• Title/Summary/Keyword: Time Series Prediction Model

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A Study on the Demand Forecasting of Healthcare Technology from a Consumer Perspective : Using Social Data and ARIMA Model Approach (소셜데이터 및 ARIMA 분석을 활용한 소비자 관점의 헬스케어 기술수요 예측 연구)

  • Yang, Dong Won;Lee, Zoon Ky
    • Journal of Information Technology Services
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    • v.19 no.4
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    • pp.49-61
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    • 2020
  • Prior studies on technology predictions attempted to predict the emergence and spread of emerging technologies through the analysis of correlations and changes between data using objective data such as patents and research papers. Most of the previous studies predicted future technologies only from the viewpoint of technology development. Therefore, this study intends to conduct technical forecasting from the perspective of the consumer by using keyword search frequency of search portals such as NAVER before and after the introduction of emerging technologies. In this study, we analyzed healthcare technologies into three types : measurement technology, platform technology, and remote service technology. And for the keyword analysis on the healthcare, we converted the classification of technology perspective into the keyword classification of consumer perspective. (Blood pressure and blood sugar, healthcare diagnosis, appointment and prescription, and remote diagnosis and prescription) Naver Trend is used to analyze keyword trends from a consumer perspective. We also used the ARIMA model as a technology prediction model. Analyzing the search frequency (Naver trend) over 44 months, the final ARIMA models that can predict three types of healthcare technology keyword trends were estimated as "ARIMA (1,2,1) (1,0,0)", "ARIMA (0,1,0) (1,0,0)", "ARIMA (1,1,0) (0,0,0)". In addition, it was confirmed that the values predicted by the time series prediction model and the actual values for 44 months were moving in almost similar patterns in all intervals. Therefore, we can confirm that this time series prediction model for healthcare technology is very suitable.

Development of an Optimal Model for Forecasting Overseas Construction Orders (해외건설수주액 예측을 위한 최적모형 개발)

  • Lee, Kwangwon;Jo, Woonghyeon
    • Korean Journal of Construction Engineering and Management
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    • v.21 no.4
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    • pp.30-37
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    • 2020
  • The purpose of this study is to compare and contrast the amount of overseas construction orders of South Korea and China by using various time series models that measure the overseas construction orders. Based on the analysis we propose better specification (model selection) with much more predictive power and prove the universality of the model developed by applying our findings with respect to the prediction power of overseas construction orders from other countries viewpoints (verification of generalization). The input variables include Dubai crude oil and exchange rates by country from 1981 to 2019. The VAR model is proposed based on the prediction power test, with respect to MAPE, RMSE, and MAE between the estimates and actual measurements from 2016 to 2019. We also conclude the results of the prediction of overseas construction orders time series of China are again consistent with the actual numbers. These analyses suggest the possibility of developing a comprehensive model that predict the potential construction orders of other countries.

Stock Forecasting Using Prophet vs. LSTM Model Applying Time-Series Prediction

  • Alshara, Mohammed Ali
    • International Journal of Computer Science & Network Security
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    • v.22 no.2
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    • pp.185-192
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    • 2022
  • Forecasting and time series modelling plays a vital role in the data analysis process. Time Series is widely used in analytics & data science. Forecasting stock prices is a popular and important topic in financial and academic studies. A stock market is an unregulated place for forecasting due to the absence of essential rules for estimating or predicting a stock price in the stock market. Therefore, predicting stock prices is a time-series problem and challenging. Machine learning has many methods and applications instrumental in implementing stock price forecasting, such as technical analysis, fundamental analysis, time series analysis, statistical analysis. This paper will discuss implementing the stock price, forecasting, and research using prophet and LSTM models. This process and task are very complex and involve uncertainty. Although the stock price never is predicted due to its ambiguous field, this paper aims to apply the concept of forecasting and data analysis to predict stocks.

Auto/Cross-Correlated Time Series Modeling of Plasma Equipment Sensor Information (플라즈마 장비 센서정보의 Auto/Cross-Correlated 시계열 모델링)

  • Kim, Ki-Tae;Kim, Byung-Whan
    • Proceedings of the KIEE Conference
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    • 2006.04a
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    • pp.99-101
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    • 2006
  • Auto-Cross Correlated time series (ACTS) model was constructed by using the backpropagation neural network. The performance of ACTS model was evaluated with sensor information collected from a large volume, industrial plasma-enhanced chemical vapor deposition system. A total of 18 sensor information were collected. The effect of inclusion of past and future information were examined. For all but three sensor information with a large data variance demonstrated a prediction error less than 3%. By integrating ACTS model into equipment software, process quality can be more stringently monitored while improving device throughput.

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Neural Network Time Series Modeling of Sensor Information of Plasma Deposition Equipment (플라즈마 증착 장비 센서 정보의 신경망 시계열 모델링)

  • Kim, You-Seok;Kim, Byung-Whan;Kwon, Gi-Chung;Han, Jeong-Hoon;Shon, Jong-Won
    • Proceedings of the KIEE Conference
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    • 2006.04a
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    • pp.102-104
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    • 2006
  • Auto-Correlated time series (ATS) model was constructed by using the backpropagation neural network. The performance of ATS model was evaluated with sensor information collected from a large volume, industrial plasma-enhanced chemical vapor deposition system. A total of 18 sensor information were collected. The effect of inclusion of past and future information were examined. For all but three sensor information with a large data variance demonstrated a prediction error less than 4%. By integrating ATS model into equipment software, process quality can be more stringently monitored while improving device throughput.

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Investigating the performance of different decomposition methods in rainfall prediction from LightGBM algorithm

  • Narimani, Roya;Jun, Changhyun;Nezhad, Somayeh Moghimi;Parisouj, Peiman
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.150-150
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    • 2022
  • This study investigates the roles of decomposition methods on high accuracy in daily rainfall prediction from light gradient boosting machine (LightGBM) algorithm. Here, empirical mode decomposition (EMD) and singular spectrum analysis (SSA) methods were considered to decompose and reconstruct input time series into trend terms, fluctuating terms, and noise components. The decomposed time series from EMD and SSA methods were used as input data for LightGBM algorithm in two hybrid models, including empirical mode-based light gradient boosting machine (EMDGBM) and singular spectrum analysis-based light gradient boosting machine (SSAGBM), respectively. A total of four parameters (i.e., temperature, humidity, wind speed, and rainfall) at a daily scale from 2003 to 2017 is used as input data for daily rainfall prediction. As results from statistical performance indicators, it indicates that the SSAGBM model shows a better performance than the EMDGBM model and the original LightGBM algorithm with no decomposition methods. It represents that the accuracy of LightGBM algorithm in rainfall prediction was improved with the SSA method when using multivariate dataset.

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Development of Traffic Speed Prediction Model Reflecting Spatio-temporal Impact based on Deep Neural Network (시공간적 영향력을 반영한 딥러닝 기반의 통행속도 예측 모형 개발)

  • Kim, Youngchan;Kim, Junwon;Han, Yohee;Kim, Jongjun;Hwang, Jewoong
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.1
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    • pp.1-16
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    • 2020
  • With the advent of the fourth industrial revolution era, there has been a growing interest in deep learning using big data, and studies using deep learning have been actively conducted in various fields. In the transportation sector, there are many advantages to using deep learning in research as much as using deep traffic big data. In this study, a short -term travel speed prediction model using LSTM, a deep learning technique, was constructed to predict the travel speed. The LSTM model suitable for time series prediction was selected considering that the travel speed data, which is used for prediction, is time series data. In order to predict the travel speed more precisely, we constructed a model that reflects both temporal and spatial effects. The model is a short-term prediction model that predicts after one hour. For the analysis data, the 5minute travel speed collected from the Seoul Transportation Information Center was used, and the analysis section was selected as a part of Gangnam where traffic was congested.

On the Fuzzy Membership Function of Fuzzy Support Vector Machines for Pattern Classification of Time Series Data (퍼지서포트벡터기계의 시계열자료 패턴분류를 위한 퍼지소속 함수에 관한 연구)

  • Lee, Soo-Yong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.6
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    • pp.799-803
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    • 2007
  • In this paper, we propose a new fuzzy membership function for FSVM(Fuzzy Support Vector Machines). We apply a fuzzy membership to each input point of SVM and reformulate SVM into fuzzy SVM (FSVM) such that different input points can make different contributions to the learning of decision surface. The proposed method enhances the SVM in reducing the effect of outliers and noises in data points. This paper compares classification and estimated performance of SVM, FSVM(1), and FSVM(2) model that are getting into the spotlight in time series prediction.

Forecasting of Motorway Traffic Flow based on Time Series Analysis (시계열 분석을 활용한 고속도로 교통류 예측)

  • Yoon, Byoung-Jo
    • Journal of Urban Science
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    • v.7 no.1
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    • pp.45-54
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    • 2018
  • The purpose of this study is to find the factors that reduce prediction error in traffic volume using highway traffic volume data. The ARIMA model was used to predict the day, and it was confirmed that weekday and weekly characteristics were distinguished by prediction error. The forecasting results showed that weekday characteristics were prominent on Tuesdays, Wednesdays, and Thursdays, and forecast errors including MAPE and MAE on Sunday were about 15% points and about 10 points higher than weekday characteristics. Also, on Friday, the forecast error was high on weekdays, similar to Sunday's forecast error, unlike Tuesday, Wednesday, and Thursday, which had weekday characteristics. Therefore, when forecasting the time series belonging to Friday, it should be regarded as a weekly characteristic having characteristics similar to weekend rather than considering as weekday.

The Evaluation of the Annual Time Series Data for the Mean Sea Level of the West Coast by Regression Model (회귀모형에 의한 서해안 평균해면의 연시계열자료의 평가)

  • 조기태;박영기;이장춘
    • Journal of Environmental Science International
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    • v.9 no.1
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    • pp.19-25
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    • 2000
  • As the tideland reclamation is done on a large scale these days, construction work is active in the coastal areas. Facilities in the coastal areas must be built with the tide characteristics taken into consideration. Thus the tide characteristics affect the overall reclamation plan. The analysis of the tide data boils down to a harmonic analysis of the hourly changes of long-term tide data and extraction of unharmonic coefficients from the results. Since considerable amount of tide data of the West Coast are available, the existing data can be collected and can be used to obtain the temporal changes of the tide by being fitted into the tide prediction model. The goal of this thesis lies in assessing whether the mean sea level used in the field agrees with the analysis results from the long-term observation data obtained with their homogeneity guaranteed. To achieve this goal, the research was conducted as follows. First the present conditions of the observation stations, the land level standard, and the sea level standard were analyzed to set up a time series model formula for representing them. To secure the homogeneity of the time series, each component was separated. Lastly the mean sea level used in the field was assessed based on the results obtained form the analysis of the time series.

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