• Korean Management Science Review
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• v.20 no.1
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• pp.103-124
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• 2003

The seasonal adjustment is an essential process in analyzing the time series of economy and business. There are various methods to adjust seasonal effect such as moving average, extrapolation, smoothing and X11. One of the powerful adjustment methods is X11-ARIMA Model which is popularly used in Korea. This method was delivered from Canada. However, this model has been developed to be appropriate for Canadian and American environment. Therefore, we need to review whether the Xl1-ARIMA Model could be used properly in Korea. In this study, we have applied the method to the annual sales of refrigerator sales in A electronic company. We appreciated the adjustment by result analyzing the time series components such as seasonal component, trend-cycle component, and irregular component, with the proposed method.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.885-893
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• 2015

It is important to improve the forecasting accuracy of one-year-ahead seasonal factors in order to produce seasonally adjusted series of the following year. In this paper, seasonal factors of 8 monthly Korean economic time series are examined and forecast based on the functional principal component regression. One-year-ahead forecasts of seasonal factors from the functional principal component regression are compared with other forecasting methods based on mean absolute error (MAE) and mean absolute percentage error (MAPE). Forecasting seasonal factors via the functional principal component regression performs better than other comparable methods.

• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.205-220
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• 2016

Seasonal adjustment is useful to provide a better understanding of underlying trends in Korean economic statistics. The seasonal component also includes calendar effects such as Seol and Chuseok. Most popular seasonal adjustment methods are X-12-ARIMA of the U.S. Bureau of the Census and TRAMO-SEATS of the Bank of Spain. Statistics Korea and the Bank of Korea compile seasonally adjusted series of several Korean economic statistics. This paper illustrates basic principles for seasonal adjustment and the current status of seasonal adjustment in Korea based on previous research. In addition, several issues on seasonal adjustment are addressed.

• Journal of Applied Reliability
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• v.3 no.1
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• pp.13-40
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• 2003

The seasonal adjustment is an essential process in analyzing the time series of economy and business. One of the powerful adjustment methods is X11-ARIMA Model which is popularly used in Korea. This method was delivered from Canada. However, this model has been developed to be appropriate for Canadian and American environment. Therefore, we need to review whether the X11-ARIMA Model could be used properly in Korea. In this study, we have applied the method to the annual sales of refrigerator sales in A electronic company. We appreciated the adjustment by result analyzing the time series components such as seasonal component, trend-cycle component, and irregular component, with the proposed method. Additionally, in order to improve the result of seasonal adjusted time series, we suggest the demand forecasting method base on autocorrelation and seasonality with the X11-ARIMA PROC.

• Advances in environmental research
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• v.6 no.1
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• pp.53-65
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• 2017

Assessment of seasonal changes in surface water quality is an important aspect for evaluating temporal variations of river pollution due to natural or anthropogenic inputs of point and non-point sources. In this study, surface water quality data for 15 physico-chemical parameters collected from 7 monitoring stations in a river during the years from 2014 to 2016 were analyzed. The principal component analysis technique was employed to evaluate the seasonal correlations of water quality parameters, while the principal factor analysis technique was used to extract the parameters that are most important in assessing seasonal variations of river water quality. Analysis shows that a parameter that is most important in contributing to water quality variation for one season may not be important for another season except alkalinity, which is always the most important parameters in contributing to water quality variations for all three seasons.

• Communications for Statistical Applications and Methods
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• v.12 no.1
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• pp.101-115
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• 2005

We propose in this article a procedure for testing unit and fractional orders of integration, with the roots simultaneously occurring in the trend, the seasonal and the cyclical component of the time series. The tests have standard null and local limit distributions. However, finite sample critical values are computed, and several Monte Carlo experiments conducted across the paper show that the rejection frequencies against unit (and fractional) orders of integration are relatively high in all cases. The tests are applied to the UK consumption and income series, the results showing the importance of the roots corresponding to the trend and the seasonal components and, though the unit roots are found to be fairly suitable models, we show that fractional processes (including one for the cyclical component) may also be plausible alternatives in some cases.

• The Transactions of the Korean Institute of Electrical Engineers A
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• v.50 no.6
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• pp.279-286
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• 2001

A load modeling, micro method, is performed by component load modeling, load composition rate estimation and aggregation of component load model, etc. The load model obtained from this process must be applied to actual load bus to verify it and to get reliable load model. But it is difficult to apply every load bus due to al lot of load buses and complex experiment. This paper proposed the field test method in load bus to verify the load modeling. For appropriate field test, representative load buses are selected by the proposed algorithm considering the composition rate of user category in all load buses. The field tests were performed at selected load buses to obtain load characteristics of bus by time and seasonal without blackout. The results of measurement and analysis are presented in detail.

• Journal of Environmental Health Sciences
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• v.26 no.2
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• pp.41-48
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• 2000

This study has been carried out to determine the seasonal characteristics of concentration of various ionic (CI-, NO3-, SO42-, Na+, NH+, K+, Ca2+) and heavy metallic (Pb, Mn, Cu, Ni) species in Pusan from August 1997 to April 1998. The concentrations of CI-, Na+, K+ were higher during summer with 2.98 ${\mu}{\textrm}{m}$/㎥. Seasonal variation of total concentration of but the concentration of NH4+ was higher during winter with 2.46${\mu}{\textrm}{m}$/㎥. Seasonal variation of total concentration of heavy metals(Pb, Cu, Mn, Ni) were 186.0 ng/㎥ in summer, 222.6 ng/㎥ in autumn, and 135.83 ng/㎥ in winter. Over the seasons inspected, the concentration of Mn was higher in coarse particles than fine particles and concentration of Ni was higher in fine particles than coarse particles. during yellow sand period, the concentration of TSP was increased about two times than that of other period. SO42-, Ca2+ concentrations were higher than other ionic components because of soil particles. The concentration of Ni showed 94.62ng/㎥ was increased about 4~5 times than other period. Principal component of the yellow sand, SO42-, Ca2+ could be discreased by rainfall and washout effect of atmospheric aerosol was higher in coarse particles than fine particles. Results from PCA(principal component analysis) showed that major pollutant was NaCl by seasalt particulate and (NH4)2SO4.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.141-147
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• 2006

BOK-X12-ARIMA has been developed by the Bank of Korea in order to accomodate special features such as lunar effect, labor day and election effect which are intrinsic in Korean seasonal time series. Irregular component resulting from BOK-X12-ARIMA is usually treated as white noise time series. If this shows dependency structure, it may be advisable to incorporate dependency in irregular component into prediction. This article illustrates how to refine point forecast using dependency structure in irregular component.

• Journal of the Korean Society of Fisheries and Ocean Technology
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• v.46 no.2
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• pp.126-138
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• 2010

To investigate seasonal variation of fisheries resources composition and their correlationships with environmental factors in the coastal ecosystem of the middle Yellow Sea of Korea, shrimp beam trawl were carried out for the fisheries survey. Fisheries resources of 81 species, 57 families, and 6 taxa totally were collected by shrimp beam trawl in the middle coastal ecosystem of Yellow Sea of Korea. Species were included 6 species in Bivalvia, 6 in Cephalopoda, 22 in Crustacea, 2 in Echinodermata, 5 in Gastropoda, and 40 in Pisces. Diversity indices (Shannon index, H') showed seasonal variation with low value of 2.14 in winter, and high value of 2.67 in spring. Main dominant species were Oratosquilla oratoria, Octopus ocellatus, Acanthogobius lactipes, Cynoglossus joyneri, Rapana venosa venosa, Loligo beka, Chaeturichthys stigmatias, Raja kenojei, Microstomus achne and Paralichthys olivaceus, that were occupied over 58% of total individuals, and 55% of wet weight. Fisheries organism made four coordinative seasonal groups by the principal component analysis (PCA), showing stronger seasonal variation than spatial variation. PC from PCA showed statistically significant cross-correlationships with seawater temperature, $NH_4$-N, TP and chlorophyll a (P < 0.05).