• Title/Summary/Keyword: series model

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Analysis of Highway Traffic Indices Using Internet Search Data (검색 트래픽 정보를 활용한 고속도로 교통지표 분석 연구)

  • Ryu, Ingon;Lee, Jaeyoung;Park, Gyeong Chul;Choi, Keechoo;Hwang, Jun-Mun
    • Journal of Korean Society of Transportation
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    • v.33 no.1
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    • pp.14-28
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    • 2015
  • Numerous research has been conducted using internet search data since the mid-2000s. For example, Google Inc. developed a service predicting influenza patterns using the internet search data. The main objective of this study is to prove the hypothesis that highway traffic indices are similar to the internet search patterns. In order to achieve this objective, a model to predict the number of vehicles entering the expressway and space-mean speed was developed and the goodness-of-fit of the model was assessed. The results revealed several findings. First, it was shown that the Google search traffic was a good predictor for the TCS entering traffic volume model at sites with frequent commute trips, and it had a negative correlation with the TCS entering traffic volume. Second, the Naver search traffic was utilized for the TCS entering traffic volume model at sites with numerous recreational trips, and it was positively correlated with the TCS entering traffic volume. Third, it was uncovered that the VDS speed had a negative relationship with the search traffic on the time series diagram. Lastly, it was concluded that the transfer function noise time series model showed the better goodness-of-fit compared to the other time series model. It is expected that "Big Data" from the internet search data can be extensively applied in the transportation field if the sources of search traffic, time difference and aggregation units are explored in the follow-up studies.

Streamflow Estimation using Coupled Stochastic and Neural Networks Model in the Parallel Reservoir Groups (추계학적모형과 신경망모형을 연계한 병렬저수지군의 유입량산정)

  • Kim, Sung-Won
    • Journal of Korea Water Resources Association
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    • v.36 no.2
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    • pp.195-209
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    • 2003
  • Spatial-Stochastic Neural Networks Model(SSNNM) is used to estimate long-term streamflow in the parallel reservoir groups. SSNNM employs two kinds of backpropagation algorithms, based on LMBP and BFGS-QNBP separately. SSNNM has three layers, input, hidden, and output layer, in the structure and network configuration consists of 8-8-2 nodes one by one. Nodes in input layer are composed of streamflow, precipitation, pan evaporation, and temperature with the monthly average values collected from Andong and Imha reservoir. But some temporal differences apparently exist in their time series. For the SSNNM training procedure, the training sets in input layer are generated by the PARMA(1,1) stochastic model and they covers insufficient time series. Generated data series are used to train SSNNM and the model parameters, optimal connection weights and biases, are estimated during training procedure. They are applied to evaluate model validation using observed data sets. In this study, the new approaches give outstanding results by the comparison of statistical analysis and hydrographs in the model validation. SSNNM will help to manage and control water distribution and give basic data to develop long-term coupled operation system in parallel reservoir groups of the Upper Nakdong River.

A Time Series Forecasting Model with the Option to Choose between Global and Clustered Local Models for Hotel Demand Forecasting (호텔 수요 예측을 위한 전역/지역 모델을 선택적으로 활용하는 시계열 예측 모델)

  • Keehyun Park;Gyeongho Jung;Hyunchul Ahn
    • The Journal of Bigdata
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    • v.9 no.1
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    • pp.31-47
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    • 2024
  • With the advancement of artificial intelligence, the travel and hospitality industry is also adopting AI and machine learning technologies for various purposes. In the tourism industry, demand forecasting is recognized as a very important factor, as it directly impacts service efficiency and revenue maximization. Demand forecasting requires the consideration of time-varying data flows, which is why statistical techniques and machine learning models are used. In recent years, variations and integration of existing models have been studied to account for the diversity of demand forecasting data and the complexity of the natural world, which have been reported to improve forecasting performance concerning uncertainty and variability. This study also proposes a new model that integrates various machine-learning approaches to improve the accuracy of hotel sales demand forecasting. Specifically, this study proposes a new time series forecasting model based on XGBoost that selectively utilizes a local model by clustering with DTW K-means and a global model using the entire data to improve forecasting performance. The hotel demand forecasting model that selectively utilizes global and regional models proposed in this study is expected to impact the growth of the hotel and travel industry positively and can be applied to forecasting in other business fields in the future.

Undrained Creep Characteristics of Silty Sands and Comparative Study of Creep model (실트질 모래의 비배수 크리프특성 및 크리프 모델 비교연구)

  • Bong, Tae-Ho;Son, Young-Hwan;Noh, Soo-Kack;Park, Jae-Sung
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.1
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    • pp.19-26
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    • 2012
  • Soils exhibit creep behavior in which deformation and movement proceed under a state of constant stress or load. In this study, A series of triaxial tests were performed under constant principal stress in order to interpret the undrained creep characteristics of silty sands. Although samples are non-plastic silty sands, the results of tests show that the creep deformation increasing over time. Based on the results of test, Singh-Mitchell model parameters and Generalized model coefficients were calculated. Generalized model showed slightly larger deformation in the primary creep range but secondary creep deformation was almost identical. Although Singh-Mitchell model showed relatively large errors compared to Generalized model because it uses the average of test results, but Singh-Mitchell model can be easily represented by three creep parameters.

A New Model to Predict Effective Elastic Constants of Composites with Spherical Fillers

  • Kim, Jung-Yun;Lee, Jae-Kon
    • Journal of Mechanical Science and Technology
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    • v.20 no.11
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    • pp.1891-1897
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    • 2006
  • In this study, a new model to predict the effective elastic constants of composites with spherical fillers is proposed. The original Eshelby model is extended to a finite filler volume fraction without using Mori-Tanaka's mean field approach. When single filler is embedded in the matrix, the effective elastic constants of the composite are computed. The composite is in turn considered as a new matrix, where new single filler is again embedded in the matrix. The predicted results by the present model with a series of embedding procedures are compared with those by Mori-Tanaka, self-consistent, and generalized self-consistent models. It is revealed through parametric studies such as stiffness ratio of the filler to the matrix and filler volume fraction that the present model gives more accurate predictions than Mori-Tanaka model without using the complicated numerical scheme used in self-consistent and generalized self-consistent models.

Multi-Phase Model Update for System Identification of PSC Girders under Various Prestress Forces

  • Ho, Duc-Duy;Hong, Dong-Soo;Kim, Jeong-Tae
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.23 no.6
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    • pp.579-592
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    • 2010
  • This paper presents a multi-phase model update approach for system identification of prestressed concrete (PSC) girders under various prestress forces. First, a multi-phase model update approach designed on the basis of eigenvalue sensitivity concept is newly proposed. Next, the proposed multi-phase approach is evaluated from controlled experiments on a lab-scale PSC girder for which forced vibration tests are performed for a series of prestress forces. On the PSC girder, a few natural frequencies and mode shapes are experimentally measured for the various prestress forces. The corresponding modal parameters are numerically calculated from a three-dimensional finite element (FE) model which is established for the target PSC girder. Eigenvalue sensitivities are analyzed for potential model-updating parameters of the FE model. Then, structural subsystems are identified phase-by-phase using the proposed model update procedure. Based on model update results, the relationship between prestress forces and model-updating parameters is analyzed to evaluate the influence of prestress forces on structural subsystems.

Deep Learning-Based Short-Term Time Series Forecasting Modeling for Palm Oil Price Prediction (팜유 가격 예측을 위한 딥러닝 기반 단기 시계열 예측 모델링)

  • Sungho Bae;Myungsun Kim;Woo-Hyuk Jung;Jihwan Woo
    • Information Systems Review
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    • v.26 no.2
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    • pp.45-57
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    • 2024
  • This study develops a deep learning-based methodology for predicting Crude Palm Oil (CPO) prices. Palm oil is an essential resource across various industries due to its yield and economic efficiency, leading to increased industrial interest in its price volatility. While numerous studies have been conducted on palm oil price prediction, most rely on time series forecasting, which has inherent accuracy limitations. To address the main limitation of traditional methods-the absence of stationarity-this research introduces a novel model that uses the ratio of future prices to current prices as the dependent variable. This approach, inspired by return modeling in stock price predictions, demonstrates superior performance over simple price prediction. Additionally, the methodology incorporates the consideration of lag values of independent variables, a critical factor in multivariate time series forecasting, to eliminate unnecessary noise and enhance the stability of the prediction model. This research not only significantly improves the accuracy of palm oil price prediction but also offers an applicable approach for other economic forecasting issues where time series data is crucial, providing substantial value to the industry.

An Adaptive Framework for Forecasting Demand and Technological Substitution

  • Kang, Byung-Ryong;Han, Chi-Moon;Yim, Chu-Hwan
    • ETRI Journal
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    • v.18 no.2
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    • pp.87-106
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    • 1996
  • This paper proposes a new model as a framework for forecasting demand and technological substitution, which can accommodate different patterns of technological change. This model, which we named, "Adaptive Diffusion Model", is formalized from a conceptual framework that incorporates several underlying factors determining the market demand for technological products. The formulation of this model is given in terms of a period analysis to improve its explanatory power for dynamic processes in the real world, and is described as a continuous form which approximates a discrete derivation of the model. In order to illustrate the applicability and generality of this model, time-series data of the diffusion rates for some typical products in electronics and telecommunications market have been empirically tested. The results show that the model has higher explanatory power than any other existing model for all the products tested in our study. It has been found that this model can provide a framework which is sufficiently robust in forecasting demand and innovation diffusion for various technological products.

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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 GA-based Classification Model for Predicting Consumer Choice (유전 알고리듬 기반 제품구매예측 모형의 개발)

  • Min, Jae-H.;Jeong, Chul-Woo
    • Journal of the Korean Operations Research and Management Science Society
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    • v.34 no.3
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    • pp.29-41
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    • 2009
  • The purpose of this paper is to develop a new classification method for predicting consumer choice based on genetic algorithm, and to validate Its prediction power over existing methods. To serve this purpose, we propose a hybrid model, and discuss Its methodological characteristics in comparison with other existing classification methods. Also, we conduct a series of experiments employing survey data of consumer choices of MP3 players to assess the prediction power of the model. The results show that the suggested model in this paper is statistically superior to the existing methods such as logistic regression model, artificial neural network model and decision tree model in terms of prediction accuracy. The model is also shown to have an advantage of providing several strategic information of practical use for consumer choice.