• 제목/요약/키워드: Economic prediction

검색결과 619건 처리시간 0.028초

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

  • 조보근;박경배;하성호
    • 한국정보시스템학회지:정보시스템연구
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    • 제29권3호
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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.

An Intelligent Gold Price Prediction Based on Automated Machine and k-fold Cross Validation Learning

  • Baguda, Yakubu S.;Al-Jahdali, Hani Meateg
    • International Journal of Computer Science & Network Security
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    • 제21권4호
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    • pp.65-74
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    • 2021
  • The rapid change in gold price is an issue of concern in the global economy and financial markets. Gold has been used as a means for trading and transaction around the world for long period of time and it plays an integral role in monetary, business, commercial and financial activities. More importantly, it is used as economic measure for the global economy and will continue to play an important economic vital role - both locally and globally. There has been an explosive growth in demand for efficient and effective scheme to predict gold price due its volatility and fluctuation. Hence, there is need for the development of gold price prediction scheme to assist and support investors, marketers, and financial institutions in making effective economic and monetary decisions. This paper primarily proposed an intelligent based system for predicting and characterizing the gold market trend. The simulation result shows that the proposed intelligent gold price scheme has been able to predict the gold price with high accuracy and precision, and ultimately it has significantly reduced the prediction error when compared to baseline neural network (NN).

경제적 투자효과의 예측 정확도 향상을 위한 실질할인율 분석 (Analysis on Real Discount Rate for Prediction Accuracy Improvement of Economic Investment Effect)

  • 이치주;이을범
    • 한국건설관리학회논문집
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    • 제16권1호
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    • pp.101-109
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    • 2015
  • 투자에 의해 기대되는 경제적 효과는 실질할인율의 자승으로 매년 나누어서 현재가치로 전환된다. 따라서 실질할인율이 경제성 분석결과에 미치는 영향은 다른 요인들보다 크다. 실질할인율을 예측하는 기존의 일반적인 방법은 과거 특정기간의 평균값을 적용하는 것이다. 본 연구에서는 실질할인율의 예측 정확도를 향상시키기 위한 방법을 제안하였다. 먼저 실질할인율을 구성하는 기업대출 이자율과 소비자 물가지수에 영향을 미치는 경제변수들을 도출하였다. 기업대출 이자율에 영향을 주는 변수들로는 콜 금리와 환율, 소비자 물가지수에 영향을 주는 경제변수는 생산자 물가지수를 선정하였다. 다음으로 실질할인율과 선정된 변수들과의 영향관계를 검정하였다. 영향관계가 존재하는 것으로 분석되었다. 마지막으로 관련된 경제 변수들을 기반으로 2008년부터 2010년까지의 실질할인율을 예측하였다. 예측 결과의 정확도는 실측값과 평균값의 결과와 비교되었다. 실측값이 적용된 실질할인율은 -1.58%였으며, 예측 값은 -0.22%, 평균값은 6.06%으로 분석되었다. 본 연구에서 제안한 방법은 금융위기와 같은 특수 상황을 고려하지 않은 것이지만, 평균값보다 예측 정확도가 크게 우수한 것으로 분석되었다.

생존분석 기법을 이용한 기업 도산 예측 모형

  • 남재우;이회경
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2000년도 추계학술대회 및 정기총회
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    • pp.40-43
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    • 2000
  • In this paper, we investigate how the average survival time of listed companies in the Korea Stock Exchange (KSE) are affected by changes in macro-economic environment and covariate vectors which show peculiar financial characteristics of each company. We also apply the survival analysis approach to the dichotomous firm failure prediction and the results show a similar pattern of forecasting performance using the existing dichotomous prediction techniques. These findings suggest that, when we consider a bankruptcy model under a certain economic event, the survival approach can be a useful alternative to the existing dichotomous prediction methods since the approach provides estimation of average survival time as well as simple binary prediction.

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지역별,관리구별 중장기 부하밀도 예측 프로그램의 개발 (Development of Program for prediction of Mid-long term Load density in region and district respectively.)

  • 최상봉;김대경;정성환;배정효;하태현;이현구
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 A
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    • pp.307-309
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    • 2000
  • This paper presents development of program for mid-tong term load forecasting in region and district respectively. In this program, at first, the region is classified by KEPCO branch which can be analyzed in light of curl·elation between load characteristics and economic indicator and then, prediction for load density in each region was performed by scenario of economic, population and city plan. Secondly, prediction for load density in each district is performed by methodology which is based on land use method. Finally efficiency for prediction work in each KEPCO branch could be identified by applying the developed program to the Seoul city in real.

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ARMA모형을 이용한 소비자 심리지수 분석과 예측에 관한 연구 (A Study on Consumer Sentiment Index Analysis and Prediction Using ARMA Model)

  • 김동하
    • 디지털산업정보학회논문지
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    • 제18권3호
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    • pp.75-82
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    • 2022
  • The purpose of the Consumer sentiment index survey is to determine the consumer's economic situation and consumption spending plan, and it is used as basic data for diagnosing economic phenomena and forecasting the future economic direction. The purpose of this paper is to analyze and predict the future Consumer sentiment index using the ARMA model based on the past consumer index. Consumer sentiment index is determined according to consumer trends, so it can reflect consumer realities. The consumer sentiment index is greatly influenced by economic indicators such as the base interest rate and consumer price index, as well as various external economic factors. If the consumer sentiment index, which fluctuates greatly due to consumer economic conditions, can be predicted, it will be useful information for households, businesses, and policy authorities. This study predicted the Consumer sentiment index for the next 3 years (36 months in total) by using time series analysis using the ARMA model. As a result of the analysis, it shows a characteristic of repeating an increase or a decrease every month according to the consumer trend. This study provides empirical results of prediction of Consumer sentiment index through statistical techniques, and has a contribution to raising the need for policy authorities to prepare flexible operating policies in line with economic trends.

내연기관엔진의 가스혼소발전 경제성 예측모델 개발 (Development of Economic Prediction Model for Internal Combustion Engine by Dual Fuel Generation)

  • 허광범;장혁준;이형원
    • 한국수소및신에너지학회논문집
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    • 제31권4호
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    • pp.380-386
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    • 2020
  • This paper represents an analysis of the economic impact of firing natural gas/diesel and natural gas/by-product oil mixtures in diesel engine power plants. The objects of analysis is a power plant with electricity generation capacity (300 kW). Using performance data of original diesel engines, the fuel consumption characteristics of the duel fuel engines were simulated. Then, economic assessment was carried out using the performance data and the net present value method. A special focus was given to the evaluation of fuel cost saving when firing natural gas/diesel and natural gas/by-product oil mixtures instead of the pure diesel firing case. Analyses were performed by assuming fuel price changes in the market as well as by using current prices. The analysis results showed that co-firing of natural gas/diesel and natural gas/by-product oil would provide considerable fuel cost saving, leading to meaningful economic benefits.

컴퓨터 시뮬레이션에 의한 경제인구 예측 통계 모형에 관한 연구 (A Study on the Estimation of Economic Population Statistical Model by Computer Simulation)

  • 정관희
    • 한국컴퓨터산업학회논문지
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    • 제4권12호
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    • pp.1033-1042
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    • 2003
  • 본 논문에서는 컴퓨터 시뮬레이션에 의한 인구예측을 통계모형을 써서 연구하였고 더불어 경제인구를 예측하였다. 과거의 인구를 토대로 하여 미래의 인구를 예측한다는 것은 불확실한 상황이 많이 개입되어 있기 때문에 매우 어려운 문제이다. 또한 예측이 되었다 하더라도 급변하는 세계적인 문화 및 국내의 문화적인 정서의 흐름에 따라서 많은 변화가 예상되므로 경제인구 예측을 적중하기에는 더 더욱 어려운 것이다. 인구 예측에 있어서 과거의 자료인즉, 1960년도부터 1990년도까지 센서스 인구를 이용하여 Box & Jenkins가 개발한 ARIMA 모형을 써서 미래 2021년도까지의 인구를 각각 표나 부록에 나타난 것처럼 경제인구를 예측하였다.

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세계 경제 지표를 활용한 머신러닝 기반 국제 경유 가격 예측 모델 개발 (International Diesel Price Prediction Model based on Machine Learning with Global Economic Indicators)

  • 최아린;박민서
    • 문화기술의 융합
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    • 제9권6호
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    • pp.251-256
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    • 2023
  • 국제 경유 가격은 산업, 교통 및 에너지 생산과 같은 여러 분야에서 중요한 역할을 수행하며, 세계 경제와 국제 무역에도 큰 영향을 미친다. 특히, 국제 경유 가격의 상승은 소비자에게 부담을 주고 인플레이션의 원인이 될 수있다. 그러나 기존 연구들은 주로 휘발유에 초점을 맞추어 진행되었다. 따라서 본 연구는 국제 경유 가격 예측 모델을 제안하고자 한다. 이를 위해 다양한 세계 경제 지표들을 활용하여 머신러닝 방법론 중 하나인 선형 회귀 모델로 학습한다. 해당 모델은 세계 경제 지표들과 국제 경유 가격 간의 관계를 명확하게 파악함과 동시에 높은 정확도로 예측한다. 이는 시장 변화를 비롯한 전반적인 경제 흐름 파악에 도움이 될 것으로 기대된다.

생애주기비용 예측 기반 건물재료 경제성 평가 및 선정 (Evaluation and Selection of Building Materials based on Life Cycle Cost Prediction)

  • 안정환;임진강;오민호;이재욱
    • 한국BIM학회 논문집
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    • 제5권2호
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    • pp.34-45
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    • 2015
  • As buildings become larger and more complicated, construction costs have increased with a considerable effect on buildings' Life Cycle Cost (LCC). However, there has been little consideration on economic aspects in the selection of construction materials due to limited information on the materials and dependency in architects' experience and inefficiency in cost estimation, causing design changes, increase in maintenance cost, difficulty in budgeting, and decrease in building performance. To solve these problems, this study proposed a BIM-based material selection model which reflects the comprehensive economic efficiency of building materials. Our cost prediction model can estimates the material-related cost during the entire building life cycle. Furthermore, we implemented the proposed model in connection with BIM, which can analyze and compare LCC by material. Through the validation of the model, we could confirm the necessity of LCC-based material selection in comparison with the conventional cost-centered material selection.