• The Korean Journal of Applied Statistics
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• v.28 no.6
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• pp.1235-1243
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• 2015

Increased data volume in the ICT area has increased the importance of forecasting accuracy for internet traffic. Forecasting results may have paper plans for traffic management and control. In this paper, we propose combined forecasts based on several time series models such as Seasonal ARIMA and Taylor's adjusted Holt-Winters and Fractional ARIMA(FARIMA). In combined forecasting methods, we use simple-combined method, MSE based method (Armstrong, 2001), Ordinary Least Squares (OLS) method and Equality Restricted Least Squares (ERLS) method. The results show that the Seasonal ARIMA model outperforms in 3 hours ahead forecasts and that combined forecasts outperform in longer periods.

• Journal of Navigation and Port Research
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• v.32 no.6
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• pp.425-431
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• 2008

The future cargo transportation and traffic volume on container in Gwangyang port was forecasted by using univariate time series models in this research. And the container ship traffic was produced. The constructed models all were most adapted to Winters' additive models with a trend and seasonal change. The cargo transportation on container in Gwangyang port was estimated each about 2,756 thousand TEU and 4,470 thousand TEU in 2011 and 2015 by increasing each 7.4%, 16.2% compared with 2007. The volume per ship on container was estimated each about 675TEU and 801TEU in 2011 and 2015 by increasing each 30.3%, 54.6% compared with 2007. Also, traffic volume on container incoming in Gwangyang Port was prospected each about 4,078ships and 5,921ships in 2011 and 2015.

• Ocean and Polar Research
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• v.34 no.2
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• pp.185-195
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• 2012

This paper focused on forecasting a short-term production of oysters, which have been farmed in Korea, with distinct periodicity of production by year, and different production level by month. To forecast a short-term oyster production, this paper uses monthly data (260 observations) from January 1990 to August 2011, and also adopts several econometrics methods, such as Multiple Regression Analysis Model (MRAM), Seasonal Autoregressive Integrated Moving Average (SARIMA) Model, and Vector Error Correction Model (VECM). As a result, first, the amount of short-term oyster production forecasted by the multiple regression analysis model was 1,337 ton with prediction error of 246 ton. Secondly, the amount of oyster production of the SARIMA I and II models was forecasted as 12,423 ton and 12,442 ton with prediction error of 11,404 ton and 11,423 ton, respectively. Thirdly, the amount of oyster production based on the VECM was estimated as 10,425 ton with prediction errors of 9,406 ton. In conclusion, based on Theil inequality coefficient criterion, short-term prediction of oyster by the VECM exhibited a better fit than ones by the SARIMA I and II models and Multiple Regression Analysis Model.

• Ocean Science Journal
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• v.43 no.4
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• pp.195-208
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• 2008

This paper evaluates whether a thermodynamic ocean-carbon model can be used to predict the monthly mean global fields of the surface-water partial pressure of $CO_2$ ($pCO_{2SEA}$) from sea surface salinity (SSS), temperature (SST), and/or nitrate ($NO_3$) concentration using previously published regional total inorganic carbon ($C_T$) and total alkalinity ($A_T$) algorithms. The obtained $pCO_{2SEA}$ values and their amplitudes of seasonal variability are in good agreement with multi-year observations undertaken at the sites of the Bermuda Atlantic Timeseries Study (BATS) ($31^{\circ}50'N$, $60^{\circ}10'W$) and the Hawaiian Ocean Time-series (HOT) ($22^{\circ}45'N$, $158^{\circ}00'W$). By contrast, the empirical models predicted $C_T$ less accurately at the Kyodo western North Pacific Ocean Time-series (KNOT) site ($44^{\circ}N$, $155^{\circ}E$) than at the BATS and HOT sites, resulting in greater uncertainties in $pCO_{2SEA}$ predictions. Our analysis indicates that the previously published empirical $C_T$ and $A_T$ models provide reasonable predictions of seasonal variations in surface-water $pCO_{2SEA}$ within the (sub) tropical oceans based on changes in SSS and SST; however, in high-latitude oceans where ocean biology affects $C_T$ to a significant degree, improved $C_T$ algorithms are required to capture the full biological effect on $C_T$ with greater accuracy and in turn improve the accuracy of predictions of $pCO_{2SEA}$.

• The Korean Journal of Applied Statistics
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• v.26 no.2
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• pp.237-252
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• 2013

An estimation model for premiums and components is essential to determine reasonable insurance premiums. In this study, we introduce diverse models for the estimation of property damage premiums(premium, depth and frequency) that include a regression model using a dummy variable, additive independent variable model, autoregressive error model, seasonal ARIMA model and intervention model. In addition, the actual property damage premium data was used to estimate the premium, depth and frequency for each model. The estimation results of the models are comparatively examined by comparing the RMSE(Root Mean Squared Errors) of estimates and actual data. Based on real data analysis, we found that the autoregressive error model showed the best performance.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.1
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• pp.331-343
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• 2015

We propose a distributed medium access control protocol for cognitive radio networks to opportunistically utilize multiple channels. Under the proposed protocol, cognitive radio nodes forecast and rank channel availability observing primary users' activities on the channels for a period of time by time series analyzing using smoothing models for seasonal data by Winters' method. The proposed approach protects primary users, mitigates channel access delay, and increases network performance. We analyze the optimal time to sense channels to avoid conflict with the primary users. We simulate and compare the proposed protocol with the existing protocol. The results show that the proposed approach utilizes channels more efficiently.

• Journal of Korean Society on Water Environment
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• v.29 no.1
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• pp.19-28
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• 2013

Artificial neural networks were used for time series modelling of algal dynamics of whole year and by season at the Paldang dam station (confluence area). The modelling was based on comprehensive weekly water quality data from 1997 to 2004 at the Paldang dam station. The results of validation of seasonal models showed that the timing and magnitude of the observed chlorophyll a concentration was predicted better, compared with the ANN model for whole year. Internal weightings of the inputs in trained neural networks were obtained by sensitivity analysis for identification of the primary driving mechanisms in the system dynamics. pH, COD, TP determined most the dynamics of chlorophyll a, although these inputs were not the real driving variable for algal growth. Short-term prediction models that perform one or two weeks ahead predictions of chlorophyll a concentration were designed for the application of Harmful Algal Alert System in Lake Paldang. Short-term-ahead ANN models showed the possibilities of application of Harmful Algal Alert System after increasing ANN model's performance.

• Journal of Information Processing Systems
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• v.14 no.6
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• pp.1508-1520
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• 2018

In this paper, we propose an improved model to provide users with a better long-term prediction of waterworks operation data. The existing prediction models have been studied in various types of models such as multiple linear regression model while considering time, days and seasonal characteristics. But the existing model shows the rate of prediction for demand fluctuation and long-term prediction is insufficient. Particularly in the deep running model, the long-short-term memory (LSTM) model has been applied to predict data of water purification plant because its time series prediction is highly reliable. However, it is necessary to reflect the correlation among various related factors, and a supplementary model is needed to improve the long-term predictability. In this paper, convolutional neural network (CNN) model is introduced to select various input variables that have a necessary correlation and to improve long term prediction rate, thus increasing the prediction rate through the LSTM predictive value and the combined structure. In addition, a multiple linear regression model is applied to compile the predicted data of CNN and LSTM, which then confirms the data as the final predicted outcome.

• Korean Business Review
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• v.16
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• pp.43-60
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• 2003

There are several stylized facts concerning stock return volatility. First, it is persistent, so an increase in current volatility lasts for many periods. Second, stock volatility increases after stock prices fall. Third, stock volatility is related to macroeconomic volatility, recessions, and banking crises. On the other hand, there are many competing parametric models to represent conditional heteroskedasticity of stock returns. For this article, I adopt the strategy followed by French, Schwert, and Stambaugh(1987) and Schwert(l989, 1990). The models in this article provide a more structured analysis of the time-series properties of stock market volatility. Briefly, these models remove autoregressive and seasonal effects from daily returns to estimate unexpected returns. Then the absolute values of the unexpected returns are used in an autoregressive model to predict stock volatility.

• Journal of the Korean Data and Information Science Society
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• v.27 no.6
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• pp.1511-1523
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• 2016

The increasing trend of the five violent crimes (murder, robbery, rape, violence, theft) in Korea is not independent of social and economic factors. Several social science research have discussed about this issue but most of them do not properly reflect the nature of the time-series data. Based on several time series models, we studied about the endogenous factors (time, seasonal and cycle factors) and exogenous factors (economical, social change and crime control factors) on violent crime occur in Korea. Autocorrelation were also taken into account. Through this study, we want to help to make preventive policy by explaining the cause of violent crime and predicting the future incidence of it.