• Journal of the Korea Institute of Information and Communication Engineering
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• v.26 no.1
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• pp.58-63
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• 2022

The daily number of confirmed cases of Coronavirus disease 2019(COVID-19) ranges between 1,000 and 2,000. Despite higher vaccination rates, the number of confirmed cases continues to increase. The Mu variant of COVID-19 reported in some countries by WHO has been identified in Korea. In this study, we predicted the number of confirmed COVID-19 cases in Korea using the SARIMA for the Covid-19 prevention strategy. Trends and seasonality were observed in the data, and the ADF Test and KPSS Test was used accordingly. Order determination of the SARIMA(p,d,q)(P, D, Q, S) model helped in extracting the values of p, d, q, P, D, and Q parameters. After deducing the p and q parameters using ACF and PACF, the data were transformed and schematized into stationary forms through difference, log transformation, and seasonality removal. If seasonality appears, first determine S, then SARIMA P, D, Q, and finally determine ARIMA p, d, q using ACF and PACF for the order excluding seasonality.

• Journal of the Korean Statistical Society
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• v.28 no.3
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• pp.371-387
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• 1999

For possibly nonstationary autoregressive moving average, modeling based on the original observations rather than the differenced observations is considered. Under this scheme, sample autocorrelation functions, parameter estimates, model diagnostic statistics, and prediction are all computed from the original data instead of the differenced data. The methods and results established under stationarity of data are shown to naturally extend to the nonstationarity of one autoregressive unit root. The sample ACF and PACF can be used for ARMA order determination. The BIC order is strongly consistent. The parameter estimates are asymptotically normal. The portmanteau statistic has chi-square distribution. The predictor is asymptotically equivalent to that based on the differenced data.

• 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.

• Environmental Engineering Research
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• v.22 no.3
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• pp.302-311
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• 2017

Nowadays, with the burgeoning development of economy, $CO_2$ emissions increase rapidly in China. It has become a common concern to seek effective methods to forecast $CO_2$ emissions and put forward the targeted reduction measures. This paper proposes a novel hybrid model combined principal component analysis (PCA) with regularized extreme learning machine (RELM) to make $CO_2$ emissions prediction based on the data from 1978 to 2014 in China. First eleven variables are selected on the basis of Pearson coefficient test. Partial autocorrelation function (PACF) is utilized to determine the lag phases of historical $CO_2$ emissions so as to improve the rationality of input selection. Then PCA is employed to reduce the dimensionality of the influential factors. Finally RELM is applied to forecast $CO_2$ emissions. According to the modeling results, the proposed model outperforms a single RELM model, extreme learning machine (ELM), back propagation neural network (BPNN), GM(1,1) and Logistic model in terms of errors. Moreover, it can be clearly seen that ELM-based approaches save more computing time than BPNN. Therefore the developed model is a promising technique in terms of forecasting accuracy and computing efficiency for $CO_2$ emission prediction.

• Journal of The Korean Society of Grassland and Forage Science
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• v.35 no.2
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• pp.99-104
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• 2015

This study was conducted to evaluate on agronomic characteristics, dry matter (DM) and digestible dry matter (DDM) yields of summer sowing sorghum hybrids (Sorghum bicolor (L) Moench) at Seongju in Gyeongbuk from 2013 to 2014. The experiment was arranged in randomized complete block design with three replications. Sorghum hybrids were seeded $31^{st}$ of July, 2013 and 2014. Sorghum hybrids were harvested on $3^{rd}$ November, 2013 and $5^{th}$ November, 2014. The observed average heading date was October 5, 8 and 9 for Sordan79, Sprint and SX17 respectively. The DM yield of 'SX17', 'Sordan79', and 'Sprint' was 24.2, 23,9 and 23.4 ton/ha, respectively and DM yield of those were significantly higher (p<0.05) than other three cultivars in 2013. DM yield of 'SX17', 'Sprint' and 'Sordan79' was 20.8, 20.0 and 19.3 ton/ha, respectively and DM yield of those was significantly higher (p<0.05) than other three cultivars in 2014. The DDM yield of 'SX17', 'Sordan79', and 'Sprint' was also higher (p<0.05) than other three cultivars in 2013 and 2014. ADF content of sorghum hybrids was low, whereas DDM was high. The results of this study indicated that traditional sorghum-sudangrass hybrids ('SX17', 'Sordan79') and sudan grass-sudangrass hybrid ('Sprint') than late flowering sorghum-sudangrass hybrid ('PACF8350') and sorghum-sorghum hybrids ('SS405', 'Sugar grazer') would be recommended for DM and DDM yields in the southern Korea.

• Proceedings of the Korean Society of Agricultural Engineers Conference
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• 2000.10a
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• pp.590-598
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• 2000

A multiplicative ARIMA model was tested and applied to analyze the periodicity and trends of 168 monthly oxygen demand data from the Noryanggin water quality gauging station in the downstream Han River. ARIMA model was identified to fit to the data using ACF and PACF tests, and the parameters estimated using an unconditional least square method. The residuals between the observed and forecasted data were acceptable with the Porte-Manteau test. A forecast of DO changes was made for its applications.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.18 no.36
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• pp.243-251
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• 1995

본 연구에서는 자동상관인 공정의 변화를 빠르게 탐지할 수 있는 Special-Cause CUSUM 관리도를 사용하여 다섯가지 시계열 모델에 대해 다음과 같은 연구를 수행한다. 첫째 ACF와 PACF로 파라미터에 따른 ARL의 변화를 쉽게 해석할 수 있는 방법과 둘째로 독립인 관측값에 적용하는 Hawkins(1992)의 ARL 간략계산법을 자동상관인 공정에서도 사용할 수 있는 기법을 제시하여 기존의 시뮬레이션을 이용한 ARL 계산법에 비해 빠르고도 정확한 값을 구한다. 끝으로 두가지 유형의 평균이동에 대한 ARL 변화를 각각 계산해 보아 그 효과를 비교분석 한다.

• Journal of Ocean Engineering and Technology
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• v.33 no.3
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• pp.222-228
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• 2019

An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

• Proceedings of the Korea Water Resources Association Conference
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• 2004.05b
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• pp.719-723
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• 2004

본 연구에서는 일 최고, 최소치 유출량 계열을 확충하기 위해 ARIMA(p,d,q) 모형을 이용하였으며, 분석 자료의 경향성 유무를 파악하기 위해 Mann-Kendal 비모수적 검정을 실시하였다. 분석 결과, 최고 최소 유출량 자료 모두 경향성이 없는 것으로 분석되었다. ARIMA(p,d,q) 모형의 최적 차수를 결정하기 위해 ACF, PACF, AIC, 그리고 SBC(Schwarz Bayesian Criterion) 검사를 실시하였으며 이를 통해 최적의 ARMA 모형을 결정하였다. 일 최대치 자료의 경우 추계학적 경향 보다는 무작위적 특성을 보였으며, 일 최소치 자료계열 경우, ARMA(1,0) 모형이 최적 모형으로 선정되었다.

• Proceedings of the Korea Water Resources Association Conference
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• 2020.06a
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• pp.319-319
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• 2020

최근 데이터 과학의 획기적인 발전 덕분에 딥러닝 (Deep Learning) 알고리즘이 개발되어 다양한 분야에 널리 적용되고 있다. 본 연구에서는 인공신경망 중 하나인 LSTM(Long-Short Term Memory) 네트워크를 사용하여 댐 유입량을 예측하였다. 구체적인 내용으로, (1) LSTM에 필요한 입력 데이터를 효율적으로 사전 처리하는 방법, (2) LSTM의 하이퍼 매개변수를 결정하는 방법 및 (3) 다양한 손실 함수(Loss function)를 선택하고 그 영향을 평가하는 방법 등을 다루었다. 제안된 LSTM 모델은 강우량(R), 댐유입량(Q) 기온(T), 기저유량(BF) 등을 포함한 다양한 입력 변수들의 함수로 가정하였으며, CCF(Cross Correlations), ACF(Autocorrelations) 및 PACF(Partial Autocorrelations) 등의 기법을 사용하여 입력 변수를 결정하였다. 다양한 sequence length를 갖는 (즉 t, t-1, … t-n의 시간 지연을 갖는) 입력 변수를 적용하여 데이터 학습에 최적의 시퀀스 길이를 결정하였다. LSTM 네트워크 모델을 적용하여 2014년부터 2020년까지 한강 유역 9개의 댐 유입량을 추정하였다. 본 연구로부터 댐 유입량을 예측하는 것은 홍수 및 가뭄 통제를 위한 필수 요건들 중 하나이며 수자원 계획 및 관리에 도움이 될 것이다.