• Journal of Distribution Science
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• v.14 no.11
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• pp.83-90
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• 2016

Purpose - During the last two years, convenient stores (CS) are emerging as one of the most fast-growing retail trades in Korea. The goal of this work is to forecast and to analyze sales at CS using ARIMA-Intervention model (IM) and exponential smoothing method (ESM), together with sales at supermarkets in South Korea. Considering that two retail trades above are homogeneous and comparable in size and purchasing items on off-line distribution channel, individual behavior and characteristic can be detected and also relative superiority of future growth can be forecasted. In particular, the rapid growth of sales at CS is regarded as an everlasting external event, or step intervention, so that IM with season variation can be examined. At the same time, Winters ESM can be investigated as an alternative to seasonal ARIMA-IM, on the assumption that the underlying series shows exponentially decreasing weights over time. In case of sales at supermarkets, the marked intervention could not be found over the underlying periods, so that only Winters ESM is considered. Research Design, Data, and Methodology - The dataset of this research is obtained from Korean Statistical Information Service (1/2010~7/2016) and Survey of Service Trend of Korea Statistics Administration. This work is exploited time series analyses such as IM, ESM and model-fitting statistics by using TSPLOT, TSMODEL, EXSMOOTH, ARIMA and MODELFIT procedures in SPSS 23.0. Results - By applying seasonal ARIMA-Intervention model to sales at CS, the steep and persisting increase can be expected over the next one year. On the other hand, we expect the rate of sales growth of supermarkets to be lagging and tied up constantly in the next 2016 year. Conclusions - Based on 2017 one-year sales forecasts for CS and supermarkets, we can yield the useful information for the development of CS and also for all retail trades. Future study is needed to analyze sales of popular items individually such as tobacco, banana milk, soju and so on and to get segmented results. Furthermore, we can expand sales forecasts to other retail trades such as department stores, hypermarkets, non-store retailing, so that comprehensive diagnostics can be delivered in the future.

• The Korean Journal of Applied Statistics
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• v.32 no.1
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• pp.139-148
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• 2019

This study proposed a multiple intervention time series model to predict KTX passenger demand. In order to revise the research of Kim and Kim (Korean Society for Railway, 14, 470-476, 2011) considering only the intervention of the second phase of Gyeong-bu before November of 2011, we adopted multiple intervention seasonal ARIMA models to model the time series data with additional interventions which occurred after November of 2011. Through the data analysis, it was confirmed that the effects of various interventions such as Gyeong-bu and Ho-nam 2 phase, outbreak of MERS and national holidays, which affected the KTX transportation demand, are successfully explained and the prediction accuracy could be quite improved significantly.

• Atmosphere
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• v.31 no.2
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• pp.215-227
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• 2021

The necessity of the prediction on the Seasonal-to-Subseasonal (S2S) timescale continues to rise. It led a series of studies on the S2S prediction models, including the Global Seasonal Forecasting System Version 5 (GloSea5) of the Korea Meteorological Administration. By extending previous studies, the present study documents sea surface temperature (SST) prediction skill around the Korean peninsula in the GloSea5 hindcast over the period of 1991~2010. The overall SST prediction skill is about a week except for the regions where SST is not well captured at the initialized date. This limited prediction skill is partly due to the model mean biases which vary substantially from season to season. When such biases are systematically removed on daily and seasonal time scales the SST prediction skill is improved to 15 days. This improvement is mostly due to the reduced error associated with internal SST variability during model integrations. This result suggests that SST around the Korean peninsula can be reliably predicted with appropriate post-processing.

• Atmosphere
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• v.33 no.5
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• pp.493-503
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• 2023

This study investigates the downward influences of sudden stratospheric warming (SSW) in February 2018 using a subseasonal-to-seasonal forecast model, Global Seasonal forecasting system version 6 (GloSea6). To quantify the influences of SSW on the tropospheric prediction skills, free-evolving (FREE) forecasts are compared to stratospheric nudging (NUDGED) forecasts where zonal-mean flows in the stratosphere are relaxed to the observation. When the models are initialized on 8 February 2018, both FREE and NUDGED forecasts successfully predicted the SSW and its downward influences. However, FREE forecasts initialized on 25 January 2018 failed to predict the SSW and downward propagation of negative Northern Annular Mode (NAM). NUDGED forecasts with SSW nudging qualitatively well predicted the downward propagation of negative NAM. In quantity, NUDGED forecasts exhibit a higher mean squared skill score of 500 hPa geopotential height than FREE forecasts in late February and early March. The surface air temperature and precipitation are also better predicted. Cold and dry anomalies over the Eurasia are particularly well predicted in NUDGED compared to FREE forecasts. These results suggest that a successful prediction of SSW could improve the surface prediction skills on subseasonal-to-seasonal time scale.

• KDI Journal of Economic Policy
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• v.14 no.1
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• pp.121-145
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• 1992

This paper examines characteristics of time series data related to the construction investment(stationarity and time series components such as secular trend, cyclical fluctuation, seasonal variation, and random change) and surveys predictibility, fitness, and explicability of independent variables of various models to build a short-term construction investment forecasting model suitable for current economic circumstances. Unit root test, autocorrelation coefficient and spectral density function analysis show that related time series data do not have unit roots, fluctuate cyclically, and are largely explicated by lagged variables. Moreover it is very important for the short-term construction investment forecasting to grasp time lag relation between construction investment series and leading indicators such as building construction permits and value of construction orders received. In chapter 3, we explicate 7 forecasting models; Univariate time series model (ARIMA and multiplicative linear trend model), multivariate time series model using leading indicators (1st order autoregressive model, vector autoregressive model and error correction model) and multivariate time series model using National Accounts data (simple reduced form model disconnected from simultaneous macroeconomic model and VAR model). These models are examined by 4 statistical tools that are average absolute error, root mean square error, adjusted coefficient of determination, and Durbin-Watson statistic. This analysis proves two facts. First, multivariate models are more suitable than univariate models in the point that forecasting error of multivariate models tend to decrease in contrast to the case of latter. Second, VAR model is superior than any other multivariate models; average absolute prediction error and root mean square error of VAR model are quitely low and adjusted coefficient of determination is higher. This conclusion is reasonable when we consider current construction investment has sustained overheating growth more than secular trend.

• Journal of Korea Water Resources Association
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• v.40 no.4
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• pp.299-311
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• 2007

Climatic abnormal phenomena involving El Nino and La Nina have been frequently reported in recent decades. The interannual climate variability represented by El Nino-Southern Oscillation (ENSO) is sometimes investigated to account for the climatic abnormal phenomena around the world. Although many hydroclimatologists have studied the impact of ENSO on regional precipitation and streamflow, however, there are still many difficulties in finding the dominant causal relationship between them. This relationship is very useful in making hydrological forecasting models for water resources management. In this study, the seasonal relationships between ENSO and hydrologic variables were investigated in Korea. As an ENSO indicator, Southern Oscillation Index (SOI) was used. Monthly precipitation, monthly mean temperature, and monthly dam inflow data were used after being transformed to the standardized normal index. Seasonal relationships between ENSO and hydrologic variables were investigated based on the exceedance probability and distribution of hydrologic variables conditioned on the ENSO episode. The results from the analysis of this study showed that the warm ENSO episode affects increases in precipitation and temperature, and the cold ENSO episode is related with decreases in precipitation and temperature in Korea. However, in some regions, the local relationships do not correspond with the general seasonal relationship.

• Journal of Environmental Health Sciences
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• v.17 no.2
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• pp.1-8
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• 1991

The stochastic variance and structures of time series data on air quality were examined by employing the techniques of autocorrelation function, variance spectrum, fourier series, ARIMA model. Among the air quality properties of atmosphere, SO$_{2}$ is one of the most siginificant and widely measured parameters. In the study, the air quality data were included hourly observations on SO$_{2}$ TSP and O$_{3}$. The data were measured by automatic recording instrument installed in Kwanghwamoon during February and March in 1991. The results of study were as follows 1. Hourly air quality series varied with the domiant 24 hour periodicity and the 12 hour periodic variation was also observed. 2. The correlation coefficients between SO$_{2}$ and O$_{3}$ is -0.4735. 3. In simulating or forecasting variation in SO$_{2}$ ARIMA models are on a useful tools. The multiplicative seasonal ARIMA (1, 1, 0) (0, 2, 1)$_{24}$ model provided satisfactory results for hourly SO$_{2}$ time series.

• Proceedings of the Korea Water Resources Association Conference
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• 2006.05a
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• pp.1455-1459
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• 2006

우리나라 수자원 관리에서 여름 유량은 이수 및 치수 측면에서 매우 중요한 역할을 한다. 이러한 점에서 여름유량의 예측 가능성을 검토하는 것은 수자원 관리에 유연성을 주는 동시에 상대적으로 위험도를 저감시킬 수 있는 역할을 할 수 있다. 따라서 본 연구의 목적은 여름 계절 유량을 대상으로 기상인자와의 상관성 분석을 통해 유량 예측을 위한 수문기상정보(hydroclimatics)를 전 지구적으로 검토하고 최종적으로 불확실성을 고려할 수 있는 Ensemble예측을 실시하고자 한다. Ensemble예측은 설정 가능한 입력 자료를 통하여 다수의 출력자료를 얻는 방법론으로서 불확실성이 큰 기상 및 수문기상자료 분석에 주로 이용되고 있다. 본 연구에서는 해수면온도(sea surface temperature), 해수면기압(sea level pressure)과 방출장파복사에너지(outgoing longwave radiation)를 주요 기상인자로 고려하였으며 예측모형으로서는 Cross Ensemble(out of bagging)방법에 근거한 Support Vector Machine 모형을 이용하였다. 분석결과 주요 기상인자와 50%이상의 상관관계를 보이고 있으며 다소 합리적인 예측 결과를 제시하여 주고 있어 수자원관리를 위한 보조수단으로 이용이 가능할 것으로 사료된다.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1142-1146
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• 2009

A rainfall simulation and forecasting technique that can generate daily rainfall sequences conditional on multi-model ensemble GCMs is developed and applied to data in Korea for the major rainy season. The GCM forecasts are provided by APEC climate center. A Weather State Based Downscaling Model (WSDM) is used to map teleconnections from ocean-atmosphere data or key state variables from numerical integrations of Ocean-Atmosphere General Circulation Models to simulate daily sequences at multiple rain gauges. The method presented is general and is applied to the wet season which is JJA(June-July-August) data in Korea. The sequences of weather states identified by the EM algorithm are shown to correspond to dominant synoptic-scale features of rainfall generating mechanisms. Application of the methodology to seasonal rainfall forecasts using empirical teleconnections and GCM derived climate forecast are discussed.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1012-1016
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• 2009

수자원 시스템 거동예측은 수문학적 지속성여부에 대한 판단이 선행 되어야 하며 가용한 시계열자료에 대한 추계학적 분석을 통하여 실시하여야 한다. 본 연구에서는 계절형 ARIMA모형을 통한 안동댐 유역의 강우량, 증발산량 및 유출량 시계열자료를 예측함에 있어 전형적인 Box-jenkins의 방법을 따랐고 모형의 식별, 추정, 검진의 3단계를 거쳐 모형화 하였다. 최적 수문시계열 예측 모형을 통하여 안동댐 유역의 강우량, 증발산량 및 유출량 시계열자료로 월별 수문시스템 거동을 예측하였으며, 예측된 결과를 토대로 TANK모형과 ARIMA+TANK결합모형에 의한 장기유출모의를 실시하였다. 분석결과 관측자료의 특성을 비교적 잘 반영 하였으며, 댐 유입량 예측을 위한 추계학적 결합모형의 적용가능성을 검토하였다. 이는 유출량자료의 보유년한이 짧은 대상유역에 월강우량과 증발산량자료 등의 수문시계열 인자 예측을 통한 유출을 모의함으로서 수자원의 중 장기 전략수립에 도움을 줄 것으로 사료된다.