• Korea Trade Review
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• v.45 no.5
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• pp.75-89
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• 2020

The purpose of this paper was to analyze the trend of container volume using the Seasonal Autoregressive Intergrated Moving Average (SARIMA) model. To this end, this paper used monthly time-series data of the East Sea Rim from 2001 to 2019. As a result, the SARIMA(2,1,1)12 model was identified as the most suitable model, and the superiority of the SARIMA model was demonstrated by comparative analysis with the ARIMA model. In addition, to confirmed forecasting accuracy of SARIMA model, this paper compares the volume of predict container to the actual volume. According to the forecast for 24 months from 2020 to 2021, the volume of containaer increased from 60,100,000Ton in 2020 to 64,900,000Ton in 2021

• Asia pacific journal of information systems
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• v.7 no.1
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• pp.67-83
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• 1997

The utility of learning techniques in investment analysis has been demonstrated in many areas, ranging from forecasting individual stocks to entire market indexes. To date, however, the application of artificial intelligence to financial forecasting has focused largely on short predictive horizons. Usually the forecast window is a single period ahead; if the input data involve daily observations, the forecast is for one day ahead; if monthly observations, then a month ahead; and so on. Thus far little work has been conducted on the efficacy of long-term prediction involving multiperiod forecasting. This paper examines the impact of alternative procedures for extended prediction using knowledge discovery techniques. One dimension in the study involves temporal granularity: a single jump from the present period to the end of the forecast window versus a web of short-term forecasts involving a sequence of single-period predictions. Another parameter relates to the numerosity of input variables: a technical approach involving only lagged observations of the target variable versus a fundamental approach involving multiple variables. The dual possibilities along each of the granularity and numerosity dimensions entail a total of 4 models. These models are first evaluated using neural networks, then compared against a multi-input jump model using case based reasoning. The computational models are examined in the context of forecasting the S&P 500 index.

• Journal of the Korean Society for Railway
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• v.17 no.4
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• pp.307-312
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• 2014

This study suggested the ARIMA model taking into consideration the seasonal characteristic factor as a method for efficiently forecasting passenger transport demand of the Joongang Line. The forecasting model was built including the demand for the central inland region tourist train (O-train, V-train), which was opened to traffic in April-, 2013 and run in order to reflect the recent demand for the tourism industry. By using the monthly time series data (103) from January-, 2005 to July-, 2013, the optimum model was selected. The forecasting results of passenger transport demand of the Joongang Line showed continuous increase. The developed model forecasts the short-term demand of the Joongang Line.

• Journal of The Korean Society of Agricultural Engineers
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• v.52 no.1
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• pp.13-18
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• 2010

In this study the validities of runoff prediction methods are reviewed around ESP (Ensemble Streamflow Prediction) techniques. The improvements of runoff predictions on Yongdam river basin are evaluated by the comparison of different prediction methods including ESP incorporated with qualitative meteorological outlooks provided by meteorological agency as well as the runoff forecasting based on the analysis of the historical rainfall scenarios. As a result it is assessed that runoff predictions with ESP may give rise to more accurate results than the ordinary historical average runoffs. In deed the latter gave the mean of yearly absolute error as to be 60.86 MCM while the errors of the former ones amounted to 44.12 MCM (ESP) and 42.83 MCM (ESP incorporated with qualitative meteorological outlooks) respectively. In addition it is confirmed that ESP incorporated with qualitative meteorological outlooks could improve the accuracy of the results more and more. Especially the degree of improvement of ESP with meteorological outlooks shows rising by 10.8% in flood season and 8% in drought season. Therefore the methods of runoff predictions with ESP can be further used as the basic forecasting information tool for the purpose of the effective watershed management.

• The Korean Journal of Applied Statistics
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• v.28 no.5
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• pp.885-893
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• 2015

It is important to improve the forecasting accuracy of one-year-ahead seasonal factors in order to produce seasonally adjusted series of the following year. In this paper, seasonal factors of 8 monthly Korean economic time series are examined and forecast based on the functional principal component regression. One-year-ahead forecasts of seasonal factors from the functional principal component regression are compared with other forecasting methods based on mean absolute error (MAE) and mean absolute percentage error (MAPE). Forecasting seasonal factors via the functional principal component regression performs better than other comparable methods.

• Journal of Environmental Impact Assessment
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• v.14 no.2
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• pp.55-62
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• 2005

This study applied the Neural Network and Fuzzy theory to show water-purity control and preventive measure in water quality forecasting of the future river. This study picked out NAJU and HAMPYUNG as the subject of investigation and used monthly the water quality and the outflow data of KWANGJU2, NAJU, YOUNGSANNPO and HAMPYUNG from 1995 to 1999 to forecast BOD, COD, T-N, T-P water density. The datum from 1995 to 1999 are used for study and that of 2000 are used for verification. To develop model of water quality forecasting, firstly, this research formed Neural Network model and divided Neural Network model into two case - the case of considering lag and not considering. And this study selected optimal Neural Network model through changing the number of hidden layer based on input layer(n) from n to 3n. Through forecasting result, the case without considering lag showed more precise simulated result. Accordingly, this study intended to compare, analyse that Fuzzy model using the method without considering lag with Neural Network model. As a result, this study found that the model without considering lag in Neural Network Network shows the most excellent outcome. Thus this study examined a forecasting accuracy, analyzed result and verified propriety through appling the method of water quality forecasting using Neural Network and Fuzzy Algorithms to the actual case.

• 한국데이터정보과학회:학술대회논문집
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• 2006.04a
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• pp.335-343
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• 2006

• Journal of Korean Society of Disaster and Security
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• v.14 no.2
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• pp.35-42
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• 2021

In order to produce electric vehicle demand forecasting information, which is an important element of the plan to expand charging facilities for electric vehicles, a model for predicting electric vehicle demand was proposed using Exponential Smoothing. In order to establish input data for the model, the monthly power demand of cities and counties was applied as independent variables, monthly electric vehicle charging stations, monthly electric vehicle charging stations, and monthly electric vehicle registration data. To verify the accuracy of the electric vehicle power demand prediction model, we compare the results of the statistical methods Exponential Smoothing (ETS) and ARIMA models with error rates of 12% and 21%, confirming that the ETS presented in this paper is 9% more accurate as electric vehicle power demand prediction models. It is expected that it will be used in terms of operation and management from planning to install charging stations for electric vehicles using this model in the future.

• Journal of Korea Society of Industrial Information Systems
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• v.28 no.1
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• pp.35-48
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• 2023

In this study, we introduced the development status and the government policy of the Chinese automobile industry under the rapidly changing global economic environment. We conducted a consumer trend survey on automobile purchases by consumers in China. Despite the Chinese government's strong national emission control policy and stricter standards for manufacturing and selling internal combustion engine vehicles, 59.6% of respondents saying they would choose an internal combustion engine vehicle when purchasing a vehicle in the future for various reasons. It was confirmed that there is a significant gap between government policies and consumer perceptions. In addition, we have discovered the recent declining trend of automobile sales in China, and used the monthly sales volume from January 2010 to December 2020 as training set, and the sales volume from January 2021 to November 2022 as a test set. We proposed and evaluated a time-series model for predicting future automobile demand in China. Then, we showed the monthly sales forecast for 2023 when each model was applied.

• The Journal of Fisheries Business Administration
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• v.52 no.4
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• pp.13-28
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• 2021

The purpose of this study is to compare short-term price predictive power among ARMA ARMAX and VAR forecasting models based on the MDM test using monthly consumer price data of frozen mackerel. This study also aims to help policymakers and economic actors make reasonable choices in the market on monthly consumer price of frozen mackerel. To analyze this study, the frozen wholesale prices and new consumer prices were used as variables while the price time series data were used from December 2013 to July 2021. Through the unit root test, it was confirmed that the time series variables employed in the models were stable while the level variables were used for analysis. As a result of conducting information standards and Granger causality tests, it was found that the wholesale prices and fresh consumer prices from the previous month have affected the frozen consumer prices. Then, the model with the highest predictive power was selected by RMSE, RMSPE, MAE, MAPE, and Theil's inequality coefficient criteria where the predictive power was compared by the MDM test in order to examine which model is superior. As a result of the analysis, ARMAX(1,1) with the frozen wholesale, ARMAX(1,1) with the fresh consumer model and VAR model were selected. Through the five criteria and MDM tests, the VAR model was selected as the superior model in predicting the monthly consumer price of frozen mackerel.