• Title/Summary/Keyword: autoregressive time series

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Prediction Model of User Physical Activity using Data Characteristics-based Long Short-term Memory Recurrent Neural Networks

  • Kim, Joo-Chang;Chung, Kyungyong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.4
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    • pp.2060-2077
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    • 2019
  • Recently, mobile healthcare services have attracted significant attention because of the emerging development and supply of diverse wearable devices. Smartwatches and health bands are the most common type of mobile-based wearable devices and their market size is increasing considerably. However, simple value comparisons based on accumulated data have revealed certain problems, such as the standardized nature of health management and the lack of personalized health management service models. The convergence of information technology (IT) and biotechnology (BT) has shifted the medical paradigm from continuous health management and disease prevention to the development of a system that can be used to provide ground-based medical services regardless of the user's location. Moreover, the IT-BT convergence has necessitated the development of lifestyle improvement models and services that utilize big data analysis and machine learning to provide mobile healthcare-based personal health management and disease prevention information. Users' health data, which are specific as they change over time, are collected by different means according to the users' lifestyle and surrounding circumstances. In this paper, we propose a prediction model of user physical activity that uses data characteristics-based long short-term memory (DC-LSTM) recurrent neural networks (RNNs). To provide personalized services, the characteristics and surrounding circumstances of data collectable from mobile host devices were considered in the selection of variables for the model. The data characteristics considered were ease of collection, which represents whether or not variables are collectable, and frequency of occurrence, which represents whether or not changes made to input values constitute significant variables in terms of activity. The variables selected for providing personalized services were activity, weather, temperature, mean daily temperature, humidity, UV, fine dust, asthma and lung disease probability index, skin disease probability index, cadence, travel distance, mean heart rate, and sleep hours. The selected variables were classified according to the data characteristics. To predict activity, an LSTM RNN was built that uses the classified variables as input data and learns the dynamic characteristics of time series data. LSTM RNNs resolve the vanishing gradient problem that occurs in existing RNNs. They are classified into three different types according to data characteristics and constructed through connections among the LSTMs. The constructed neural network learns training data and predicts user activity. To evaluate the proposed model, the root mean square error (RMSE) was used in the performance evaluation of the user physical activity prediction method for which an autoregressive integrated moving average (ARIMA) model, a convolutional neural network (CNN), and an RNN were used. The results show that the proposed DC-LSTM RNN method yields an excellent mean RMSE value of 0.616. The proposed method is used for predicting significant activity considering the surrounding circumstances and user status utilizing the existing standardized activity prediction services. It can also be used to predict user physical activity and provide personalized healthcare based on the data collectable from mobile host devices.

Analysis and Prediction of Anchovy Fisheries in Korea ARIMA Model and Spectrum Analysis (한국 멸치어업의 어획량 분석과 예측 ARIMA 모델 및 스펙트럼 해석)

  • PARK Hae-Hoon;YOON Gab-Dong
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.29 no.2
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    • pp.143-149
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    • 1996
  • Forecasts of the monthly catches of anchovy in Korea were carried out by the seasonal Autoregressive Integrated Moving Average (ARIMA) model and spectral analysis. The seasonal ARIMA model is as follows: $$(1-0.431B)(1-B^{12})Z_t=(1-0.882B^{12})e_t$$ where: $Z_t=value$ at month $t;\;B^{p}$ is a backward shift operator, that is, $B^pZ_t=Z_{t-p};$ and $e_t=error$ term at month t, which is to forecast 24 months ahead the anchovy catches in Korea. The prediction error by the Box-Cox transformation on monthly anchovy catches in Korea was less than that by the logarithmic transformation. The equation of the Box-Cox transformation was $Y'=(Y^{0.58}-1)/0.58$. Forecasts of the monthly anchovy catches for $1991\~1992$, which were compared with the actual catches, had an absolute percentage error (APE) range of $1.0\~63.2\%$. Total observed annual catches in 1991 and 1992 were 170,293 M/T and 168,234 M/T respectively, while the predicted catches were 148,201 M/T and 148,834 M/T $(API\;13.0\%\;and\;11.5\%,\;respectively)$. The spectrum analysis of the monthly catches of anchovy showed some dominant fluctuations in the periods of 2.2, 6.1, 10.2 12.0 and 14.7 months. The spectrum analysis was also useful for selecting the ARIMA model.

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An Empirical Analysis of the Determinants of Defense Cost Sharing between Korea and the U.S. (한미 방위비 분담금 결정요인에 대한 실증분석)

  • Yonggi Min;Sunggyun Shin;Yongjoon Park
    • The Journal of the Convergence on Culture Technology
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    • v.10 no.1
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    • pp.183-192
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    • 2024
  • The purpose of this study is to empirically analyze the determining factors (economy, security, domestic politics, administration, and international politics) that affect the ROK-US defense cost sharing decision. Through this, we will gain a deeper understanding of the defense cost sharing decision process and improve the efficiency of defense cost sharing calculation and execution. The scope of the study is ROK-US defense cost sharing from 1991 to 2021. The data used in the empirical analysis were various secondary data such as Ministry of National Defense, government statistical data, SIPRI, and media reports. As an empirical analysis method, multiple regression analysis using time series was used and the data was analyzed using an autoregressive model. As a result of empirical research through multiple regression analysis, we derived the following results. It was analyzed that the size of Korea's economy, that is, GDP, the previous year's defense cost share, and the number of U.S. troops stationed in Korea had a positive influence on the decision on defense cost sharing. This indicates that Korea's economic growth is a major factor influencing the increase in defense cost sharing, and that the gradual increase in the budget and the negotiation method of the Special Agreement (SMA) for cost sharing of stationing US troops in Korea play an important role. On the other hand, the political tendencies of the ruling party, North Korea's military threats, and China's defense budget were found to have no statistically significant influence on the decision to share defense costs.

A Study on the Comovements and Structural Changes of Global Business Cycles using MS-VAR models (MS-VAR 모형을 이용한 글로벌 경기변동의 동조화 및 구조적 변화에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.35 no.3
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    • pp.1-22
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    • 2016
  • We analyzed the international comovements and structural changes in the quarterly real GDP by the Markov-switching vector autoregressive model (MS-VAR) from 1971(1) to 2016(1). The main results of this study were as follows. First, the business cycle phenomenon that occurs in the models or individual time series in real GDP has been grasped through the MS-VAR models. Unlike previous studies, this study showed the significant comovements, asymmetry and structural changes in the MS-VAR model using a real GDP across countries. Second, even if there was a partial difference, there were remarkable structural changes in the economy contraction regime(recession), such as 1988(2) ending the global oil shock crisis and 2007(3) starting the global financial crisis by the MS-VAR model. Third, large-scale structural changes were generated in the economic expansion and/or contraction regime simultaneously among countries. We found that the second world oil shocks that occurred after the first global oil shocks of 1973 and 1974 were the main reasons that caused the large-scale comovements of the international real GDP among countries. In addition, the spillover between Korea and 5 countries has been weak during the Asian currency crisis from 1997 to 1999, but there was strong transmission between Korea and 5 countries at the end of 2007 including the period of the global financial crisis. Fourth, it showed characteristics that simultaneous correlation appeared to be high due to the country-specific shocks generated for each country with the regime switching using real GDP since 1973. Thus, we confirmed that conclusions were consistent with a number of theoretical and empirical evidence available, and the macro-economic changes were mainly caused by the global shocks for the past 30 years. This study found that the global business cycles were due to large-scale asymmetric shocks in addition to the general changes, and then showed the main international comovements and/or structural changes through country-specific shocks.

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Factor Analysis Affecting on Changes in Handysize Freight Index and Spot Trip Charterage (핸디사이즈 운임지수 및 스팟용선료 변화에 영향을 미치는 요인 분석)

  • Lee, Choong-Ho;Kim, Tae-Woo;Park, Keun-Sik
    • Journal of Korea Port Economic Association
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    • v.37 no.2
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    • pp.73-89
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    • 2021
  • The handysize bulk carriers are capable of transporting a variety of cargo that cannot be transported by mid-large size ship, and the spot chartering market is active, and it is a market that is independent of mid-large size market, and is more risky due to market conditions and charterage variability. In this study, Granger causality test, the Impulse Response Function(IRF) and Forecast Error Variance Decomposition(FEVD) were performed using monthly time series data. As a result of Granger causality test, coal price for coke making, Japan steel plate commodity price, hot rolled steel sheet price, fleet volume and bunker price have causality to Baltic Handysize Index(BHSI) and charterage. After confirming the appropriate lag and stability of the Vector Autoregressive model(VAR), IRF and FEVD were analyzed. As a result of IRF, the three variables of coal price for coke making, hot rolled steel sheet price and bunker price were found to have significant at both upper and lower limit of the confidence interval. Among them, the impulse of hot rolled steel sheet price was found to have the most significant effect. As a result of FEVD, the explanatory power that affects BHSI and charterage is the same in the order of hot rolled steel sheet price, coal price for coke making, bunker price, Japan steel plate price, and fleet volume. It was found that it gradually increased, affecting BHSI by 30% and charterage by 26%. In order to differentiate from previous studies and to find out the effect of short term lag, analysis was performed using monthly price data of major cargoes for Handysize bulk carriers, and meaningful results were derived that can predict monthly market conditions. This study can be helpful in predicting the short term market conditions for shipping companies that operate Handysize bulk carriers and concerned parties in the handysize chartering market.