• 제목/요약/키워드: time series regression analysis

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품질경영학회 50주년 특별호: 통계적 기법 분야 연구 리뷰 (Literature Review on the Statistical Methods in KSQM for 50 Years)

  • 임용빈;김상익;이상복;장대흥
    • 품질경영학회지
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    • 제44권2호
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    • pp.221-244
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    • 2016
  • Purpose: This research reviews the papers, published in the Journal of the Korean Society for Quality Control (KSQC) and the Journal of the Korean Society for Quality Management (KSQM) since 1965, in the area of statistical methods. The literature review is performed in the four fields of the statistical methods and we categorize the published articles into the several sub-areas in each field. Methods: The reviewed articles are classified into the four main categories: probability model and estimation, Bayesian analysis and non-parametric analysis, regression and time series analysis, and application of data analysis. We examine the contents and relationships of the published articles of the several sub-areas in each category. Results: We summarize the reviewed papers in the chronological road-maps for each sub-area, and outline the relations of the connected papers. Some comments on the contents and the contributions of the reviewed papers are also provided in this paper. Conclusion: Various issues are employed and published on the research of the application statistical methods for past 50 years, and many worthy works are achieved in the theory and application areas of statistical methods for improving quality in the manufacturing and service industries. The future direction of the research in the statistical quality management methods also can be explored by the contents of this research.

시계열모형을 이용한 굴 생산량 예측 가능성에 관한 연구 (A Study on Forecast of Oyster Production using Time Series Models)

  • 남종오;노승국
    • Ocean and Polar Research
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    • 제34권2호
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    • pp.185-195
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    • 2012
  • This paper focused on forecasting a short-term production of oysters, which have been farmed in Korea, with distinct periodicity of production by year, and different production level by month. To forecast a short-term oyster production, this paper uses monthly data (260 observations) from January 1990 to August 2011, and also adopts several econometrics methods, such as Multiple Regression Analysis Model (MRAM), Seasonal Autoregressive Integrated Moving Average (SARIMA) Model, and Vector Error Correction Model (VECM). As a result, first, the amount of short-term oyster production forecasted by the multiple regression analysis model was 1,337 ton with prediction error of 246 ton. Secondly, the amount of oyster production of the SARIMA I and II models was forecasted as 12,423 ton and 12,442 ton with prediction error of 11,404 ton and 11,423 ton, respectively. Thirdly, the amount of oyster production based on the VECM was estimated as 10,425 ton with prediction errors of 9,406 ton. In conclusion, based on Theil inequality coefficient criterion, short-term prediction of oyster by the VECM exhibited a better fit than ones by the SARIMA I and II models and Multiple Regression Analysis Model.

김포국제공항 지역의 시정변화에 대한 통계적 분석 (The Statistical Analysis to predict Visibility Changes in KIMPO International Airport Area)

  • 송병흠;최승희
    • 한국항공운항학회지
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    • 제7권1호
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    • pp.91-99
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    • 1999
  • On the basis of KTMPO visibility data measured for 17 years(Jan.1983 to Oct.1999), time-series data analysis is accomplished for regression trend, cyclical periodicity, dependency of these data in this paper. After that, to predict visibility in KIMPO international airport a probability model is presented using this statistic probability characteristics.

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대학 급식소의 식수예측 모델 개발 (Development of a Forecasting Model for University Food Services)

  • 정라나;양일선;백승희
    • 대한지역사회영양학회지
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    • 제8권6호
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    • pp.910-918
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    • 2003
  • The purposes of this study were to develop a model for university foodservices and to provide management strategies for reducing costs, and increasing productivity and customer satisfaction. The results of this study were as follows : 1) The demands in university food services varied depending on the time series. A fixed pattern was discovered for specific times of the month and semesters. The demand tended to constantly decrease from the beginning of a specific semester to the end, from March to June and from September to December. Moreover, the demand was higher during the first semester than the second semester, within school term than during vacation periods, and during the summer vacation than the winter. 2) Pearson's simple correlation was done between actual customer demand and the factors relating to forecasting the demand. There was a high level of correlation between the actual demand and the demand that had occurred in the previous weeks. 3) By applying the stepwise multiple linear regression analysis to two different university food services providing multiple menu items, a model was developed in terms of four different time series(first semester, second semester, summer vacation, and winter vacation). Customer preference for specific menu items was found to be the most important factor to be considered in forecasting the demand.

적응 다항식 뉴로-퍼지 네트워크 구조에 관한 연구 (A Study on the Adaptive Polynomial Neuro-Fuzzy Networks Architecture)

  • 오성권;김동원
    • 대한전기학회논문지:시스템및제어부문D
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    • 제50권9호
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    • pp.430-438
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    • 2001
  • In this study, we introduce the adaptive Polynomial Neuro-Fuzzy Networks(PNFN) architecture generated from the fusion of fuzzy inference system and PNN algorithm. The PNFN dwells on the ideas of fuzzy rule-based computing and neural networks. Fuzzy inference system is applied in the 1st layer of PNFN and PNN algorithm is employed in the 2nd layer or higher. From these the multilayer structure of the PNFN is constructed. In order words, in the Fuzzy Inference System(FIS) used in the nodes of the 1st layer of PNFN, either the simplified or regression polynomial inference method is utilized. And as the premise part of the rules, both triangular and Gaussian like membership function are studied. In the 2nd layer or higher, PNN based on GMDH and regression polynomial is generated in a dynamic way, unlike in the case of the popular multilayer perceptron structure. That is, the PNN is an analytic technique for identifying nonlinear relationships between system's inputs and outputs and is a flexible network structure constructed through the successive generation of layers from nodes represented in partial descriptions of I/O relatio of data. The experiment part of the study involves representative time series such as Box-Jenkins gas furnace data used across various neurofuzzy systems and a comparative analysis is included as well.

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우리나라 소비자의 피복비 지출구조 변화양상과 결정요인에 대한 종적 연구(제2보) (The Change of Clothing Expenditures and its Determinants in Korean A Time-series Analysis (Part ll))

  • 정수진;이은영
    • 한국의류학회지
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    • 제21권7호
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    • pp.1139-1152
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    • 1997
  • Clothing consumption expenditure (UX) data of Korean consumers during the period of 1965 to 1993 were analyzed by time series analysis technique. According to the results of regression analysis, current income and UX of the year before showed most significant influences on the current UX. This means that the absolute and permanent income hypotheses can be accepted in case of clothing expenditures. However the effect of income decreased as the economy developed. The relative price of clothing had weak or no influence on clothing expenditures. It was also found out that CSX of the year before, the change of income, relative price of clothing ware the factors that affected clothing expenditures. From the estimation of Houthakker-Taylor state adjustment model, a negative stock coefficient was obtained. That is, clothing is subject to an inventor effect and Korean consumers regard clothing as one of the durable goods. To define whether clothing is a "luxury" or a "necessity", income and relative price elasticity of clothing expenditures were estimated. Income elasticity of clothing is slightly below 1.0 in case of national aggregate expenditures, and slightly above 1.0 in case of urban consumers' expenditures. Income elasticity has declined over time. Meanwhile the coefficient of price elasticity is not significant, indicating that the relative price of clothing have little connection with clothing expenditure.lothing expenditure.

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Robustness, Data Analysis, and Statistical Modeling: The First 50 Years and Beyond

  • Barrios, Erniel B.
    • Communications for Statistical Applications and Methods
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    • 제22권6호
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    • pp.543-556
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    • 2015
  • We present a survey of contributions that defined the nature and extent of robust statistics for the last 50 years. From the pioneering work of Tukey, Huber, and Hampel that focused on robust location parameter estimation, we presented various generalizations of these estimation procedures that cover a wide variety of models and data analysis methods. Among these extensions, we present linear models, clustered and dependent observations, times series data, binary and discrete data, models for spatial data, nonparametric methods, and forward search methods for outliers. We also present the current interest in robust statistics and conclude with suggestions on the possible future direction of this area for statistical science.

Network Traffic Measurement Analysis using Machine Learning

  • Hae-Duck Joshua Jeong
    • 한국인공지능학회지
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    • 제11권2호
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    • pp.19-27
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    • 2023
  • In recent times, an exponential increase in Internet traffic has been observed as a result of advancing development of the Internet of Things, mobile networks with sensors, and communication functions within various devices. Further, the COVID-19 pandemic has inevitably led to an explosion of social network traffic. Within this context, considerable attention has been drawn to research on network traffic analysis based on machine learning. In this paper, we design and develop a new machine learning framework for network traffic analysis whereby normal and abnormal traffic is distinguished from one another. To achieve this, we combine together well-known machine learning algorithms and network traffic analysis techniques. Using one of the most widely used datasets KDD CUP'99 in the Weka and Apache Spark environments, we compare and investigate results obtained from time series type analysis of various aspects including malicious codes, feature extraction, data formalization, network traffic measurement tool implementation. Experimental analysis showed that while both the logistic regression and the support vector machine algorithm were excellent for performance evaluation, among these, the logistic regression algorithm performs better. The quantitative analysis results of our proposed machine learning framework show that this approach is reliable and practical, and the performance of the proposed system and another paper is compared and analyzed. In addition, we determined that the framework developed in the Apache Spark environment exhibits a much faster processing speed in the Spark environment than in Weka as there are more datasets used to create and classify machine learning models.

A Study on Estimating Container Throughput in Korean Ports using Time Series Data

  • Kim, A-Rom;Lu, Jing
    • 한국항해항만학회지
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    • 제40권2호
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    • pp.57-65
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    • 2016
  • The port throughput situation has changed since the 2008 financial crisis in the US. Therefore, we studied the situation, accurately estimating port traffic of Korean port after the 2008 financial crisis. We ensured the proper port facilities in response to changes in port traffic. In the results of regression analysis, Korean GDP and the real effective exchange rate of Korean Won were found to increase the container throughput in Korean and Busan port, as well as trade volume with China. Also, the real effective exchange rate of Korean Won was found to increase the port transshipment cargo volume. Based on the ARIMA models, we forecasted port throughput and port transshipment cargo volume for the next six years (72 months), from 2015 to 2020. As a result, port throughput of Korean and Busan ports was forecasted by increasing annual the average from about 3.5% to 3.9%, and transshipment cargo volume was forecasted by increasing the annual average about 4.5%.

분포시차모형의 Bayesian 의사결정법에 관한 연구 (A Study on the Distributed Lag Model by Bayesian Decision Making Method)

  • 이필령
    • 산업경영시스템학회지
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    • 제8권11호
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    • pp.27-34
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    • 1985
  • Recently the distributed lag models for time series data have been used in several quantitative analyses. But the analyses of time series which have the serial correlations in error terms and the lagged values of dependent variables violate the hypothesis of OLS method. This paper suggests that the approach technique of distributed lay model with serial correlation should be applied by the Bayesian inference to estimate the parameters. For the application of distributed lag model by Bayesian analysis, the data for monthly consumption expenditure per household by items of commodities from 1972 to 1981 are used in order to estimate the lagged coefficient of processed food and the regression coefficient of the food and beverage.

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