• Title/Summary/Keyword: seasonal ARIMA

Search Result 110, Processing Time 0.031 seconds

A Study on the Demand Forecasting and Efficient Operation of Jeju National Airport using seasonal ARIMA model (계절 ARIMA 모형을 이용한 제주공항 여객 수요예측 및 효율적 운영에 관한 연구)

  • Kim, Kyung-Bum;Hwang, Kyung-Soo
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.13 no.8
    • /
    • pp.3381-3388
    • /
    • 2012
  • This research is to find out the method appropriate for the forecasting of passennger demand using seasonal ARIMA model and efficient operation in Jeju National Airport. Time series monthly data for the investigation were collected ranging from January 2003 to December 2011. A total of 108 observations were used for data analysis. Research findings showed that the multiplicative seasonal ARIMA(0.1.2)(0.1.1)12 model is appropriate model. The number of passengers in Jeju National Airport will continue to rise, it was expected to surpass 20 million people.

A Study on the Seasonal Adjustment of Time Series and Demand Forecasting for Electronic Product Sales (전자제품 판매매출액 시계열의 계절 조정과 수요예측에 관한 연구)

  • Seo, Myeong-Yul;Rhee, Jong-Tae
    • Journal of Applied Reliability
    • /
    • v.3 no.1
    • /
    • pp.13-40
    • /
    • 2003
  • The seasonal adjustment is an essential process in analyzing the time series of economy and business. One of the powerful adjustment methods is X11-ARIMA Model which is popularly used in Korea. This method was delivered from Canada. However, this model has been developed to be appropriate for Canadian and American environment. Therefore, we need to review whether the X11-ARIMA Model could be used properly in Korea. In this study, we have applied the method to the annual sales of refrigerator sales in A electronic company. We appreciated the adjustment by result analyzing the time series components such as seasonal component, trend-cycle component, and irregular component, with the proposed method. Additionally, in order to improve the result of seasonal adjusted time series, we suggest the demand forecasting method base on autocorrelation and seasonality with the X11-ARIMA PROC.

  • PDF

Forecasting of Yeongdeok Tourist by Seasonal ARIMA Model (계절 아리마 모형을 이용한 관광객 예측 -경북 영덕지역을 대상으로-)

  • Son, Eun-Ho;Park, Duk-Byeong
    • Journal of Agricultural Extension & Community Development
    • /
    • v.19 no.2
    • /
    • pp.301-320
    • /
    • 2012
  • The study uses a seasonal ARIMA model to forecast the number of tourists of Yeongdeok in an uni-variable time series. The monthly data for time series were collected ranging from 2006 to 2011 with some variation between on-season and off-season tourists in Yeongdeok county. A total of 72 observations were used for data analysis. The forecast multiplicative seasonal ARIMA(1,0,0)$(0,1,1)_{12}$ model was found the most appropriate one. Results showed that the number of tourists was 10,974 thousands in 2012 and 13,465 thousands in 2013, It was suggested that the grasping forecast model is very important in respect of how experts in tourism development in Yeongdeok county, policy makers or planners would establish strategies to allocate service in Yeongdeok tourist destination and provide tourism facilities efficiently.

A Study on the Seasonal Adjustment of Time Series for Seasonal New Product Sales (계절상품 판매매출액 시계열의 계절 조정에 관한 연구)

  • 서명율;이종태
    • Korean Management Science Review
    • /
    • v.20 no.1
    • /
    • pp.103-124
    • /
    • 2003
  • The seasonal adjustment is an essential process in analyzing the time series of economy and business. There are various methods to adjust seasonal effect such as moving average, extrapolation, smoothing and X11. One of the powerful adjustment methods is X11-ARIMA Model which is popularly used in Korea. This method was delivered from Canada. However, this model has been developed to be appropriate for Canadian and American environment. Therefore, we need to review whether the Xl1-ARIMA Model could be used properly in Korea. In this study, we have applied the method to the annual sales of refrigerator sales in A electronic company. We appreciated the adjustment by result analyzing the time series components such as seasonal component, trend-cycle component, and irregular component, with the proposed method.

A Study on Forecasting Visit Demands of Korea National Park Using Seasonal ARIMA Model (계절 ARIMA 모형을 이용한 국립공원 탐방수요 예측)

  • Sim, Kyu-Won;Kwon, Heon-Gyo
    • Journal of Korean Society of Forest Science
    • /
    • v.100 no.1
    • /
    • pp.124-130
    • /
    • 2011
  • This study was conducted to find out appropriate model and forecast visit demand of korea national parks using seasonal ARIMA model. Data of monthly visitors uses of 18 korea national parks from January, 2003 to December, 2010 was used to analyze. The result showed that $ARIMA(1,0,0)(1,1,0)_{12}$ model was selected as a appropriate model to forecast visit demand of korea national parks and the result of post evaluation used by index of mean absolute percentage error was accurate. Therefore, the result of this study will enhance reliability and validity of forecasting technique and contribute to management strategy of korea national park.

New seasonal moving average filters for X-13-ARIMA (X-13-ARIMA에서의 새로운 계절이동평균필터 개발 연구)

  • Shim, Kyuho;Kang, Gunseog
    • The Korean Journal of Applied Statistics
    • /
    • v.29 no.1
    • /
    • pp.231-242
    • /
    • 2016
  • X-13-ARIMA (a popular time series analysis software) provides $3{\times}3$, $3{\times}5$, $3{\times}9$, $3{\times}15$ moving average filters for seasonal adjustment. However, there has been questions on their performance and the need for new filters is a constant topic due to Korean economic time series often containing higher irregularity and more various seasonality than other countries. In this study, two newly developed seasonal moving average filters, $3{\times}7$ and $3{\times}11$, are introduced. New filters were implemented in X-13-ARIMA and applied to 15 economic time series to demonstrate their suitability and reliability. The result shows that some series are more stable when using new seasonal moving average filters. More accurate time series analyses would be possible if newly proposed filters are used together with existing filters.

Forecasting Passenger Transport Demand Using Seasonal ARIMA Model - Focused on Joongang Line (계절 ARIMA 모형을 이용한 여객수송수요 예측: 중앙선을 중심으로)

  • Kim, Beom-Seung
    • Journal of the Korean Society for Railway
    • /
    • v.17 no.4
    • /
    • pp.307-312
    • /
    • 2014
  • This study suggested the ARIMA model taking into consideration the seasonal characteristic factor as a method for efficiently forecasting passenger transport demand of the Joongang Line. The forecasting model was built including the demand for the central inland region tourist train (O-train, V-train), which was opened to traffic in April-, 2013 and run in order to reflect the recent demand for the tourism industry. By using the monthly time series data (103) from January-, 2005 to July-, 2013, the optimum model was selected. The forecasting results of passenger transport demand of the Joongang Line showed continuous increase. The developed model forecasts the short-term demand of the Joongang Line.

Seasonal adjustment for monthly time series based on daily time series (일별 시계열을 이용한 월별 시계열의 계절조정)

  • Geung-Hee Lee
    • The Korean Journal of Applied Statistics
    • /
    • v.36 no.5
    • /
    • pp.457-471
    • /
    • 2023
  • The monthly series is an aggregation of daily values. In the absence of observable daily data, calendar effects such as trading day and holidays are estimated using a RegARIMA model. However, if the daily series were observable, these calendar effects could be estimated directly from the daily series, potentially improving the seasonal adjustment of the monthly time series. In this paper, we propose a method to improve the seasonal adjustment of monthly time series by using calendar variation estimation based on daily time series. We apply this seasonal adjustment method to three monthly time series and compare our results with those obtained using X-13ARIMA-SEATS.

Forecasting the Trading Volumes of Marine Transport and Ports Logistics Policy -Using Multiplicative Seasonal ARIMA Model- (해상운송의 물동량 예측과 항만물류정책 -승법 계절 ARIMA 모형을 이용하여-)

  • Kim, Chang-Beom
    • Journal of Korea Port Economic Association
    • /
    • v.23 no.1
    • /
    • pp.149-162
    • /
    • 2007
  • The purpose of this study is to forecast the marine trading volumes using multiplicative seasonal Autoregressive Integrated Moving Average(ARIMA) model. The paper proceeds by comparing the forecasting performances of the unload volumes with those of the load volumes with Box-Jenkins ARIMA model. Also, I present the predicted values based on the ARIMA model. The result shows that the trading volumes increase very slowly.

  • PDF

Degradation Prediction and Analysis of Lithium-ion Battery using the S-ARIMA Model with Seasonality based on Time Series Models (시계열 모델 기반의 계절성에 특화된 S-ARIMA 모델을 사용한 리튬이온 배터리의 노화 예측 및 분석)

  • Kim, Seungwoo;Lee, Pyeong-Yeon;Kwon, Sanguk;Kim, Jonghoon
    • The Transactions of the Korean Institute of Power Electronics
    • /
    • v.27 no.4
    • /
    • pp.316-324
    • /
    • 2022
  • This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.