIMA + GARCH model considering both volatility and seasonality, shows the best fit and prediction.

• Journal of Korean Society of Transportation
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• v.31 no.3
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• pp.3-18
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• 2013

This study develops a forecasting method to estimate air cargo demand from ICN(Incheon International Airport) to all airports in EU with Seasonal Autoregressive Integrated Moving Average (SARIMA) Model using volumes from the first quarter of 2000 to the fourth quarter of 2009. This paper shows the superiority of SARIMA Model by comparing the forecasting accuracy of SARIMA with that of other ARIMA (Autoregressive Integrated Moving Average) models. Given that very few papers and researches focuses on air route, this paper will be helpful to researchers concerned with air cargo.