• Title/Summary/Keyword: series model

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A study on the model of rural elementary school facilities based on the regional characteristics (지역특성을 고려한 농촌 초등학교건축 모형개발을 위한 기초연구 - 포천군 소재 초등학교 시설현황과 특성분석을 중심으로 -)

  • Kim, Seung-Bae
    • Journal of the Korean Institute of Educational Facilities
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    • v.10 no.3
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    • pp.5-13
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    • 2003
  • This paper is a series of study for the development of rural elementary school facilities model applying to the regional characteristics. Therefore, main theme of this paper is to pile up and analysis of elementary school facilities data in Po Cheon through a series of actual survey and interview with teachers. The results are summarized as follows ; First of all, in case of Po Cheon, it needs to study for urban model type as well as rural elementary school facilities model type. Second, extension type of buildings has separated as three types-zigzag extension type, vertical & horizontal extension type, separate building type. But another characteristics, such as type of site plan, type of corridor and module of classroom unit, outdoor space and elevation design, are monotonous. Third. the results of this analysis show that it is desirable to locate houses for teachers within boundaries. Finally, the future paper needs to be studying more various module of classroom unit, extension type, space program, type of floor plan and site plan.

Evaluation of the Dam Release Effect on Water Quality using Time Series Models (시계열 모형의 적용을 통한 댐 방류의 수질개선 효과 검토)

  • Kim, Sangdan;Yoo, Chulsang
    • Journal of Korean Society on Water Environment
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    • v.20 no.6
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    • pp.685-691
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    • 2004
  • Water quality forecasting with long term flow is important for management and operation of river environment. However, it is difficult to set up and operate a physical model for water quality forecasting due to large uncertainty in the data required for model setting. Therefore, relatively simpler stochastic approaches are adopted for this problem. In this study we try several multivariate time series models such as ARMAX models for the possible substitute for water quality forecasting. Those models are applied to the BOD and COD levels at Noryangin station, Han river, and also evaluated the effect of release from Paldang dam on them. Monthly BOD and COD data from 1985 to 1991 (7 years) are used for model building and another two year data for model testing. As a result of the study, the effect of improvement on water quality is much more effective combining with the water quality improvement of dam release than considering only increment of dam release in the downstream Han river.

A Bayesian cure rate model with dispersion induced by discrete frailty

  • Cancho, Vicente G.;Zavaleta, Katherine E.C.;Macera, Marcia A.C.;Suzuki, Adriano K.;Louzada, Francisco
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.471-488
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    • 2018
  • In this paper, we propose extending proportional hazards frailty models to allow a discrete distribution for the frailty variable. Having zero frailty can be interpreted as being immune or cured. Thus, we develop a new survival model induced by discrete frailty with zero-inflated power series distribution, which can account for overdispersion. This proposal also allows for a realistic description of non-risk individuals, since individuals cured due to intrinsic factors (immunes) are modeled by a deterministic fraction of zero-risk while those cured due to an intervention are modeled by a random fraction. We put the proposed model in a Bayesian framework and use a Markov chain Monte Carlo algorithm for the computation of posterior distribution. A simulation study is conducted to assess the proposed model and the computation algorithm. We also discuss model selection based on pseudo-Bayes factors as well as developing case influence diagnostics for the joint posterior distribution through ${\psi}-divergence$ measures. The motivating cutaneous melanoma data is analyzed for illustration purposes.

Analyzing financial time series data using the GARCH model (일반 자기회귀 이분산 모형을 이용한 시계열 자료 분석)

  • Kim, Sahm;Kim, Jin-A
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.475-483
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    • 2009
  • In this paper we introduced a class of nonlinear time series models to analyse KOSPI data. We introduce the Generalized Power-Transformation TGARCH (GPT-TGARCH) model and the model includes Zakoian (1993) and Li and Li (1996) models as the special cases. We showed the effectiveness and efficiency of the new model based on KOSPI data.

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Simulation Study for a UV Water Disinfection Unit Powered by a Photovoltaic System

  • Riahi, Said;Mami, Abdelkader;Minzu, Viorel
    • International Journal of Computer Science & Network Security
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    • v.22 no.1
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    • pp.175-182
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    • 2022
  • This work presents a simulation model for a specific UV disinfection system (UVDS) powered by a Photovoltaic System. The global UVDS also includes the electronic converters, Electronic Ballast, UV Lamp and Motor Pump. The equations that model the physical components' behaviour are connected to obtain a dynamic global model. The latter is converted in a Simulink/Matlab model, which allows to carry out simulation series concerning the entire UVDS. The physical parameters: the irradiation G and the temperature T, are considered as inputs. series of measurements carried out in order to show how these parameters affect the current, the voltage of the PVs and especially the value of the current of the UV lamp, on the other hand a study on the behavior and the evolution of the parameters of the motor pump such as the armature current, motor torque, speed of rotation and the water flow. The purpose of all this is to realize how important are the two parameters concerning the lamp current and the water flow because they are two very important factors to keep an adequate water quality.

A Study on Consumer Sentiment Index Analysis and Prediction Using ARMA Model (ARMA모형을 이용한 소비자 심리지수 분석과 예측에 관한 연구)

  • Kim, Dongha
    • Journal of Korea Society of Digital Industry and Information Management
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    • v.18 no.3
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    • pp.75-82
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    • 2022
  • The purpose of the Consumer sentiment index survey is to determine the consumer's economic situation and consumption spending plan, and it is used as basic data for diagnosing economic phenomena and forecasting the future economic direction. The purpose of this paper is to analyze and predict the future Consumer sentiment index using the ARMA model based on the past consumer index. Consumer sentiment index is determined according to consumer trends, so it can reflect consumer realities. The consumer sentiment index is greatly influenced by economic indicators such as the base interest rate and consumer price index, as well as various external economic factors. If the consumer sentiment index, which fluctuates greatly due to consumer economic conditions, can be predicted, it will be useful information for households, businesses, and policy authorities. This study predicted the Consumer sentiment index for the next 3 years (36 months in total) by using time series analysis using the ARMA model. As a result of the analysis, it shows a characteristic of repeating an increase or a decrease every month according to the consumer trend. This study provides empirical results of prediction of Consumer sentiment index through statistical techniques, and has a contribution to raising the need for policy authorities to prepare flexible operating policies in line with economic trends.

Ship Motion-Based Prediction of Damage Locations Using Bidirectional Long Short-Term Memory

  • Son, Hye-young;Kim, Gi-yong;Kang, Hee-jin;Choi, Jin;Lee, Dong-kon;Shin, Sung-chul
    • Journal of Ocean Engineering and Technology
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    • v.36 no.5
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    • pp.295-302
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    • 2022
  • The initial response to a marine accident can play a key role to minimize the accident. Therefore, various decision support systems have been developed using sensors, simulations, and active response equipment. In this study, we developed an algorithm to predict damage locations using ship motion data with bidirectional long short-term memory (BiLSTM), a type of recurrent neural network. To reflect the low frequency ship motion characteristics, 200 time-series data collected for 100 s were considered as input values. Heave, roll, and pitch were used as features for the prediction model. The F1-score of the BiLSTM model was 0.92; this was an improvement over the F1-score of 0.90 of a prior model. Furthermore, 53 of 75 locations of damage had an F1-score above 0.90. The model predicted the damage location with high accuracy, allowing for a quick initial response even if the ship did not have flood sensors. The model can be used as input data with high accuracy for a real-time progressive flooding simulator on board.

Development of a Model to Predict the Volatility of Housing Prices Using Artificial Intelligence

  • Jeonghyun LEE;Sangwon LEE
    • International journal of advanced smart convergence
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    • v.12 no.4
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    • pp.75-87
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    • 2023
  • We designed to employ an Artificial Intelligence learning model to predict real estate prices and determine the reasons behind their changes, with the goal of using the results as a guide for policy. Numerous studies have already been conducted in an effort to develop a real estate price prediction model. The price prediction power of conventional time series analysis techniques (such as the widely-used ARIMA and VAR models for univariate time series analysis) and the more recently-discussed LSTM techniques is compared and analyzed in this study in order to forecast real estate prices. There is currently a period of rising volatility in the real estate market as a result of both internal and external factors. Predicting the movement of real estate values during times of heightened volatility is more challenging than it is during times of persistent general trends. According to the real estate market cycle, this study focuses on the three times of extreme volatility. It was established that the LSTM, VAR, and ARIMA models have strong predictive capacity by successfully forecasting the trading price index during a period of unusually high volatility. We explores potential synergies between the hybrid artificial intelligence learning model and the conventional statistical prediction model.

A Study on Price Volatility and Properties of Time-series for the Tangerine Price in Jeju (제주지역 감귤가격의 시계열적 특성 및 가격변동성에 관한 연구)

  • Ko, Bong-Hyun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.6
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    • pp.212-217
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    • 2020
  • The purpose of this study was to analyze the volatility and properties of a time series for tangerine prices in Jeju using the GARCH model of Bollerslev(1986). First, it was found that the time series for the rate of change in tangerine prices had a thicker tail rather than a normal distribution. At a significance level of 1%, the Jarque-Bera statistic led to a rejection of the null hypothesis that the distribution of the time series for the rate of change in tangerine prices is normally distributed. Second, the correlation between the time series was high based on the Ljung-Box Q statistic, which was statistically verified through the ARCH-LM test. Third, the results of the GARCH(1,1) model estimation showed statistically significant results at a significance level of 1%, except for the constant of the mean equation. The persistence parameter value of the variance equation was estimated to be close to 1, which means that there is a high possibility that a similar level of volatility will be present in the future. Finally, it is expected that the results of this study can be used as basic data to optimize the government's tangerine supply and demand control policy.

Prediction on the amount of river water use using support vector machine with time series decomposition (TDSVM을 이용한 하천수 취수량 예측)

  • Choi, Seo Hye;Kwon, Hyun-Han;Park, Moonhyung
    • Journal of Korea Water Resources Association
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    • v.52 no.12
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    • pp.1075-1086
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    • 2019
  • Recently, as the incidence of climate warming and abnormal climate increases, the forecasting of hydrological factors such as precipitation and river flow is getting more complicated, and the risk of water shortage is also increasing. Therefore, this study aims to develop a model for predicting the amount of water intake in mid-term. To this end, the correlation between water intake and meteorological factors, including temperature and precipitation, was used to select input factors. In addition, the amount of water intake increased with time series and seasonal characteristics were clearly shown. Thus, the preprocessing process was performed using the time series decomposition method, and the support vector machine (SVM) was applied to the residual to develop the river intake prediction model. This model has an error of 4.1% on average, which is higher accuracy than the SVM model without preprocessing. In particular, this model has an advantage in mid-term prediction for one to two months. It is expected that the water intake forecasting model developed in this study is useful to be applied for water allocation computation in the permission of river water use, water quality management, and drought measurement for sustainable and efficient management of water resources.