• Title/Summary/Keyword: Time Series analysis(ARIMA

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Automatic order selection procedure for count time series models (계수형 시계열 모형을 위한 자동화 차수 선택 알고리즘)

  • Ji, Yunmi;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.33 no.2
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    • pp.147-160
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    • 2020
  • In this paper, we study an algorithm that automatically determines the orders of past observations and conditional mean values that play an important role in count time series models. Based on the orders of the ARIMA model, the algorithm constitutes the order candidates group for time series generalized linear models and selects the final model based on information criterion among the combinations of the order candidates group. To evaluate the proposed algorithm, we perform small simulations and empirical analysis according to underlying models and time series as well as compare forecasting performances with the ARIMA model. The results of the comparison confirm that the time series generalized linear model offers better performance than the ARIMA model for the count time series analysis. In addition, the empirical analysis shows better performance in mid and long term forecasting than the ARIMA model.

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
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    • v.65 no.2
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    • pp.1-11
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    • 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.

Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models (시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석)

  • Kim, Seungwoo;Lee, Pyeong-Yeon;Kwon, Sanguk;Kim, Jonghoon
    • The Transactions of the Korean Institute of Power Electronics
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    • v.27 no.4
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    • pp.316-324
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    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

Survey on the Market of Modular Building Using ARIMA Model (ARIM모형을 활용한 모듈러 건축시장 현황 조사)

  • Park, Nam-Cheon;Kim, Kyoon-Tai;Lee, Yuril
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.05a
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    • pp.14-15
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    • 2014
  • The modular construction is as yet early stage of market in Korea. So It is have difficulty of market demand forecast of the modular building. Therefore, this study was done analysis for market trends of the modular building using ARIMA(Auto Regressive Integrated Moving Average) model by time series data.

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Test for Structural Change in ARIMA Models

  • Lee, Sang-Yeol;Park, Si-Yun
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.279-285
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    • 2002
  • In this paper we consider the problem of testing for structural changes in ARIMA models based on a cusum test. In particular, the proposed test procedure is applicable to testing for a change of the status of time series from stationarity to nonstationarity or vice versa. The idea is to transform the time series via differencing to make stationary time series. We propose a graphical method to identify the correct order of differencing.

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Prediction of Dissolved Oxygen in Jindong Bay Using Time Series Analysis (시계열 분석을 이용한 진동만의 용존산소량 예측)

  • Han, Myeong-Soo;Park, Sung-Eun;Choi, Youngjin;Kim, Youngmin;Hwang, Jae-Dong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.26 no.4
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    • pp.382-391
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    • 2020
  • In this study, we used artificial intelligence algorithms for the prediction of dissolved oxygen in Jindong Bay. To determine missing values in the observational data, we used the Bidirectional Recurrent Imputation for Time Series (BRITS) deep learning algorithm, Auto-Regressive Integrated Moving Average (ARIMA), a widely used time series analysis method, and the Long Short-Term Memory (LSTM) deep learning method were used to predict the dissolved oxygen. We also compared accuracy of ARIMA and LSTM. The missing values were determined with high accuracy by BRITS in the surface layer; however, the accuracy was low in the lower layers. The accuracy of BRITS was unstable due to the experimental conditions in the middle layer. In the middle and bottom layers, the LSTM model showed higher accuracy than the ARIMA model, whereas the ARIMA model showed superior performance in the surface layer.

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.

Constructing Demand and Supply Forecasting Model of Social Service using Time Series Analysis : Focusing on the Development Rehabilitation Service (시계열 모형을 활용한 사회서비스 수요·공급모형 구축 : 발달재활서비스를 중심으로)

  • Seo, Jeong-Min
    • The Journal of the Korea Contents Association
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    • v.15 no.6
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    • pp.399-410
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    • 2015
  • The primary goal of the study is to examine the possibility of applying the time series model to forecasting demand and supply of social services. In the study, we used survey data based on a nationally represented sample which is secondary processed data. We selected developmental rehabilitation service. The analysis, we made models of a demand and a supply using time series analysis. Utilizing the estimates, we identified each model's pattern. This study provides an empirical evidence to suggest benefits of using the time series model for forecasting the demand and the supply pattern of newly introduced social services. We also provide discussions on policy implications of utilizing demand and supply time series models in the process of developing new social services.

Time Series Analysis and Forecasting of Electrical Conductivity in Coastal Aquifers (연안암반대수층의 해수침투경향성 파악을 위한 전기전도도 시계열 분석과 예측)

  • Ju, Jeong-Woung;Yeo, In Wook
    • Economic and Environmental Geology
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    • v.50 no.4
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    • pp.267-276
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    • 2017
  • Seawater intrusion into coastal fractured rock aquifer, resulting in groundwater contamination, is of serious concern in coastal areas of Jeolla Namdo, Korea, which heavily depends on groundwater resources. Time series analysis and forecasting were carried out to analyze and predict EC which is a major indicator of seawater intrusion. Two time series models of autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) were tested for suggesting appropriate time series model. Time series data of EC measured over one year showed a increasing trend with short periodic fluctuations, due to tidal effect and pumping, which indicated that EC time series data tended to be non-stationary. SARIMA model was found better fitted to observed EC than any other time series model. Time series analysis and modeling was found to be a useful tool to analyze EC at coastal fractured rock aquifer subject to seawater intrusion.

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