• Title/Summary/Keyword: PACF

Search Result 16, Processing Time 0.021 seconds

Prediction of Covid-19 confirmed number of cases using SARIMA model (SARIMA모형을 이용한 코로나19 확진자수 예측)

  • Kim, Jae-Ho;Kim, Jang-Young
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.26 no.1
    • /
    • pp.58-63
    • /
    • 2022
  • The daily number of confirmed cases of Coronavirus disease 2019(COVID-19) ranges between 1,000 and 2,000. Despite higher vaccination rates, the number of confirmed cases continues to increase. The Mu variant of COVID-19 reported in some countries by WHO has been identified in Korea. In this study, we predicted the number of confirmed COVID-19 cases in Korea using the SARIMA for the Covid-19 prevention strategy. Trends and seasonality were observed in the data, and the ADF Test and KPSS Test was used accordingly. Order determination of the SARIMA(p,d,q)(P, D, Q, S) model helped in extracting the values of p, d, q, P, D, and Q parameters. After deducing the p and q parameters using ACF and PACF, the data were transformed and schematized into stationary forms through difference, log transformation, and seasonality removal. If seasonality appears, first determine S, then SARIMA P, D, Q, and finally determine ARIMA p, d, q using ACF and PACF for the order excluding seasonality.

ARMA Modeling for Nonstationary Time Series Data without Differencing

  • Shin, Dong-Wan;Park, You-Sung
    • Journal of the Korean Statistical Society
    • /
    • v.28 no.3
    • /
    • pp.371-387
    • /
    • 1999
  • For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

  • PDF

Stochastic Characteristics of Water Quality Variation of the Chungju Lake (충주호 수질변동의 추계학적 특성)

  • 정효준;황대호;백도현;이홍근
    • Journal of Environmental Health Sciences
    • /
    • v.27 no.3
    • /
    • pp.35-42
    • /
    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

  • PDF

Prediction of carbon dioxide emissions based on principal component analysis with regularized extreme learning machine: The case of China

  • Sun, Wei;Sun, Jingyi
    • Environmental Engineering Research
    • /
    • v.22 no.3
    • /
    • pp.302-311
    • /
    • 2017
  • Nowadays, with the burgeoning development of economy, $CO_2$ emissions increase rapidly in China. It has become a common concern to seek effective methods to forecast $CO_2$ emissions and put forward the targeted reduction measures. This paper proposes a novel hybrid model combined principal component analysis (PCA) with regularized extreme learning machine (RELM) to make $CO_2$ emissions prediction based on the data from 1978 to 2014 in China. First eleven variables are selected on the basis of Pearson coefficient test. Partial autocorrelation function (PACF) is utilized to determine the lag phases of historical $CO_2$ emissions so as to improve the rationality of input selection. Then PCA is employed to reduce the dimensionality of the influential factors. Finally RELM is applied to forecast $CO_2$ emissions. According to the modeling results, the proposed model outperforms a single RELM model, extreme learning machine (ELM), back propagation neural network (BPNN), GM(1,1) and Logistic model in terms of errors. Moreover, it can be clearly seen that ELM-based approaches save more computing time than BPNN. Therefore the developed model is a promising technique in terms of forecasting accuracy and computing efficiency for $CO_2$ emission prediction.

Comparison of Agronomic Characteristics, Productivity and Feed Values of Summer Sowing Sorghum Hybrids in Gyeongbuk (경북지역에서 여름 파종 수수류 교잡종의 생육특성, 수량성 및 사료가치 비교)

  • Shin, Chung Nam;Ko, Ki Hwan;Kim, Jong Duk
    • Journal of The Korean Society of Grassland and Forage Science
    • /
    • v.35 no.2
    • /
    • pp.99-104
    • /
    • 2015
  • This study was conducted to evaluate on agronomic characteristics, dry matter (DM) and digestible dry matter (DDM) yields of summer sowing sorghum hybrids (Sorghum bicolor (L) Moench) at Seongju in Gyeongbuk from 2013 to 2014. The experiment was arranged in randomized complete block design with three replications. Sorghum hybrids were seeded $31^{st}$ of July, 2013 and 2014. Sorghum hybrids were harvested on $3^{rd}$ November, 2013 and $5^{th}$ November, 2014. The observed average heading date was October 5, 8 and 9 for Sordan79, Sprint and SX17 respectively. The DM yield of 'SX17', 'Sordan79', and 'Sprint' was 24.2, 23,9 and 23.4 ton/ha, respectively and DM yield of those were significantly higher (p<0.05) than other three cultivars in 2013. DM yield of 'SX17', 'Sprint' and 'Sordan79' was 20.8, 20.0 and 19.3 ton/ha, respectively and DM yield of those was significantly higher (p<0.05) than other three cultivars in 2014. The DDM yield of 'SX17', 'Sordan79', and 'Sprint' was also higher (p<0.05) than other three cultivars in 2013 and 2014. ADF content of sorghum hybrids was low, whereas DDM was high. The results of this study indicated that traditional sorghum-sudangrass hybrids ('SX17', 'Sordan79') and sudan grass-sudangrass hybrid ('Sprint') than late flowering sorghum-sudangrass hybrid ('PACF8350') and sorghum-sorghum hybrids ('SS405', 'Sugar grazer') would be recommended for DM and DDM yields in the southern Korea.

ARIMA Modeling for Monthly Oxygen Demand Data (수질 자료에 대한 ARIMA 모형 적용(지역환경 \circled2))

  • 허용구;박승우
    • Proceedings of the Korean Society of Agricultural Engineers Conference
    • /
    • 2000.10a
    • /
    • pp.590-598
    • /
    • 2000
  • A multiplicative ARIMA model was tested and applied to analyze the periodicity and trends of 168 monthly oxygen demand data from the Noryanggin water quality gauging station in the downstream Han River. ARIMA model was identified to fit to the data using ACF and PACF tests, and the parameters estimated using an unconditional least square method. The residuals between the observed and forecasted data were acceptable with the Porte-Manteau test. A forecast of DO changes was made for its applications.

  • PDF

Average Run Lengths of Special-Cause Control Charts for Autocorrelated Processes (자동상관인 공정에서 Special-Cause CUSUM 관리도의 ARL)

  • Sungwoon Choi
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.18 no.36
    • /
    • pp.243-251
    • /
    • 1995
  • 본 연구에서는 자동상관인 공정의 변화를 빠르게 탐지할 수 있는 Special-Cause CUSUM 관리도를 사용하여 다섯가지 시계열 모델에 대해 다음과 같은 연구를 수행한다. 첫째 ACF와 PACF로 파라미터에 따른 ARL의 변화를 쉽게 해석할 수 있는 방법과 둘째로 독립인 관측값에 적용하는 Hawkins(1992)의 ARL 간략계산법을 자동상관인 공정에서도 사용할 수 있는 기법을 제시하여 기존의 시뮬레이션을 이용한 ARL 계산법에 비해 빠르고도 정확한 값을 구한다. 끝으로 두가지 유형의 평균이동에 대한 ARL 변화를 각각 계산해 보아 그 효과를 비교분석 한다.

  • PDF

Extreme Value Analysis of Statistically Independent Stochastic Variables

  • Choi, Yongho;Yeon, Seong Mo;Kim, Hyunjoe;Lee, Dongyeon
    • Journal of Ocean Engineering and Technology
    • /
    • v.33 no.3
    • /
    • pp.222-228
    • /
    • 2019
  • An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

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.

Stochastic Modeling of Annual Maximum and Minimum Streamflow of Youngdam basin (추계학적 모형을 이용한 용담 유역의 연 최대${\cdot}$최소 유출량 모의)

  • Kim, Do Jin;Kim, Byung Sik;Kim, Hung Soo;Seoh, Byung Ha
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2004.05b
    • /
    • pp.719-723
    • /
    • 2004
  • 본 연구에서는 일 최고, 최소치 유출량 계열을 확충하기 위해 ARIMA(p,d,q) 모형을 이용하였으며, 분석 자료의 경향성 유무를 파악하기 위해 Mann-Kendal 비모수적 검정을 실시하였다. 분석 결과, 최고 최소 유출량 자료 모두 경향성이 없는 것으로 분석되었다. ARIMA(p,d,q) 모형의 최적 차수를 결정하기 위해 ACF, PACF, AIC, 그리고 SBC(Schwarz Bayesian Criterion) 검사를 실시하였으며 이를 통해 최적의 ARMA 모형을 결정하였다. 일 최대치 자료의 경우 추계학적 경향 보다는 무작위적 특성을 보였으며, 일 최소치 자료계열 경우, ARMA(1,0) 모형이 최적 모형으로 선정되었다.

  • PDF