• Title/Summary/Keyword: Time Series Forecast Analysis

Search Result 186, Processing Time 0.03 seconds

A Study on Demanding forecasting Model of a Cadastral Surveying Operation by analyzing its primary factors (지적측량업무 영향요인 분석을 통한 수요예측모형 연구)

  • Song, Myeong-Suk
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 2007.11a
    • /
    • pp.477-481
    • /
    • 2007
  • The purpose of this study is to provide the ideal forecasting model of cadastral survey work load through the Economeatric Analysis of Time Series, Granger Causality and VAR Model Analysis, it suggested the forecasting reference materials for the total amount of cadastral survey general work load. The main result is that the derive of the environment variables which affect cadastral survey general work load and the outcome of VAR(vector auto regression) analysis materials(impulse response function and forecast error variance decomposition analysis materials), which explain the change of general work load depending on altering the environment variables. And also, For confirming the stability of time series data, we took a unit root test, ADF(Augmented Dickey-Fuller) analysis and the time series model analysis derives the best cadastral forecasting model regarding on general cadastral survey work load. And also, it showed up the various standards that are applied the statistical method of econometric analysis so it enhanced the prior aggregate system of cadastral survey work load forecasting.

  • PDF

Nonlinear damage detection using higher statistical moments of structural responses

  • Yu, Ling;Zhu, Jun-Hua
    • Structural Engineering and Mechanics
    • /
    • v.54 no.2
    • /
    • pp.221-237
    • /
    • 2015
  • An integrated method is proposed for structural nonlinear damage detection based on time series analysis and the higher statistical moments of structural responses in this study. It combines the time series analysis, the higher statistical moments of AR model residual errors and the fuzzy c-means (FCM) clustering techniques. A few comprehensive damage indexes are developed in the arithmetic and geometric mean of the higher statistical moments, and are classified by using the FCM clustering method to achieve nonlinear damage detection. A series of the measured response data, downloaded from the web site of the Los Alamos National Laboratory (LANL) USA, from a three-storey building structure considering the environmental variety as well as different nonlinear damage cases, are analyzed and used to assess the performance of the new nonlinear damage detection method. The effectiveness and robustness of the new proposed method are finally analyzed and concluded.

Time-series Analysis and Prediction of Future Trends of Groundwater Level in Water Curtain Cultivation Areas Using the ARIMA Model (ARIMA 모델을 이용한 수막재배지역 지하수위 시계열 분석 및 미래추세 예측)

  • Baek, Mi Kyung;Kim, Sang Min
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.65 no.2
    • /
    • pp.1-11
    • /
    • 2023
  • This study analyzed the impact of greenhouse cultivation area and groundwater level changes due to the water curtain cultivation in the greenhouse complexes. The groundwater observation data in the Miryang study area were used and classified into greenhouse and field cultivation areas to compare the groundwater impact of water curtain cultivation in the greenhouse complex. We identified the characteristics of the groundwater time series data by the terrain of the study area and selected the optimal model through time series analysis. We analyzed the time series data for each terrain's two representative groundwater observation wells. The Seasonal ARIMA model was chosen as the optimal model for riverside well, and for plain and mountain well, the ARIMA model and Seasonal ARIMA model were selected as the optimal model. A suitable prediction model is not limited to one model due to a change in a groundwater level fluctuation pattern caused by a surrounding environment change but may change over time. Therefore, it is necessary to periodically check and revise the optimal model rather than continuously applying one selected ARIMA model. Groundwater forecasting results through time series analysis can be used for sustainable groundwater resource management.

Time Series Analysis of Maximum Electrical Power using the TISEAN package (TISEAN 패키지를 이용한 전력 수요 시계열 분석)

  • Choo, Yeon-Gyu;Park, Jae-Hyeon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2012.05a
    • /
    • pp.803-806
    • /
    • 2012
  • On this paper, various analysis methods has been applied to analyze and forecast the maximum electrical power needs, which is regarded as a nonlinear dynamic system. To understand the characteristic of complicated system, we used TISEAN package and evaluate the chaotic characteristic of time series obtained from electrical power demand using it. TISEAN package offers various algorithms and codes to analyze time series of nonlinear system effectively.

  • PDF

Comparison of Forecasting Performance in Multivariate Nonstationary Seasonal Time Series Models (다변량 비정상 계절형 시계열모형의 예측력 비교)

  • Seong, Byeong-Chan
    • Communications for Statistical Applications and Methods
    • /
    • v.18 no.1
    • /
    • pp.13-21
    • /
    • 2011
  • This paper studies the analysis of multivariate nonstationary time series with seasonality. Three types of multivariate time series models are considered: seasonal cointegration model, nonseasonal cointegration model with seasonal dummies, and vector autoregressive model in seasonal differences that are compared for forecasting performances using Korean macro-economic time series data. The cointegration models produce smaller forecast errors in short horizons; however, when longer forecasting periods are considered the vector autoregressive model appears preferable.

Proposal of An Artificial Intelligence Farm Income Prediction Algorithm based on Time Series Analysis

  • Jang, Eun-Jin;Shin, Seung-Jung
    • International journal of advanced smart convergence
    • /
    • v.10 no.4
    • /
    • pp.98-103
    • /
    • 2021
  • Recently, as the need for food resources has increased both domestically and internationally, support for the agricultural sector for stable food supply and demand is expanding in Korea. However, according to recent media articles, the biggest problem in rural communities is the unstable profit structure. In addition, in order to confirm the profit structure, profit forecast data must be clearly prepared, but there is a lack of auxiliary data for farmers or future returnees to predict farm income. Therefore, in this paper we analyzed data over the past 15 years through time series analysis and proposes an artificial intelligence farm income prediction algorithm that can predict farm household income in the future. If the proposed algorithm is used, it is expected that it can be used as auxiliary data to predict farm profits.

Fuzzy Forecast of Nonlinear Time-series Data

  • Kuc, Tae-Yong;Tefsuya, Muraoka
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 2001.10a
    • /
    • pp.85.3-85
    • /
    • 2001
  • The field of forecasting is considered as an application of time-series analysis even if the data is linear or nonlinear. To obtain the forecasted values from observed data exerts a big influence on the decision-making support system or the control of machine etc. The nonlinear data appear as the random enumerated data. However we sometimes find that the pattern of past appearance repeats itself when we try to observe these data locally. From this point of view, we propose a way of forecasting nonlinear data from the pattern of past appearance using fuzzy theory. The advantages of the method are that we can forecast the next data by small numbers of previous data, and react to some differences, considering the ambiguous mature of the given data.

  • PDF

Forecasting Demand for Food & Beverage by Using Univariate Time Series Models: - Whit a focus on hotel H in Seoul - (단변량 시계열모형을 이용한 식음료 수요예측에 관한 연구 - 서울소재 특1급 H호텔 사례를 중심으로 -)

  • 김석출;최수근
    • Culinary science and hospitality research
    • /
    • v.5 no.1
    • /
    • pp.89-101
    • /
    • 1999
  • This study attempts to identify the most accurate quantitative forecasting technique for measuring the future level of demand for food & beverage in super deluxe hotel in Seoul, which will subsequently lead to determining the optimal level of purchasing food & beverage. This study, in detail, examines the food purchasing system of H hotel, reviews three rigorous univariate time series models and identify the most accurate forecasting technique. The monthly data ranging from January 1990 to December 1997 (96 observations) were used for the empirical analysis and the 1998 data were left for the comparison with the ex post forecast results. In order to measure the accuracy, MAPE, MAD and RMSE were used as criteria. In this study, Box-Jenkins model was turned out to be the most accurate technique for forecasting hotel food & beverage demand among selected models generating 3.8% forecast error in average.

  • PDF

The Study of Forecasting Game Usage Hours Using Time Series Analysis (시계열 분석을 이용한 게임 접속시간 예측 연구)

  • Kang, Kie-Ho;Kim, Pyeoung-Kee
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.15 no.5
    • /
    • pp.63-69
    • /
    • 2010
  • Forecasting game usages hours can supply good information resolving intensive server access and ensuring stable game service. In this paper, we applied various time series analysis methods to forecast game usage hours in 2009 on famous "Ion" and "Sudden Attack" games. According to the experiment, the seasonal variation method showed better performance forecasting actual usage hours.

Re-Transformation of Power Transformation for ARMA(p, q) Model - Simulation Study (ARMA(p, q) 모형에서 멱변환의 재변환에 관한 연구 - 모의실험을 중심으로)

  • Kang, Jun-Hoon;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.3
    • /
    • pp.511-527
    • /
    • 2015
  • For time series analysis, power transformation (especially log-transformation) is widely used for variance stabilization or normalization for stationary ARMA(p, q) model. A simple and naive back transformed forecast is obtained by taking the inverse function of expectation. However, this back transformed forecast has a bias. Under the assumption that the log-transformed data is normally distributed. The unbiased back transformed forecast can be obtained by the expectation of log-normal distribution; consequently, the property of this back transformation was studied by Granger and Newbold (1976). We investigate the sensitivity of back transformed forecasts under several different underlying distributions using simulation studies.