• Communications for Statistical Applications and Methods
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• 제10권1호
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• pp.153-166
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• 2003

This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

• 응용통계연구
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• 제22권5호
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• pp.1007-1017
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• 2009

본 연구는 최근에 활발히 연구가 진행 중인 항공수요 예측 분야에서 사용되는 계절형 ARIMA 모형과 다변량 계절형 시계열 모형과의 성능을 비교한 것이다. 본 연구에서는 국제 여객 수요와 국제 화물 수요 예측을 위하여 실제 자료를 이용하여 비교한 결과 다변량 계절형 시계열 모형이 예측의 정확도 면에서 기존의 일변량 모형보다 우수함을 보였다.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2021년도 춘계학술대회
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• pp.43-45
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• 2021

초단기 강수예측 시스템은 단시간 발생하는 집중호우와 같은 위험기상에 대응하기 위해 사회·경제적으로 중요하다. 최근 국내·외에서 심층신경망을 활용한 초단기 강수예측 연구가 활발히 진행되고 있다. 심층신경망을 이용한 강수예측 모델은 훈련 데이터를 만들 때 기상데이터의 구조와 종류가 복잡하고 방대하므로 기상학적 이해를 바탕으로 복잡한 전처리 과정이 필요하다. 또한, 비선형적인 패턴의 강수 현상을 예측하기 위하여 기상의 상호작용에 대한 이해를 바탕으로 입력 데이터를 구성해야 한다. 따라서 본 연구에서는 다음과 같은 접근법을 제안하고자 한다. i) 기상레이더 합성 강수장과 강수발달에 영향을 줄 수 있는 주요 인자(레이더, 지형, 온도, 등)를 훈련 데이터 구축을 위해 패턴 분석에 적합한 형태로 정제하고 이를 구조화하여 통합한다. ii) 합성곱 신경망과 합성곱 장단기 기억 신경망을 접목하여 초단기 예측 강수장을 산출한다. 2020년 강수 사례를 이용하여 제안한 모델의 정확성을 검증하였다. 제안한 모델은 비선형적인 패턴의 강수 현상을 잘 모의하였고, 강수의 규모 및 강도에 대한 예측성능이 향상되었다. 이는 강수를 동반한 초단기 위험기상의 방재에 활용할 수 있을 것으로 기대된다.

• 지능정보연구
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• 제18권4호
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• pp.43-57
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• 2012

제조업에 있어서 판매 후 서비스 건수와 내용 등은 향후 서비스 제공을 위한 자원배분의 효율성 증진과 서비스 품질 향상을 위해서도 매우 중요한 정보이다. 따라서 기업들은 향후 발생하는 판매 후 서비스에 대해 정확히 예측하고 그에 따라 적절히 대처하는 능력을 확보할 필요성이 제조업을 중심으로 증가하고 있다. 그러나 실제로 이들 기업들이 활용하고 있는 서비스 수요예측 방법들은 전통적인 통계적인 예측기법이거나, 시뮬레이션을 기반한 기법들이다. 예를 들면, 전통적인 통계적인 예측기법으로는 회귀분석(regression analysis)의 경우, 다양한 제품모델에 대한 판매 후 서비스 발생 패턴이 선형적인 관계가 매우 적음에도 불구하고 선형으로 가정하여 추정한다는 점과 적정한 회귀식을 가정하여야 되며, 이러한 가정이 실제 경영환경에서는 매우 어렵다는 점 등이 기존의 예측기법들의 한계점으로 지적되고 있다. 본 연구에서는 디지털 TV 모델을 생산 판매 하는 A사의 사례연구를 통하여 최근 인공지능연구에서 각광을 받고 있는 사례기반추론(case-based reasoning; CBR) 기법을 활용한 서비스 수요예측 프레임워크를 제안하고자 한다. 또한, 사례기반추론에서 핵심적인 역할 중 하나인 유사 사례추출 방법에 있어서 가장 일반적인 nearest-neighbor 방법 이외의 유사 사례추출 방법을 제안하고자 한다. 특히, 본 연구에서 제안하는 유사 사례추출 방법은 인공신경망(artificial neural network)을 활용한 자기조직화지도(Self-Organizing Maps : SOM) 군집화 기법을 활용한 유사 사례추출 방식으로 이를 활용한 서비스 수요예측 프레임워크에 구현하고, 실제 기업의 판매 후 서비스 데이터를 활용하여 본 연구에서 제안하는 서비스 수요 예측 프레임워크의 유효성을 실증적으로 검증하고자 한다.

• 융복합기술연구소 논문집
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• 제9권1호
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• pp.31-36
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• 2019

After 30 years of KKP model analysis and extended 30 years of accuracy analysis, the unique correlation and various problems between measured horizontal surface insolation and measured weather data are found in this paper. The KKP model's 10yrs daily total horizontal surface insolation forecasting was averaged about 97.7% on average, and the forecasting accuracy at peak times per day was about 92.1%, which is highly applicable regardless of location and weather conditions nationwide. The daily total solar radiation forecasting accuracy of the modified KKP cloud model was 98.9%, similar to the KKP model, and 93.0% of the forecasting accuracy at the peak time per day. And the results of evaluating the accuracy of calculation for 30 years of KKP model were cloud model 107.6% and cloud model 95.1%. During the accuracy analysis evaluation, this study found that inaccuracies in measurement data of cloud cover should be clearly assessed by the Meteorological Administration.

• 산업경영시스템학회지
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• 제35권1호
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• pp.66-78
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• 2012

This paper proposes a computation model of the quantity supplied to optimize inventory costs for the fast fashion. The model is based on a forecasting, a store and production capacity, an assortment planning and quick response model for fast fashion retailers, respectively. It is critical to develop a standardized business process and mathematical model to respond market trends and customer requirements in the fast fashion industry. Thus, we define a product supply model that consists of forecasting, assortment plan, store capacity plan based on the visual merchandising, and production capacity plan considering quick response of the fast fashion retailers. For the forecasting, the decomposition method and multiple regression model are applied. In order to optimize inventory costs. A heuristic algorithm for the quantity supplied is designed based on the assortment plan, store capacity plan and production capacity plan. It is shown that the heuristic algorithm produces a feasible solution which outperforms the average inventory cost of a global fast fashion company.

• 대기
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• 제29권1호
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• pp.1-12
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• 2019

For the allergy patient who needs to know the situation about the extent of pollen risk, the National Institute of Meteorological Sciences developed a pollen forecasting system based on the Community Multiscale Air Quality Modeling (CMAQ). In the old system, pollen emission from the oak was estimated just based on the airborne concentration and meteorology factors, resulted in high uncertainty. For improving the quality of current pollen forecasting system, therefore the estimation of pollen emission is now corrected based on the observation of pollen emission at the oak forest to better reflect the real emission pattern. In this study, the performance of the previous (NIMS2014) and current (NIMS2016) model system was compared using observed oak pollen concentration. Daily pollen concentrations and emissions were simulated in pollen season 2016 and accuracy of onset and end of pollen season were evaluated. In the NIMS2014 model, pollen season was longer than actual pollen season; The simulated pollen season started 6 days earlier and finished 13.25 days later than the actual pollen season. The NIMS2016 model, however, the simulated pollen season started only 1.83 days later, and finished 0.25 days later than the actual pollen season, showing the improvement to predict the temporal range of pollen events. Also, the NIMS2016 model shows better performance for the prediction of pollen concentration, while there is a still large uncertainty to capture the maximum pollen concentration at the target site. Continuous efforts to correct these problems will be required in the future.

• 한국수자원학회논문집
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• 제45권11호
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• pp.1187-1199
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• 2012

본 연구에서는 Wavelet Transform과 Support Vector Machine (SVM)을 결합한 Hybrid 상수도 수요량 예측 모형을 개발하였다. Wavelet Transform 방법을 활용하여 다양한 스케일이 존재하는 상수도 수요량 시계열을 분해하여 단순한 형태의 시계열로 변환하는데 이용하였으며, 비선형 예측모형인 SVM은 이들 단순화된 시계열을 예측하는데 활용하여 예측성능을 극대화시키는 방안을 수립하였다. 본 연구에서는 상수도 수요량 자료에서 내재되어 있는 주기의 특성과 비선형 예측모형의 장점을 서로 연계한 해석이 가능하였으며 시각적인 검토 및 모든 통계지표에서 개선된 예측결과를 확인할 수 있었다. 특히, 기존 ARIMA 모형 계열에서 나타나는 자기예측문제를 상당부분 개선한 결과를 보여줌으로서 실질적인 수요량 예측모형으로서 활용이 가능할 것으로 판단된다.

• Industrial Engineering and Management Systems
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• 제12권3호
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• pp.244-253
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• 2013

In industries, shipping is an important issue in improving the forecasting accuracy of sales. This paper introduces a hybrid method and plural methods are compared. Focusing the equation of exponential smoothing method (ESM) that is equivalent to (1, 1) order autoregressive-moving-average (ARMA) model equation, a new method of estimating the smoothing constant in ESM had been proposed previously by us which satisfies minimum variance of forecasting error. Generally, the smoothing constant is selected arbitrarily. However, this paper utilizes the above stated theoretical solution. Firstly, we make estimation of ARMA model parameter and then estimate the smoothing constant. Thus, theoretical solution is derived in a simple way and it may be utilized in various fields. Furthermore, combining the trend removing method with this method, we aim to improve forecasting accuracy. This method is executed in the following method. Trend removing by the combination of linear and 2nd order nonlinear function and 3rd order nonlinear function is executed to the original production data of two kinds of bread. Genetic algorithm is utilized to search the optimal weight for the weighting parameters of linear and nonlinear function. For comparison, the monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non-monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful for the time series that has various trend characteristics and has rather strong seasonal trend. The effectiveness of this method should be examined in various cases.

• 유통과학연구
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• 제12권2호
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• pp.59-71
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• 2014

Purpose - In recent years, many firms have attempted various approaches to cope with the continual increase of aviation transportation. The previous research into freight charge forecasting models has focused on regression analyses using a few influence factors to calculate the future price. However, these approaches have limitations that make them difficult to apply into practice: They cannot respond promptly to small price changes and their predictive power is relatively low. Therefore, the current study proposes a freight charge-forecasting model using time series data instead a regression approach. The main purposes of this study can thus be summarized as follows. First, a proper model for freight charge using the autoregressive integrated moving average (ARIMA) model, which is mainly used for time series forecast, is presented. Second, a modified ARIMA model for freight charge prediction and the standard process of determining freight charge based on the model is presented. Third, a straightforward freight charge prediction model for practitioners to apply and utilize is presented. Research design, data, and methodology - To develop a new freight charge model, this study proposes the ARIMAC(p,q) model, which applies time difference constantly to address the correlation coefficient (autocorrelation function and partial autocorrelation function) problem as it appears in the ARIMA(p,q) model and materialize an error-adjusted ARIMAC(p,q). Cargo Account Settlement Systems (CASS) data from the International Air Transport Association (IATA) are used to predict the air freight charge. In the modeling, freight charge data for 72 months (from January 2006 to December 2011) are used for the training set, and a prediction interval of 23 months (from January 2012 to November 2013) is used for the validation set. The freight charge from November 2012 to November 2013 is predicted for three routes - Los Angeles, Miami, and Vienna - and the accuracy of the prediction interval is analyzed using mean absolute percentage error (MAPE). Results - The result of the proposed model shows better accuracy of prediction because the MAPE of the error-adjusted ARIMAC model is 10% and the MAPE of ARIMAC is 11.2% for the L.A. route. For the Miami route, the proposed model also shows slightly better accuracy in that the MAPE of the error-adjusted ARIMAC model is 3.5%, while that of ARIMAC is 3.7%. However, for the Vienna route, the accuracy of ARIMAC is better because the MAPE of ARIMAC is 14.5% and the MAPE of the error-adjusted ARIMAC model is 15.7%. Conclusions - The accuracy of the error-adjusted ARIMAC model appears better when a route's freight charge variance is large, and the accuracy of ARIMA is better when the freight charge variance is small or has a trend of ascent or descent. From the results, it can be concluded that the ARIMAC model, which uses moving averages, has less predictive power for small price changes, while the error-adjusted ARIMAC model, which uses error correction, has the advantage of being able to respond to price changes quickly.