• Title/Summary/Keyword: Short-term demand forecasting

검색결과 98건 처리시간 0.027초

단기 시계열 제품의 전이함수를 이용한 수요예측과 마케팅 정책에 미치는 영향에 관한 연구 (A Study on the Demand Forecasting by using Transfer Function with the Short Term Time Series and Analyzing the Effect of Marketing Policy)

  • 서명율;이종태
    • 산업공학
    • /
    • 제16권4호
    • /
    • pp.400-410
    • /
    • 2003
  • Most of the demand forecasting which have been studied is about long-term time series over 15 years demand forecasting. In this paper, we set up the most optimal ARIMA model for the short-term time series demand forecasting and suggest demand forecasting system for short-term time series by appraising suitability and predictability. We are going to use the univariate ARIMA model in parallel with the bivariate transfer function model to improve the accuracy of forecasting. We also analyze the effect of advertisement cost, scale of branch stores, and number of clerk on the establishment of marketing policy by applying statistical methods. After then we are going to show you customer's needs, which are number of buying products. We have applied this method to forecast the annual sales of refrigerator in four branch stores of A company.

간헐적 수요예측을 위한 이항가중 지수평활 방법 (A Binomial Weighted Exponential Smoothing for Intermittent Demand Forecasting)

  • 하정훈
    • 산업경영시스템학회지
    • /
    • 제41권1호
    • /
    • pp.50-58
    • /
    • 2018
  • Intermittent demand is a demand with a pattern in which zero demands occur frequently and non-zero demands occur sporadically. This type of demand mainly appears in spare parts with very low demand. Croston's method, which is an initiative intermittent demand forecasting method, estimates the average demand by separately estimating the size of non-zero demands and the interval between non-zero demands. Such smoothing type of forecasting methods can be suitable for mid-term or long-term demand forecasting because those provides the same demand forecasts during the forecasting horizon. However, the smoothing type of forecasting methods aims at short-term forecasting, so the estimated average forecast is a factor to decrease accuracy. In this paper, we propose a forecasting method to improve short-term accuracy by improving Croston's method for intermittent demand forecasting. The proposed forecasting method estimates both the non-zero demand size and the zero demands' interval separately, as in Croston's method, but the forecast at a future period adjusted by binomial weight according to occurrence probability. This serves to improve the accuracy of short-term forecasts. In this paper, we first prove the unbiasedness of the proposed method as an important attribute in forecasting. The performance of the proposed method is compared with those of five existing forecasting methods via eight evaluation criteria. The simulation results show that the proposed forecasting method is superior to other methods in terms of all evaluation criteria in short-term forecasting regardless of average size and dispersion parameter of demands. However, the larger the average demand size and dispersion are, that is, the closer to continuous demand, the less the performance gap with other forecasting methods.

KTX 단기수요 예측을 위한 통행행태 분석 (Travel Behavior Analysis for Short-term Railroad Passenger Demand Forecasting in KTX)

  • 김한수;윤동희
    • 한국철도학회:학술대회논문집
    • /
    • 한국철도학회 2011년도 춘계학술대회 논문집
    • /
    • pp.1282-1289
    • /
    • 2011
  • The rail passenger demand for the railroad operations required a short-term demand rather than a long-term demand. The rail passenger demand can be classified according to the purpose. First, the rail passenger demand will be use to the restructure of line planning on the current operating line. Second, the rail passenger demand will be use to the line planning on the new line and purchasing the train vehicles. The objective of study is to analyze the travel behavior of rail passenger for modeling of short-term demand forecasting. The scope of research is the passenger of KTX. The travel behavior was analyzed the daily trips, origin/destination trips for KTX passenger using the ANOVA and the clustering analysis. The results of analysis provide the directions of the short-term demand forecasting model.

  • PDF

VAR모형을 이용한 수출상품 수요예측에 관한 연구: 소형 승용차 모델별 분기별 대미수출을 중심으로 (A Study on Demand Forecasting of Export Goods Based on Vector Autoregressive Model : Subject to Each Small Passenger Vehicles Quarterly Exported to USA)

  • 조중형
    • 통상정보연구
    • /
    • 제16권3호
    • /
    • pp.73-96
    • /
    • 2014
  • 본 연구는 우리나라 수출 상위 5개 품목 중 하나인 자동차 수출을 대상으로, 승용차 브랜드별 단기 수출수요에 영향을 미치는 이론적 잠재요인을 발굴 및 설계하여 이론적 수출수요예측모델을 개발하고, 다변량시계열분석 기반의 VAR(Vector Auto Regressive)모형을 이용한 실증분석을 통해 개별상품과 시장특성이 반영된 단기수출수요예측모델을 검정하고자 하였다. 따라서 미국에 수출되고 있는 우리나라 소형 승용차 2개 브랜드(엑센트, 아반떼)에 대해 VAR모형을 이용한 분기단위 단기수요예측모델을 개발하고, 브랜드별 예측모델을 통해 산출된 t+1분기 시점의 예측값과 실제 판매된 판매대수를 대상기간을 1분기씩 달리하여 비교평가 하였다. 그 결과 엑센트와 아반떼의 RMSE %는 각각 4.3%와 20.0%로 났으며, 일평균 판매량을 기준으로 보았을 때 엑센트는 3.9일에 해당하고 아반떼는 18.4일에 해당하는 물량임을 알 수 있었다. 따라서 본 연구의 단기수출수요예측모델은 예측력과 검정시점별 일관성 측면에서 활용성이 높은 것으로 평가할 수 있었다.

  • PDF

평일 단기전력수요 예측을 위한 최적의 지수평활화 모델 계수 선정 (Optimal Coefficient Selection of Exponential Smoothing Model in Short Term Load Forecasting on Weekdays)

  • 송경빈;권오성;박정도
    • 전기학회논문지
    • /
    • 제62권2호
    • /
    • pp.149-154
    • /
    • 2013
  • Short term load forecasting for electric power demand is essential for stable power system operation and efficient power market operation. High accuracy of the short term load forecasting can keep the power system more stable and save the power market operation cost. We propose an optimal coefficient selection method for exponential smoothing model in short term load forecasting on weekdays. In order to find the optimal coefficient of exponential smoothing model, load forecasting errors are minimized for actual electric load demand data of last three years. The proposed method are verified by case studies for last three years from 2009 to 2011. The results of case studies show that the average percentage errors of the proposed load forecasting method are improved comparing with errors of the previous methods.

온도특성에 대한 데이터 정제를 이용한 제주도의 단기 전력수요예측 (Short-term Load Forecasting of Using Data refine for Temperature Characteristics at Jeju Island)

  • 김기수;류구현;송경빈
    • 전기학회논문지
    • /
    • 제58권9호
    • /
    • pp.1695-1699
    • /
    • 2009
  • This paper analyzed the characteristics of the demand of electric power in Jeju by year, day. For this analysis, this research used the correlation between the changes in the temperature and the demand of electric power in summer, and cleaned the data of the characteristics of the temperatures, using the coefficient of correlation as the standard. And it proposed the algorithm of forecasting the short-term electric power demand in Jeju, Therefore, in the case of summer, the data by each cleaned temperature section were used. Based on the data, this paper forecasted the short-term electric power demand in the exponential smoothing method. Through the forecast of the electric power demand, this paper verified the excellence of the proposed technique by comparing with the monthly report of Jeju power system operation result made by Korea Power Exchange-Jeju.

시간대별 기온을 이용한 전력수요예측 알고리즘 개발 (Development of Short-Term Load Forecasting Algorithm Using Hourly Temperature)

  • 송경빈
    • 전기학회논문지
    • /
    • 제63권4호
    • /
    • pp.451-454
    • /
    • 2014
  • Short-term load forecasting(STLF) for electric power demand is essential for stable power system operation and efficient power market operation. We improved STLF method by using hourly temperature as an input data. In order to using hourly temperature to STLF algorithm, we calculated temperature-electric power demand sensitivity through past actual data and combined this sensitivity to exponential smoothing method which is one of the STLF method. The proposed method is verified by case study for a week. The result of case study shows that the average percentage errors of the proposed load forecasting method are improved comparing with errors of the previous methods.

전력수요 변동률을 이용한 연휴에 대한 단기 전력수요예측 (Short-Term Electric Load Forecasting for the Consecutive Holidays Using the Power Demand Variation Rate)

  • 김시연;임종훈;박정도;송경빈
    • 조명전기설비학회논문지
    • /
    • 제27권6호
    • /
    • pp.17-22
    • /
    • 2013
  • Fuzzy linear regression method has been used for short-term load forecasting of the special day in the previous researches. However, considerable load forecasting errors would be occurring if a special day is located on Saturday or Monday. In this paper, a new load forecasting method for the consecutive holidays is proposed with the consideration of the power demand variation rate. In the proposed method, a exponential smoothing model reflecting temperature is used to short-term load forecasting for Sunday during the consecutive holidays and then the loads of the special day during the consecutive holidays is calculated using the hourly power demand variation rate between the previous similar consecutive holidays. The proposed method is tested with 10 cases of the consecutive holidays from 2009 to 2012. Test results show that the average accuracy of the proposed method is improved about 2.96% by comparison with the fuzzy linear regression method.

전력계통부하예측에 관한 연구 (A new approach to short term load forecasting)

  • 양흥석
    • 전기의세계
    • /
    • 제29권4호
    • /
    • pp.260-264
    • /
    • 1980
  • In this paper, a new algorithm is derived for short term load forecasting. The load model is represented by the state variable form to exploit the Kalman filter techniques. The suggested model has advantages that it is unnecessarty to obtain the coefficients of the harmonic components and its coefficients are not explicitly included in the model. Case studies were carried out for the hourly power demand forecasting of the Korea electrical system.

  • PDF

AREA 활용 전력수요 단기 예측 (Short-term Forecasting of Power Demand based on AREA)

  • 권세혁;오현승
    • 산업경영시스템학회지
    • /
    • 제39권1호
    • /
    • pp.25-30
    • /
    • 2016
  • It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.