• Title/Summary/Keyword: 자동 회귀 통합 이동 평균

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Box-Jenkins 예측기법 소개

  • 박성주;전태준
    • Korean Management Science Review
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    • v.1
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    • pp.68-80
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    • 1984
  • Box-Jenkins 시계열 분석법은 변수에 관한 정보가 부족하거나 너무 많은 변수가 영향을 미치고 있는 경우에도 과학적인 예측치를 구할 수 있는 단기예측 방법이다. Box-Jenkins 모형은 자동회귀 모형(Autoregressive Model), 이동평균 모형 (Moving average Model), 계절적 시계열 모형을 통합한 일반적인 모형이기 때문에 특별한 불안정성을 보이지 않는 경우에는 모두 모형화 할 수 있으며, 모형에 관계된 계수의 수를 최소화 하면서 만족스러운 모형을 찾을 수 있다. Box-Jenkins예측방법은 모형선정, 매개변수추정, 적합성 검정의 3단계를 반복으로 수행함으로써 최적모형에 이르게 하게 하고 있기 때문에 최소의 가능한 모형으로부터 시작하여 부적당한 부분을 제거시켜 나감으로써 시행착오의 과정을 최소화 할 수 있다. 일반 사용자가 Box-Jenkins 시계열 분석법을 쉽게 사용할 수 있도록 Box-Jenkins Package가 개발되었으며 여기서는 KAIST 전산 개발 센터에 설치된 Package를 소개하고 그 사용예를 보였다.

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Improvement of the Exponential Experiment System for the Automatical and Accurate Measurement of the Exponential Decay constant (지수감쇠계수의 자동 및 정밀 측정을 위한 지수실험장치 개선)

  • 신희성;장지운;이윤희;황용화;김호동
    • Proceedings of the Korean Radioactive Waste Society Conference
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    • 2004.06a
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    • pp.292-303
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    • 2004
  • The previous exponential experiment system has been improved for the automatical and accurate axial movement of the neutron source and detector with attaching the automatical control system which consists of a Programmable Logical Controller(PLC) and a stepping motor set. The automatic control program which controls MCA and PLC consistently has been also developed on the basis of GENIE 2000 Library. The exponential experiments have been carried out for Kori 1 unit spent fuel assemblies, Cl4, Jl4 and G23, and Kori 2 unit spent fuel assembly, J44, using the improved systematical measurement system. As the results, the average exponential decay constants for 4 assemblies are determined to be 0.1302, 0.1267, 0.1247, and 0.1210, respectively, with the application of Poisson regression.

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A study of Battery User Pattern Change tracking method using Linear Regression and ARIMA Model (선형회귀 및 ARIMA 모델을 이용한 배터리 사용자 패턴 변화 추적 연구)

  • Park, Jong-Yong;Yoo, Min-Hyeok;Nho, Tae-Min;Shin, Dae-Kyeon;Kim, Seong-Kweon
    • The Journal of the Korea institute of electronic communication sciences
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    • v.17 no.3
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    • pp.423-432
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    • 2022
  • This paper addresses the safety concern that the SOH of batteries in electric vehicles decreases sharply when drivers change or their driving patterns change. Such a change can overload the battery, reduce the battery life, and induce safety issues. This paper aims to present the SOH as the changes on a dashboard of an electric vehicle in real-time in response to user pattern changes. As part of the training process I used battery data among the datasets provided by NASA, and built models incorporating linear regression and ARIMA, and predicted new battery data that contained user changes based on previously trained models. Therefore, as a result of the prediction, the linear regression is better at predicting some changes in SOH based on the user's pattern change if we have more battery datasets with a wide range of independent values. The ARIMA model can be used if we only have battery datasets with SOH data.

Time Series Forecasting on Car Accidents in Korea Using Auto-Regressive Integrated Moving Average Model (자동 회귀 통합 이동 평균 모델 적용을 통한 한국의 자동차 사고에 대한 시계열 예측)

  • Shin, Hyunkyung
    • Journal of Convergence for Information Technology
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    • v.9 no.12
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    • pp.54-61
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    • 2019
  • Recently, IITS (intelligent integrated transportation system) has been important topic in Smart City related industry. As a main objective of IITS, prevention of traffic jam (due to car accidents) has been attempted with help of advanced sensor and communication technologies. Studies show that car accident has certain correlation with some factors including characteristics of location, weather, driver's behavior, and time of day. We concentrate our study on observing auto correlativity of car accidents in terms of time of day. In this paper, we performed the ARIMA tests including ADF (augmented Dickey-Fuller) to check the three factors determining auto-regressive, stationarity, and lag order. Summary on forecasting of hourly car crash counts is presented, we show that the traffic accident data obtained in Korea can be applied to ARIMA model and present a result that traffic accidents in Korea have property of being recurrent daily basis.