• Title/Summary/Keyword: times series model

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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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Development of a neural-based model for forecating link travel times (신경망 이론에 의한 링크 통행시간 예측모형의 개발)

  • 박병규;노정현;정하욱
    • Journal of Korean Society of Transportation
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    • v.13 no.1
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    • pp.95-110
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    • 1995
  • n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .

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Development of a Model to Predict the Volatility of Housing Prices Using Artificial Intelligence

  • Jeonghyun LEE;Sangwon LEE
    • International journal of advanced smart convergence
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    • v.12 no.4
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    • pp.75-87
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    • 2023
  • We designed to employ an Artificial Intelligence learning model to predict real estate prices and determine the reasons behind their changes, with the goal of using the results as a guide for policy. Numerous studies have already been conducted in an effort to develop a real estate price prediction model. The price prediction power of conventional time series analysis techniques (such as the widely-used ARIMA and VAR models for univariate time series analysis) and the more recently-discussed LSTM techniques is compared and analyzed in this study in order to forecast real estate prices. There is currently a period of rising volatility in the real estate market as a result of both internal and external factors. Predicting the movement of real estate values during times of heightened volatility is more challenging than it is during times of persistent general trends. According to the real estate market cycle, this study focuses on the three times of extreme volatility. It was established that the LSTM, VAR, and ARIMA models have strong predictive capacity by successfully forecasting the trading price index during a period of unusually high volatility. We explores potential synergies between the hybrid artificial intelligence learning model and the conventional statistical prediction model.

A Study on the Solution of the Epidemic Model Using Elementary Series Expansions (초등급수 전개에 의한 유행병 모델의 해법에 관한 연구)

  • 정형환;주수원
    • Journal of Biomedical Engineering Research
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    • v.12 no.3
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    • pp.171-176
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    • 1991
  • A solution for the course of the general deterministic epidemic model is obtained by elementary series expansion. This is valid over all times, and appears to hold accurate]y over a very wide range of population and threshould parameter values. This algorithm can be more efficient than either numerical or recursive procedures in terms of the number of operations required to evaluate a sequence of points along the course of the epidemic.

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The Designing of an Air-gap Type FBAR Filter using Leach Equivalent Model

  • Choi, Hyung-Wook;Jung, Joong-Yeon;Lee, Seung-Kyu;Park, Yong-Seo;Kim, Kyung-Hwan;Shin, Hyun-Yong
    • Transactions on Electrical and Electronic Materials
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    • v.7 no.4
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    • pp.196-203
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    • 2006
  • An air-gap type FBAR was designed using Leach equivalent model for analyzing a vertical structure of the FBAR. For the top electrode, Pt, and the bottom electrode, Au, of $1.2{\mu}m$ thickness and the piezoelectric of 0.8,urn thickness, the resonance and anti-resonance occurred at 2.401 GHz and 2.460 GHz, respectively. $S_{11}$ was increased and $S_{21}$ was decreased as the resonance area of FBAR was widened. We observed the characteristics of insertion loss, bandwidth and out-of-band rejection of ladder-type FBAR BPF by changing resonance areas of series and shunt resonators and by adding stages. As the resonance area of series resonator was increased, insertion loss was improved but out-of-band rejection was degraded. And as the resonance area of shunt resonator was increased, insertion loss was degraded a little but out-of-band rejection was improved even without adding stages. We, also, changed the shape of the resonance area from square shape to rectangle shape to examine the effects of the resonator shape on the characteristics of the BPF. The best performances were observed when the sizes of series and shunt resonator are $150{\mu}m{\times}l50{\mu}m\;and\;5{\mu}m{\times}50{\mu}m$, respectively. Out-of-band rejection was improved about 10dB and bandwidth was broadened from 30MHz to 100MHz utilizing inductor tuning on $2{\times}2\;and\; 4{\times}2$ ladder-type BPFs.

Reliability for Series System in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.219-226
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    • 2004
  • In this paper, we consider two-components system which the lifetimes have a bivariate Weibull distribution with bivariate random censored data. Here the bivariate censoring times are independent of the lifetimes of the components. We obtain estimators and approximated confidence intervals for the reliability of series system based on likelihood function and relative frequency, respectively. Also we present a numerical study.

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Times Series Analysis of GPS Receiver Clock Errors to Improve the Absolute Positioning Accuracy

  • Bae, Tae-Suk;Kwon, Jay-Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.25 no.6_1
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    • pp.537-543
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    • 2007
  • Since the GPS absolute positioning with pseudorange measurements can significantly be affected by the observation error, the time series analysis of the GPS receiver clock errors was performed in this study. From the estimated receiver clock errors, the time series model is generated, and constrained back in the absolute positioning process. One of the CORS (Continuously Operating Reference Stations) network is used to analyze the behavior of the receiver clock. The dominant part of the model is the linear trend during 24 hours, and the seasonal component is also estimated. After constraining the modeled receiver clock errors, the estimated position error compared to the published coordinates is improved from ${\pm}11.4\;m\;to\;{\pm}9.5\;m$ in 3D RMS.

Time Series Using Fuzzy Logic (삼각퍼지수를 이용한 시계열모형)

  • Jung, Hye-Young;Choi, Seung-Hoe
    • Communications for Statistical Applications and Methods
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    • v.15 no.4
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    • pp.517-530
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    • 2008
  • In this paper we introduce a time series model using the triangle fuzzy numbers in order to construct a statistical relation for the data which is a sequence of observations which are ordered in time. To estimate the proposed fuzzy model we split of a universal set includes all observation into closed intervals and determine a number and length of the closed interval by the frequency of events belong to the interval. Also we forecast the data by using a difference between observations when the fuzzified numbers equal at successive times. To investigate the efficiency of the proposed model we compare the ordinal and the fuzzy time series model using examples.

GENERALISED PARAMETERS TECHNIQUE FOR IDENTIFICATION OF SEASONAL ARMA (SARMA) AND NON SEASONAL ARMA (NSARMA) MODELS

  • M. Sreenivasan;K. Sumathi
    • Journal of applied mathematics & informatics
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    • v.4 no.1
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    • pp.135-135
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    • 1997
  • Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

Parametric Modelling of Uncoupled System (언커플시스템의 파라메트릭 모델링)

  • Yoon, Moon-Chul;Kim, Jong-Do;Kim, Kwang-Heui
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.5 no.3
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    • pp.36-42
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    • 2006
  • The analytical realization of uncoupled system was introduced in this study using times series and its spectrum analysis. The ARMAX spectra of time series methods were compared with the conventional FFT spectrum. Also, the response of second order system uncoupled was solved using the Runge-Kutta Gill method. In this numerical analysis, the displacement, velocity and acceleration were calculated. The displacement response among them was used for the power spectrum analysis. The ARMAX algorithm in time series was proved to be appropriate for the mode estimation and spectrum analysis. Using the separate response of first and second mode, each modes were calculated separately and the response of mixed modes was also analyzed for the mode estimation using several time series methods.

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