• 제목/요약/키워드: Time Series Forecast Analysis

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Long-term Streamflow Prediction Using ESP and RDAPS Model (ESP와 RDAPS 수치예보를 이용한 장기유량예측)

  • Lee, Sang-Jin;Jeong, Chang-Sam;Kim, Joo-Cheol;Hwang, Man-Ha
    • Journal of Korea Water Resources Association
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    • v.44 no.12
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    • pp.967-974
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    • 2011
  • Based on daily time series from RDAPS numerical weather forecast, Streamflow prediction was simulated and the result of ESP analysis was implemented considering quantitative mid- and long-term forecast to compare the results and review applicability. The result of ESP, ESP considering quantitative weather forecast, and flow forecast from RDAPS numerical weather forecast were compared and analyzed with average observed streamflow in Guem River Basin. Through this process, the improvement effect per method was estimated. The result of ESP considering weather information was satisfactory relatively based on long-term flow forecast simulation result. Discrepancy ratio analysis for estimating accuracy of probability forecast had similar result. It is expected to simulate more accurate flow forecast for RDAPS numerical weather forecast with improved daily scenario including time resolution, which is able to accumulate 3 hours rainfall or continuous simulation estimation.

Forecasting the East Sea Rim Container Volume by SARIMA Time Series Model (SARIMA 시계열 모형을 이용한 환동해 물동량 예측)

  • Min-Ju Song;Hee-Yong Lee
    • 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

Solar Power Generation Forecast Model Using Seasonal ARIMA (SARIMA 모형을 이용한 태양광 발전량 예보 모형 구축)

  • Lee, Dong-Hyun;Jung, Ahyun;Kim, Jin-Young;Kim, Chang Ki;Kim, Hyun-Goo;Lee, Yung-Seop
    • Journal of the Korean Solar Energy Society
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    • v.39 no.3
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    • pp.59-66
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    • 2019
  • New and renewable energy forecasts are key technology to reduce the annual operating cost of new and renewable facilities, and accuracy of forecasts is paramount. In this study, we intend to build a model for the prediction of short-term solar power generation for 1 hour to 3 hours. To this end, this study applied two time series technique, ARIMA model without considering seasonality and SARIMA model with considering seasonality, comparing which technique has better predictive accuracy. Comparing predicted errors by MAE measures of solar power generation for 1 hour to 3 hours at four locations, the solar power forecast model using ARIMA was better in terms of predictive accuracy than the solar power forecast model using SARIMA. On the other hand, a comparison of predicted error by RMSE measures resulted in a solar power forecast model using SARIMA being better in terms of predictive accuracy than a solar power forecast model using ARIMA.

A Fitness Verification of Time Series Models for Network Traffic Predictions (네트워크 트래픽 예측을 위한 시계열 모형의 적합성 검증)

  • 정상준;김동주;권영헌;김종근
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.29 no.2B
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    • pp.217-227
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    • 2004
  • With a rapid growth in the Internet technology, the network traffic is increasing swiftly. As for the increase of traffic, it had a large influence on performance of a total network. Therefore, a traffic management became an important issue of network management. In this paper, we study a forecast plan of network traffic in order to analyze network traffic and to establish efficient correspondence. We use time series forecast models and determine fitness whether the model can forecast network traffic exactly. In order to predict a model, AR, MA, ARMA, and ARIMA must be applied. The suitable model can be found that can express the nature of traffic for the forecast among these models. We determines whether it is satisfied with stationary in the assumption step of the model. The stationary can get the results by using ACF(Auto Correlation Function) and PACF(Partial Auto Correlation Function). If the result of this function cannot satisfy then the forecast model is unsuitable. Therefore, we are going to get the correct model that is to satisfy stationary assumption. So, we proposes a way to classify in order to get time series materials to satisfy stationary. The correct prediction method is managed traffic of a network with a way to be better than now. It is possible to manage traffic dynamically if it can be used.

A Study on the Demand Forecasting of Healthcare Technology from a Consumer Perspective : Using Social Data and ARIMA Model Approach (소셜데이터 및 ARIMA 분석을 활용한 소비자 관점의 헬스케어 기술수요 예측 연구)

  • Yang, Dong Won;Lee, Zoon Ky
    • Journal of Information Technology Services
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    • v.19 no.4
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    • pp.49-61
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    • 2020
  • Prior studies on technology predictions attempted to predict the emergence and spread of emerging technologies through the analysis of correlations and changes between data using objective data such as patents and research papers. Most of the previous studies predicted future technologies only from the viewpoint of technology development. Therefore, this study intends to conduct technical forecasting from the perspective of the consumer by using keyword search frequency of search portals such as NAVER before and after the introduction of emerging technologies. In this study, we analyzed healthcare technologies into three types : measurement technology, platform technology, and remote service technology. And for the keyword analysis on the healthcare, we converted the classification of technology perspective into the keyword classification of consumer perspective. (Blood pressure and blood sugar, healthcare diagnosis, appointment and prescription, and remote diagnosis and prescription) Naver Trend is used to analyze keyword trends from a consumer perspective. We also used the ARIMA model as a technology prediction model. Analyzing the search frequency (Naver trend) over 44 months, the final ARIMA models that can predict three types of healthcare technology keyword trends were estimated as "ARIMA (1,2,1) (1,0,0)", "ARIMA (0,1,0) (1,0,0)", "ARIMA (1,1,0) (0,0,0)". In addition, it was confirmed that the values predicted by the time series prediction model and the actual values for 44 months were moving in almost similar patterns in all intervals. Therefore, we can confirm that this time series prediction model for healthcare technology is very suitable.

A Study on the Test of Homogeneity for Nonlinear Time Series Panel Data Using Bilinear Models (중선형 모형을 이용한 비선형 시계열 패널자료의 동질성검정에 대한 연구)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.12 no.7
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    • pp.261-266
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    • 2014
  • When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.

A Study of the Forecasting of Hydrologic Time Series Using Singular Spectrum Analysis (Singular Spectrum Analysis를 이용한 수문 시계열 예측에 관한 연구)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.2B
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    • pp.131-137
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    • 2006
  • We have investigated the properties of the Singular Spectrum Analysis (SSA) coupled with the Linear Recurrent Formula which made it possible to complement the parametric time series model. The SSA has been applied to extract the underlying properties of the principal component of hydrologic time series, which can often be identified as trends, seasonalities and other oscillatory series, or noise components. Generally, the prediction by the SSA method can be applied to hydrologic time series governed (may be approximately) by the linear recurrent formulae. This study has examined the forecasting ability of the SSA-LRF model. These methods were applied to monthly discharge and water surface level data. These models indicated that two of the time series have good abilities of forecasting, particularly showing promising results during the period of one year. Thus, the method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Time series regression model for forecasting the number of elementary school teachers (초등학교 교원 수 예측을 위한 시계열 회귀모형)

  • Ryu, Soo Rack;Kim, Jong Tae
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.2
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    • pp.321-332
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    • 2013
  • Because of the continuous low birthrates, the number of the elementary students will decrease by 17% in 2020 compared to 2011. The purpose of this study is to forecast the number of elementary school teachers until 2020. We used the data in education statistical year books from 1970 to 2010. We used the time-series regression model, time series grouped regression model and exponential smoothing model to predict the number of teachers for the next ten years. Consequently time-series grouped regression model is a better model for forecasting the number of elementary school teachers than other models.

Analysis of Summer Rainfall Case over Southern Coast Using MRR and PARSIVEL Disdrometer Measurements in 2012 (연직강우레이더와 광학우적계 관측자료를 이용한 2012년 여름철 남해안 강우사례 분석)

  • Moon, Ji-Young;Kim, Dong-Kyun;Kim, Yeon-Hee;Ha, Jong-Chul;Chung, Kwan-Young
    • Atmosphere
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    • v.23 no.3
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    • pp.265-273
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    • 2013
  • To investigate properties of cloud and rainfall occurred at Boseong on 10 July 2012, Raindrop Size distributions (RSDs) and other parameters were analyzed using observation data collected by Micro Rain Radar (MRR) and PARticle SIze and VELocity (PARSIVEL) disdrometer located in the National center for intensive observation of severe weather at Boseong in the southwest of the Korean peninsula. In addition, time series of RSD parameters, relationship between reflectivity-rain rate, and vertical variation of rain rates-fall velocities below melting layer were examined. As a result, good agreements were found in the reflectivity-rain rate time series as well as their power relationships between MRR and PARSIVEL disdrometer. The rain rate was proportional to reflectivity, mean diameter, and inversely proportional to shape (${\mu}$), slope (${\Lambda}$), intercept ($N_0$) parameter of RSD. In comparison of the RSD, as rain rate was increased, the slope of RSD became less steep and the mean diameter became larger. Also, it was verified that reflectivities are classified in three categories (Category 1: Z (reflectivity) > 40 dBZ, Category 2: 30 dBZ < Z < 40 dBZ, Category 3: Z < 30 dBZ). As reflectivity was increased, rain rate was intensified and larger raindrops were existed, while reflectivity was decreased, shape (${\mu}$), slope (${\Lambda}$), intercept ($N_0$) parameter of RSD were increased. We expected that these results will lead to better understanding of microphysical process in convective rainfall system occurred during short-term period over Korean peninsula.