• Title/Summary/Keyword: autoregressive integrated moving average

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Estimating Monthly Tourist Population for Analysis of Green Tourism Potential in Village Level - A Case Study of Hahoe Village - (그린투어리즘 포텐셜 분석을 위한 관광마을 수준의 월별 방문객 추정 - 하회마을을 중심으로 -)

  • Gao, Yujie;Kim, Dae-Sik;Kim, Yong-Hoon
    • Journal of Korean Society of Rural Planning
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    • v.17 no.1
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    • pp.1-11
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    • 2011
  • 본 연구에서는 ARIMA(Autoregressive Integrated Moving Average) 모델을 이용하여 농촌관광마을의 월별 관광객을 추정하였다. 단일 마을에 대한 시계열 자료를 경상북도 안동시에 위치한 하회마을을 대상으로 구축하였다. 월별 시계열 자료는 2000년부터 2010년까지 구성되었는데(2008년도 누락), 2000년에서 2007년까지 자료는 최적 모델의 도출에 나머지는 예측치의 검정에 사용되었다. 연구 결과 최적모델에 필요한 시계열 자료의 길이는 6년으로 나타났으며, 최적모델은 계절성을 고려한 SARIMA(2,1,1)(1,1,2)12로 나타났다. 최적 시계열 년수로 나타난 6년을 사용하여 2000-2005, 2001-2006, 그리고 2002-2007의 자료로부터 각각 SARIMA(2,1,1)(1,1,2)12를 도출하여, 차기년도들에 대한 예측결과를 비교한 결과, 높은 $R^2$값을 보였다.

A Study on Prediction of Attendance in Korean Baseball League Using Artificial Neural Network (인경신경망을 이용한 한국프로야구 관중 수요 예측에 관한 연구)

  • Park, Jinuk;Park, Sanghyun
    • KIPS Transactions on Software and Data Engineering
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    • v.6 no.12
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    • pp.565-572
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    • 2017
  • Traditional method for time series analysis, autoregressive integrated moving average (ARIMA) allows to mine significant patterns from the past observations using autocorrelation and to forecast future sequences. However, Korean baseball games do not have regular intervals to analyze relationship among the past attendance observations. To address this issue, we propose artificial neural network (ANN) based attendance prediction model using various measures including performance, team characteristics and social influences. We optimized ANNs using grid search to construct optimal model for regression problem. The evaluation shows that the optimal and ensemble model outperform the baseline model, linear regression model.

Prodiction of Walleye Pollock , Theragra Chalcogramma , Landings in Korea by Time Series Analysis : AIC (시계열분석을 이용한 한국 명태어업의 어획량 예측 : AIC)

  • Park, Hae-Hoon;Yoon, Gab-Dong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.32 no.3
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    • pp.235-240
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    • 1996
  • Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

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Forecasting Demand of Agricultural Tractor, Riding Type Rice Transplanter and Combine Harvester by using an ARIMA Model

  • Kim, Byounggap;Shin, Seung-Yeoub;Kim, Yu Yong;Yum, Sunghyun;Kim, Jinoh
    • Journal of Biosystems Engineering
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    • v.38 no.1
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    • pp.9-17
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    • 2013
  • Purpose: The goal of this study was to develop a methodology for the demand forecast of tractor, riding type rice transplanter and combine harvester using an ARIMA (autoregressive integrated moving average) model, one of time series analysis methods, and to forecast their demands from 2012 to 2021 in South Korea. Methods: To forecast the demands of three kinds of machines, ARIMA models were constructed by following three stages; identification, estimation and diagnose. Time series used were supply and stock of each machine and the analysis tool was SAS 9.2 for Windows XP. Results: Six final models, supply based ones and stock based ones for each machine, were constructed from 32 tentative models identified by examining the ACF (autocorrelation function) plots and the PACF (partial autocorrelation function) plots. All demand series forecasted by the final models showed increasing trends and fluctuations with two-year period. Conclusions: Some forecast results of this study are not applicable immediately due to periodic fluctuation and large variation. However, it can be advanced by incorporating treatment of outliers or combining with another forecast methods.

Statistical model for forecasting uranium prices to estimate the nuclear fuel cycle cost

  • Kim, Sungki;Ko, Wonil;Nam, Hyoon;Kim, Chulmin;Chung, Yanghon;Bang, Sungsig
    • Nuclear Engineering and Technology
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    • v.49 no.5
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    • pp.1063-1070
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    • 2017
  • This paper presents a method for forecasting future uranium prices that is used as input data to calculate the uranium cost, which is a rational key cost driver of the nuclear fuel cycle cost. In other words, the statistical autoregressive integrated moving average (ARIMA) model and existing engineering cost estimation method, the so-called escalation rate model, were subjected to a comparative analysis. When the uranium price was forecasted in 2015, the margin of error of the ARIMA model forecasting was calculated and found to be 5.4%, whereas the escalation rate model was found to have a margin of error of 7.32%. Thus, it was verified that the ARIMA model is more suitable than the escalation rate model at decreasing uncertainty in nuclear fuel cycle cost calculation.

A Context-aware Task Offloading Scheme in Collaborative Vehicular Edge Computing Systems

  • Jin, Zilong;Zhang, Chengbo;Zhao, Guanzhe;Jin, Yuanfeng;Zhang, Lejun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.2
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    • pp.383-403
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    • 2021
  • With the development of mobile edge computing (MEC), some late-model application technologies, such as self-driving, augmented reality (AR) and traffic perception, emerge as the times require. Nevertheless, the high-latency and low-reliability of the traditional cloud computing solutions are difficult to meet the requirement of growing smart cars (SCs) with computing-intensive applications. Hence, this paper studies an efficient offloading decision and resource allocation scheme in collaborative vehicular edge computing networks with multiple SCs and multiple MEC servers to reduce latency. To solve this problem with effect, we propose a context-aware offloading strategy based on differential evolution algorithm (DE) by considering vehicle mobility, roadside units (RSUs) coverage, vehicle priority. On this basis, an autoregressive integrated moving average (ARIMA) model is employed to predict idle computing resources according to the base station traffic in different periods. Simulation results demonstrate that the practical performance of the context-aware vehicular task offloading (CAVTO) optimization scheme could reduce the system delay significantly.

BIM-BASED TIME SERIES COST MODEL FOR BUILDING PROJECTS: FOCUSING ON MATERIAL PRICES

  • Sungjoo Hwang;Moonseo Park;Hyun-Soo Lee;Hyunsoo Kim
    • International conference on construction engineering and project management
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    • 2011.02a
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    • pp.1-6
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    • 2011
  • As large-scale building projects have recently increased for the residential, commercial and office facilities, construction costs for these projects have become a matter of great concern, due to their significant construction cost implications, as well as unpredictable market conditions and fluctuations in the rate of inflation during the projects' long-term construction periods. In particular, recent volatile fluctuations of construction material prices fueled such problems as cost forecasting. This research develops a time series model using the Box-Jenkins approach and material price time series data in Korea in order to forecast trends in the unit prices of required materials. Building information modeling (BIM) approaches are also used to analyze injection times of construction resources and to conduct quantity take-off so that total material prices can be forecast. To determine an optimal time series model for forecasting price trends, comparative analysis of predictability of tentative autoregressive integrated moving average (ARIMA) models is conducted. The proposed BIM-based time series forecasting model can help to deal with sudden changes in economic conditions by estimating material prices that correspond to resource injection times.

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Time-Series Estimation based AI Algorithm for Energy Management in a Virtual Power Plant System

  • Yeonwoo LEE
    • Korean Journal of Artificial Intelligence
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    • v.12 no.1
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    • pp.17-24
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    • 2024
  • This paper introduces a novel approach to time-series estimation for energy load forecasting within Virtual Power Plant (VPP) systems, leveraging advanced artificial intelligence (AI) algorithms, namely Long Short-Term Memory (LSTM) and Seasonal Autoregressive Integrated Moving Average (SARIMA). Virtual power plants, which integrate diverse microgrids managed by Energy Management Systems (EMS), require precise forecasting techniques to balance energy supply and demand efficiently. The paper introduces a hybrid-method forecasting model combining a parametric-based statistical technique and an AI algorithm. The LSTM algorithm is particularly employed to discern pattern correlations over fixed intervals, crucial for predicting accurate future energy loads. SARIMA is applied to generate time-series forecasts, accounting for non-stationary and seasonal variations. The forecasting model incorporates a broad spectrum of distributed energy resources, including renewable energy sources and conventional power plants. Data spanning a decade, sourced from the Korea Power Exchange (KPX) Electrical Power Statistical Information System (EPSIS), were utilized to validate the model. The proposed hybrid LSTM-SARIMA model with parameter sets (1, 1, 1, 12) and (2, 1, 1, 12) demonstrated a high fidelity to the actual observed data. Thus, it is concluded that the optimized system notably surpasses traditional forecasting methods, indicating that this model offers a viable solution for EMS to enhance short-term load forecasting.

Predicting ozone warning days based on an optimal time series model (최적 시계열 모형에 기초한 오존주의보 날짜 예측)

  • Park, Cheol-Yong;Kim, Hyun-Il
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.293-299
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    • 2009
  • In this article, we consider linear models such as regression, ARIMA (autoregressive integrated moving average), and regression+ARIMA (regression with ARIMA errors) for predicting hourly ozone concentration level in two areas of Daegu. Based on RASE(root average squared error), it is shown that the ARIMA is the best model in one area and that the regression+ARIMA model is the best in the other area. We further analyze the residuals from the optimal models, so that we might predict the ozone warning days where at least one of the hourly ozone concentration levels is over 120 ppb. Based on the training data in the years from 2000 to 2003, it is found that 35 ppb is a good cutoff value of residulas for predicting the ozone warning days. In on area of Daegu, our method predicts correctly one of two ozone warning days of 2004 as well as all of the remaining 364 non-warning days. In the other area, our methods predicts correctly all of one ozone warning days and 365 non-warning days of 2004.

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Power Consumption Forecasting Scheme for Educational Institutions Based on Analysis of Similar Time Series Data (유사 시계열 데이터 분석에 기반을 둔 교육기관의 전력 사용량 예측 기법)

  • Moon, Jihoon;Park, Jinwoong;Han, Sanghoon;Hwang, Eenjun
    • Journal of KIISE
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    • v.44 no.9
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    • pp.954-965
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    • 2017
  • A stable power supply is very important for the maintenance and operation of the power infrastructure. Accurate power consumption prediction is therefore needed. In particular, a university campus is an institution with one of the highest power consumptions and tends to have a wide variation of electrical load depending on time and environment. For this reason, a model that can accurately predict power consumption is required for the effective operation of the power system. The disadvantage of the existing time series prediction technique is that the prediction performance is greatly degraded because the width of the prediction interval increases as the difference between the learning time and the prediction time increases. In this paper, we first classify power data with similar time series patterns considering the date, day of the week, holiday, and semester. Next, each ARIMA model is constructed based on the classified data set and a daily power consumption forecasting method of the university campus is proposed through the time series cross-validation of the predicted time. In order to evaluate the accuracy of the prediction, we confirmed the validity of the proposed method by applying performance indicators.