• Title/Summary/Keyword: Auto-regressive

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The Spatial Statistical Relationships between Road-traffic Noise and Urban Components Including Population, Building, Road-traffic and Land-use (공간통계모형을 이용한 도로 소음과 도시 구성 요소의 관계 연구)

  • Ryu, Hunjae;Park, In Kwon;Chang, Seo Il;Chun, Bum Seok
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.24 no.4
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    • pp.348-356
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    • 2014
  • To understand the relationship between road-traffic noise and urban components such as population, building, road-traffic and land-use, the city of Cheongju that already has road-traffic noise maps of daytime and nighttime was selected for this study. The whole area of the city is divided into square cells of a uniform size and for each cell, the urban components are estimated. A spatial representative noise level for each cell is determined by averaging out population-weighted facade noise levels for noise exposure population within the cell during nighttime. The relationship between the representative noise level and the urban components is statistically modeled at the cell level. Specially, we introduce a spatial auto regressive model and a spatial error model that turns out to explain above 85 % of the noise level. These findings and modeling methods can be used as a preliminary tool for environmental planning and urban design in modern cities in consideration of noise exposure.

Air pollution study using factor analysis and univariate Box-Jenkins modeling for the northwest of Tehran

  • Asadollahfardi, Gholamreza;Zamanian, Mehran;Mirmohammadi, Mohsen;Asadi, Mohsen;Tameh, Fatemeh Izadi
    • Advances in environmental research
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    • v.4 no.4
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    • pp.233-246
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    • 2015
  • High amounts of air pollution in crowded urban areas are always considered as one of the major environmental challenges especially in developing countries. Despite the errors in air pollution prediction, the forecasting of future data helps air quality management make decisions promptly and properly. We studied the air quality of the Aqdasiyeh location in Tehran using factor analysis and the Box-Jenkins time series methods. The Air Quality Control Company (AQCC) of the Municipality of Tehran monitors seven daily air quality parameters, including carbon monoxide (CO), Nitrogen Monoxide (NO), Nitrogen dioxide ($NO_2$), $NO_x$, ozone ($O_3$), particulate matter ($PM_{10}$) and sulfur dioxide ($SO_2$). We applied the AQCC data for our study. According to the results of the factor analysis, the air quality parameters were divided into two factors. The first factor included CO, $NO_2$, NO, $NO_x$, and $O_3$, and the second was $SO_2$ and $PM_{10}$. Subsequently, the Box- Jenkins time series was applied to the two mentioned factors. The results of the statistical testing and comparison of the factor data with the predicted data indicated Auto Regressive Integrated Moving Average (0, 0, 1) was appropriate for the first factor, and ARIMA (1, 0, 1) was proper for the second one. The coefficient of determination between the factor data and the predicted data for both models were 0.98 and 0.983 which may indicate the accuracy of the models. The application of these methods could be beneficial for the reduction of developing numbers of mathematical modeling.

Estimation of the Elasticity of Energy Demand and Performance of the Second Energy Tax Reform in Korea (수요탄력성 추정을 통한 2차 에너지 세제개편의 성과평가)

  • Kang, Man-Ok;Lee, Sang-Yong;Cho, Jangyul
    • Environmental and Resource Economics Review
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    • v.17 no.3
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    • pp.1-29
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    • 2008
  • The goal of this study is to analyze the effects of the second energy tax reform of the transportation sector in Korea. For this purpose, we estimated the elasticities of energy demand(for gasoline, diesel and LPG) by using the ARDL(Auto-Regressive Distributed Lag) Model during the period of 1997 and 2005. We have the empirical results that the demand for diesel would decrease as much as of 382 million barrel per year and the demand for LPG would increase as much as of 20 million barrel per year since 2007. The second energy tax reform would also result in the decrease of 27,346 ton of air pollutants and 0.96 million ton of carbon dioxide per year. This shows that the second energy tax reform would have achieved its own policy goals by reducing energy demand and improving the quality of environment.

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Relationship between Real Estate Market and MBS Prepayment, and its Policy Implication (부동산 경기 변동과 MBS 조기상환의 관계, 그리고 그 정책적 함의)

  • Han, Sang-Hyun;Wang, Peng;Lee, Chang-Soo;Kang, Myoung-Gu
    • Journal of the Korean Regional Science Association
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    • v.31 no.4
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    • pp.91-105
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    • 2015
  • Mortgage-Backed Securities (MBS) was introduced in 1999 in order to stabilize housing market and prevent potential speculation. However, research on MBS is limited, so this paper try to narrow the gap by focusing on the factors relating the pre-payment risk of MBS. We used Granger Causality Validation, Vector Auto Regressive, and HP-filtering with time-series data from 2004 to 2014. This paper shows that the prepayment rate of MBS increases as Mortgage rate decreases because borrowers tend to refinance existing MBS with new lower-rate MBS. In addition, it reveals that the rate increases as housing price increases. This outcome support the hypothesis that introduction of low-rate MBS invites more investment or speculation, and hence the housing price rises. The relationship between the MBS pre-payment rate and housing price is yet a peculiar characteristic of the MBS in Korea.

Forecasting and Evaluation of the Accident Rate and Fatal Accident in the Construction Industries (건설업에서 재해율과 업무상 사고 사망의 예측 및 평가)

  • Kang, Young-Sig
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.40 no.1
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    • pp.87-94
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    • 2017
  • Many industrial accidents have occurred continuously in the manufacturing industries, construction industries, and service industries of Korea. Fatal accidents have occurred most frequently in the construction industries of Korea. Especially, the trend analysis of the accident rate and fatal accident rate is very important in order to prevent industrial accidents in the construction industries systematically. This paper considers forecasting of the accident rate and fatal accident rate with static and dynamic time series analysis methods in the construction industries. Therefore, this paper describes the optimal accident rate and fatal accident rate by minimization of the sum of square errors (SSE) among regression analysis method (RAM), exponential smoothing method (ESM), double exponential smoothing method (DESM), auto-regressive integrated moving average (ARIMA) model, proposed analytic function model (PAFM), and kalman filtering model (KFM) with existing accident data in construction industries. In this paper, microsoft foundation class (MFC) soft of Visual Studio 2008 was used to predict the accident rate and fatal accident rate. Zero Accident Program developed in this paper is defined as the predicted accident rate and fatal accident rate, the zero accident target time, and the zero accident time based on the achievement probability calculated rationally and practically. The minimum value for minimizing SSE in the construction industries was found in 0.1666 and 1.4579 in the accident rate and fatal accident rate, respectively. Accordingly, RAM and ARIMA model are ideally applied in the accident rate and fatal accident rate, respectively. Finally, the trend analysis of this paper provides decisive information in order to prevent industrial accidents in construction industries very systematically.

Prediction Models of Residual Chlorine in Sediment Basin to Control Pre-chlorination in Water Treatment Plant (정수장 전염소 공정 제어를 위한 침전지 잔류 염소 농도 예측모델 개발)

  • Lee, Kyung-Hyuk;Kim, Ju-Hwan;Lim, Jae-Lim;Chae, Seon Ha
    • Journal of Korean Society of Water and Wastewater
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    • v.21 no.5
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    • pp.601-607
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    • 2007
  • In order to maintain constant residual chlorine in sedimentation basin, It is necessary to develop real time prediction model of residual chlorine considering water treatment plant data such as water qualities, weather, and plant operation conditions. Based on the operation data acquired from K water treatment plant, prediction models of residual chlorine in sediment basin were accomplished. The input parameters applied in the models were water temperature, turbidity, pH, conductivity, flow rate, alkalinity and pre-chlorination dosage. The multiple regression models were established with linear and non-linear model with 5,448 data set. The corelation coefficient (R) for the linear and non-linear model were 0.39 and 0.374, respectively. It shows low correlation coefficient, that is, these multiple regression models can not represent the residual chlorine with the input parameters which varies independently with time changes related to weather condition. Artificial neural network models are applied with three different conditions. Input parameters are consisted of water quality data observed in water treatment process based on the structure of auto-regressive model type, considering a time lag. The artificial neural network models have better ability to predict residual chlorine at sediment basin than conventional linear and nonlinear multi-regression models. The determination coefficients of each model in verification process were shown as 0.742, 0.754, and 0.869, respectively. Consequently, comparing the results of each model, neural network can simulate the residual chlorine in sedimentation basin better than mathematical regression models in terms of prediction performance. This results are expected to contribute into automation control of water treatment processes.

Classification Algorithms for Human and Dog Movement Based on Micro-Doppler Signals

  • Lee, Jeehyun;Kwon, Jihoon;Bae, Jin-Ho;Lee, Chong Hyun
    • IEIE Transactions on Smart Processing and Computing
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    • v.6 no.1
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    • pp.10-17
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    • 2017
  • We propose classification algorithms for human and dog movement. The proposed algorithms use micro-Doppler signals obtained from humans and dogs moving in four different directions. A two-stage classifier based on a support vector machine (SVM) is proposed, which uses a radial-based function (RBF) kernel and $16^{th}$-order linear predictive code (LPC) coefficients as feature vectors. With the proposed algorithms, we obtain the best classification results when a first-level SVM classifies the type of movement, and then, a second-level SVM classifies the moving object. We obtain the correct classification probability 95.54% of the time, on average. Next, to deal with the difficult classification problem of human and dog running, we propose a two-layer convolutional neural network (CNN). The proposed CNN is composed of six ($6{\times}6$) convolution filters at the first and second layers, with ($5{\times}5$) max pooling for the first layer and ($2{\times}2$) max pooling for the second layer. The proposed CNN-based classifier adopts an auto regressive spectrogram as the feature image obtained from the $16^{th}$-order LPC vectors for a specific time duration. The proposed CNN exhibits 100% classification accuracy and outperforms the SVM-based classifier. These results show that the proposed classifiers can be used for human and dog classification systems and also for classification problems using data obtained from an ultra-wideband (UWB) sensor.

A Study on Demand Forecasting of Export Goods Based on Vector Autoregressive Model : Subject to Each Small Passenger Vehicles Quarterly Exported to USA (VAR모형을 이용한 수출상품 수요예측에 관한 연구: 소형 승용차 모델별 분기별 대미수출을 중심으로)

  • Cho, Jung-Hyeong
    • International Commerce and Information Review
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    • v.16 no.3
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    • pp.73-96
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    • 2014
  • The purpose of this research is to evaluate a short-term export demand forecasting model reflecting individual passenger vehicle brands and market characteristics by using Vector Autoregressive (VAR) models that are based on multivariate time-series model. The short-term export demand forecasting model was created by discerning theoretical potential factors that affect the short-term export demand of individual passenger vehicle brands. Quarterly short-term export demand forecasting model for two Korean small vehicle brands (Accent and Avante) were created by using VAR model. Predictive value at t+1 quarter calculated with the forecasting models for each passenger vehicle brand and the actual amount of sales were compared and evaluated by altering subject period by one quarter. As a result, RMSE % of Accent and Avante was 4.3% and 20.0% respectively. They amount to 3.9 days for Accent and 18.4 days for Avante when calculated per daily sales amount. This shows that the short-term export demand forecasting model of this research is highly usable in terms of prediction and consistency.

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Study of Stochastic Techniques for Runoff Forecasting Accuracy in Gongju basin (추계학적 기법을 통한 공주지점 유출예측 연구)

  • Ahn, Jung Min;Hur, Young Teck;Hwang, Man Ha;Cheon, Geun Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1B
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    • pp.21-27
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    • 2011
  • When execute runoff forecasting, can not remove perfectly uncertainty of forecasting results. But, reduce uncertainty by various techniques analysis. This study applied various forecasting techniques for runoff prediction's accuracy elevation in Gongju basin. statics techniques is ESP, Period Average & Moving average, Exponential Smoothing, Winters, Auto regressive moving average process. Authoritativeness estimation with results of runoff forecasting by each techniques used MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), RRMSE (Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC (Theil Inequality Coefficient). Result that use MAE, RMSE, RRMSE, MAPE, TIC and confirm improvement effect of runoff forecasting, ESP techniques than the others displayed the best result.

A Study on the Determination of Grain Size of Heat-treated Stainless Steel Using Digital Ultrasonic Signal Processing Techniques. (디지털 초음파 신호처리 기법을 이용한 열처리된 스테인레스 스틸의 그레인 크기 결정에 관한 연구)

  • 임내묵;이영석;김성환
    • The Journal of the Acoustical Society of Korea
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    • v.18 no.8
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    • pp.84-93
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    • 1999
  • Determination of grain size of heat-treated stainless steel based fm digital ultrasonic signal processing technique is presented. This techniques consist in evidence accumulation with multiple feature parameters, difference absolute mean value(DAMV), variance(VAR), mean frequency (MEANF), auto regressive model coefficient(ARC) and linear cepstrum coefficient(LCC). Feature parameters were extracted from ultrasonic echo signal of heat-treated metals. It was found that a few parameters might not be sufficient to exactly evaluate the grain size of heat-treated metals. The determination of grain size of heat-treated metals was carried out through the evidence accumulation procedure using the distances measured with reference parameters. A fuzzy mapping function is designed to transform the distances for the application of the evidence accumulation method. In the work presented, heat-treated stainless steel samples with various grain sizes are examined. The processed experimental results supports the feasibility of the grain size determination technique presented.

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