• Journal of the Korea Society for Simulation
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• v.29 no.3
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• pp.41-48
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• 2020

In this paper, a dynamic prediction algorithm using the cumulative distribution function for traffic volume is presented as a new method for predicting highway traffic rate more accurately, where an approximation function of the cumulative distribution function is obtained through numerical methods such as natural cubic spline interpolation and Levenberg-Marquardt method. This algorithm is a new structure of random number generation algorithm using the cumulative distribution function used in financial mathematics to be suitable for predicting traffic flow. It can be confirmed that if the highway traffic rate is simulated with this algorithm, the result is very similar to the actual traffic volume. Therefore, this algorithm is a new one that can be used in a variety of areas that require traffic forecasting as well as highways.

• Journal of the Korea Society for Simulation
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• v.17 no.3
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• pp.19-26
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• 2008

In this paper, we propose a dynamic prediction algorithm to predict the bond price using actual data set of treasure note (T-Note). The proposed algorithm is based on term structure model of the interest rates, which takes place in various financial modelling, such as the standard Gaussian Wiener process. To obtain cumulative distribution functions (CDFs) of actual data for the interest rate measurement used, we use the natural cubic spline (NCS) method, which is generally used as numerical methods for interpolation. Then we also use the random number generation scheme (RNGS) to calculate the pricing of bond through the obtained CDF. In empirical computer simulations, we show that the lower values of precision in the proposed prediction algorithm corresponds to sharper estimates. It is very reasonable on prediction.