• Title/Summary/Keyword: SARIMA model

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Prediction Algorithm of Threshold Violation in Line Utilization using ARIMA model (ARIMA 모델을 이용한 설로 이용률의 임계값 위반 예측 기법)

  • 조강흥;조강홍;안성진;안성진;정진욱
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.25 no.8A
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    • pp.1153-1159
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    • 2000
  • This paper 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 lido utilization that QoS of the network is greatly influenced by and proposes the prediction algorithm of threshold violation in line utilization using the seasonal ARIMA model. We can predict the time of threshold violation in line utilization 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 and a detection probability, it thus appears that we have maximized the performance of this algorithm.

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Hybrid CSA optimization with seasonal RVR in traffic flow forecasting

  • Shen, Zhangguo;Wang, Wanliang;Shen, Qing;Li, Zechao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.11 no.10
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    • pp.4887-4907
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    • 2017
  • Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.

The methods of forecasting for the number of student based on promotion proportion (학년진급률에 따른 학생수 예측방법)

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.857-867
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    • 2009
  • The purpose of this paper is to suggest the methods of forecasting for the number of the elementary, middle and high-school student based on the proportion of promotion until 2026 year. The suggested methods are the proportion of promotion, mov baseverage, Holt-W bters model, SARIMA, regression fit. As the result, the abilities of forecasting by the method of moving average are better than those of other methods.

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A Comparative Study of Monthly Inflow Prediction Methods by using Stochastic model and Artificial Neural Network model (추계학적 모형과 신경망 모형을 이용한 월유입량 예측기법 비교 연구)

  • Kang, Kwon Su;Heo, Jun Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2004.05b
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    • pp.1208-1212
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    • 2004
  • 다목적댐을 효율적이고 체계적으로 운영하기 위해서는 수문순환에 대한 지역별, 기간별 이해와 더불어 댐저수지로의 정확한 유입량 산정이 필요하다. 수문모델링을 비교하기 위해서는 개념적 모형과 추계학적 모형으로 나눌 수 있는데 개념적 모형은 상당히 많은 입력요소로 말미암아 사용자로 하여금 이해를 하는데 있어서 어려움을 겪을 수 밖에 없는 실정이나 추계학적 모형은 확률적 철상 및 기초적 예측이론을 습득하게 되면 쉽고 간단하여 검토를 용이하게 할 수 있는 장점이 있다. 수자원시스템의 설계, 계획, 운영에 있어서 핵심적인 수문변수의 미래거동의 보다 나은 추정치가 필요하다. 예를 들어, 수력발전, 레크리에이션 이용과 하류지역의 오염희석과 같은 다중 목적을 유지하기 위하여 다목적댐을 운영할 때에, 다가오는 미래시간에 대한 계획된 유입량의 예측이 요구된다. 예측의 목적은 미래에 발생한 정확한 예측을 제공하는 것이다. 따라서 월유입량 예측을 위해 추계학적 모형(ARMA(1,1), ARMAX, TFN, SARIMA)과 신경망 모형(BP, CASCADE 등)의 적용을 통해 한강수게 주요 다목적댐에 가장 적합한 방법을 선정하고자 하는데 본 연구의 목적이 있다.

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Outliers and Level Shift Detection of the Mean-sea Level, Extreme Highest and Lowest Tide Level Data (평균 해수면 및 최극조위 자료의 이상자료 및 기준고도 변화(Level Shift) 진단)

  • Lee, Gi-Seop;Cho, Hong-Yeon
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.32 no.5
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    • pp.322-330
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    • 2020
  • Modeling for outliers in time series was carried out using the MSL and extreme high, low tide levels (EHL, HLL) data set in the Busan and Mokpo stations. The time-series model is seasonal ARIMA model including the components of the AO (additive outliers) and LS (level shift). The optimal model was selected based on the AIC value and the model parameters were estimated using the 'tso' function (in 'tsoutliers' package of R). The main results by the model application, i.e.. outliers and level shift detections, are as follows. (1) The two AO are detected in the Busan monthly EHL data and the AO magnitudes were estimated to 65.5 cm (by typhoon MAEMI) and 29.5 cm (by typhoon SANBA), respectively. (2) The one level shift in 1983 is detected in Mokpo monthly MSL data, and the LS magnitude was estimated to 21.2 cm by the Youngsan River tidal estuary barrier construction. On the other hand, the RMS errors are computed about 1.95 cm (MSL), 5.11 cm (EHL), and 6.50 cm (ELL) in Busan station, and about 2.10 cm (MSL), 11.80 cm (EHL), and 9.14 cm (ELL) in Mokpo station, respectively.

Time series and deep learning prediction study Using container Throughput at Busan Port (부산항 컨테이너 물동량을 이용한 시계열 및 딥러닝 예측연구)

  • Seung-Pil Lee;Hwan-Seong Kim
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2022.06a
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    • pp.391-393
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    • 2022
  • In recent years, technologies forecasting demand based on deep learning and big data have accelerated the smartification of the field of e-commerce, logistics and distribution areas. In particular, ports, which are the center of global transportation networks and modern intelligent logistics, are rapidly responding to changes in the global economy and port environment caused by the 4th industrial revolution. Port traffic forecasting will have an important impact in various fields such as new port construction, port expansion, and terminal operation. Therefore, the purpose of this study is to compare the time series analysis and deep learning analysis, which are often used for port traffic prediction, and to derive a prediction model suitable for the future container prediction of Busan Port. In addition, external variables related to trade volume changes were selected as correlations and applied to the multivariate deep learning prediction model. As a result, it was found that the LSTM error was low in the single-variable prediction model using only Busan Port container freight volume, and the LSTM error was also low in the multivariate prediction model using external variables.

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