• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.20 no.6
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• pp.1-13
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• 2021

In this study, a time series analysis technique was applied to calibrate and predict traffic data for various purposes, such as planning, design, maintenance, and research. Existing algorithms have limitations in application to data such as traffic data because they show strong periodicity and seasonality or irregular data. To overcome and supplement these limitations, we applied the SARIMA model, an analytical technique that combines the autocorrelation model, the Seasonal Auto Regressive(SAR), and the seasonal Moving Average(SMA). According to the analysis, traffic volume prediction using the SARIMA(4,1,3)(4,0,3) 12 model, which is the optimal parameter combination, showed excellent performance of 85% on average. In addition to traffic data, this study is considered to be of great value in that it can contribute significantly to traffic correction and forecast improvement in the event of missing traffic data, and is also applicable to a variety of time series data recently collected.

• The Korean Journal of Applied Statistics
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• v.35 no.3
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• pp.347-356
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• 2022

This article is concerned with asymmetric volatility models for financial time series. A generalization of standard single-threshold volatility model is discussed via multiple-threshold in which we specialize to twothreshold case for ease of presentation. An empirical illustration is made by analyzing S&P500 data from NYSE (New York Stock Exchange). For comparison measures between competing models, parametric bootstrap method is used to generate forecast distributions from which summary statistics of CP (Coverage Probability) and PE (Prediction Error) are obtained. It is demonstrated that our suggestion is useful in the field of asymmetric volatility analysis.

• Journal of the Korea Society of Computer and Information
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• v.28 no.8
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• pp.59-66
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• 2023

The Golden Cross is commonly seen as a buy signal in financial markets, but its reliability for predicting stock price movements is limited due to market volatility. This paper introduces a time-invariant approach that considers the Golden Cross as a singular event. Utilizing LSTM neural networks, we forecast significant stock price changes following a Golden Cross occurrence. By comparing our approach with traditional time series analysis and using a confusion matrix for classification, we demonstrate its effectiveness in predicting post-event stock price trends. To conclude, this study proposes a model with a precision of 83%. By utilizing the model, investors can alleviate potential losses, rather than making buy decisions under all circumstances following a Golden Cross event.

• International Journal of Computer Science & Network Security
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• v.21 no.1
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• pp.192-200
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• 2021

In the mid of the December 2019, the virus has been started to spread from China namely Corona virus. It causes fatalities globally and WHO has been declared as pandemic in the whole world. There are different methods which can fit such types of values which obtain peak and get flattened by the time. The main aim of the paper is to find the best or nearly appropriate modeling of such data. The three different models has been deployed for the fitting of the data of Coronavirus confirmed patients in Pakistan till the date of 20^th November 2020. In this paper, we have conducted analysis based on data obtained from National Institute of Health (NIH) Islamabad and produced a forecast of COVID-19 confirmed cases as well as the number of deaths and recoveries in Pakistan using the Logistic model, Gompertz model and Auto-Regressive Integrated Moving Average Model (ARIMA) model. The fitted models revealed high exponential growth in the number of confirmed cases, deaths and recoveries in Pakistan.

• Structural Engineering and Mechanics
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• v.29 no.2
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• pp.155-169
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• 2008

A MOM-based algorithm (MOMA) has been developed for moving force identification from dynamic responses of bridge in the companion paper. This paper further evaluates and investigates the properties of the developed MOMA by experiment in laboratory. A simply supported bridge model and a few vehicle models were designed and constructed in laboratory. A series of experiments have then been conducted for moving force identification. The bending moment and acceleration responses at several measurement stations of the bridge model are simultaneously measured when the model vehicle moves across the bridge deck at different speeds. In order to compare with the existing time domain method (TDM), the best method for moving force identification to date, a carefully comparative study scheme was planned and conducted, which includes considering the effect of a few main parameters, such as basis function terms, mode number involved in the identification calculation, measurement stations, executive CPU time, Nyquist fraction of digital filter, and two different solutions to the ill-posed system equation of moving force identification. It was observed that the MOMA has many good properties same as the TDM, but its CPU execution time is just less than one tenth of the TDM, which indicates an achievement in which the MOMA can be used directly for real-time analysis of moving force identification in field.

• Journal of Korea Port Economic Association
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• v.32 no.2
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• pp.25-37
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• 2016

The economy of South Korea has experienced two financial crises: the 1997 Asian financial crisis and the 2008 global financial crisis. These crises had a significant impact on the nation's macro-economic indicators. Furthermore, they had a profound influence on container traffic in container ports in Busan, which is the largest port in South Korea in terms of TEUs handled. However, the impact of the Asian financial crisis on container throughput is not clear. In this study, we assume that the two financial crises are independent and different, and then analyze how each of them impacted container throughput in Busan ports. To perform this analysis, we use an intervention model that is a special type of ARIMA model with input series. Intervention models can be used to model and forecast a response series and to analyze the impact of an intervention or event on the series. This study focuses on the latter case, and our results show that the impacts of the financial crises vary considerably.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.307-313
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• 2011

In this paper, we compare performance of three models. The Holt-Winters, FARIMA and ARGARCH models, are used in predicting internet traffic data for analysis of traffic characteristics. We first introduce the time series models and apply them to real traffic data to forecast. Finally, we examine which model is the most suitable for explaining the long memory, the characteristics of the traffic material, and compare the respective prediction performance of the models.

• Korean Journal of Construction Engineering and Management
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• v.12 no.2
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• pp.111-120
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• 2011

High-rise buildings have recently increased over the residential, commercial and office facilities, thus an understanding of construction cost for high-rise building projects has been a fundamental issue due to enormous construction cost as well as unpredictable market conditions and fluctuations in the rate of inflation by long-term construction periods of high-rise projects. Especially, recent violent fluctuations of construction material prices add to problems in construction cost forecasting. This research, therefore, develops a time-series model with the Box-Jenkins methodologies and material prices time-series data in Korea in order to forecast future trends of unit prices of required materials. BIM (Building Information Modeling) approaches are also used to analyze injection time of construction resources and to conduct quantity takeoff so that total material price can be forecasted. Comparative analysis of Predictability of tentative ARIMA (Autoregressive Integrated Moving Average) models was conducted to determine optimal time-series model for forecasting future price trends. Proposed BIM based time series forecasting model can help to deal with sudden changes in economic conditions by estimating future material prices.

• Communications for Statistical Applications and Methods
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• v.28 no.2
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• pp.119-134
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• 2021

Lung cancer is one of the leading causes of cancer deaths in the world. Investigation of mortality rates is pivotal to adequately understand the determinants causing this disease, allocate public health resources, and apply different control measures. Our study aims to analyze and forecast age-specific US lung cancer mortality trends. We report functions of mortality rates for different age groups by incorporating functional principal component analysis to understand the underlying mortality trend with respect to time. The mortality rates of lung cancer have been higher in men than in women. These rates have been decreasing for all age groups since 1990 in men. The same pattern is observed for women since 2000 except for the age group 85 and above. No significant changes in mortality rates in lower age groups have been reported for both gender. Lung cancer mortality rates for males are relatively higher than females. Ten-year predictions of mortality rates depict a continuous decline for both gender with no apparent change for lower age groups (below 40).

• Journal of the Korea Society for Simulation
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• v.30 no.4
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• pp.1-8
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• 2021

Deep learning is one of the most widely accepted methods for the forecasting of time series data which have the complexity and non-linear behavior. In this paper, we investigate the modification of a state-of-art WaveNet deep learning architecture and walk forward validation (WFV) in order to forecast electric power consumption data 24-hour-ahead. WaveNet originally designed for raw audio uses 1D dilated causal convolution for long-term information. First of all, we propose a modified version of WaveNet which activates real numbers instead of coded integers. Second, this paper provides with the training process with tuning of major hyper-parameters (i.e., input length, batch size, number of WaveNet blocks, dilation rates, and learning rate scheduler). Finally, performance evaluation results show that the prediction methodology based on WFV performs better than on the traditional holdout validation.