• Title/Summary/Keyword: Time-series Model

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Forecasting of Motorway Traffic Flow based on Time Series Analysis (시계열 분석을 활용한 고속도로 교통류 예측)

  • Yoon, Byoung-Jo
    • Journal of Urban Science
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    • v.7 no.1
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    • pp.45-54
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    • 2018
  • The purpose of this study is to find the factors that reduce prediction error in traffic volume using highway traffic volume data. The ARIMA model was used to predict the day, and it was confirmed that weekday and weekly characteristics were distinguished by prediction error. The forecasting results showed that weekday characteristics were prominent on Tuesdays, Wednesdays, and Thursdays, and forecast errors including MAPE and MAE on Sunday were about 15% points and about 10 points higher than weekday characteristics. Also, on Friday, the forecast error was high on weekdays, similar to Sunday's forecast error, unlike Tuesday, Wednesday, and Thursday, which had weekday characteristics. Therefore, when forecasting the time series belonging to Friday, it should be regarded as a weekly characteristic having characteristics similar to weekend rather than considering as weekday.

Nonlinearities and Forecasting in the Economic Time Series

  • Lee, Woo-Rhee
    • Communications for Statistical Applications and Methods
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    • v.10 no.3
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    • pp.931-954
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    • 2003
  • It is widely recognized that economic time series involved not only the linearities but also the non-linearities. In this paper, when the economic time series data have the nonlinear characteristics we propose the forecasts method using combinations of both forecasts from linear and nonlinear models. In empirical study, we compare the forecasting performance of 4 exchange rates models(AR, GARCH, AR+GARCH, Bilinear model) and combination of these forecasts for dairly Won/Dollar exchange rates returns. The combination method is selected by the estimated individual forecast errors using Monte Carlo simulations. And this study shows that the combined forecasts using unrestricted least squares method is performed substantially better than any other combined forecasts or individual forecasts.

Digital Positioning Control of Pneumatic Cylinder System with Elastic and Viscous Load (탄성 및 점성 부하시 공기압 실린더 시스템의 디지털 위치 제어)

  • 박명관;문영진;편창관
    • Journal of the Korean Society for Precision Engineering
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    • v.15 no.1
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    • pp.137-144
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    • 1998
  • For a model system consisted of four pneumatic cylinders with strokes of 10, 20, 40 and 80 mm, investigation was carried out experimentally and numerically about the reliability of system with elastic and viscous load. The elastic load affects the performance of each cylinder in cylinder series, and changes the time lag and the velocity of the piston which makes the positioning control rather difficult. Taking the effects of the elastic load into consideration, positioning can be carried out comparatively smoothly by only adjusting the driving timing. The effect of a viscous load reduces the vibration of each moving body in the cylinder series and also reduces the over-travelled distance which happens when several cylinders move at the same time. For reasons, a positioning with a viscous load can be relatively smoothly carried out even without the timing control.

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Durbin-Watson Type Unit Root Test Statistics

  • Kim, Byung-Soo;Cho, Sin-Sup
    • Journal of the Korean Statistical Society
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    • v.27 no.1
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    • pp.57-66
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    • 1998
  • In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

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Forecasting of Stream Qualities in Gumho River by Exponential Smoothing at Gumho2 Measurement Point using Monthly Time Series Data

  • Song, Phil-Jun;Lee, Bo-Ra;Kim, Jin-Yong;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.3
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    • pp.609-617
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    • 2007
  • The goal of this study is to forecast the trend of stream quality and to suggest some policy alternatives in Gumbo river. It used the five different monthly time series data such as BOD, COD, T-N and EC of the nine of Gumbo River measurement points from Jan. 1998 to Dec. 2006. Water pollution is serious at Gumbo2 and Palgeo stream measurement points. BOD, COD, T-N and EC data are analyzed with the exponential smoothing model and the trend is forecasted until Dec. 2009.

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Unsupervised Learning-Based Pipe Leak Detection using Deep Auto-Encoder

  • Yeo, Doyeob;Bae, Ji-Hoon;Lee, Jae-Cheol
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.9
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    • pp.21-27
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    • 2019
  • In this paper, we propose a deep auto-encoder-based pipe leak detection (PLD) technique from time-series acoustic data collected by microphone sensor nodes. The key idea of the proposed technique is to learn representative features of the leak-free state using leak-free time-series acoustic data and the deep auto-encoder. The proposed technique can be used to create a PLD model that detects leaks in the pipeline in an unsupervised learning manner. This means that we only use leak-free data without labeling while training the deep auto-encoder. In addition, when compared to the previous supervised learning-based PLD method that uses image features, this technique does not require complex preprocessing of time-series acoustic data owing to the unsupervised feature extraction scheme. The experimental results show that the proposed PLD method using the deep auto-encoder can provide reliable PLD accuracy even considering unsupervised learning-based feature extraction.

Time Series Forecasting on Car Accidents in Korea Using Auto-Regressive Integrated Moving Average Model (자동 회귀 통합 이동 평균 모델 적용을 통한 한국의 자동차 사고에 대한 시계열 예측)

  • Shin, Hyunkyung
    • Journal of Convergence for Information Technology
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    • v.9 no.12
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    • pp.54-61
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    • 2019
  • Recently, IITS (intelligent integrated transportation system) has been important topic in Smart City related industry. As a main objective of IITS, prevention of traffic jam (due to car accidents) has been attempted with help of advanced sensor and communication technologies. Studies show that car accident has certain correlation with some factors including characteristics of location, weather, driver's behavior, and time of day. We concentrate our study on observing auto correlativity of car accidents in terms of time of day. In this paper, we performed the ARIMA tests including ADF (augmented Dickey-Fuller) to check the three factors determining auto-regressive, stationarity, and lag order. Summary on forecasting of hourly car crash counts is presented, we show that the traffic accident data obtained in Korea can be applied to ARIMA model and present a result that traffic accidents in Korea have property of being recurrent daily basis.

Short-Term Crack in Sewer Forecasting Method Based on CNN-LSTM Hybrid Neural Network Model (CNN-LSTM 합성모델에 의한 하수관거 균열 예측모델)

  • Jang, Seung-Ju;Jang, Seung-Yup
    • Journal of the Korean Geosynthetics Society
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    • v.21 no.2
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    • pp.11-19
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    • 2022
  • In this paper, we propose a GoogleNet transfer learning and CNN-LSTM combination method to improve the time-series prediction performance for crack detection using crack data captured inside the sewer pipes. LSTM can solve the long-term dependency problem of CNN, so spatial and temporal characteristics can be considered at the same time. The predictive performance of the proposed method is excellent in all test variables as a result of comparing the RMSE(Root Mean Square Error) for time series sections using the crack data inside the sewer pipe. In addition, as a result of examining the prediction performance at the time of data generation, the proposed method was verified that it is effective in predicting crack detection by comparing with the existing CNN-only model. If the proposed method and experimental results obtained through this study are utilized, it can be applied in various fields such as the environment and humanities where time series data occurs frequently as well as crack data of concrete structures.

Analysis of Time-Series data According to Water Reduce Ratio and Temperature and Humidity Changes Affecting the Decrease in Compressive Strength of Concrete Using the SARIMA Model

  • Kim, Joon-Yong
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.10
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    • pp.123-130
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    • 2022
  • In this paper is one of the measures to prevent concrete collapse accidents at construction sites in advance. Analyzed based on accumulated Meteorological Agency data. It is a reliable model that confirms the prediction of the decrease rate occurrence interval, and the verification items such as p_value is 0.5 or less and ecof appears in one direction through the SARIMA model, which is suitable for regular and clear time series data models, ensure reliability. Significant results were obtained. As a result of analyzing the temperature change by time zone and the water reduce ratio by section using the data secured based on such trust, the water reduce ratio is the highest in the 29-31 ℃ section from 12:00 to 13:00 from July to August. found to show. If a factor in the research result interval occurs using the research results, it is expected that the batch plant will produce Ready-mixed concrete that reflects the water reduce ratio at the time of designing the water-cement mixture, and prevent the decrease in concrete compressive strength due to the water reduce ratio.

Hierarchical time series forecasting with an application to traffic accident counts (계층적 시계열 분석을 이용한 지역별 교통사고 발생건수 예측)

  • Lee, Jooeun;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.181-193
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    • 2017
  • The paper introduces bottom-up and optimal combination methods that can analyze and forecast hierarchical time series. These methods allow forecasts at lower levels to be summed consistently to upper levels without any ad-hoc adjustment. They can also potentially improve forecast performance in comparison to independent forecasts. We forecast regional traffic accident counts as time series data in order to identify efficiency gains from hierarchical forecasting. We observe that bottom-up or optimal combination methods are superior to independent methods in terms of forecast accuracy.