• 대한원격탐사학회지
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• 제24권1호
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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.

• 농촌지도와개발
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• 제19권2호
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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.

• 응용통계연구
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• 제23권2호
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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.

• 대한원격탐사학회지
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• 제25권2호
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• pp.95-105
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• 2009

지상 관측으로부터 수집된 시계열 원격탐사 자료는 관측환경의 악화와 감지 시스템의 기계적 고장과 같은 관측 장애요인에 의해 많은 미관측 및 악성 자료를 가지게 된다. 육상의 지표면 parameters는 기후와 주로 연관되어 있으므로 육상 관측 위성 영상에 나타나는 많은 물리적 과정은 계절 주기에 따른 시간적 변화를 보인다. 본 연구에서 제안된 적응 feedback 시스템은 계절에 따라 변하는 물리적 과정을 포함하는 시계열 원격 탐사 영상 시리즈를 재구축한다. 이 시스템에서는 계절적 변화를 추적하기 위하여 하모닉 모형을 사용하고 수치 영상 모형의 공간적 의존성을 나타내기 위해 Gibbs Random Field를 사용한다. 재구축 과정을 통하여 구성된 적응 하모닉 모형을 사용하여 지표면 연속적 변화를 감시할 수 있다. 본 연구에서는 1996년부터 2000년까지 한반도로부터 관측된 AVHRR 영상 시리즈를 일 주일 간격으로 정적 합성하여 NDVI 시리즈를 구하고 하모닉 모형을 사용하는 적응 재구축 시스템을 이 NDVI 시리즈에 적용하여 한반도 식생 변화를 추적하였다. 연구 결과는 하모닉 적응 재구축 시스템이 실시간 지표면 변화 감시를 하는데 매우 효과적인 수단이 될 것이라는 잠재성을 보여준다.

• Journal of the Korean Data and Information Science Society
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• 제23권6호
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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.

• 응용통계연구
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• 제22권5호
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• pp.1007-1017
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• 2009

본 연구는 최근에 활발히 연구가 진행 중인 항공수요 예측 분야에서 사용되는 계절형 ARIMA 모형과 다변량 계절형 시계열 모형과의 성능을 비교한 것이다. 본 연구에서는 국제 여객 수요와 국제 화물 수요 예측을 위하여 실제 자료를 이용하여 비교한 결과 다변량 계절형 시계열 모형이 예측의 정확도 면에서 기존의 일변량 모형보다 우수함을 보였다.

• 전력전자학회논문지
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• 제27권4호
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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.

• 한국산업정보학회논문지
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• 제15권5호
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• pp.63-69
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• 2010

게임접속 시간의 예측은 서버접속의 폭주와 렉 현상의 예측을 통한 게임서비스 향상과 게임 매출의 예측에 매우 중요한 정보를 제공한다. 본 논문에서는 대표적 온라인 게임인 "아이온"과 "서든어택"의 2009년 PC방 접속시간 자료를 대상으로 다양한 시계열 분석 방법을 적용하여 접속시간 예측을 실험하였다. 실험결과 평균 게임접속시간의 예측에는 분해법이 실제 접속시간 데이터와 가장 유사한 결과를 보였다.

• 무역학회지
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• 제45권5호
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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

• Communications for Statistical Applications and Methods
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• 제7권2호
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• pp.513-523
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• 2000

The X-12-ARIMA program was utilized on the analysis of the time series trend on 76 Korean industrial activities data in order to ensure that the trading day effect adjustment as well as the seasonal effect adjustment is needed to extract the fundamental trend-cycle factors from various economic time series data. The trading day effect is strongly correlated with the activity of production and shipping but not with the activity of inventory. Furthermore, the industrial activities were classified with respect to the sensitivity on the tranding day effect.