• 제목/요약/키워드: Forecasting Model

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Forecasting Housing Demand with Big Data

  • Kim, Han Been;Kim, Seong Do;Song, Su Jin;Shin, Do Hyoung
    • 국제학술발표논문집
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    • The 6th International Conference on Construction Engineering and Project Management
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    • pp.44-48
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    • 2015
  • Housing price is a key indicator of housing demand. Actual Transaction Price Index of Apartment (ATPIA) released by Korea Appraisal Board is useful to understand the current level of housing price, but it does not forecast future prices. Big data such as the frequency of internet search queries is more accessible and faster than ever. Forecasting future housing demand through big data will be very helpful in housing market. The objective of this study is to develop a forecasting model of ATPIA as a part of forecasting housing demand. For forecasting, a concept of time shift was applied in the model. As a result, the forecasting model with the time shift of 5 months shows the highest coefficient of determination, thus selected as the optimal model. The mean error rate is 2.95% which is a quite promising result.

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더미변수(Dummy Variable)를 포함하는 다변수 시계열 모델을 이용한 단기부하예측 (Short-Term Load Forecasting Using Multiple Time-Series Model Including Dummy Variables)

  • 이경훈;김진오
    • 대한전기학회논문지:전력기술부문A
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    • 제52권8호
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    • pp.450-456
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    • 2003
  • This paper proposes a multiple time-series model with dummy variables for one-hour ahead load forecasting. We used 11 dummy variables that were classified by day characteristics such as day of the week, holiday, and special holiday. Also, model specification and selection of input variables including dummy variables were made by test statistics such as AIC(Akaike Information Criterion) and t-test statistics of each coefficient. OLS (Ordinary Least Squares) method was used for estimation and forecasting. We found out that model specifications for each hour are not identical usually at 30% of optimal significance level, and dummy variables reduce the forecasting error if they are classified properly. The proposed model has much more accurate estimates in forecasting with less MAPE (Mean Absolute Percentage Error).

기온예상치를 고려한 모델에 의한 주간최대전력수요예측 (Weekly maximum power demand forecasting using model in consideration of temperature estimation)

  • 고희석;이충식;김종달;최종규
    • 대한전기학회논문지
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    • 제45권4호
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    • pp.511-516
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    • 1996
  • In this paper, weekly maximum power demand forecasting method in consideration of temperature estimation using a time series model was presented. The method removing weekly, seasonal variations on the load and irregularities variation due to unknown factor was presented. The forecasting model that represent the relations between load and temperature which get a numeral expected temperature based on the past 30 years(1961~1990) temperature was constructed. Effect of holiday was removed by using a weekday change ratio, and irregularities variation was removed by using an autoregressive model. The results of load forecasting show the ability of the method in forecasting with good accuracy without suffering from the effect of seasons and holidays. Percentage error load forecasting of all seasons except summer was obtained below 2 percentage. (author). refs., figs., tabs.

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전이함수잡음모형에 의한 공주지점의 용존산소 예측 (Forecasting of Dissolved Oxygen at Kongju Station using a Transfer Function Noise Model)

  • 류병로;조정석;한양수
    • 한국환경과학회지
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    • 제8권3호
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    • pp.349-354
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    • 1999
  • The transfer function was introduced to establish the prediction method for the DO concentration at the intaking point of Kongju Water Works System. In the mose cases we analyze a single time series without explicitly using information contained in the related time series. In many forecasting situations, other events will systematically influence the series to be forecasted(the dependent variables), and therefore, there is need to go beyond a univariate forecasting model. Thus, we must bulid a forecasting model that incorporates more than one time series and introduces explicitly the dynamic characteristics of the system. Such a model is called a multiple time series model or transfer function model. The purpose of this study is to develop the stochastic stream water quality model for the intaking station of Kongju city waterworks in Keum river system. The performance of the multiplicative ARIMA model and the transfer function noise model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the transfer function noise model lead to the improved accuracy.

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웨이블릿 패킷변환과 신경망을 결합한 하천수위 예측모델 (River Stage Forecasting Model Combining Wavelet Packet Transform and Artificial Neural Network)

  • 서영민
    • 한국환경과학회지
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    • 제24권8호
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    • pp.1023-1036
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    • 2015
  • A reliable streamflow forecasting is essential for flood disaster prevention, reservoir operation, water supply and water resources management. This study proposes a hybrid model for river stage forecasting and investigates its accuracy. The proposed model is the wavelet packet-based artificial neural network(WPANN). Wavelet packet transform(WPT) module in WPANN model is employed to decompose an input time series into approximation and detail components. The decomposed time series are then used as inputs of artificial neural network(ANN) module in WPANN model. Based on model performance indexes, WPANN models are found to produce better efficiency than ANN model. WPANN-sym10 model yields the best performance among all other models. It is found that WPT improves the accuracy of ANN model. The results obtained from this study indicate that the conjunction of WPT and ANN can improve the efficiency of ANN model and can be a potential tool for forecasting river stage more accurately.

신경회로망을 이용한 Web기반 홍수유출 예측시스템 (Web-Based Forecasting System for Flood Runoff with Neural Network)

  • 황동국;전계원
    • 한국지능시스템학회논문지
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    • 제15권4호
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    • pp.437-442
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    • 2005
  • 하천에서의 홍수유출 예측은 하천의 치수적인 측면에서도 중요하다. 본 논문에서는 신경회로망 모형을 이용해서 개발된 홍수유출 예측 시스템의 적용성을 검토하였다. 입력층에는 강우자료와 홍수량 자료를 출력층에는 홍수유출량이 예측되도록 구성하였다. 홍수유출 예측 시스템 구성시 예측모형 선정을 위해 신경회로망 모형과 상태공간 모형을 이용하여 홍수시 실시간 하천유출량 예측을 수행하였다. 두 모형의 예측결과 비교시 신경회로망 모형이 실시간 홍수량 예측에 적합한 모형으로 선정되었다. 신경회로망 모형은 Web 상에서 사용이 가능하게 변환하여 홍수유출 예측시스템의 기본모형으로 개발하였다.

SARIMA 모형을 이용한 우리나라 항만 컨테이너 물동량 예측 (Forecasting the Korea's Port Container Volumes With SARIMA Model)

  • 민경창;하헌구
    • 대한교통학회지
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    • 제32권6호
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    • pp.600-614
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    • 2014
  • 본 연구는 SARIMA 모형을 활용하여 기존에 다루어지지 않았던 분기별 항만 컨테이너 물동량을 예측하였다. 구체적으로 모델 추정에 활용된 자료는 1994년 1사분기부터 2010년 4사분기까지 총 84분기동안의 국내 전체 항만 컨테이너 물동량 자료이다. 본 연구에서 추정된 예측 모형의 예측 정확도를 검증하기 위하여 2011년 1사분기부터 2013년 4사분기까지 물동량을 예측하여 실제 물동량과 비교하였다. 또한 기존에 널리 활용되고 있는 ARIMA 모형을 활용하여 추정한 예측 모형과의 비교를 통해 분기별 항만 물동량 예측에 있어서 SARIMA 모형의 상대적 우수성을 검증하였다. 기존에 항만 물동량을 예측하는 대부분의 연구는 주로 장기 예측에 초점이 맞추어져 있다. 또한 월별, 연도별 물동량 자료가 활용된 경우가 대부분이다. 분기별 항만 컨테이너 물동량 자료를 활용하여 단기 수요를 예측함과 동시에 SARIMA 모형의 우수성을 입증한 본 연구는 충분한 가치가 있다고 판단된다.

신경망 모형을 이용한 홍수유출 예측시스템의 재발 (A Development of System for Flood Runoff Forecasting using Neural Network Model)

  • 안상진;전계원
    • 한국수자원학회논문집
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    • 제37권9호
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    • pp.771-780
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    • 2004
  • 본 논문에서는 신경망 모형을 이용해서 개발된 홍수유출 예측 시스템의 적용성을 검토하였다. 홍수유출 예측을 위한 신경망 모형을 공주, 부여지점에 적용하였으며, 신경망 모형을 입력층, 은닉층, 출력층으로 구성하였다. 입력층에는 강우자료와 홍수량 자료를 출력층에는 홍수유출량이 예측되도록 구성하였다. 홍수유출 예측 시스템 구성시 예측모형 선정을 위해 신경망 모형과 상태공간 모형을 이용하여 홍수시 실시간 하천유출량 예측을 수행하였다. 두 모형의 예측결과 비교시 신경망 모형이 실시간 홍수량 예측에 적합한 모형으로 선정되었다. 신경망 모형은 Web 상에서 사용이 가능하게 변환하여 홍수유출 예측시스템의 기본모형으로 개발되었다. Web 기반 모형으로 개발된 신경망 모형을 서버에 탑재하고 금강수계의 본류와 주요 지점에 적용하여 Web 상에서 개발된 모형의 적용성을 검증하였다.

다중회귀모형을 이용한 104주 주 최대 전력수요예측 (Weekly Maximum Electric Load Forecasting Method for 104 Weeks Using Multiple Regression Models)

  • 정현우;김시연;송경빈
    • 전기학회논문지
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    • 제63권9호
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    • pp.1186-1191
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    • 2014
  • Weekly and monthly electric load forecasting are essential for the generator maintenance plan and the systematic operation of the electric power reserve. This paper proposes the weekly maximum electric load forecasting model for 104 weeks with the multiple regression model. Input variables of the multiple regression model are temperatures and GDP that are highly correlated with electric loads. The weekly variable is added as input variable to improve the accuracy of electric load forecasting. Test results show that the proposed algorithm improves the accuracy of electric load forecasting over the seasonal autoregressive integrated moving average model. We expect that the proposed algorithm can contribute to the systematic operation of the power system by improving the accuracy of the electric load forecasting.

기온데이터를 이용한 하계 단기 전력수요예측 (Short-term Electric Load Forecasting using temperature data in Summer Season)

  • 구본길;이흥석;이상욱;이화석;박준호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2015년도 제46회 하계학술대회
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    • pp.300-301
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    • 2015
  • Accurate and robust load forecasting model plays very important role in power system operation. In case of short-term electric load forecasting, its results offer standard to decide a price of electricity and also can be used shaving peak. For this reason, various models have been developed to improve accuracy of load forecasting. This paper proposes a newly forecasting model for weather sensitive season including temperature and Cooling Degree Hour(C.D.H) data as an input. This Forecasting model consists of previous electric load and preprocessed temperature, constant, parameter. It optimizes load forecasting model to fit actual load by PSO and results are compared to Holt-Winters and Artificial Neural Network. Proposing method shows better performance than comparison groups.

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