• Title/Summary/Keyword: arima

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Survey on the Market of Modular Building Using ARIMA Model (ARIM모형을 활용한 모듈러 건축시장 현황 조사)

  • Park, Nam-Cheon;Kim, Kyoon-Tai;Lee, Yuril
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2014.05a
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    • pp.14-15
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    • 2014
  • The modular construction is as yet early stage of market in Korea. So It is have difficulty of market demand forecast of the modular building. Therefore, this study was done analysis for market trends of the modular building using ARIMA(Auto Regressive Integrated Moving Average) model by time series data.

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Implementation of Integrated Control Chart Using Zone, Multivariate $T^2$ and ARIMA (Zone, 다변량 $T^2$, ARIMA를 이용한 통합관리도의 적용방안)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2010.04a
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    • pp.259-265
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    • 2010
  • The research discusses the implementation of control charts tools of MINITAB which are classified according to the type of data and the existence of subgrouping, weight and multivariate covariance. The paper presents the three integrated models by the use of zone, multivariate $T^2$-GV(Generalized Variance) and ARIMA(Autoregressive Integrated Moving Average).

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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
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    • 2000.10a
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    • pp.590-598
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    • 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.

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A Refinement of Point Forecast Using Dependency Structure in Irregualr Component of BOK-X12-ARIMA

  • Hwang, S.Y.;Yang, S.K.
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.1
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    • pp.141-147
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    • 2006
  • BOK-X12-ARIMA has been developed by the Bank of Korea in order to accomodate special features such as lunar effect, labor day and election effect which are intrinsic in Korean seasonal time series. Irregular component resulting from BOK-X12-ARIMA is usually treated as white noise time series. If this shows dependency structure, it may be advisable to incorporate dependency in irregular component into prediction. This article illustrates how to refine point forecast using dependency structure in irregular component.

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Prediction Algorithm for Lithium Ion Battery SOH Based on ARIMA Model (ARIMA 모델 기반의 리튬이온 배터리 SOH 예측 알고리즘)

  • Kim, Seungwoo;Park, Jinhyeong;Kim, Jonghoon
    • Proceedings of the KIPE Conference
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    • 2019.07a
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    • pp.56-58
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    • 2019
  • 배터리의 효율적인 관리와 안정적인 운영을 위해서는 배터리의 노화에 따른 배터리의 모니터링이 필요하다. 하지만 모델 기반의 SOH 예측 모델의 경우 파라미터의 변화에 대한 정확한 정보가 반영되지 않을 경우 심각한 오류를 야기 할 수 있다. 따라서 본 논문에서는 비 모델인 시계열 예측 기법 ARIMA 모델을 제안하고 전기적 특성 실험을 통한 내부 파라미터에 대한 분석과 파라미터에 대한 상관분석, 이를 통한 SOH 예측을 통해 ARIMA 모델의 특성 및 정확성에 대해 제안한다.

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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.

Prediction of Dissolved Oxygen in Jindong Bay Using Time Series Analysis (시계열 분석을 이용한 진동만의 용존산소량 예측)

  • Han, Myeong-Soo;Park, Sung-Eun;Choi, Youngjin;Kim, Youngmin;Hwang, Jae-Dong
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.26 no.4
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    • pp.382-391
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    • 2020
  • In this study, we used artificial intelligence algorithms for the prediction of dissolved oxygen in Jindong Bay. To determine missing values in the observational data, we used the Bidirectional Recurrent Imputation for Time Series (BRITS) deep learning algorithm, Auto-Regressive Integrated Moving Average (ARIMA), a widely used time series analysis method, and the Long Short-Term Memory (LSTM) deep learning method were used to predict the dissolved oxygen. We also compared accuracy of ARIMA and LSTM. The missing values were determined with high accuracy by BRITS in the surface layer; however, the accuracy was low in the lower layers. The accuracy of BRITS was unstable due to the experimental conditions in the middle layer. In the middle and bottom layers, the LSTM model showed higher accuracy than the ARIMA model, whereas the ARIMA model showed superior performance in the surface layer.

KTX Passenger Demand Forecast with Intervention ARIMA Model (개입 ARIMA 모형을 이용한 KTX 수요예측)

  • Kim, Kwan-Hyung;Kim, Han-Soo
    • Journal of the Korean Society for Railway
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    • v.14 no.5
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    • pp.470-476
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    • 2011
  • This study proposed the intervention ARIMA model as a way to forecast the KTX passenger demand. The second phase of the Gyeongbu high-speed rail project and the financial crisis in 2008 were analyzed in order to determine the effect of time series on the opening of a new line and economic impact. As a result, the financial crisis showed that there is no statistically significant impact, but the second phase of the Gyeongbu high-speed rail project showed that the weekday trips increased about 17,000 trips/day and the weekend trips increased about 26,000 trips/day. This study is meaningful in that the intervention explained the phenomena affecting the time series of KTX trip and analyzed the impact on intervention of time series quantitatively. The developed model can be used to forecast the outline of the overall KTX demand and to validate the KTX O/D forecasting demand.

A Long-term Replenishment Contract for the ARIMA Demand Process (ARIMA 수요자정을 고려한 장기보충계약)

  • Kim Jong Soo;Jung Bong Ryong
    • Proceedings of the Society of Korea Industrial and System Engineering Conference
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    • 2002.05a
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    • pp.343-348
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    • 2002
  • We are concerned with a long-term replenishment contract for the ARIMA demand process in a supply chain. The chain is composed of one supplier, one buyer and consumers for a product. The replenishment contract is based upon the well-known (s, Q) policy but allows us to contract future replenishments at a time with a price discount. Due to the larger forecast error of future demand, the buyer should keep a higher level of safety stock to provide the same level of service as the usual (s, Q) policy. However, the buyer can reduce his purchase cost by ordering a larger quantity at a discounted price. Hence, there exists a trade-off between the price discount and the inventory holding cost. For the ARIMA demand process, we present a model for the contract and an algorithm to find the number of the future replenishments. Numerical experiments show that the proposed algorithm is efficient and accurate.

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GOP ARIMA based Bandwidth Prediction for Non-stationary VBR Traffic (MPEG VBR 트래픽을 위한 GOP ARIMA 기반 대역폭 예측기법)

  • Kang, Sung-Joo;Won, You-Jip
    • Proceedings of the KIEE Conference
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    • 2004.11c
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    • pp.301-303
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    • 2004
  • In this work, we develop on-line traffic prediction algorithm for real-time VBR traffic. There are a number of important issues: (i) The traffic prediction algorithm should exploit the stochastic characteristics of the underlying traffic and (ii) it should quickly adapt to structural changes in underlying traffic. GOP ARIMA model effectively addresses this issues and it is used as basis in our bandwidth prediction. Our prediction model deploy Kalman filter to incorporate the prediction error for the next prediction round. We examine the performance of GOP ARIMA based prediction with linear prediction with LMS and double exponential smoothing. The proposed prediction algorithm exhibits superior performam againt the rest.

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