• Communications for Statistical Applications and Methods
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• 제19권6호
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• pp.869-876
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• 2012

In this paper, we applied seasonal time series models such as ARIMA, FARIMA, AR-GARCH and Holt-Winters in consideration of seasonality to forecast short-term electricity demand data. The results for performance evaluation on the time series models show that seasonal FARIMA and seasonal Holt-Winters models perform adequately under the criterion of Mean Absolute Percentage Error(MAPE).

• Journal of Biosystems Engineering
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• 제38권1호
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• pp.9-17
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• 2013

Purpose: The goal of this study was to develop a methodology for the demand forecast of tractor, riding type rice transplanter and combine harvester using an ARIMA (autoregressive integrated moving average) model, one of time series analysis methods, and to forecast their demands from 2012 to 2021 in South Korea. Methods: To forecast the demands of three kinds of machines, ARIMA models were constructed by following three stages; identification, estimation and diagnose. Time series used were supply and stock of each machine and the analysis tool was SAS 9.2 for Windows XP. Results: Six final models, supply based ones and stock based ones for each machine, were constructed from 32 tentative models identified by examining the ACF (autocorrelation function) plots and the PACF (partial autocorrelation function) plots. All demand series forecasted by the final models showed increasing trends and fluctuations with two-year period. Conclusions: Some forecast results of this study are not applicable immediately due to periodic fluctuation and large variation. However, it can be advanced by incorporating treatment of outliers or combining with another forecast methods.

• 응용통계연구
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• 제30권6호
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• pp.1005-1013
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• 2017

본 연구에서는 태양광 발전량 예측에 필요한 일사량을 예측하기 위해 다양한 기상변수를 활용한 다중회귀, ARIMA, ARIMAX 모형을 사용하여 각 모형의 예측 성능을 비교하고자 한다. 예측에 사용된 변수와 시계열 모형에 대해 소개하고, 실제 일사량 예측에 적용하여 일사량을 예측한 결과 운량, 기온, 습도, 대기권 밖 일사량을 활용한 ARIMAX 모형의 성능이 가장 우수하였다.

• 한국항해항만학회지
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• 제35권1호
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• pp.83-91
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• 2011

예측의 정확성은 비용의 감소나 고객서비스의 제고를 위해 필수적으로 선행되어야 하기에 현재까지도 많은 연구자들에 의해 연구되고 있는 분야이다. 본 연구에서는 국내 항만의 컨테이너 물동량 예측에 있어 대표적인 비선형예측모형인 인공신경망모형과 ARIMA모형에 대한 비교연구를 수행하는데 목적을 두었고, 컨테이너 물동량 예측력 제고를 위해 ARIMA모형과 인공신경망(ANN)모형을 결합한 하이브리드모형을 사용해 다른 모형들과 예측성과를 비교하고자 한다. 특히 인공신경망모형의 네트워크 구조 설계에 부분에 있어 방대하며 복잡한 탐색공간에서도 전역해 찾기에 효과적인 기법으로 알려져 있는 유전알고리즘을 사용함과 동시에 인공신경망의 대표적인 모형으로 알려진 다층 퍼셉트론(MLP)뿐만 아니라 시간지연네트워크(TDNN)를 사용해 예측성과를 비교하였다. 그 결과 ANN모형과 하이브리드모형이 ARIMA모형보다 더 뛰어난 예측성과를 보이는 것으로 나왔다.

• Ocean and Polar Research
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• 제36권4호
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• pp.505-514
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• 2014

The development of deep seabed manganese nodules has been carried out with the aim of commercial development in 2023. It is important to forecast the price of the four metals (copper, nickel, cobalt, and manganese) extracted from manganese nodules because price change is a criterion for investment decision. The main purpose of the study is to forecast the price of four metals using the ARIMA model and VAR model, and calculate the MAPE to compare a goodness-of-fit between the two models. The estimated results of the two models reveal statistical significance and are in keeping with economic theory. The results of MAPE for goodness-of-fit show that the VAR model is between 0.1 and 0.2, and the ARIMA model is between 0.4 and 0.6. That is, the VAR model is better than the ARIMA model in forecasting changes in the price of metals.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2003년도 추계학술대회 및 정기총회
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• pp.329-333
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• 2003

This study presents supplier buyer models representing the interactions between supplier and buyer under a long-term replenishment contract in a supply chain system. We established the models according to the economic power of each party. Analysis based on Stackelberg game theoretic approach is tried for each model. We develop methods for each agent to follow to complete a contract for the best interest of each participant.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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• pp.19-22
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• 1996

A traditional approach to the prediction of economic and financial variables takes the form of statistical models to summarize past observations and to project them into the envisioned future. Over the past decade, an increasing number of organizations has turned to the use of neural networks. To date, however, many spheres of interest still lack a systematic evaluation of the statistical and neural approaches. One of these lies in the prediction of corporate bond yields for Korea. This paper reports on a comparative evaluation of ARIMA models and neural networks in the context of interest rate prediction. An additional experiment relates to an integration of the two methods. More specifically, the statistical model serves as a filter by providing estimtes which are then used as input into the neural network models.

• 응용통계연구
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• 제26권2호
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• pp.349-360
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• 2013

최근 일별 최대 전력수요 예측은 전력설비 계획 및 운용에 매우 중요한 사안으로 주목받고 있다. 본 연구는 일별 최대 전력수요 예측을 위하여 대표적 시계열 모형을 소개하고, 예측의 성능 비교를 위하여 RMSE(Root mean squared error)와 MAPE(Mean absolute percentage error)를 사용한다. 연구결과로 보완된 Holt-Winters 모형과 Reg-ARIMA 모형이 다른 모형에 비하여 우수한 예측 성능을 보였다.

• International Journal of Computer Science & Network Security
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• 제22권10호
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• pp.177-182
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• 2022

Technology is progressing with every passing day and the enormous usage of electricity is becoming a necessity. One of the techniques to enjoy the assistances in a smart home is the efficiency to manage the electric energy. When electric energy is managed in an appropriate way, it drastically saves sufficient power even to be spent during hard time as when hit by natural calamities. To accomplish this, prediction of energy consumption plays a very important role. This proposed prediction model Coherent Weighted K-Means Clustering ARIMA (CWKMCA) enhances the weighted k-means clustering technique by adding weights to the cluster points. Forecasting is done using the ARIMA model based on the centroid of the clusters produced. The dataset for this proposed work is taken from the Pecan Project in Texas, USA. The level of accuracy of this model is compared with the traditional ARIMA model and the Weighted K-Means Clustering ARIMA Model. When predicting,errors such as RMSE, MAPE, AIC and AICC are analysed, the results of this suggested work reveal lower values than the ARIMA and Weighted K-Means Clustering ARIMA models. This model also has a greater loglikelihood, demonstrating that this model outperforms the ARIMA model for time series forecasting.

• 한국철도학회:학술대회논문집
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• 한국철도학회 2011년도 정기총회 및 추계학술대회 논문집
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• pp.1715-1721
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• 2011

For an efficient railroad operations the demand forecasting is required. Time series models can quickly forecast the future demand with fewer data. As well as the accuracy of forecasting is excellent compared to other methods. In this study is proposed the intervention ARIMA model for forecasting methods of KTX passenger demand. The intervention ARIMA model may reflect the intervention such as the Kyongbu high-speed rail project second phase. The simple seasonal ARIMA model is predicted to overestimate the KTX passenger demand. However, intervention ARIMA model is predicted the reasonable results. The KTX passenger demands were predicted to be a week units separated by the weekday and weekend.