• 제목/요약/키워드: Prophet Time Series Model

검색결과 13건 처리시간 0.015초

시계열 분석 모델을 이용한 조선 산업 주요물가의 예측에 관한 연구 (A Study on the Prediction of Major Prices in the Shipbuilding Industry Using Time Series Analysis Model)

  • 함주혁
    • 대한조선학회논문집
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    • 제58권5호
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    • pp.281-293
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    • 2021
  • Oil and steel prices, which are major pricescosts in the shipbuilding industry, were predicted. Firstly, the error of the moving average line (N=3-5) was examined, and in all three error analyses, the moving average line (N=3) was small. Secondly, in the linear prediction of data through existing theory, oil prices rise slightly, and steel prices rise sharply, but in reality, linear prediction using existing data was not satisfactory. Thirdly, we identified the limitations of linear prediction methods and confirmed that oil and steel price prediction was somewhat similar to actual moving average line prediction methods. Due to the high volatility of major price flows, large errors were inevitable in the forecast section. Through the time series analysis method at the end of this paper, we were able to achieve not bad results in all analysis items relative to artificial intelligence (Prophet). Predictive data through predictive analysis using eight predictive models are expected to serve as a good research foundation for developing unique tools or establishing evaluation systems in the future. This study compares the basic settings of artificial intelligence programs with the results of core price prediction in the shipbuilding industry through time series prediction theory, and further studies the various hyper-parameters and event effects of Prophet in the future, leaving room for improvement of predictability.

MAGRU: Multi-layer Attention with GRU for Logistics Warehousing Demand Prediction

  • Ran Tian;Bo Wang;Chu Wang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권3호
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    • pp.528-550
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    • 2024
  • Warehousing demand prediction is an essential part of the supply chain, providing a fundamental basis for product manufacturing, replenishment, warehouse planning, etc. Existing forecasting methods cannot produce accurate forecasts since warehouse demand is affected by external factors such as holidays and seasons. Some aspects, such as consumer psychology and producer reputation, are challenging to quantify. The data can fluctuate widely or do not show obvious trend cycles. We introduce a new model for warehouse demand prediction called MAGRU, which stands for Multi-layer Attention with GRU. In the model, firstly, we perform the embedding operation on the input sequence to quantify the external influences; after that, we implement an encoder using GRU and the attention mechanism. The hidden state of GRU captures essential time series. In the decoder, we use attention again to select the key hidden states among all-time slices as the data to be fed into the GRU network. Experimental results show that this model has higher accuracy than RNN, LSTM, GRU, Prophet, XGboost, and DARNN. Using mean absolute error (MAE) and symmetric mean absolute percentage error(SMAPE) to evaluate the experimental results, MAGRU's MAE, RMSE, and SMAPE decreased by 7.65%, 10.03%, and 8.87% over GRU-LSTM, the current best model for solving this type of problem.

XGBoost 모형을 활용한 가격 상승 요인 탐색 및 예측을 통한 리셀 시장 진입 장벽 해소에 관한 연구 (A Study on Resolving Barriers to Entry into the Resell Market by Exploring and Predicting Price Increases Using the XGBoost Model)

  • 윤현섭;강주영
    • 한국전자거래학회지
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    • 제26권3호
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    • pp.155-174
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    • 2021
  • 본 연구는 새롭게 떠오르는 재테크 방법 중 아이템의 희귀성을 이용하여 출시가보다 비싼 가격에 재판매하는 리셀(Resell) 재테크에 주목하였다. 리셀 시장은 패션 분야를 중심으로 세계적으로 시장 규모가 급격히 성장하고 있을 뿐만 아니라 국내에도 열풍이 불고 있으나 아직까지 체계적인 리셀 시장에 대한 실증적인 분석은 부족하다. 이에 본 연구는 리셀의 대표적 사이트인 StockX의 스니커즈 데이터를 활용하여 리셀 시장에 관심 있는 사용자들에게 기본적인 가이드라인을 제시하고 리셀 시장의 진입장벽을 해소하고자 한다. 약 150만 개의 데이터를 수집하여 XGBoost 알고리즘과 Prophet 모형을 통하여 분석을 진행하였다. 분석 결과 리셀 거래에 유효한 영향을 미치는 요인들을 각 변수 별로 파악할 수 있었고 어떤 종류의 스니커즈가 리셀 거래를 하기에 적합한지 확인할 수 있었다. 또한 스니커즈들의 과거데이터를 통해 미래의 가격을 예측하여 추후의 수익성을 예상할 수 있었다. 본 연구는 아직 시작 단계인 리셀 분야에 대한 실증 분석을 기반으로 시장 진입 및 활용에 대한 가이드라인을 제시하고 더 나아가 마니아층 위주로 점유되던 리셀 시장을 활성화할 수 있을 것으로 기대한다.