• 제목/요약/키워드: forecast model

검색결과 1,653건 처리시간 0.032초

APCC 다중 모형 자료 기반 계절 내 월 기온 및 강수 변동 예측성 (Prediction Skill of Intraseasonal Monthly Temperature and Precipitation Variations for APCC Multi-Models)

  • 송찬영;안중배
    • 대기
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    • 제30권4호
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    • pp.405-420
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    • 2020
  • In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.

ARDL 시계열 모형을 활용한 패션 브랜드의 매출 예측 분석 -패션 브랜드와 광고모델의 웹 검색량, 정보량, 가격할인 프로모션을 중심으로- (Fashion Brand Sales Forecasting Analysis Using ARDL Time Series Model -Focusing on Brand and Advertising Endorser's Web Search Volume, Information Amount, and Brand Promotion-)

  • 서주연;김효정;박민정
    • 한국의류학회지
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    • 제46권5호
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    • pp.868-889
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    • 2022
  • Fashion companies are using a big data approach as a key strategic analysis to predict and forecast sales. This study investigated the effectiveness of the past sales, web search volume, information amount, brand promotion, and the advertising endorser on the sales forecasting model. The study conducted the autoregressive distributed lag (ARDL) time series model using the internal and external social big data of a national fashion brand. Results indicated that the brand's past sales, search volume, promotion, and amount of advertising endorser information amount significantly affected the sales forecast, whereas the brand's advertising endorser search volume and information amount did not significantly influence the sales forecast. Moreover, the brand's promotion had the highest correlation with sales forecasting. This study adds to information-searching behavior theory by measuring consumers' brand involvement. Last, this study provides digital marketers with implications for developing profitable marketing strategies on the basis of consumers' interest in the brand and advertising endorser.

A Future Economic Model: A Study of the Impact of Food Processing Industry, Manufacturers and Distributors in a Thai Context

  • Maliwan SARAPAB;Duangrat TANDAMRONG
    • 유통과학연구
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    • 제21권7호
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    • pp.65-71
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    • 2023
  • Purpose: This study attempted to analyze the impacts of the backward linkage and output multipliers, and investigate the price fluctuation and the price forecast amongst the manufacturing sectors associated with food processing industrial output of Thailand. Research design, data and methodology: The Thailand Input-Output table with a size of 180 x 180 sectors from 2005, 2010, and 2015 was utilized while the secondary data of the time series from January 2002 to December 2021 were processed via a multiplicative model and Box-Jenkins model. Results: The backward linkage analysis indicates that canning and preserving of the meat sector majorly utilized the factors of production from the slaughtering sector; canning and preservation of fish and other seafoods sector largely used those factors from the ocean and coastal fishing sector; and the sugar sector used those of the sugarcane sector. Notably, the output multiplier analysis indicated that output multipliers of those 3 manufacturing sectors were highly increased; meanwhile the price fluctuation continually existed in all forms. Besides, the price forecast suggested that prices of chicken and sugarcane tended to be higher; whereas, the price of shrimp was unstable. Conclusions: Food processing industry contains the favorable components to be one of the industries of the future of Thailand.

항만 컨테이너 처리능력의 통계적 예측에 관한 연구 (A Study of Dynamic Forecast on Port Container Handling Capacity)

  • Feng, Zhan-Qing;Lee, Su-Ho
    • 한국항해항만학회지
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    • 제26권2호
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    • pp.161-166
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    • 2002
  • 컨테이너 처리량(CHC)은 항만의 능력을 나타내는 중요한 지표다. 그러나 중국항만의 컨테이너 처리능력에 대한 연구는 부족하며, 연구결과 또한 예측치와 실제치와의 차이가 크다. 이는 컨테이너처리량이 다양한 경제적인 측면을 내포하고 있고 예측모델의 선택이 매우 어렵다는데 기인한다. 대체로 지금까지 사용되어왔던 회귀분석, 신경망분석 등은 과거행태모델을 벗어나지 못하고 있어 경제체제나 항만물동량의 동태적변화에 대한 고려가 결여되어 있다. 따라서 본 논문에서는 동태적 보정인과모델을 사용한 동태적 예측법을 사용해 보았고 그 결과 보다 신뢰성이 높고 현실성이 있는 연구결과를 도출할 수 있었다.

Linkage between US Financial Uncertainty and Stock Markets of SAARC Countries

  • AZIZ, Tariq;MARWAT, Jahanzeb;MUSTAFA, Sheraz;ZEESHAN, Asma;IQBAL, Yasir
    • The Journal of Asian Finance, Economics and Business
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    • 제8권2호
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    • pp.747-757
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    • 2021
  • The primary purpose of the study is to investigate the volatility spillover from financial uncertainty (FU) of the United States (US) to the stock markets of SAARC member countries including India, Sri-Lanka, Pakistan, and Bangladesh. The empirical literature overlooked SAARC countries and the FU index. Based on the estimation method, the data of FU is available for three different forecast horizons including 1-month, 3-months, and 12-months. For empirical analysis, monthly data is used from February 2013 to September 2019. EGARCH model is employed to investigate the volatility spillover effects. The findings of the study show that the spillover effect of FU varies with the forecast horizon. The FU with a higher forecast horizon has a significant spillover effect on more countries. The spillover effect of US financial uncertainty is negative in most of the SAARC countries. Bangladesh stock market is influenced by FU with all three forecast horizons whereas the volatility of the Pakistan stock market is not influenced by FU with any forecast horizon. The findings are consistent with the concept of "limited trade openness" in the financial markets of emerging economies. The emerging economies avoid financial market openness to minimize the risk of spillover of other countries.

주단위 지하수위 예측 모의를 위한 강우 예측 자료의 적용성 평가: 플로리다 템파 지역 사례를 중심으로 (Assessing the Utility of Rainfall Forecasts for Weekly Groundwater Level Forecast in Tampa Bay Region, Florida)

  • 황세운;아세파 터루소;장승우
    • 한국농공학회논문집
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    • 제55권6호
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    • pp.1-9
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    • 2013
  • 미래 기후 정보를 이용한 수문 환경의 단기 미래 예측은 안정적 수자원 공급을 위한 필수적 과제이다. 미국 플로리다 주 중서부 템파지역에서는 주요 수자원 중 하나인 지하수의 효과적 활용을 위해 지하수위 인공신경망 모델 (GWANN)을 개발하여 피압 대수층과 비피압 대수층에 대한 주 단위 평균 지하수위를 월별로 예측하고 그 결과를 수자원 공급 의사 결정에 반영하고 있다. 본 논문은 템파지역에 대한 GWANN 모델을 이용한 지하수위 예측 시스템을 소개하고 모델의 기후 입력 자료의 민감도를 분석함으로써 양질의 기후 정보에 대한 현 시스템의 활용성을 검토하였다. 2006년과 2007년에 대한 연구 결과, 관측 자료를 최적 예측 시나리오 (the best forecast)로 가정하여 적용한 결과는 지하수위 관측 지점에 따라 큰 차이를 보였지만 일반적으로 현 시스템 (현 시점의 실시간 주 단위 평균 강우량을 향후 4주간 동일하게 적용함) 에 비해 예측 성능이 개선되는 것으로 나타났다. 더불어 강우 관측 자료의 백분위 (percentile forecast; 20분위, 50분위, 80분위)를 강우 예측 자료로 활용한 경우에도 현 시스템과 비교하여 일부 나은 결과를 보여주었다. 그러나 지하수위 예측 모델을 활용하지 않고 현 시점의 지하 수위가 지속된다고 가정하는 경우 (na$\ddot{i}$ve model) 향후 2주간의 예측 결과가 best forecast 경우에 비해 높은 정확도를 보이는 등, GWANN 모델의 단기 예측에 대한 양질의 강우 예측 정보의 활용성은 낮으며, 향후 3주 이상에 대한 예측 성능에 있어 best forecast결과가 na$\ddot{i}$ve model 결과에 비해 높은 정확도를 보이기 시작하는 것으로 나타났다. 또한 GWANN 모델의 예측 성능은 적용 기간과 지역 및 지하대수층의 특성에 따라 큰 다양성을 가지는 단점을 보여 강우 예측 자료 활용에 앞서 모델 개선의 필요성이 있다고 판단된다. 본 연구는 단기수자원 공급 계획 수립을 위하여 사용되는 지역 모델링 시스템에 대한 기후 예측정보의 활용성 평가를 위한 방법론으로 고려될 수 있을 것으로 기대된다.

강우자료와 연계한 도시 침수지역의 사전 영향예보 (Real-Time Forecast of Rainfall Impact on Urban Inundation)

  • 금호준;김현일;한건연
    • 한국지리정보학회지
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    • 제21권3호
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    • pp.76-92
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    • 2018
  • 본 연구는 상습적으로 도시침수 피해를 입은 지역을 대상으로 도시 홍수 예 경보를 위한 강우 시나리오별 사전 침수면적 데이터베이스를 구축하고 강우강도에 따른 침수예상도를 작성하여 기상청 최대강우량 예보와 함께 홍수위험지역을 사전에 예보할 수 있는 방법을 제안하고자 한다. 데이터베이스 구축을 위하여 1D-2D 모형 구축을 실시하고 실제호우사상에 대한 검증을 완료한 다음 시나리오별 해석을 실시하였다. 2010년 9월 21일에 대상유역에 내린 강우사상에 대한 2D 해석결과를 NDMS 자료와 비교 분석 하였다. NDMS 신고지점은 총 118지점에서 신고가 되었으며, 2D 침수해석 결과 82개 지점이 계산결과에 포함되었다. NDMS 신고 지점과 2D 침수해석 결과에 대하여 적합도를 계산한 결과 69.5%의 적합도로 분석되었다. 사전 침수 데이터베이스를 이용하여 침수예상도를 작성하였으며, 70mm의 침수예상도의 경우 NDMS 신고 지점과 70.3%의 적합도를 가졌으며, 80mm의 침수예상도의 경우 72.0%의 적합도를 가지는 것으로 분석되었다. 구축된 사전 침수면적 데이터베이스를 이용하여 기상예보와 함께 침수예상도 정보를 함께 제시할 수 있으며 침수 예 경보 시 선행시간을 확보할 수 있다.

초단기 예측모델에서 지상 GPS 자료동화의 영향 연구 (A Study on the Effect of Ground-based GPS Data Assimilation into Very-short-range Prediction Model)

  • 김은희;안광득;이희춘;하종철;임은하
    • 대기
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    • 제25권4호
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    • pp.623-637
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    • 2015
  • The accurate analysis of water vapor in initial of numerical weather prediction (NWP) model is required as one of the necessary conditions for the improvement of heavy rainfall prediction and reduction of spin-up time on a very-short-range forecast. To study this effect, the impact of a ground-based Global Positioning System (GPS)-Precipitable Water Vapor (PWV) on very-short-range forecast are examined. Data assimilation experiments of GPS-PWV data from 19 sites over the Korean Peninsula were conducted with Advanced Storm-scale Analysis and Prediction System (ASAPS) based on the Korea Meteorological Administration's Korea Local Analysis and Prediction System (KLAPS) included "Hot Start" as very-short-range forecast system. The GPS total water vapor was used as constraint for integrated water vapor in a variational humidity analysis in KLAPS. Two simulations of heavy rainfall events show that the precipitation forecast have improved in terms of ETS score compared to the simulation without GPS-PWV data. In the first case, the ETS for 0.5 mm of rainfall accumulated during 3 hrs over the Seoul-Gyeonggi area shows an improvement of 0.059 for initial forecast time. In other cases, the ETS improved 0.082 for late forecast time. According to a qualitative analysis, the assimilation of GPS-PWV improved on the intensity of precipitation in the strong rain band, and reduced overestimated small amounts of precipitation on the out of rain band. In the case of heavy rainfall during the rainy season in Gyeonggi province, 8 mm accompanied by the typhoon in the case was shown to increase to 15 mm of precipitation in the southern metropolitan area. The GPS-PWV assimilation was extremely beneficial to improving the initial moisture analysis and heavy rainfall forecast within 3 hrs. The GPS-PWV data on variational data assimilation have provided more useful information to improve the predictability of precipitation for very short range forecasts.

KLAPS와 3DVAR를 이용한 ProbeX-2009 남·서해상 고층관측자료의 관측 시스템 실험 연구 (Observing System Experiments Using KLAPS and 3DVAR for the Upper-Air Observations over the South and West sea during ProbeX-2009)

  • 황윤정;하종철;김연희;김기훈;전은희;장동언
    • 대기
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    • 제21권1호
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    • pp.1-16
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    • 2011
  • Numerical prediction capability has been improved over the decades, but progress of prediction for high-impact weather (HIW) was unsatisfactory. One reason of low predictability for HIW is lack of observation data. The National Institute of Meteorological Research (NIMR) has been performed observation program for improvement of predictability, and reduction in social and economical cost for HIW. As part of this observation program, summer intensive observation program (ProbeX-2009) was performed at the observation-gap areas from 25 August to 6 September 2009. Sounding observations using radiosonde were conducted in the Gisang2000 research vessel (R/V) from the Korea Meteorological Administration (KMA) over the West Sea and the Eardo R/V from the Korea Ocean Research and Development Institute (KORDI) over the South Sea. Observation System Experiment (OSE) is carried out to examine the effect of ProbeX-2009 data. OSEs using Korea Local Analysis and Prediction System (KLAPS) and Weather Research and Forecasting (WRF) Model are conducted to investigate the predictability for a short time forecast. And, OSEs using WRF/3DVAR system and WRF forecast model are conducted to study the predictability for an extended time. Control experiment (K_CTL and CNTL) used only GTS observation and experiment (K_EXP and SWEXP) used ProbeX-2009 data from two system are performed. ETS for 3hr accumulated rainfall simulated by KLAPS-WRF shows that K_EXP is higher than K_CTL. Also, ETS for 12hr accumulated rainfall of SWEXP from 3DVAR-WRF is higher than CNTL. The results indicate that observation over the ocean has positive impact on HIW prediction.

A Multi-agent based simulation Model for evacuees escaping from Tsunami disaster -To evaluate the evacuees escaping program in Fujisawa city, Japan-

  • Fujioka, Masaki;Ishibashi, Kenichi;Kaji, Hideki;Tsukagoshi, Isao
    • 한국시뮬레이션학회:학술대회논문집
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    • 한국시뮬레이션학회 2001년도 The Seoul International Simulation Conference
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    • pp.306-312
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    • 2001
  • In this research, we are trying to develop a framework to evaluate the prevention program for Tsunami disaster based on the Multi-agent simulation model. Tsunami has arisen by the earthquake. It happened after flew minutes or few hours when it occurred. It is clear that Tsunami will come after earthquake and from seashore. If we prevent the damage by Tsunami, we should make people who is in the seashore and lived near the seaside escape from there. Moreover we must forecast the escape activity from Tsunami. Former research of this field, some researches try to forecast the escape activity as macro level. However, people who escape from Tsunami is differ from their physical ability and ability of information processing. It needs a more accuracy model to forecast the escape activity of them. Furthermore they make a decision step by step using the various information. Therefore escape activity from Tsunami will describe using an agent based model which can only treat the information processing of human being. In this paper, we develop the evacuation model from Tsunami disaster using the Multi agent based model. The purpose of this study is to analyze the human action pattern when Tsunami occurred, and to make an accurately assessment for damages by Tsunami. The Fujisawa city government is planning and operating the various prevention program far Tsunami. However nobody assess it, because they do not have any simulation models for Tsunami disaster. If they want to set an effective prevention program for Tsunami, they should have any kinds of simulation model. The results of this study are 1) To develop the Multi agent based evacuees escape activity model. 2) Assess the damage of Tsunami in Fujisawa-City.

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