• Title/Summary/Keyword: 가격 예측

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Grid Resource Prediction Model for Resource Time Improvement by User Resource Demand (그리드 자원 요구량 예측을 통한 응답시간 개선을 위한 그리드 자원 예측 모델)

  • Kim In Kee;Jang Sung Ho;Ma Yong Beom;Park Da Hye;Cho Kyu Cheol;Lee Jong Sik
    • Proceedings of the Korean Information Science Society Conference
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    • 2005.11a
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    • pp.988-990
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    • 2005
  • 본 논문에서는 그리드 컴퓨팅 환경에서 사용자와 자원 제공자간의 자원거래 시 사용자의 자원 요구량을 예측하고, 합리적인 가격 결정 알고리즘을 이용하여 기존의 자원 거래 모델에 비해 빠른 응답 속도를 갖는 모델을 제안한다. 본 논문에서 제안하는 모델은 사용자의 자원 요구량를 예측을 위해 통계학의 예측 모델을 적용하였고, 그리드 자원의 거래 가격 결정을 위한 경제학의 이론을 도입하였다. 우리는 실험을 통해 기존의 모델들과 비교하여 그리드 자원 거래를 위한 응답시간을 비교 하였다. 우리는 실험을 통해 기존의 모델들과 비교하여 응답시간이 최소 $72.39\%$ 향상된 결과를 얻었고 우리가 제안한 모델이 기존 모델에 비해 우수하다는 것을 입증하였다.

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Time Series Analysis and Development of Forecasting Model in Apartment House Cost Using X-12 ARIMA (X-12 ARIMA를 이용한 아파트 원가의 변동분석 및 예측모델 개발)

  • Cho, Hun-Hee
    • Korean Journal of Construction Engineering and Management
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    • v.6 no.6 s.28
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    • pp.98-106
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    • 2005
  • The construction cost index and the forecasting model of apartment house can be efficient for evaluating the validness of the fluctuating price, and for making guidelines for construction firms when calculating their profit. In this study the previous construction cost index of apartment house was improved, and the forecasting model based on X-12 ARIMA was developed. According to the result, during the last five years the construction cost, excluding labor expense, has risen approximately to 22.7%. And during next three years, additional 16.8% rise of construction cost is expected. Those quantitative results can be utilized for evaluating the apartment house's selling price in an indirection, and be helpful to understand the variation pattern of the price.

The Optimal Bidding Strategy based on Error Backpropagation Algorithm in a Two-Way Bidding Pool Applying Cournot Model (쿠르노 모형을 적용한 양방향입찰 풀시장에서 오차 역전파 알고리즘을 이용한 최적 입찰전략수립)

  • Kwon, Byeong-Gook;Lee, Seung-Chul;Kim, Jong-Hwan
    • Proceedings of the KIEE Conference
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    • 2003.11a
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    • pp.475-478
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    • 2003
  • 본 논문에서는 쿠르노 모형을 적용한 양방향입찰 전력 풀시장에서 입찰에 참여하는 발전기가 최대 이익을 얻기 위한 입찰전략으로서 신경회로망의 오차 역전파 알고리즘을 이용하여 최적 입찰발전량과 입찰가격을 수립하는 기법에 관하여 연구한다. 전력시장 환경은 n 개의 발전기들이 참여하는 비협조적 불완전정보 시장으로 설정하고 Bayesian의 조건부 확률이론을 적용하여 상대 발전기들의 발전비용함수와 시장의 수요함수를 추정하여 발전기 상호간 쿠르노-내쉬균형점을 이루는 최적 입찰발전량을 예측한다. 그리고 이익을 극대화시키기 위해 오차 역전파 알고리즘을 이용하여 시장의 가격 탄력성과 쿠르노 시장균형가격에 연결가중치를 조절함으로써 입찰가격이 계통한계가격에 근접하도록 최적 입찰전략을 수립한다.

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Development of a Forecast Model for Thermal Coal Price (유연탄 가격 예측 모형 개발에 관한 연구)

  • Kim, Young Jin;Kang, Hee Jay
    • Journal of Service Research and Studies
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    • v.6 no.4
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    • pp.75-85
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    • 2016
  • Coal can be divided into thermal coal and coking coal. The price of thermal coal is basically affected by demand and supply. However, many other factors with regard to economic condition such as exchange rate, economy growth rate also make an influence on the price. This study is targeted to develop a forecast model for thermal coal price by using System Dynamics Method. System dynamics provides results that better reflect the real world by employing an inter-dependent system of variables. This study found out that 8 factors have important influence on the thermal coal price. Most of the data of the variables were acquired from the Bloomberg Database. The period extends to 2 years and 4 months, from May of 2011 to August of 2013. The causal relations among the variables were acquired by regression analysis

Optimization of Integrated District Heating System (IDHS) Based on the Forecasting Model for System Marginal Prices (SMP) (계통한계가격 예측모델에 근거한 통합 지역난방 시스템의 최적화)

  • Lee, Ki-Jun;Kim, Lae-Hyun;Yeo, Yeong-Koo
    • Korean Chemical Engineering Research
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    • v.50 no.3
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    • pp.479-491
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    • 2012
  • In this paper we performed evaluation of the economics of a district heating system (DHS) consisting of energy suppliers and consumers, heat generation and storage facilities and power transmission lines in the capital region, as well as identification of optimal operating conditions. The optimization problem is formulated as a mixed integer linear programming (MILP) problem where the objective is to minimize the overall operating cost of DHS while satisfying heat demand during 1 week and operating limits on DHS facilities. This paper also propose a new forecasting model of the system marginal price (SMP) using past data on power supply and demand as well as past cost data. In the optimization, both the forecasted SMP and actual SMP are used and the results are analyzed. The salient feature of the proposed approach is that it exhibits excellent predicting performance to give improved energy efficiency in the integrated DHS.

Spatial Hedonic Modeling using Geographically Weighted LASSO Model (GWL을 적용한 공간 헤도닉 모델링)

  • Jin, Chanwoo;Lee, Gunhak
    • Journal of the Korean Geographical Society
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    • v.49 no.6
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    • pp.917-934
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    • 2014
  • Geographically weighted regression(GWR) model has been widely used to estimate spatially heterogeneous real estate prices. The GWR model, however, has some limitations of the selection of different price determinants over space and the restricted number of observations for local estimation. Alternatively, the geographically weighted LASSO(GWL) model has been recently introduced and received a growing interest. In this paper, we attempt to explore various local price determinants for the real estate by utilizing the GWL and its applicability to forecasting the real estate price. To do this, we developed the three hedonic models of OLS, GWR, and GWL focusing on the sales price of apartments in Seoul and compared those models in terms of model fit, prediction, and multicollinearity. As a result, local models appeared to be better than the global OLS on the whole, and in particular, the GWL appeared to be more explanatory and predictable than other models. Moreover, the GWL enabled to provide spatially different sets of price determinants which no multicollinearity exists. The GWL helps select the significant sets of independent variables from a high dimensional dataset, and hence will be a useful technique for large and complex spatial big data.

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Predicting Raw Material Price Fluctuation Using Signal Approach: Application to Non-ferrous Metals (신호접근법을 이용한 비철금속 상품가격변동 예측모형 연구)

  • Kim, Ji-Whan;Lee, Sang-Ho
    • Economic and Environmental Geology
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    • v.42 no.2
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    • pp.143-152
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    • 2009
  • Recent raw material prices fluctuation has been unexpectedly high and that made Korean economic activities to be depressed. Because most raw material supply in Korea depends upon oversea imports, unexpected raw material price fluctuation affects Korean industrial economies through macroeconomic variables. So Korean government enforces some political measures such as demand management and the supply-security assurance as long-range policies, and reservation and general early warning system as short-range policies. In short-range policies, it is necessary to be expected short term fluctuation. Up to recently, there have been many researches and most of those researches use parametric methods or time series analyses. Because those methods and analyses often generate inadequate relations among variables, it is possible that some consistent variables are left out or the results are misunderstood. This study, therefore, is aim to mitigate those methodological problems and find the relatively appropriate model for economic explanation. So that, in this paper, by using non-parametric signal approach method mitigating some shortages of previous researches and forecasting properly short-range prices fluctuation of non-ferrous materials are presented empirically.

Estimating Spot Prices of Restructured Electricity Markets in the United States (미국 전기도매시장의 전기가격 추정)

  • Yoo, Shiyong
    • Environmental and Resource Economics Review
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    • v.13 no.3
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    • pp.417-440
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    • 2004
  • For the behavior of the wholesale spot price, a regime switching model with time-varying transition probabilities was estimated using the data from the PJM (Pennsylvania-New Jersey-Maryland) market. By including the temperature as an explanatory variable in the transition probability equations, the threshold effect of changing regime is clearly enhanced. And hence the predictability of the price spikes was improved. This means that the model showed a very clear threshold effect, with a low probability of switching for low loads and low temperatures and a high probability for high loads and high temperatures. And temperature showed a clearer threshold effect than load does. This implies that weather-related contracts may help to hedge against the risk in the cost of buying electricity during a summer.

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