• Title/Summary/Keyword: 가격 예측

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A Hybrid Neural Network Framework for Hour-Ahead System Marginal Price Forecasting (하이브리드 신경회로망을 이용한 한시간전 계통한계가격 예측)

  • Jeong, Sang-Yun;Lee, Jeong-Kyu;Park, Jong-Bae;Shin, Joong-Rin;Kim, Sung-Soo
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.162-164
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    • 2005
  • This paper presents an hour-ahead System Marginal Price (SMP) forecasting framework based on a neural network. Recently, the deregulation in power industries has impacted on the power system operational problems. The bidding strategy of market participants in energy market is highly dependent on the short-term price levels. Therefore, short-term SMP forecasting is a very important issue to market participants to maximize their profits. and to market operator who may wish to operate the electricity market in a stable sense. The proposed hybrid neural network is composed of tow parts. First part of this scheme is pattern classification to input data using Kohonen Self-Organizing Map (SOM) and the second part is SMP forecasting using back-propagation neural network that has three layers. This paper compares the forecasting results using classified input data and unclassified input data. The proposed technique is trained, validated and tested with historical date of Korea Power Exchange (KPX) in 2002.

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Comparison of a Class of Nonlinear Time Series models (GARCH, IGARCH, EGARCH) (이분산성 시계열 모형(GARCH, IGARCH, EGARCH)들의 성능 비교)

  • Kim S.Y.;Lee Y.H.
    • The Korean Journal of Applied Statistics
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    • v.19 no.1
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    • pp.33-41
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    • 2006
  • In this paper, we analyse the volatilities in financial data such as stock prices and exchange rates in term of a class of nonlinear time series models. We compare the performance of Generalized Autoregressive Conditional Heteroscadastic(GARCH) , Integrated GARCH(IGARCH), Exponential GARCH(EGARCH) models by KOSPI (Korean stock Prices Index) data. The estimation for the parameters in the models was carried out by the ML methods.

Comparative Analysis for Real-Estate Price Index Prediction Models using Machine Learning Algorithms: LIME's Interpretability Evaluation (기계학습 알고리즘을 활용한 지역 별 아파트 실거래가격지수 예측모델 비교: LIME 해석력 검증)

  • Jo, Bo-Geun;Park, Kyung-Bae;Ha, Sung-Ho
    • The Journal of Information Systems
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    • v.29 no.3
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    • pp.119-144
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    • 2020
  • Purpose Real estate usually takes charge of the highest proportion of physical properties which individual, organizations, and government hold and instability of real estate market affects the economic condition seriously for each economic subject. Consequently, practices for predicting the real estate market have attention for various reasons, such as financial investment, administrative convenience, and wealth management. Additionally, development of machine learning algorithms and computing hardware enhances the expectation for more precise and useful prediction models in real estate market. Design/methodology/approach In response to the demand, this paper aims to provide a framework for forecasting the real estate market with machine learning algorithms. The framework consists of demonstrating the prediction efficiency of each machine learning algorithm, interpreting the interior feature effects of prediction model with a state-of-art algorithm, LIME(Local Interpretable Model-agnostic Explanation), and comparing the results in different cities. Findings This research could not only enhance the academic base for information system and real estate fields, but also resolve information asymmetry on real estate market among economic subjects. This research revealed that macroeconomic indicators, real estate-related indicators, and Google Trends search indexes can predict real-estate prices quite well.

Development of System Marginal Price Forecasting Method Using ARIMA Model (ARIMA 모형을 이용한 계통한계가격 예측방법론 개발)

  • Kim Dae-Yong;Lee Chan-Joo;Jeong Yun-Won;Park Jong-Bae;Shin Joong-Rin
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.55 no.2
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    • pp.85-93
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    • 2006
  • Since the SMP(System Marginal Price) is a vital factor to the market participants who intend to maximize the their profit and to the ISO(Independent System Operator) who wish to operate the electricity market in a stable sense, the short-term marginal price forecasting should be performed correctly. In an electricity market the short-term market price affects considerably the short-term trading between the market entities. Therefore, the exact forecasting of SMP can influence on the profit of market participants. This paper presents a new methodology for a day-ahead SMP forecasting using ARIMA(Autoregressive Integrated Moving Average) model based on the time-series method. And also the correction algorithm is proposed to minimize the forecasting error in order to improve the efficiency and accuracy of the SMP forecasting. To show the efficiency and effectiveness of the proposed method, the case studies are performed using historical data of SMP in 2004 published by KPX(Korea Power Exchange).

The Measurements of Locational Effects in Land Price Prediction with the Spatial Statistical Analysis (공간통계분석을 이용한 지가의 입지값 측정에 관한 연구)

  • 이지영;황철수
    • Spatial Information Research
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    • v.10 no.2
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    • pp.233-246
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    • 2002
  • The purpose of this paper is to quantitatively measure the effect of location in evaluating the land value through the implementation of GIS coupled with spatial statistical analysis. We assumed that the hedonic price model, which was commonly used in modelling the land value, could not explain the spatial factor effectively. In order to add the spatial factor, the analysis of the spatial autocorrelation was used. The present project used 54 standard land price samples from 1421 parcel land values and applied Kriging to predict stochastically the unsampled values on the basis of spatial autocorrelation between location of vector data. This study confirms that the spatial variogram analysis has an advantage of predicting spatial dependence process and revealing the positive premium and the negative penality on location factor objectively.

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제품설계 단계 원가관리

  • 일본명;일본명
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.15 no.26
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    • pp.217-235
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    • 1992
  • 종래에서 부터 원가관리의 대상은 제품시방이 결정되고 제조준비가 대체로 완료된 후의 활동, 즉 제조활동이었다. 그러나 우리나라에서는 제조활동이 자동화, FMS화, CIM화가 진전되어, 제조과정에 들어와서부터 원가를 콘트롤하는 여지가 매우 좁아져 왔다. 따라서 관리효과를 얻기 위해서 제조준비활동이나 제품설계 활동으로 관리대상을 이동시킬 필요가 생기게 되었다. 이와 같은 배경하에서 제품설계단계와 제조준비단계에서 결정되는 신제품의 원가를 관리하고자 하는 것이 여기서 말하는 제품설계단계의 원가관리(일본에서는 원가기획이라고 부르는 경우가 있다. )인것이다. 제품설계단계의 원가관리의 개념은 수년전 부터 확대화의 경향에 있다. 즉, 그것은 단순히 제품설계와 제조준비의 단계에서 결정되는 제품원가의 관리만으로서가 아니라 신제품에서 기대되는 이익의 예측과 관리까지도 포함하기에 이르고 있다. 그리고 제품설계단계의 원가관리의 대상영역에 제품 컨셉트 작성활동이라든가 판매가격설정에 이르는 문제까지 포함하고 있는 것이며, 마케팅 전략이라든가 장기이익계획으로 보아서 전개하는 것으로 보이는 것이다. 이와 같이 아주 다양한 내용을 지닌 제품설계단계의 원가관리로 되고 있는 것이다. 이와 같은 원가기획의 유용성과 발전성을 표시하는 것이며 금후의 연구과제에 대한 명시적인 것이기도 한 것이다. 그러나 여기에서는 이러한 현상을 찾아보면서 제품설계단계의 원가관리에 대한 일반적인 Job plan(제품설계단계의 원가관리를 효과적으로 실시하기 위한 표준적 수준)의 주요과제에 대하여 논술키로 한다.

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A Study on the Test Apparatus for Increasing the Reliability and Productivity of the Mobile Earphones (모바일 이어폰의 신뢰성 및 생산성을 높이기 위한 시험 장치에 관한 연구)

  • Roh, Jae-Sung;Kim, Wan-Tae
    • Journal of Advanced Navigation Technology
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    • v.18 no.6
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    • pp.576-581
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    • 2014
  • Recently, it is expected that the domestic production of multimedia devices including smart phones and tablets will be over 7 billion in total. Mobile earphones, one of the main parts in such devices, have been produced more than the production of multimedia devices. Manufacturers cost a lot to test the performance of mobile earphones because the quality of mobile earphones is very important even if their prices are low. This paper has proposed the integrated equipment to reduce the costs and time for the performance test of existing mobile earphones.

Design of Non-Volatile RAM File System and Analysis of Space Effectiveness (비휘발성 메모리 파일 시스템 설계와 공간 효율성 분석)

  • Hyun Choul-Seung;Baek Seung-Jae;Choi Jong-Moo;Lee Dong-Hee;Noh Sam-H.
    • Proceedings of the Korean Information Science Society Conference
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    • 2006.06a
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    • pp.145-147
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    • 2006
  • 최근 차세대 메모리 기술이 급격히 발전하여 FeRAM과 PRAM같은 비휘발성 메모리의 상품화가 진행중 이다. 이러한 차세대 비휘발성 메모리는 메모리와 저장장치의 속성을 모두 만족시켜 주지만, 용량/가격 면에서 비효율적이다. 따라서 다양한 크기의 객체를 효율적으로 표현하고 네이밍과 같은 영속성을 제공하면서 공간 효율성이 뛰어난 관리기법이 필요하다. 비휘발성 메모리에서 공간 효율성을 높이기 위하여 새로운 메모리 파일시스템을 설계하였으며, 본 논문에서는 파일 시스템을 설계하면서 파일 시스템의 공간 효율성을 측정하기 위한 공간 비용 분석 모델과 그 결과를 제시한다. 분석 모델은 다양한 파일 시스템의 공간효율성을 수치로 제시하여 파일 시스템 설계 단계부터 공간 효율성을 예측하고 설계를 구체화하는데 매우 큰 도움이 되었다. 또한 분석 모델은 파일 시스템의 공간 효율을 최대화하는 블록 크기를 결정하는 데 근거를 제시하였으며 아울러 공간 효율을 최대화하는 블록 크기는 파일 시스템에 존재하는 파일의 평균 크기에 의존적임을 보여주었다.

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고령화가 가정부문 에너지 소비량에 미치는 영향 분석: 전력수요를 중심으로

  • Won, Du-Hwan
    • Environmental and Resource Economics Review
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    • v.21 no.2
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    • pp.341-369
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    • 2012
  • Population aging has been one of the serious problems in Korea. Aging can affect social and economic features including energy consumption. This paper analyzed how population aging makes an effect on residential electricity demand. Yearly data from 1965 to 2010 were collected. The long and short-run demands for residential electricity were estimated with respect to Korean aging index. The results show that population aging reduces residential electricity demands in the short run significantly, but the effect decreases in the long run. However, population aging still negatively affects residential electricity consumption in long run. If population keep aging as Korean government expected, then the residential electricity demand per capita will grow less than 3%.

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A Study on Hull Form Development of Polyethylene Boat (폴리에틸렌 보트의 선형 개발에 관한 연구)

  • Cho, Seok-Swoo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.10
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    • pp.4726-4732
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    • 2013
  • The Domestic boat has been manufactured by hull form of typical foreign boat. In this study, design environment for polyethylene boat is analysed to create new hull form of the boat and design elements are extracted from existing boats and consumer preferences. Key elements in polyethylene boat design are three words "semi-classic, urban and sporty". Hull resistance and engine power for new developed boat can be expected by Orca 3D program. This result indicates that engine power of the boat is much less than that of commercial boat.