• Title/Summary/Keyword: ARIMA Models

Search Result 183, Processing Time 0.028 seconds

Adaptive Short-Term Vehicle Speed Prediction Models (적응성 있는 단기간 속도 예측모형 개발에 관한 연구)

  • 조범철
    • Proceedings of the KOR-KST Conference
    • /
    • 1998.10a
    • /
    • pp.265-274
    • /
    • 1998
  • 본 논문은 도로를 주행하는 차량의 지점속도에 대하여 단기간(short-term)으로 예측하는 네 가지의 모형들에 대한 개발 및 결과의 비교하고 평가했다. 사용된 기법들로는 다중회귀분석, 시계열분석(ARIMA), 인공 신경망, 칼만필터링 등이며, 모형의 구출을 위하여 다수의 독립변수 및 입력변수가 요구되는 다중회귀분석과 인공 신경망에서는 연속방정식에서 고려되는 변수들간의 단순상관계수 및 편상관계수의 계산을 통해서 입력변수가 설정이 되었으며, 시계열분석(ARIMA)과 칼만필터링 등 단일 입력 변수만을 요하는 모형에서는 바로 전 시간대와 현재시간대의간격동안 속도의 변화량을 입력변수로 설정하였다. 속도를 비롯해서 교통 데이터는 현장자료를 사용하였는데, 이는 서울의 한강 옆에 위치한 올림픽대로 중 한강대로에 위치한 검지기 3개를 통해서 천호동 방면으로 이동하는 교통류에 대해서 17시간 (00시~17시)동안 수집했다. 17시간 수집했는데 그중에 검지된 속도는 14km/h에서 98km/h까지 변하는 등, 수집된 자료에는 다양한 교통상태가 포함되어 있는데 이는 각 모형들의 정확한 예측력과 적응성을 평가하기 위함이었다. 각 모형은 예측하고자 하는 시점으로부터 1, 5, 10, 15분 후의 속도를 예측하는 것으로 총 4가지의 예측시간간격으로 각각 실험되었다. 결과는 전반적으로 신뢰성 있게 나왔으나 그중에서도 정확성면에서는 인공신경망과 칼만필터링이 우수했고 적응성면에서는 칼만필터리딩 탁월했다. 또한 1분 후의 속도를 예측하는 결과들은 모형들간에 거의 비슷한 정확도를 보여주었는데 이는 입력변수의 설정이 중요한 것임을 보여주는 것이라 판단된다. 있는 기법이다.적으로 세부적 차종분류로 접근한다.의 영향들을 고려함으로써 가로망 설계 과정에서 가로망의 상반된 역할인 이동성과 접근성의 비교가 가능한 보다 현실적인 가로망 설계 모형을 구축하고자 한다. 지금까지 소개된 가로망 설계모형들은 용량변화에 대한 설계변수의 형태에 따라 이산적 가로망 설계 모형과 연속적 가로망 설계모형으로 나뉘어지게 된다. 본 논문의 경우, 계산속도의 향상 측면에서는 연속적 가로망 설계 모형을 도입할 수 있지만, 이때 요구되는 도로용량이 이산적인 변수(차선 수)로 결정되어야만 신호제어 변수를 결정할 수 있기 때문에, 이산적 가로망 설계 모형이 사용된다. 하지만, 이산적 설계모형의 경우 조합최적화 문제이므로 정확한 최적해를 구하기 위해서는 상당한 시간이 소요되며, 경우에 따라서는 국부 최적해에 빠지게 된다. 이러한 문제를 극복하기 위해, 우선 이상적 모형의 근사화, 혹은 조합최적화문제를 위해 개발된 Simulated Annealing기법의 적용, 연속적 모형의 변수를 이산화하는 방법 등 다양한 모형들을 고려해 본 뒤, 적절한 모형을 적용할 것이다. 가로망 설계 모형에서 신호제어를 고려하기 위해서는 주어진 가로망에 대한 통행 배정과정에서 고려되는 통행시간을 링크통행시간과 교차로 지체시간을 동시에 고려해야 하는데, 이러한 문제의 해결을 위해서 최근 활발히 논의되고 있는 교차로에서의 신호제어에 대응하는 통행배정 모형을 도입하여 고려하고자 한다. 이를 위해서 지금까지 연구되어온 Global Solution Approach와 Iterative Approach를 비교, 검토한 뒤 모형에 보다 알맞은 방법을 선택한다. 차량의

  • PDF

The Prediction of Cryptocurrency on Using Text Mining and Deep Learning Techniques : Comparison of Korean and USA Market (텍스트 마이닝과 딥러닝을 활용한 암호화폐 가격 예측 : 한국과 미국시장 비교)

  • Won, Jonggwan;Hong, Taeho
    • Knowledge Management Research
    • /
    • v.22 no.2
    • /
    • pp.1-17
    • /
    • 2021
  • In this study, we predicted the bitcoin prices of Bithum and Coinbase, a leading exchange in Korea and USA, using ARIMA and Recurrent Neural Networks(RNNs). And we used news articles from each country to suggest a separated RNN model. The suggested model identifies the datasets based on the changing trend of prices in the training data, and then applies time series prediction technique(RNNs) to create multiple models. Then we used daily news data to create a term-based dictionary for each trend change point. We explored trend change points in the test data using the daily news keyword data of testset and term-based dictionary, and apply a matching model to produce prediction results. With this approach we obtained higher accuracy than the model which predicted price by applying just time series prediction technique. This study presents that the limitations of the time series prediction techniques could be overcome by exploring trend change points using news data and various time series prediction techniques with text mining techniques could be applied to improve the performance of the model in the further research.

Road Accident Trends Analysis with Time Series Models for Various Road Types (도로종류별 교통사고 추세분석 및 시제열 분석모형 개발)

  • Han, Sang-Jin;Kim, Kewn-Jung
    • International Journal of Highway Engineering
    • /
    • v.9 no.3
    • /
    • pp.1-12
    • /
    • 2007
  • Roads in Korea can be classified into four types according to their responsible authorities. For example, Motorway is constructed, managed, and operated by the Korea Highway Corporation. Ministry of Construction and Transportation is in charge of National Highway, and Province Roads are run by each province government. Urban/county Roads are run by corresponding local government. This study analyses the trends of road accidents for each road type. For this purpose, the numbers of accidents, fatalities, and injuries are compared for each road type for last 15 years. The result shows that Urban/County Roads are the most dangerous, while Motorways are the safest, when we simply compare the numbers of accidents, fatalities, and injuries. However, when we compare these numbers by dividing by total road length, National Highway becomes the most dangerous while Province Roads becomes the safest. In the case of road accidents, fatalities, and injuries per vehicle km, which is known as the most objective comparison measure, it turns out that National Highway is the most dangerous roads again. This study also developed time series models to estimate trends of fatalities for each road type. These models will be useful when we set up or evaluate targets of national road safety.

  • PDF

Effect of Repeated Public Releases on Cesarean Section Rates

  • Jang, Won-Mo;Eun, Sang-Jun;Lee, Chae-Eun;Kim, Yoon
    • Journal of Preventive Medicine and Public Health
    • /
    • v.44 no.1
    • /
    • pp.2-8
    • /
    • 2011
  • Objectives: Public release of and feedback (here after public release) on institutional (clinics and hospitals) cesarean section rates has had the effect of reducing cesarean section rates. However, compared to the isolated intervention, there was scant evidence of the effect of repeated public releases (RPR) on cesarean section rates. The objectives of this study were to evaluate the effect of RPR for reducing cesarean section rates. Methods: From January 2003 to July 2007, the nationwide monthly institutional cesarean section rates data (1 951 303 deliveries at 1194 institutions) were analyzed. We used autoregressive integrated moving average (ARIMA) time-series intervention models to assess the effect of the RPR on cesarean section rates and ordinal logistic regression model to determine the characteristics of the change in cesarean section rates. Results: Among four RPR, we found that only the first one (August 29, 2005) decreased the cesarean section rate (by 0.81 percent) and continued to have an impact period through the last observation in May 2007. Baseline cesarean section rates (OR, 4.7; 95% CI, 3.1 to 7.1) and annual number of deliveries (OR, 2.8; 95% CI, 1.6 to 4.7) of institutions in the upper third of each category at before first intervention had a significant contribution to the decrease of cesarean section rates. Conclusions: We could not found the evidence that RPR has had the significant effect of reducing cesarean section rates. Institutions with upper baseline cesarean section rates and annual number of deliveries were more responsive to RPR.

A Comparative Analysis on the Efficiency of Monitoring between EWMA and Shewhart Chart in Instrumental Process with Autocorrelation (자기상관이 있는 장치 공정에서 EWMA와 Shewhart 관리도와의 모니터링 효율성 비교 분석)

  • Cho, Jin-Hyung;Oh, Hyun-Seung;Lee, Sae-Jae;Jung, Su-Il;Lim, Taek;Baek, Seong-Seon;Kim, Byung-Keug
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.35 no.4
    • /
    • pp.118-125
    • /
    • 2012
  • When monitoring an instrumental process, one often collects a host of data such as characteristic signals sent by a sensor in short time intervals. Characteristic data of short time intervals tend to be autocorrelated. In the instrumental processes often the practice of adjusting the setting value simply based on the previous one, so-called 'adjacent point operation', becomes more critical, since in the short run the deviations are harder to detect and in the long run they have amplified consequences. Stochastic modelling using ARIMA or AR models are not readily usable here. Due to the difficulty of dealing with autocorrelated data conventional practice is resorting to choosing the time interval where autocorrelation is weak enough then to using I-MR control chart to judge the process stability. In the autocorrelated instrumental processes it appears that using the Shewhart chart and the time interval data where autocorrelation is relatively not existent turns out to be a rather convenient and very useful practice to determine the process stability. However in the autocorrelated instrumental processes we intend to show that one would presumably do better using the EWMA control chart rather than just using the Shewhart chart along with some arbitrarily intervalled data, since the former is more sensitive to shifts given appropriate weights.

Analysis of Time-Series data According to Water Reduce Ratio and Temperature and Humidity Changes Affecting the Decrease in Compressive Strength of Concrete Using the SARIMA Model

  • Kim, Joon-Yong
    • Journal of the Korea Society of Computer and Information
    • /
    • v.27 no.10
    • /
    • pp.123-130
    • /
    • 2022
  • In this paper is one of the measures to prevent concrete collapse accidents at construction sites in advance. Analyzed based on accumulated Meteorological Agency data. It is a reliable model that confirms the prediction of the decrease rate occurrence interval, and the verification items such as p_value is 0.5 or less and ecof appears in one direction through the SARIMA model, which is suitable for regular and clear time series data models, ensure reliability. Significant results were obtained. As a result of analyzing the temperature change by time zone and the water reduce ratio by section using the data secured based on such trust, the water reduce ratio is the highest in the 29-31 ℃ section from 12:00 to 13:00 from July to August. found to show. If a factor in the research result interval occurs using the research results, it is expected that the batch plant will produce Ready-mixed concrete that reflects the water reduce ratio at the time of designing the water-cement mixture, and prevent the decrease in concrete compressive strength due to the water reduce ratio.

Inverter-Based Solar Power Prediction Algorithm Using Artificial Neural Network Regression Model (인공 신경망 회귀 모델을 활용한 인버터 기반 태양광 발전량 예측 알고리즘)

  • Gun-Ha Park;Su-Chang Lim;Jong-Chan Kim
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.19 no.2
    • /
    • pp.383-388
    • /
    • 2024
  • This paper is a study to derive the predicted value of power generation based on the photovoltaic power generation data measured in Jeollanam-do, South Korea. Multivariate variables such as direct current, alternating current, and environmental data were measured in the inverter to measure the amount of power generation, and pre-processing was performed to ensure the stability and reliability of the measured values. Correlation analysis used only data with high correlation with power generation in time series data for prediction using partial autocorrelation function (PACF). Deep learning models were used to measure the amount of power generation to predict the amount of photovoltaic power generation, and the results of correlation analysis of each multivariate variable were used to increase the prediction accuracy. Learning using refined data was more stable than when existing data were used as it was, and the solar power generation prediction algorithm was improved by using only highly correlated variables among multivariate variables by reflecting the correlation analysis results.

An introduction of new time series forecasting model for oil cargo volume (유류화물 항만물동량 예측모형 개발 연구)

  • Kim, Jung-Eun;Oh, Jin-Ho;Woo, Su-Han
    • Journal of Korea Port Economic Association
    • /
    • v.34 no.1
    • /
    • pp.81-98
    • /
    • 2018
  • Port logistics is essential for Korea's economy which heavily rely on international trade. Vast amounts of capital and time are consumed for the operation and development of ports to improve their competitiveness. Therefore, it is important to forecast cargo volume in order to establish the optimum level of construction and development plan. Itemized forecasting is necessary for appropriate port planning, since disaggregate approach is able to provides more realistic solution than aggregate forecasting. We introduce a new time series model which is Two-way Seasonality Multiplied Regressive Model (TSMR) to forecast oil cargo volume, which accounts for a large portion of total cargo volume in Korea. The TSMR model is designed to take into account the characteristics of oil cargo volume which exhibits trends with short and long-term seasonality. To verify the TSMR model, existing forecasting models are also used for a comparison reason. The results shows that the TSMR excels the existing models in terms of forecasting accuracy whereas the TSMR displays weakness in short-term forecasting. In addition, it was shown that the TSMR can be applied to other cargoes that have trends with short- and long-term seasonality through testing applicability of the TSMR.

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)
    • /
    • v.13 no.4
    • /
    • pp.2060-2077
    • /
    • 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.

A Study on Link Travel Time Prediction by Short Term Simulation Based on CA (CA모형을 이용한 단기 구간통행시간 예측에 관한 연구)

  • 이승재;장현호
    • Journal of Korean Society of Transportation
    • /
    • v.21 no.1
    • /
    • pp.91-102
    • /
    • 2003
  • There are two goals in this paper. The one is development of existing CA(Cellular Automata) model to explain more realistic deceleration process to stop. The other is the application of the updated CA model to forecasting simulation to predict short term link travel time that takes a key rule in finding the shortest path of route guidance system of ITS. Car following theory of CA models don't makes not response to leading vehicle's velocity but gap or distance between leading vehicles and following vehicles. So a following vehicle running at free flow speed must meet steeply sudden deceleration to avoid back collision within unrealistic braking distance. To tackle above unrealistic deceleration rule, “Slow-to-stop” rule is integrated into NaSch model. For application to interrupted traffic flow, this paper applies “Slow-to-stop” rule to both normal traffic light and random traffic light. And vehicle packet method is used to simulate a large-scale network on the desktop. Generally, time series data analysis methods such as neural network, ARIMA, and Kalman filtering are used for short term link travel time prediction that is crucial to find an optimal dynamic shortest path. But those methods have time-lag problems and are hard to capture traffic flow mechanism such as spill over and spill back etc. To address above problems. the CA model built in this study is used for forecasting simulation to predict short term link travel time in Kangnam district network And it's turned out that short term prediction simulation method generates novel results, taking a crack of time lag problems and considering interrupted traffic flow mechanism.