• Journal of Information Processing Systems
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• v.10 no.3
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• pp.429-442
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• 2014

In this paper, we investigated the use of seasonal autoregressive integrated moving average (SARIMA) time series models for fault detection in semiconductor etch equipment data. The derivative dynamic time warping algorithm was employed for the synchronization of data. The models were generated using a set of data from healthy runs, and the established models were compared with the experimental runs to find the faulty runs. It has been shown that the SARIMA modeling for this data can detect faults in the etch tool data from the semiconductor industry with an accuracy of 80% and 90% using the parameter-wise error computation and the step-wise error computation, respectively. We found that SARIMA is useful to detect incipient faults in semiconductor fabrication.

• Korean Journal of Remote Sensing
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• v.24 no.1
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• pp.79-89
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• 2008

Irregular temporal sampling is a common feature of geophysical and biological time series in remote sensing. This study proposes an on-line system for reconstructing observation image series contaminated by noises resulted from mechanical problems or sensing environmental condition. There is also a high likelihood that during the data acquisition periods the target site corresponding to any given pixel may be covered by fog or cloud, thereby resulting in bad or missing observation. The surface parameters associated with the land are usually dependent on the climate, and many physical processes that are displayed in the image sensed from the land then exhibit temporal variation with seasonal periodicity. A feedback system proposed in this study reconstructs a sequence of images remotely sensed from the land surface having the physical processes with seasonal periodicity. The harmonic model is used to track seasonal variation through time, and a Gibbs random field (GRF) is used to represent the spatial dependency of digital image processes. The experimental results of this simulation study show the potentiality of the proposed system to reconstruct the image series observed by imperfect sensing technology from the environment which are frequently influenced by bad weather. This study provides fundamental information on the elements of the proposed system for right usage in application.

• Journal of Agricultural Extension & Community Development
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• v.19 no.2
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• pp.301-320
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• 2012

The study uses a seasonal ARIMA model to forecast the number of tourists of Yeongdeok in an uni-variable time series. The monthly data for time series were collected ranging from 2006 to 2011 with some variation between on-season and off-season tourists in Yeongdeok county. A total of 72 observations were used for data analysis. The forecast multiplicative seasonal ARIMA(1,0,0)$(0,1,1)_{12}$ model was found the most appropriate one. Results showed that the number of tourists was 10,974 thousands in 2012 and 13,465 thousands in 2013, It was suggested that the grasping forecast model is very important in respect of how experts in tourism development in Yeongdeok county, policy makers or planners would establish strategies to allocate service in Yeongdeok tourist destination and provide tourism facilities efficiently.

• The Korean Journal of Applied Statistics
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• v.23 no.2
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• pp.249-261
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• 2010

Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.

• Korean Journal of Remote Sensing
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• v.25 no.2
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• pp.95-105
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• 2009

Irregular temporal sampling is a common feature of geophysical and biological time series in remote sensing. This study proposes an on-line system for reconstructing observation image series including bad or missing observation that result from mechanical problems or sensing environmental condition. The surface parameters associated with the land are usually dependent on the climate, and many physical processes that are displayed in the image sensed from the land then exhibit temporal variation with seasonal periodicity. An adaptive feedback system proposed in this study reconstructs a sequence of images remotely sensed from the land surface having the physical processes with seasonal periodicity. The harmonic model is used to track seasonal variation through time, and a Gibbs random field (GRF) is used to represent the spatial dependency of digital image processes. In this study, the Normalized Difference Vegetation Index (NDVI) image was computed for one week composites of the Advanced Very High Resolution Radiometer (AVHRR) imagery over the Korean peninsula, and the adaptive reconstruction of harmonic model was then applied to the NDVI time series from 1996 to 2000 for tracking changes on the ground vegetation. The results show that the adaptive approach is potentially very effective for continuously monitoring changes on near-real time.

• Journal of the Korean Data and Information Science Society
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• v.23 no.6
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• pp.1309-1317
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• 2012

Stochastic weather generators are commonly used to simulate time series of daily weather, especially precipitation amount. Recently, a generalized linear model (GLM) has been proposed as a convenient approach to fitting these weather generators. In this paper, a stochastic weather generator is considered to model the time series of daily precipitation at Seoul in South Korea. As a covariate, global temperature is introduced to relate long-term temporal scale predictor to short-term temporal predictands. One of the limitations of stochastic weather generators is a marked tendency to underestimate the observed interannual variance of monthly, seasonal, or annual total precipitation. To reduce this phenomenon, we incorporate time series of seasonal total precipitation in the GLM weather generator as covariates. It is veri ed that the addition of these covariates does not distort the performance of the weather generator in other respects.

• The Korean Journal of Applied Statistics
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• v.22 no.5
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• pp.1007-1017
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• 2009

Forecasting for air demand such as passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison the performance between the univariate seasonal ARIMA models and the multivariate time series models. In this paper, we used real data to predict demand on international passenger and freight. And multivariate time series models are better than the univariate models based on the accuracy criteria.

• The Transactions of the Korean Institute of Power Electronics
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• v.27 no.4
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• pp.316-324
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• 2022

This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

• Journal of Korea Society of Industrial Information Systems
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• v.15 no.5
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• pp.63-69
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• 2010

Forecasting game usages hours can supply good information resolving intensive server access and ensuring stable game service. In this paper, we applied various time series analysis methods to forecast game usage hours in 2009 on famous "Ion" and "Sudden Attack" games. According to the experiment, the seasonal variation method showed better performance forecasting actual usage hours.

• Korea Trade Review
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• v.45 no.5
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• pp.75-89
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• 2020

The purpose of this paper was to analyze the trend of container volume using the Seasonal Autoregressive Intergrated Moving Average (SARIMA) model. To this end, this paper used monthly time-series data of the East Sea Rim from 2001 to 2019. As a result, the SARIMA(2,1,1)12 model was identified as the most suitable model, and the superiority of the SARIMA model was demonstrated by comparative analysis with the ARIMA model. In addition, to confirmed forecasting accuracy of SARIMA model, this paper compares the volume of predict container to the actual volume. According to the forecast for 24 months from 2020 to 2021, the volume of containaer increased from 60,100,000Ton in 2020 to 64,900,000Ton in 2021