• Journal of applied mathematics & informatics
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• v.5 no.2
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• pp.373-382
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• 1998

Most of the works in Time Series Analysis are based on the Auto Regressive Integrated Moving Average (ARIMA) models presented by Box and Jeckins(1976). If the data exhibits no ap-parent deviation from stationarity and if it has rapidly decreasing autocorrelation function then a suitable ARIMA(p,q) model is fit to the given data. Selection of the orders of p and q is one of the crucial steps in Time Series Analysis. Most of the methods to determine p and q are based on the autocorrelation function and partial autocor-relation function as suggested by Box and Jenkins (1976). many new techniques have emerged in the literature and it is found that most of them are over very little use in determining the orders of p and q when both of them are non-zero. The Durbin-Levinson algorithm and Innovation algorithm (Brockwell and Davis 1987) are used as recur-sive methods for computing best linear predictors in an ARMA(p,q)model. These algorithms are modified to yield an effective method for ARMA model identification so that the values of order p and q can be determined from them. The new method is developed and its validity and usefulness is illustrated by many theoretical examples. This method can also be applied to an real world data.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.8 no.1
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• pp.92-101
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• 2009

In this paper, we propose a dynamic bandwidth provisioning method based on traffic forecasting in IEEE 802.16e packet core network. The traffic is categorized as 4-different classes and the traffic amount of each class is forecasted by the Box-Jenkins method. To increase the service provider's revenue we provision the bandwidth of 4-different classes dynamically using greedy algorithm. The simulation results show that the number of packet drops is reduced and the level of QoS is improved compared with two different the methods - no priority considering and static provisioning.

• Journal of Korean Society of Transportation
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• v.22 no.6
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• pp.67-77
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• 2004

A treatment of outlier has been discussed. Outliers disrupt the reliability of information systems and they should be eliminated prior to the information and/or data fusion. A time series-based elimination algorithm were proposed and prediction interval, as a criterion of acceptable value width, was obtained with the model. Ten actual link values were used and the best model was identified as IMA(1,1). Although the actual verification was difficult in a sense that the matching process between the eliminated data and model data was not readily available, the proposed model can be successfully used in practice with some calibration efforts.

• Journal of Korea Water Resources Association
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• v.34 no.6
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• pp.701-711
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• 2001

Forecasting of water quality variation is not an easy process due to the complicated nature of various water quality factors and their interrelationships. The objective of this study is to test the applicability of neural network models to the forecasting of the water quality at Gongju station in Geum River. This is done by forecasting monthly water qualities such as DO, BOD, and TN, and comparing with those obtained by ARIMA model. The neural network models of this study use BP(Back Propagation) algorithm for training. In order to improve the performance of the training, the models are tested in three different styles ; MANN model which uses the Moment-Adaptive learning rate method, LMNN model which uses the Levenberg-Marquardt method, and MNN model which separates the hidden layers for judgement factors from the hidden layers for water quality data. the results show that the forecasted water qualities are reasonably close to the observed data. And the MNN model shows the best results among the three models tested

• Journal of Korean Society of Transportation
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• v.27 no.2
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• pp.207-214
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• 2009

This study proposed an advanced warning information system based on real-time traffic conflict analysis. An algorithm to detect and analyze unsafe traffic events associated with car-following and lane-changes using individual vehicle trajectories was developed. A positive guidance procedure was adopted to provide warning information to alert drivers to hazardous traffic conditions derived from the outcomes of the algorithm. In addition, autoregressive integrated moving average (ARIMA) analyses were conducted to investigate the predictability of warning information for the enhancement of information reliability.

• The Transactions of the Korea Information Processing Society
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• v.6 no.9
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• pp.2470-2478
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• 1999

In this paper, algorithm is proposed to forecast line utilization using SNMP MIB-II. We calculate line utilization using SNMP MIB-II on TCP/IP based Internet and suggest a method for forecasting a line utilization on the basis of past line utilization. We use a MA model taking difference transform among ARIMA methods. A system for orecasting is proposed. To show availability of this algorithm, some results are shown and analyzed about routers on real environments. We get a future line utilization using this algorithm and compare it ot real data. Correct results are obtained in case of being few data deviating from mean value. This algorithm for forecasting line utilization can give effect to line c-apacity plan for a manager by forecasting the future status of TCP/IP network. This will also help a network management of decision making of performance upgrade.

• Journal of Korea Spatial Information System Society
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• v.11 no.2
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• pp.177-181
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• 2009

Developing u-Public facilities for application u-City is to combine both the state-of-the art of the construction and ubiquitous computing and must be flexibly comprised of the facilities for the basic service of the building such as air conditioning, heating, lighting and electric equipments to materialize a new format of spatial planning and the public facilities inside or outside. Accordingly, in this paper we suggested the time pattern system for predicting the most basic power system loads for the basic service. To application the tim e pattern we applied SOM algorithm and k-means method and then clustered the data each weekday and each time respectively. The performance evaluation results of suggestion system showed that the forecasting system better the ARIMA model than the exponential smoothing method. It has been assumed that the plan for power supply depending on demand and system operation could be performed efficiently by means of using such power load forecasting.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.19 no.5
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• pp.187-194
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• 2019

Traditional demand forecasting methods are difficult to meet the needs of companies due to rapid changes in the market and the diversification of individual consumer needs. In a diversified production environment, the right demand forecast is an important factor for smooth yield management. Many of the existing predictive models commonly used in industry today are limited in function by little. The proposed model is designed to overcome these limitations, taking into account the part where each model performs better individually. In this paper, variables are extracted through Gray Relational analysis suitable for dynamic process analysis, and statistically predicted data is generated that includes characteristics of historical demand data produced through ARIMA forecasts. In combination with the LSTM model, demand forecasts can then be calculated by reflecting the many factors that affect demand forecast through an architecture that is structured to avoid the long-term dependency problems that the neural network model has.

• KIEE International Transactions on Power Engineering
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• v.4A no.4
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• pp.254-261
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• 2004

Traditionally, electrical power systems had formed the vertically integrated industry structures based on the economics of scale. However, power systems have been recently reformed to increase their energy efficiency. According to these trends, the Korean power industry underwent partial reorganization and competition in the generation market was initiated in 2001. In competitive electric markets, accurate load data is one of the most important issues to maintaining flexibility in the electric markets as well as reliability in the power systems. In practice, the measuring load data can be uncertain because of mechanical trouble, communication jamming, and other issues. To obtain reliable load data, an efficient evaluation technique to adjust the missing load data is required. This paper analyzes the load pattern of historical real data and then the tuned ARIMA (Autoregressive Integrated Moving Average), PCHIP (Piecewise Cubic Interpolation) and Branch & Bound method are applied to seek the missing parameters. The proposed method is tested under a variety of conditions and also tested against historical measured data from the Korea Energy Management Corporation (KEMCO).

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.13 no.3
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• pp.66-77
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• 2014

UTIS(Urban Traffic Information System) directly collects link travel time in urban area by using probe vehicles. Therefore it can estimate more accurate link travel speed compared to other traffic detection systems. However, UTIS includes some missing data caused by the lack of probe vehicles and RSEs on road network, system failures, and other factors. In this study, we suggest a new model, based on k-NN algorithm, for imputing missing data to provide more accurate travel time information. New imputation model is an adaptive k-NN which can flexibly adjust the number of nearest neighbors(NN) depending on the distribution of candidate objects. The evaluation result indicates that the new model successfully imputed missing speed data and significantly reduced the imputation error as compared with other models(ARIMA and etc). We have a plan to use the new imputation model improving traffic information service by applying UTIS Central Traffic Information Center.