• 한국경영과학회지
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• 제10권1호
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• pp.65-78
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• 1985

In this paper, the approach getting a total demand by forecasting the new demand and the replacement demand separately and adding them is used for long term forecasting of durable goods. Cross country analysis using the income as an independent variable and S-shaped growth curve as a fitting model is developed as a method of forecasting new demand. To get the replacement demand the methods using the number of ownership and the replacement rate and the methods using the past demand and the distribution of the product life are proposed. And the theoretical explannation for product life cycle's diversity, which is the one of the major considerations in the long term forecasting, is attempted by the combination of the new demand and the replacement demand patterns. This is applicated the long term forecasting of Korean passenger cars.

• 한국시스템다이내믹스연구
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• 제10권1호
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• pp.61-76
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• 2009

We try to use system dynamics to forecast the demand/supply and price, also transportation fare for iron ore. Iron ore is very important mineral resource for industrial production. The structure for this system dynamics shows non-linear pattern and we anticipated the system dynamic method will catch this non-linear reality better than the regression analysis. Our model is calibrated and tested for the past 6 year monthly data (2003-2008) and used for next 6 year monthly data(2008-2013) forecasting. The test results show that our system dynamics approach fits the real data with higher accuracy than the regression one. And we have run the simulations for scenarios made by possible future changes in demand or supply and fare related variables. This simulations imply some meaningful price and fare change patterns.

• 지능정보연구
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• 제1권1호
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• pp.135-148
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• 1995

Neural Networks have been advocated as an alternative to statistical forecasting methods. However, the empirical evidences are not consistent. In the present experiments, multi-layered perceptron (MLP) are adopted as approximator to the time series generating processes. To prevent the MLP from being overfitted to the given time series, the information obtained from ARMA modeling is used to determine the architecture of MLP. The proposed approach was tested empirically using the subsamples of the 111 time series used in the first Markridakis Competition. The forecasting results were analyzed to find out the factors that affect the performance of MLP. The experimental results show that the proposed approach outperforms ARMA models in terms of fitting and forecasting accuracy. In addition, it is found that the use of deseasonalized data improves the forecasting accuracy of MLP.

• 한국환경과학회지
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• 제22권8호
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• pp.953-963
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• 2013

Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. Forecasting of seasonal inflow to Andong dam is performed and assessed using statistical methods based on hydrometeorological data. Predictors which is used to forecast seasonal inflow to Andong dam are selected from southern oscillation index, sea surface temperature, and 500 hPa geopotential height data in northern hemisphere. Predictors are selected by the following procedure. Primary predictors sets are obtained, and then final predictors are determined from the sets. The primary predictor sets for each season are identified using cross correlation and mutual information. The final predictors are identified using partial cross correlation and partial mutual information. In each season, there are three selected predictors. The values are determined using bootstrapping technique considering a specific significance level for predictor selection. Seasonal inflow forecasting is performed by multiple linear regression analysis using the selected predictors for each season, and the results of forecast using cross validation are assessed. Multiple linear regression analysis is performed using SAS. The results of multiple linear regression analysis are assessed by mean squared error and mean absolute error. And contingency table is established and assessed by Heidke skill score. The assessment reveals that the forecasts by multiple linear regression analysis are better than the reference forecasts.

• 융합보안논문지
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• 제8권2호
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• pp.35-40
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• 2008

소트프웨어 고장 시간은 테스팅 시간과 관계없이 일정하거나, 단조 증가 혹은 단조 감소 추세를 가지고 있다. 이러한 소프트웨어 신뢰모형들을 분석하기 위한 자료척도로 자료에 대한 추세 검정이 개발되어 있다. 추세 분석에는 산술평균 검정과 라플라스 추세 검정 등이 있다. 추세분석들은 전체적인 자료의 개요의 정보만 제공한다. 본 논문에서는 고장시간을 측정하다가 시간절단이 될 경우에 미래의 고장 시간 예측에 관하여 연구되었다. 고장 시간 예측에 사용된 고장시간자료는 소프트웨어 고장 시간 분포에 널리 사용되는 와이블 분포에서 형상모수가 1이고 척도모수가 0.5를 가진 난수를 발생된 모의 자료를 이용 하였다. 이 자료를 이용하여 시계열 분석에 이용되는 ARIMA 모형 중에서 AR(1) 모형과 모의실험을 통한 예측 방법을 제안하였다. 이 방법에서 ARIMA 모형을 이용한 예측방법이 효율적임을 입증 하였다.

• 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.

• 한국환경과학회지
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• 제7권6호
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• pp.827-831
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• 1998

Statistical $SO_2$ forecasting technique by multiple regression analysis was designed and developed to predict $SO_2$ concentration in Wonju City. $SO_2$ concentration data measured from air pollution monitoring system and meteorological factors data such as : wind speed, atmospheric stability, surface temperature, relative humidity and precipitation were used in Wonju City during the 1996~1997. As the results, correlation model for forecasting was well fitted with some parameters including minimum temperature, wind speed and the $SO_2$ concentration of the previous day.

• Journal of the Korean Data and Information Science Society
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• 제14권3호
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• pp.641-651
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• 2003

This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2004년도 학술발표회
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• pp.1285-1289
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• 2004

Elman Discrete Recurrent Neural Networks Model(EDRNNM) was used to be a suitable short-term hydrological forecasting tool yielding a very high degree of flood stage forecasting accuracy at Musung station of Wi-stream one of IHP representative basins in South Korea. A relative new approach method has recurrent feedback nodes and virtual small memory in the structure. EDRNNM was trained by using two algorithms, namely, LMBP and RBP The model parameters, optimal connection weights and biases, were estimated during training procedure. They were applied to evaluate model validation. Sensitivity analysis test was also performed to account for the uncertainty of input nodes information. The sensitivity analysis approach could suggest a reduction of one from five initially chosen input nodes. Because the uncertainty of input nodes information always result in uncertainty in model results, it can help to reduce the uncertainty of EDRNNM application and management in small catchment.

• 한국산업정보학회논문지
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• 제15권5호
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• pp.63-69
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• 2010

게임접속 시간의 예측은 서버접속의 폭주와 렉 현상의 예측을 통한 게임서비스 향상과 게임 매출의 예측에 매우 중요한 정보를 제공한다. 본 논문에서는 대표적 온라인 게임인 "아이온"과 "서든어택"의 2009년 PC방 접속시간 자료를 대상으로 다양한 시계열 분석 방법을 적용하여 접속시간 예측을 실험하였다. 실험결과 평균 게임접속시간의 예측에는 분해법이 실제 접속시간 데이터와 가장 유사한 결과를 보였다.