• 한국태양에너지학회 논문집
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• 제39권3호
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• pp.59-66
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• 2019

New and renewable energy forecasts are key technology to reduce the annual operating cost of new and renewable facilities, and accuracy of forecasts is paramount. In this study, we intend to build a model for the prediction of short-term solar power generation for 1 hour to 3 hours. To this end, this study applied two time series technique, ARIMA model without considering seasonality and SARIMA model with considering seasonality, comparing which technique has better predictive accuracy. Comparing predicted errors by MAE measures of solar power generation for 1 hour to 3 hours at four locations, the solar power forecast model using ARIMA was better in terms of predictive accuracy than the solar power forecast model using SARIMA. On the other hand, a comparison of predicted error by RMSE measures resulted in a solar power forecast model using SARIMA being better in terms of predictive accuracy than a solar power forecast model using ARIMA.

• 해양환경안전학회지
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• 제19권6호
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• pp.612-620
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• 2013

본 연구는 기존의 회귀분석과는 달리 금융, 경제, 무역 등 다양한 분야의 수요 예측에 널리 적용되고 있는 시계열 분석 방법을 시도하였다. 인천항의 1996년 1월부터 2013년 6월까지 입항 척수 자료를 바탕으로 정상성 검증, 모형의 식별, 모수의 추정, 진단 과정을 거쳐 장래 해상교통량을 예측하였다. 2014년 1월부터 2015년 12월까지 예측한 결과 2월달의 교통량이 다른 달 보다 적게 예측된 반면, 1월달의 교통량은 다른 달 보다 많을 것으로 나타났다. 또한 인천항은 지수평활법 보다 ARIMA 모형이 적합하며, 계절에 따라 월별 교통량의 차이를 보이는 것을 알 수 있다. 본 연구는 시계열 분석으로 장래 교통량을 월별로 예측하였다는 점에서 의의가 있다. 또한 기존의 회귀분석으로 예측한 장래 해상교통량보다 시계열 분석으로 예측한 장래 해상교통량이 더 적합한 모형인 것으로 판단된다.

• 산업공학
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• 제16권4호
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• pp.400-410
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• 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.

• 산업경영시스템학회지
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• 제7권10호
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• pp.47-51
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• 1984

In many forecasting problem, there is little or no useful historical information available at the time the initial forecast is required, The propose of this paper is study on Bayesian Method in forecasting. I : Introduction. II : Bayesian estimation. III : Constant Model. IV : General time series Models. V : Conclusion. The Bayesian procedure are then used to revise parameter estimates when time series information is available, in this paper we give a general description of the bayesian approach and demonstrate the methodology with several specific cases.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2008년도 학술발표회 논문집
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• pp.2193-2196
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• 2008

In this study, the new methodology such as support vector machines neural networks model (SVM-NNM) using the statistical learning theory is introduced to forecast flood stage in Nakdong river, Republic of Korea. The SVM-NNM in hydrologic time series forecasting is relatively new, and it is more problematic in comparison with classification. And, the multilayer perceptron neural networks model (MLP-NNM) is introduced as the reference neural networks model to compare the performance of SVM-NNM. And, for the performances of the neural networks models, they are composed of training, cross validation, and testing data, respectively. From this research, we evaluate the impact of the SVM-NNM and the MLP-NNM for the forecasting of the hydrologic time series in Nakdong river. Furthermore, we can suggest the new methodology to forecast the flood stage and construct the optimal forecasting system in Nakdong river, Republic of Korea.

• The Journal of Asian Finance, Economics and Business
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• 제7권12호
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• pp.1-10
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• 2020

This study investigates the problem of outlier detection based on discrete wavelet transform in the context of time series data where the identification and treatment of outliers constitute an important component. An outlier is defined as a data point that deviates so much from the rest of observations within a data sample. In this work we focus on the application of the traditional method suggested by Tukey (1977) for detecting outliers in the closed price series of the Saudi Arabia stock market (Tadawul) between Oct. 2011 and Dec. 2019. The method is applied to the details obtained from the MODWT (Maximal-Overlap Discrete Wavelet Transform) of the original series. The result show that the suggested methodology was successful in detecting all of the outliers in the series. The findings of this study suggest that we can model and forecast the volatility of returns from the reconstructed series without outliers using GARCH models. The estimated GARCH volatility model was compared to other asymmetric GARCH models using standard forecast error metrics. It is found that the performance of the standard GARCH model were as good as that of the gjrGARCH model over the out-of-sample forecasts for returns among other GARCH specifications.

• International Journal of Advanced Culture Technology
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• 제7권4호
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• pp.327-333
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• 2019

Wind speed data constitute important weather information for aircrafts flying at low altitudes, such as drones. Currently, the accuracy of low altitude wind predictions is much lower than that of high-altitude wind predictions. Deep neural networks are proposed in this study as a method to improve wind speed forecast information. Deep neural networks mimic the learning process of the interactions among neurons in the brain, and it is used in various fields, such as recognition of image, sound, and texts, image and natural language processing, and pattern recognition in time-series. In this study, the deep neural network model is constructed using the wind prediction values generated by the numerical model as an input to improve the wind speed forecasts. Using the ground wind speed forecast data collected at the Boseong Meteorological Observation Tower, wind speed forecast values obtained by the numerical model are compared with those obtained by the model proposed in this study for the verification of the validity and compatibility of the proposed model.

• Journal of the Korean Data and Information Science Society
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• 제17권3호
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• pp.821-830
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• 2006

This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

• Journal of the Korean Data and Information Science Society
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• 제20권6호
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• pp.991-998
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• 2009

본 논문은 주가지수선물거래 등에서 유용한 역할을 하는 시계열 데이터의 방향성 예측 문제를 다룬다. 여기서 시계열의 방향성 예측이란 시계열 값의 상승 혹은 하락을 예측하는 문제를 뜻한다. 방향성 예측을 위해 본 연구에서는 시계열 요소분해모형과 자기회귀 누적 이동평균 과정 모형을 고려한다. 특히 방향성 예측의 주된 통계량으로서 모형 외 편차와 모형 내 편차를 고려하며 모형 내 편차가 좀 더 유용함을 보인다.

• Environmental Engineering Research
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• 제22권2호
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• pp.162-168
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• 2017

Rainfall is one of the most important phenomena of the natural system. In Bangladesh, agriculture largely depends on the intensity and variability of rainfall. Therefore, an early indication of possible rainfall can help to solve several problems related to agriculture, climate change and natural hazards like flood and drought. Rainfall forecasting could play a significant role in the planning and management of water resource systems also. In this study, univariate Seasonal Autoregressive Integrated Moving Average (SARIMA) model was used to forecast monthly rainfall for twelve months lead-time for thirty rainfall stations of Bangladesh. The best SARIMA model was chosen based on the RMSE and normalized BIC criteria. A validation check for each station was performed on residual series. Residuals were found white noise at almost all stations. Besides, lack of fit test and normalized BIC confirms all the models were fitted satisfactorily. The predicted results from the selected models were compared with the observed data to determine prediction precision. We found that selected models predicted monthly rainfall with a reasonable accuracy. Therefore, year-long rainfall can be forecasted using these models.