• Title/Summary/Keyword: Time-series Model

Search Result 2,673, Processing Time 0.032 seconds

Clustering of Seoul Public Parking Lots and Demand Prediction (서울시 공영주차장 군집화 및 수요 예측)

  • Jeongjoon Hwang;Young-Hyun Shin;Hyo-Sub Sim;Dohyun Kim;Dong-Guen Kim
    • Journal of Korean Society for Quality Management
    • /
    • v.51 no.4
    • /
    • pp.497-514
    • /
    • 2023
  • Purpose: This study aims to estimate the demand for various public parking lots in Seoul by clustering similar demand types of parking lots and predicting the demand for new public parking lots. Methods: We examined real-time parking information data and used time series clustering analysis to cluster public parking lots with similar demand patterns. We also performed various regression analyses of parking demand based on diverse heterogeneous data that affect parking demand and proposed a parking demand prediction model. Results: As a result of cluster analysis, 68 public parking lots in Seoul were clustered into four types with similar demand patterns. We also identified key variables impacting parking demand and obtained a precise model for predicting parking demands. Conclusion: The proposed prediction model can be used to improve the efficiency and publicity of public parking lots in Seoul, and can be used as a basis for constructing new public parking lots that meet the actual demand. Future research could include studies on demand estimation models for each type of parking lot, and studies on the impact of parking lot usage patterns on demand.

Large Signal and Small Signal Models for a Pulsewidth-Modulated or Current Controlled Series Resonant Converter (전류 제어형 공진형 컨버터를 위한 대신호 및 소신호 모델)

  • Kim, Yoon-Ho;Yoon, Byung-Do;Sang, Doo-Hwan
    • Proceedings of the KIEE Conference
    • /
    • 1990.11a
    • /
    • pp.309-313
    • /
    • 1990
  • Pulse width modulation using discontinuous conduction modes are applied to a full-bridge series resonant converter to regulate the output from no load to full load with low switching loss and a narrow range of frequency variation. Finally, a simple nonlinear discrete-time dynamic model for this proposed converter is derived using approximation. This discrete time model is linearized and a general input - output transfer function for the propelled converter is derived.

  • PDF

PRELIMINARY DETECTION FOR ARCH-TYPE HETEROSCEDASTICITY IN A NONPARAMETRIC TIME SERIES REGRESSION MODEL

  • HWANG S. Y.;PARK CHEOLYONG;KIM TAE YOON;PARK BYEONG U.;LEE Y. K.
    • Journal of the Korean Statistical Society
    • /
    • v.34 no.2
    • /
    • pp.161-172
    • /
    • 2005
  • In this paper a nonparametric method is proposed for detecting conditionally heteroscedastic errors in a nonparametric time series regression model where the observation points are equally spaced on [0,1]. It turns out that the first-order sample autocorrelation of the squared residuals from the kernel regression estimates provides essential information. Illustrative simulation study is presented for diverse errors such as ARCH(1), GARCH(1,1) and threshold-ARCH(1) models.

An Analysis of Panel Count Data from Multiple random processes

  • Park, You-Sung;Kim, Hee-Young
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2002.11a
    • /
    • pp.265-272
    • /
    • 2002
  • An Integer-valued autoregressive integrated (INARI) model is introduced to eliminate stochastic trend and seasonality from time series of count data. This INARI extends the previous integer-valued ARMA model. We show that it is stationary and ergodic to establish asymptotic normality for conditional least squares estimator. Optimal estimating equations are used to reflect categorical and serial correlations arising from panel count data and variations arising from three random processes for obtaining observation into estimation. Under regularity conditions for martingale sequence, we show asymptotic normality for estimators from the estimating equations. Using cancer mortality data provided by the U.S. National Center for Health Statistics (NCHS), we apply our results to estimate the probability of cells classified by 4 causes of death and 6 age groups and to forecast death count of each cell. We also investigate impact of three random processes on estimation.

  • PDF

Control of a mobile robot using a self-tuning controller (적응 제어기를 이용한 자율 운반체 제어)

  • 이기성;신동호
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1993.10a
    • /
    • pp.20-25
    • /
    • 1993
  • The control of the motion of a mobile robot is studied. The driving and steering motor assembly is located in the front of the mobile robot. The position of the mobile robot is determined by the steering angle and driving distance. For the controller design, a time-series multivariate model of the autogressive exogenous (ARX) type is used to describe the input-output relation. The discounted least square method is used to estimate parameters of the time-series model. A self-tuning controller is so designed that the position of the center of the mobile robot track the given trajectory. Simulation result controlled by a self-tuning controller is presented to illustrate the approach.

  • PDF

Thermal-hydraulic simulation and evaluation of a natural circulation thermosyphon loop for a reactor cavity cooling system of a high-temperature reactor

  • Swart, R.;Dobson, R.T.
    • Nuclear Engineering and Technology
    • /
    • v.52 no.2
    • /
    • pp.271-278
    • /
    • 2020
  • The investigation into a full-scale 27 m high, by 6 m wide, thermosyphon loop. The simulation model is based on a one-dimensional axially-symmetrical control volume approach, where the loop is divided into a series of discreet control volumes. The three conservation equations, namely, mass, momentum and energy, were applied to these control volumes and solved with an explicit numerical method. The flow is assumed to be quasi-static, implying that the mass-flow rate changes over time. However, at any instant in time the mass-flow rate is constant around the loop. The boussinesq approximation was invoked, and a reasonable correlation between the experimental and theoretical results was obtained. Experimental results are presented and the flow regimes of the working fluid inside the loop identified. The results indicate that a series of such thermosyphon loops can be used as a cavity cooling system and that the one-dimensional theoretical model can predict the internal temperature and mass-flow rate of the thermosyphon loop.

Recent Review of Nonlinear Conditional Mean and Variance Modeling in Time Series

  • Hwang, S.Y.;Lee, J.A.
    • Journal of the Korean Data and Information Science Society
    • /
    • v.15 no.4
    • /
    • pp.783-791
    • /
    • 2004
  • In this paper we review recent developments in nonlinear time series modeling on both conditional mean and conditional variance. Traditional linear model in conditional mean is referred to as ARMA(autoregressive moving average) process investigated by Box and Jenkins(1976). Nonlinear mean models such as threshold, exponential and random coefficient models are reviewed and their characteristics are explained. In terms of conditional variances, ARCH(autoregressive conditional heteroscedasticity) class is considered as typical linear models. As nonlinear variants of ARCH, diverse nonlinear models appearing in recent literature including threshold ARCH, beta-ARCH and Box-Cox ARCH models are remarked. Also, a class of unified nonlinear models are considered and parameter estimation for that class is briefly discussed.

  • PDF

The Study of Performance Improvement of Dejitter Algorithm applying Time Series Model for VoicePlatform Security Data (음성 플랫폼 보안 데이터 성능 개선을 위해 시계열 모델을 적용한 디지터 알고리즘의 성능 향상 연구)

  • Min, Sun-Ho;Seo, Chang-Ho
    • Journal of the Korea Institute of Information Security & Cryptology
    • /
    • v.23 no.5
    • /
    • pp.963-968
    • /
    • 2013
  • In this paper, a major factor in determining voice quality that corresponds to the jitter and dejitter algorithm for removing jitter will be described. We analyze legacy dejitter algorithm and propose the study applying Time Series Model to improve performance of the dejitter algorithm.

Forecasting interval for the INAR(p) process using sieve bootstrap

  • Kim, Hee-Young;Park, You-Sung
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2005.11a
    • /
    • pp.159-165
    • /
    • 2005
  • Recently, as a result of the growing interest in modelling stationary processes with discrete marginal distributions, several models for integer valued time series have been proposed in the literature. One of theses models is the integer-valued autoregressive(INAR) models. However, when modelling with integer-valued autoregressive processes, there is not yet distributional properties of forecasts, since INAR process contain an accrued level of complexity in using the Steutal and Van Harn(1979) thinning operator 'o'. In this study, a manageable expression for the asymptotic mean square error of predicting more than one-step ahead from an estimated poisson INAR(1) model is derived. And, we present a bootstrap methods developed for the calculation of forecast interval limits of INAR(p) model. Extensive finite sample Monte Carlo experiments are carried out to compare the performance of the several bootstrap procedures.

  • PDF

Time Series Models for Daily Exchange Rate Data (일별 환율데이터에 대한 시계열 모형 적합 및 비교분석)

  • Kim, Bomi;Kim, Jaehee
    • The Korean Journal of Applied Statistics
    • /
    • v.26 no.1
    • /
    • pp.1-14
    • /
    • 2013
  • ARIMA and ARIMA+IGARCH models are fitted and compared for daily Korean won/US dollar exchange rate data over 17 years. A linear structural change model and an autoregressive structural change model are fitted for multiple change-point estimation since there seems to be structural change with this data.