• Title/Summary/Keyword: seasonal time series model

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Prodiction of Walleye Pollock , Theragra Chalcogramma , Landings in Korea by Time Series Analysis : AIC (시계열분석을 이용한 한국 명태어업의 어획량 예측 : AIC)

  • Park, Hae-Hoon;Yoon, Gab-Dong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.32 no.3
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    • pp.235-240
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    • 1996
  • Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

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Stochastic Characteristics of Water Quality Variation of the Chungju Lake (충주호 수질변동의 추계학적 특성)

  • 정효준;황대호;백도현;이홍근
    • Journal of Environmental Health Sciences
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    • v.27 no.3
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    • pp.35-42
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    • 2001
  • The characteristics of water quality variation were predicted by stochastic model in Chungju dam, north Chungcheong province of south Korea, Monthly time series data of water quality from 1989 to 2001;temperature, BOD, COD and SS, were obtained from environmental yearbook and internet homepage of ministry of environment. Development of model was carried out with Box-Jenkins method, which includes model identification, estimation and diagnostic checking. ACF and PACF were used to model identification. AIC and BIC were used to model estimation. Seosonal multiplicative ARIMA(1, 0, 1)(1, 1, 0)$_{12}$ model was appropriate to explain stochastic characteristics of temperature. BOD model was ARMa(2, 2, 1), COD was seasonal multiplicative ARIMA(2. 0. 1)(1. 0, 1)$_{12}$, and SS was ARIMA(1, 0, 2) respectively. The simulated water quality data showed a good fitness to the observed data, as a result of model verification.ion.

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A Study on Indirect Estimating Methods for Yearly Maximum Cooling Load (연 최대 냉방부하의 간접추정 방법론에 관한 연구)

  • Yang, Moon-Hee
    • IE interfaces
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    • v.16 no.1
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    • pp.16-26
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    • 2003
  • In Korea, cooling power load, which occupies about 20% of peak load in 2000 and fluctuates depending on the popular usage of air conditioning systems, has been recently the focus of the load management. The first work of KEPCO (Korea Electric Power Corporation) to regulate cooling load as low as possible was to estimate its approximate scale and to develop the indirect methods to estimate it from the available time series data for the average hourly loads. However, KEPCO would like to have their methods improved both theoretically and practically. In this paper, we analyze their current indirect methods and detect their faults to design better indirect estimation methods. Under one of the assumptions of "no cooling load in April or May", the linear relationship between basic loads and GDP's, and the normalized seasonal factors of the Winters' multiplicative seasonal model, we provide ten indirect estimation methods in total and suggest the estimated cooling load(1988-1999) based on our various indirect methods.

Prediction of Surface Ocean $pCO_2$ from Observations of Salinity, Temperature and Nitrate: the Empirical Model Perspective

  • Lee, Hyun-Woo;Lee, Ki-Tack;Lee, Bang-Yong
    • 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 $pCO_{2SEA}$.

Study on the Sequential Generation of Monthly Rainfall Amounts (월강우량의 모의발생에 관한 연구)

  • 이근후;류한열
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.18 no.4
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    • pp.4232-4241
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    • 1976
  • This study was carried out to clarify the stochastic characteristics of monthly rainfalls and to select a proper model for generating the sequential monthly rainfall amounts. The results abtained are as follows: 1. Log-Normal distribution function is the best fit theoretical distribution function to the empirical distribution of monthly rainfall amounts. 2. Seasonal and random components are found to exist in the time series of monthly rainfall amounts and non-stationarity is shown from the correlograms. 3. The Monte Carlo model shows a tendency to underestimate the mean values and standard deviations of monthly rainfall amounts. 4. The 1st order Markov model reproduces means, standard deviations, and coefficient of skewness with an error of ten percent or less. 5. A correlogram derived from the data generated by 1st order Markov model shows the charaterstics of historical data exactly. 6. It is concluded that the 1st order Markov model is superior to the Monte Carlo model in their reproducing ability of stochastic properties of monthly rainfall amounts.

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

  • Kim, Kwan-Hyung;Kim, Han-Soo;Lee, Sung-Duk;Lee, Hyun-Gi;Yoon, Kyoung-Man
    • Proceedings of the KSR Conference
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    • 2011.10a
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    • pp.1715-1721
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    • 2011
  • For an efficient railroad operations the demand forecasting is required. Time series models can quickly forecast the future demand with fewer data. As well as the accuracy of forecasting is excellent compared to other methods. In this study is proposed the intervention ARIMA model for forecasting methods of KTX passenger demand. The intervention ARIMA model may reflect the intervention such as the Kyongbu high-speed rail project second phase. The simple seasonal ARIMA model is predicted to overestimate the KTX passenger demand. However, intervention ARIMA model is predicted the reasonable results. The KTX passenger demands were predicted to be a week units separated by the weekday and weekend.

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Analyzing the Impact of Weather Conditions on Beer Sales: Insights for Market Strategy and Inventory Management

  • Sangwoo LEE;Sang Hyeon LEE
    • Asian Journal of Business Environment
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    • v.14 no.3
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    • pp.1-11
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    • 2024
  • Purpose: This study analyzes the impact of weather conditions, holidays, and sporting events on beer sales, providing insights for market strategy and inventory management in the beer industry. Research design, data and methodology: Beer types were classified into Lagers and Ales, with further subcategories. The study utilized weekly retail sales data from January 2018 to August 2020, provided by Nielsen Korea. An ARMAX model was employed for time-series analysis. Results: The analysis revealed that increasing temperatures positively influence sales of Pilsners and Pale Lagers. Conversely, higher precipitation levels negatively affect overall Lager sales. Among Ales, only Stout sales showed a significant decrease with increased rainfall. Sunshine duration did not significantly impact sales for any beer type. Humidity generally had little effect on beer sales, with the exception of Amber Lagers, which showed sensitivity to humidity changes. Holidays and sporting events were found to significantly boost sales across most beer types, although the specific impacts varied by beer category. Conclusions: This study offers a detailed analysis of how weather conditions and specific events influence different beer type sales. The findings provide valuable insights for breweries, beer processors, and retailers to optimize their market strategies and inventory management based on weather forecasts and seasonal events. By understanding the consumption patterns of each beer type in relation to environmental factors, businesses can better anticipate demand fluctuations and tailor their operations accordingly.

Evaluation and Comparison of seasonal multivariate time series model construction with rainfall and site characteristics (강우 및 지점특성치를 이용한 계절형 다변량 시계열 모형 구축 평가 및 비교)

  • Kim, Taereem;Choi, Wonyoung;Shin, Hongjoon;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.29-29
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    • 2015
  • 수자원의 지속적인 관리 및 효율적인 활용을 위하여 수문량의 예측과 분석은 필수적인 과정이라 할 수 있으며 이에 따라 다양한 수문 모형이 구축되고 강우, 유량 등 대표적인 수문량의 예측이 수행되어져 왔다. 그 중에서도 수문 시계열 모형은 시간의 흐름에 따라 일정하게 기록되어온 수문 자료를 확률적인 과정을 통하여 모형을 구축하고 이를 바탕으로 미래 수문량을 예측하는 데활용되는 모형으로, 과거에 기록된 수문 패턴이 미래에도 지속된다는 가정 하에 구축된다. 일반적으로 시계열 모형은 하나의 자료계열로 모형을 구축하는 단변량 모형과 원 자료계열 외에 다른 자료계열을 고려하여 모형을 구축하는 다변량 모형이 있으며, 다변량 모형은 원 자료계열에 영향을 미치는 외부변수를 고려함으로써 두 자료계열간의 상관성을 모형에 반영할 수 있는 장점을 가지고 있다. 또한 자료계열의 계절성을 고려하여 시계열 모형을 구축할 경우, 수문 시계열이 가지고 있는 계절적 영향을 잘 반영할 수 있다. 따라서 본 연구에서는 계절성을 고려한 다변량 시계열 모형인 SARIMAX(Seasonal AutoRegressive Integrated Moving Average with eXogenous) 모형을 이용하여 대표적인 수공구조물인 댐의 유입량 예측을 수행하였다. 일반적으로 댐 유입량 예측에는 댐의 유입량과 상관성이 높은 강우가 외부변수로 사용되어져 왔으나, 이 외에도 영향을 미칠 수 있는 지점특성치를 고려하여 모형을 구축한 후 비교하였다.

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Air Passenger Demand Forecasting and Baggage Carousel Expansion: Application to Incheon International Airport (항공 수요예측 및 고객 수하물 컨베이어 확장 모형 연구 : 인천공항을 중심으로)

  • Yoon, Sung Wook;Jeong, Suk Jae
    • Journal of Korean Society of Transportation
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    • v.32 no.4
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    • pp.401-409
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    • 2014
  • This study deals with capacity expansion planning of airport infrastructure in view of economic validation that reflect construction costs and social benefits according to the reduction of passengers' delay time. We first forecast the airport peak-demand which has a seasonal and cyclical feature with ARIMA model that has been one of the most widely used linear models in time series forecasting. A discrete event simulation model is built for estimating actual delay time of passengers that consider the passenger's dynamic flow within airport infrastructure after arriving at the airport. With the trade-off relationship between cost and benefit, we determine an economic quantity of conveyor that will be expanded. Through the experiment performed with the case study of Incheon international airport, we demonstrate that our approach can be an effective method to solve the airport expansion problem with seasonal passenger arrival and dynamic operational aspects in airport infrastructure.

CNN-LSTM Coupled Model for Prediction of Waterworks Operation Data

  • Cao, Kerang;Kim, Hangyung;Hwang, Chulhyun;Jung, Hoekyung
    • 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.