• Title/Summary/Keyword: Time series forecast model

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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.

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

Correlation analysis and time series analysis of Ground-water inflow rate into tunnel of Seoul subway system

  • 김성준;이강근;염병우
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2003.09a
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    • pp.254-257
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    • 2003
  • Statistical analysis is performed to estimate the correlations between geological or geographical factor and groundwater inflow rates in the Seoul subway system. Correlation analysis shows that among several geological and geographical factors fractures and streams have most strong effects on inflow rate into tunnels. In particular, subway line 5∼8 are affected more by these factors than subway line 1∼4. Time series analysis is carried out to forecast groundwater inflow rate. Time series analysis is a useful empirical method for simulation and forecasts in case that physical model can not be applied to. The time series of groundwater inflow rates is calculated using the observation data. Transfer function-noise model is applied with the precipitation data as input variables. For time series analysis, statistical methods are performed to identify proper model and autoregressive-moving average models are applied to evaluation of inflow rate. Each model is identified to satisfy the lowest value of information criteria. Results show that the values by result equations are well fitted with the actual inflow rate values. The selected models could give a good explanation of inflow rates variation into subway tunnels.

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Prediction of Dynamic Line Rating by Time Series Weather Models (시계열 기상 모델을 이용한 동적 송전 용량의 예측)

  • Kim, Dong-Min;Bae, In-Su;Kim, Jin-O;Chang, Kyung
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.35-38
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    • 2005
  • This paper suggests the method that forecast Dynamic Line Rating (DLR). Thermal Overload Risk (TOR) of next time is forecasted based on current weather condition and DLR value by Monte Carlo Simulation (MCS). To model weather element of transmission line for MCS, we will propose the use of weather forecast system and statistical models that time series law is applied. Also, through case study, forecasted TOR probability confirmed can utilize by standard that decide DLR of next time. In short, proposed method may be used usefully to keep safety of transmission line and reliability of supply of electric Power by forecasting transmission capacity of next time.

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A Study on the Coherence of the Precipitation Simulated by the WRF Model during a Changma Period in 2005 (WRF 모델에서 모의된 2005년 장마 기간 강수의 동조성 연구)

  • Byon, Jae-Young;Won, Hye-Young;Cho, Chun-Ho;Choi, Young-Jean
    • Atmosphere
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    • v.17 no.2
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    • pp.115-123
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    • 2007
  • The present study uses the GOES IR brightness temperature to examine the temporal and spatial variability of cloud activity over the region $25^{\circ}N-45^{\circ}N$, $105^{\circ}E-135^{\circ}E$ and analyzes the coherence of eastern Asian summer season rainfall in Weather Research and Forecast (WRF) model. Time-longitude diagram of the time period from June to July 2005 shows a signal of eastward propagation in the WRF model and convective index derived from GOES IR data. The rain streaks in time-latitude diagram reveal coherence during the experiment period. Diurnal and synoptic scales are evident in the power spectrum of the time series of convective index and WRF rainfall. The diurnal cycle of early morning rainfall in the WRF model agrees with GOES IR data in the Korean Peninsula, but the afternoon convection observed by satellite observation in China is not consistent with the WRF rainfall which is represented at the dawn. Although there are errors in strength and timing of convection, the model predicts a coherent tendency of rainfall occurrence during summer season.

Forecasting of Domestic Beef Demand Using Exponential Smoothing Model (지수평활모형을 이용한 국내 소고기 수요예측)

  • Kim, Woo-Seok;Um, Ji-Bum
    • Korean Journal of Organic Agriculture
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    • v.30 no.2
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    • pp.231-239
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    • 2022
  • The purpose of this study is to provide meaningful information for various stakeholders' decision-making process through forecasting of domestic beef demand. Three different exponential smoothing models were evaluated, and a double exponential smoothing model was used to forecast domestic beef demand based on time-series data, As a result of the forecast, domestic beef consumption is expected to increase by 37,000 to 40,000 tons per year from 2020 to 2025.

The Forecasting Power Energy Demand by Applying Time Dependent Sensitivity between Temperature and Power Consumption (시간대별 기온과 전력 사용량의 민감도를 적용한 전력 에너지 수요 예측)

  • Kim, Jinho;Lee, Chang-Yong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.42 no.1
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    • pp.129-136
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    • 2019
  • In this study, we proposed a model for forecasting power energy demand by investigating how outside temperature at a given time affected power consumption and. To this end, we analyzed the time series of power consumption in terms of the power spectrum and found the periodicities of one day and one week. With these periodicities, we investigated two time series of temperature and power consumption, and found, for a given hour, an approximate linear relation between temperature and power consumption. We adopted an exponential smoothing model to examine the effect of the linearity in forecasting the power demand. In particular, we adjusted the exponential smoothing model by using the variation of power consumption due to temperature change. In this way, the proposed model became a mixture of a time series model and a regression model. We demonstrated that the adjusted model outperformed the exponential smoothing model alone in terms of the mean relative percentage error and the root mean square error in the range of 3%~8% and 4kWh~27kWh, respectively. The results of this study can be used to the energy management system in terms of the effective control of the cross usage of the electric energy together with the outside temperature.

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
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    • 2007.11a
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    • pp.477-481
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    • 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.

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Markov Chain Approach to Forecast in the Binomial Autoregressive Models

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.17 no.3
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    • pp.441-450
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    • 2010
  • In this paper we consider the problem of forecasting binomial time series, modelled by the binomial autoregressive model. This paper considers proposed by McKenzie (1985) and is extended to a higher order by $Wei{\ss}$(2009). Since the binomial autoregressive model is a Markov chain, we can apply the earlier work of Bu and McCabe (2008) for integer valued autoregressive(INAR) model to the binomial autoregressive model. We will discuss how to compute the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$ when T periods are used in fitting. Then we obtain the maximum likelihood estimator of binomial autoregressive model and use it to derive the maximum likelihood estimator of the h-step-ahead forecast of the conditional probabilities of $X_{T+h}$. The methodology is illustrated by applying it to a data set previously analyzed by $Wei{\ss}$(2009).

패턴분류와 임베딩 차원을 이용한 단기부하예측

  • Choe, Jae-Gyun;Jo, In-Ho;Park, Jong-Geun;Kim, Gwang-Ho
    • Proceedings of the KIEE Conference
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    • 1997.07c
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    • pp.1144-1148
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    • 1997
  • In this paper, a method for the daily maximum load forecasting which uses a chaotic time series in power system and artificial neural network. We find the characteristics of chaos in power load curve and then determine a optimal embedding dimension and delay time. For the load forecast of one day ahead daily maximum power, we use the time series load data obtained in previous year. By using of embedding dimension and delay time, we construct a strange attractor in pseudo phase plane and the artificial neural network model trained with the attractor mentioned above. The one day ahead forecast errors are about 1.4% for absolute percentage average error.

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