• The Korean Journal of Applied Statistics
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• v.29 no.1
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• pp.193-203
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• 2016

This paper forecasts electricity demand as a critical element of a demand management system in Smart Grid environment. We present a prediction method of using a combination of predictive values by time series clustering. Periodogram-based normalized clustering, predictive analysis clustering and dynamic time warping (DTW) clustering are proposed for time series clustering methods. Double Seasonal Holt-Winters (DSHW), Trigonometric, Box-Cox transform, ARMA errors, Trend and Seasonal components (TBATS), Fractional ARIMA (FARIMA) are used for demand forecasting based on clustering. Results show that the time series clustering method provides a better performances than the method using total amount of electricity demand in terms of the Mean Absolute Percentage Error (MAPE).

• Journal of Korean Society of Transportation
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• v.29 no.5
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• pp.139-155
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• 2011

This study is to estimate the dynamic change of the regional railway passenger traffic and, based on the estimated, to forecast the future regional railway passenger traffic by using the Seasonal ARIMA model. The existing studies using ARIMA failed to consider seasonality nor the monthly or the quarterly data. It was attempted in this study to use the monthly regional railway passenger traffic data to propose a model that estimates dynamic change of demand. The authors employed the Seasonal ARIMA model previously developed and used (1) the numbers of monthly passenger data and (2) the monthly passenger-km data. The test results showed that the numbers of passengers in 2015 and 2020 would increase by 36% and 71%, respectively, compared to those in 2008. The numbers of passenger-kms in 2015 and 2020 would increase by 25% and 78%, respectively, compared to those in 2008.

• Environmental and Resource Economics Review
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• v.28 no.3
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• pp.437-465
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• 2019

In this study, we propose a new method to forecast long-term energy demand in Korea. Based on Chang et al. (2016), which models the time varying long-run relationship between electricity demand and GDP with a function coefficient panel model, we design several schemes to retain objectivity of the forecasting model. First, we select the bandwidth parameters for the income coefficient based on the out-of-sample forecasting performance. Second, we extend the income coefficient using the functional principal component analysis method. Third, we proposed a method to reflect the elasticity change patterns inherent in Korea. In the empirical analysis part, we forecasts the long-term energy demand in Korea using the proposed method to show that the proposed method generates more stable long term forecasts than the existing methods.

• The Korean Journal of Applied Statistics
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• v.25 no.2
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• pp.251-259
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• 2012

This paper applies forecasting models such as ARIMA, Holt-Winters and AR-GARCH models to analyze daily tourism data in Korea. To evaluate the performance of the models, we need single and double seasonal models that compare the RMSE and SE for a better accuracy of the forecasting models based on Armstrong (2001).

• Journal of Korean Society of Transportation
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• v.23 no.2
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• pp.25-36
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• 2005

In this study, we suggested a new approach method forecasting distribution demand of urban rail transit usign fuzzy control, with intend to reflect irregularity and various functional relationship between trip length and distribution demand. To establish fuzzy control model and test this model, the actual trip volume(production, attraction and distribution volume) and trip length (space distance between a departure and arrival station) of Daegu subway line 1 were used. Firstly, usign these data we established a fuzzy control model, nd the estimation accuracy of the model was examined and compared with that of generalized gravity model. The results showed that the fuzzy control model was superior to gravity model in accuracy of estimation. Therefore, wwe found that fuzzy control was able to be applied as a effective method to predict the distribution demand of urban rail transit. Finally, to increase the estimation precision of the model, we expect studies that define membership functions and set up fuzzy rules organized with neural networks.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2004.05a
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• pp.532-535
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• 2004

현재 국내 초고속 인터넷 인프라는 세계 최고 수준으로 xDSL 계열의 디지털 가입자 회선과 HFC(Hybrid Fiber Coxial) 망을 활용한 케이블 모뎀이 시장을 거의 차지하고 치열한 경쟁을 보이고 있다. 하지만 서비스 가입자 수준은 거의 포화점에 다다른 것으로 보이며 앞으로 속도를 비롯한 품질 면에서 진보된 차세대 인터넷 접속 서비스 구축을 계획하고 있다. NGN은 유무선 통합을 통한 다양한 서비스를 제공을 목표로 정부나 기업에서 추진 중은 차세대 통합 정보통신 인프라이다. 이 NGN을 실현시킬 수 있는 가입자 망 기술로서는 FTTH가 유력하게 거론되고 있다. 본 연구에서는 초고속 인터넷 서비스 수요에 대한 체계적인 분석을 통하여 NGN 서비스 특성을 반영하는 적절한 예측 모형을 제시하였다. FTTH 가입자 수요를 예측하기 위해 본 논문에서는 Bass 모형의 변형인 변형된 공존 Bass 모형을 이용하였다.

• Proceedings of the KIEE Conference
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• 2000.07b
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• pp.1445-1447
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• 2000

본 논문에서는 철도 수요예측 문제의 유형을 목적에 따라 3가지로 분류하였고, 최근 철도자원을 재고관리 차원에서 접근하고자 하는 시각에 따라 분배모형으로써 적응필터를 사용하는 방법의 타당성에 대해 설명하였다. 또 철도 승객수요의 주요 특징을 분석하였으며, 철도 승객수요 예측의 요구사항 및 방법론을 대규모 재고관리 시스템의 일반적 요구사항에 따라 정리하였다. 영향인자에 대한 분석으로 요일별 계절변동 지수를 정량적으로 산정하였다. 적응필터를 이용한 철도 승객수요 예측의 예제를 제시하였으며, 예측에의 정확성에 대한 비교를 제시하였다.

• The Korean Journal of Applied Statistics
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• v.27 no.7
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• pp.1257-1268
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• 2014

Since the introduction of KTX (Korea Tranin eXpress) in Korea reilway market, number of passengers using KTX has been greatly increased in the market. Thus, demand forecasting for KTX passengers has been played a importantant role in the train operation and management. In this paper, we study several time series models and compare the models based on considering special days and others. We used the MAPE (Mean Absolute Percentage Errors) to compare the performance between the models and we showed that the Reg-AR-GARCH model outperformanced other models in short-term period such as one month. In the longer periods, the Reg-ARMA model showed best forecasting accuracy compared with other models.

• Communications for Statistical Applications and Methods
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• v.17 no.5
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• pp.697-712
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• 2010

This paper is concerned with the statistical analysis and development of stochastic models for the demand for life insurance policy loans. For these, firstly the characteristics of the regression trend, periodicity and dependence of the monthly demand for life insurance policy loans are investigated by a statistical analysis of the monthly demand data for the years 1999 through 2008. Secondly, the causal relationships between the demand for life insurance policy loans and the economic variables including unemployment rate and inflation rate for the period are investigated. The results show that inflation rate is main factor influencing policy loan demands. The overall evidence, however, failed to establish unidirectional causality relationships between the demand series and the other variables under study. Finally, based on these, univariate time series model and transfer function model where the demand series is related to one input series are derived, respectively, for the prediction of the demand for life insurance policy loans. A statistical procedure for using the model to predict the demand for life insurance policy loans is also proposed.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.14 no.4
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• pp.18-26
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• 2015

This study is a fundamental research to suggest a forecasting model for short-term railway passenger demand focusing on major lines (Gyeungbu, Honam, Jeonla, Janghang, Jungang) of Saemaeul rail and Mugunghwa rail. Also the author tried to verify the potential application of the proposed models. For this study, SARIMA model considering characteristics of seasonal trip is basically used, and daily mean forecasting models are independently constructed depending on weekday/weekend in order to consider characteristics of weekday/weekend trip and a legal holiday trip. Furthermore, intervention events having an impact on using the train such as introduction of new lines or EXPO are reflected in the model to increase reliability of the model. Finally, proposed models are confirmed to have high accuracy and reliability by verifying predictability of models. The proposed models of this research will be expected to utilize for establishing a plan for short-term operation of lines.