• Journal of the Korean Data and Information Science Society
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• v.16 no.3
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• pp.695-703
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• 2005

This paper extends the maximum likelihood seasonal cointegration procedure developed by Johansen and Schaumburg (1999) for daily time series. The finite sample distribution of the associated rank test for dally data is also presented.

• The Korean Journal of Applied Statistics
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• v.31 no.6
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• pp.785-799
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• 2018

With the development of renewable energy sector, the importance of solar energy is continuously increasing. Solar radiation forecasting is essential to accurately solar power generation forecasting. In this paper, we used time series models (ARIMA, ARIMAX, seasonal ARIMA, seasonal ARIMAX, ARIMA GARCH, ARIMAX-GARCH, seasonal ARIMA-GARCH, seasonal ARIMAX-GARCH). We compared the performance of the models using mean absolute error and root mean square error. According to the performance of the models without exogenous variables, the Seasonal ARIMA-GARCH model showed better performance model considering the problem of heteroscedasticity. However, when the exogenous variables were considered, the ARIMAX model showed the best forecasting accuracy.

• The Korean Journal of Applied Statistics
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• v.27 no.3
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• pp.419-430
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• 2014

An accurate prediction of electricity supply and demand is important for daily life, industrial activities, and national management. In this paper electricity sales is predicted by time series modelling. Real data analysis shows the transfer function model with cooling and heating days as an input time series and a pulse function as an intervention variable outperforms other time series models for the root mean square error and the mean absolute percentage error.

• 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.29 no.1
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• pp.193-203
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• 2016

This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).

• 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

• Journal of applied mathematics & informatics
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• v.4 no.1
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• pp.135-135
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• 1997

Times series modeling plays an important role in the field of engineering, Statistics, Biomedicine etc. Model identification is one of crucial steps in the modeling of an AutoRegreesive Moving Average(ARMA(p, q)) process for real world problems. Many techniques have been developed in the literature (Salas et al., McLeod et al. etc.) for the identification of an ARMA(p, q) Model. In this paper, a new technique called The Generalised Parameters Technique is formulated for seasonal and non-seasonal ARMA model identification. This technique is very simple and can e applied to any given time series. Initial estimates of the AR parameters of the ARMA model are also obtained by this method. This model identification technique is validated through many theoretical and simulated examples.

• Proceedings of the Korea Information Processing Society Conference
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• 2023.05a
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• pp.377-379
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• 2023

Concept drift detection on data stream is the major issue to maintain the performance of the machine learning model. Since the online stream is to be a function of time, the classical statistic methods are hard to apply. In particular case of seasonal time series, a novel window strategy with Fourier analysis however, gives a chance to adapt the classical methods on the series. We explore the KS-test for an adaptation of the periodic time series and show that this strategy handles a complicate time series as an ordinary tabular dataset. We verify that the detection with the strategy takes the second place in time delay and shows the best performance in false alarm rate and detection accuracy comparing to that of arbitrary window sizes.

• 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 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.