• Title/Summary/Keyword: forecasting models

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The forecasting evaluation of the high-order mixed frequency time series model to the marine industry (고차원 혼합주기 시계열모형의 해운경기변동 예측력 검정)

  • KIM, Hyun-sok
    • The Journal of shipping and logistics
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    • v.35 no.1
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    • pp.93-109
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    • 2019
  • This study applied the statistically significant factors to the short-run model in the existing nonlinear long-run equilibrium relation analysis for the forecasting of maritime economy using the mixed cycle model. The most common univariate AR(1) model and out-of-sample forecasting are compared with the root mean squared forecasting error from the mixed-frequency model, and the prediction power of the mixed-frequency approach is confirmed to be better than the AR(1) model. The empirical results from the analysis suggest that the new approach of high-level mixed frequency model is a useful for forecasting marine industry. It is consistent that the inclusion of more information, such as higher frequency, in the analysis of long-run equilibrium framework is likely to improve the forecasting power of short-run models in multivariate time series analysis.

A Study on Performance Analysis of Short Term Internet Traffic Forecasting Models (단기 측정 인터넷 트래픽 예측을 위한 모형 성능 비교 연구)

  • Ha, M.H.;Son, H.G.;Kim, S.
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.415-422
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    • 2012
  • In this paper, we first the compare the performance of Holt-Winters, FSARIMA, AR-GARCH and Seasonal AR-GARCH models with in the short term based data. The results of the compared data show that the Holt-Winters model outperformed other models in terms of forecasting accuracy.

Coherent Forecasting in Binomial AR(p) Model

  • Kim, Hee-Young;Park, You-Sung
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.27-37
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    • 2010
  • This article concerns the forecasting in binomial AR(p) models which is proposed by Wei$\ss$ (2009b) for time series of binomial counts. Our method extends to binomial AR(p) models a recent result by Jung and Tremayne (2006) for integer-valued autoregressive model of second order, INAR(2), with simple Poisson innovations. Forecasts are produced by conditional median which gives 'coherent' forecasts, and we estimate the forecast distributions of future values of binomial AR(p) models by means of a Monte Carlo method allowing for parameter uncertainty. Model parameters are estimated by the method of moments and estimated standard errors are calculated by means of block of block bootstrap. The method is fitted to log data set used in Wei$\ss$ (2009b).

Development of customized control modules for the model forecasting the occurrence of potato late blight (감자역병 예측모델을 위한 맞춤통보용 방제모듈 개발에 대한 고찰)

  • Shim, Myung Syun;Lim, Jin Hee;Kim, Jeom-Soon;Yoo, Seong Joon
    • Korean Journal of Agricultural Science
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    • v.41 no.1
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    • pp.23-27
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    • 2014
  • Potato late blight occurrence is caused by various environmental factors, and the progress can be regularly predicted so that several predictive models have been developed. The models predict the timing of the disease occurrence, but they do not include the methods of the disease control. Effective fungicide control, economic threshold, prediction models were investigated in the study to reflect on customized control modules for the model forecasting the occurrence of potato late blight.

Development of customized control modules for the model forecasting the occurrence of phytophthora blight on hot pepper (고추역병 예측모델을 위한 맞춤통보용 방제모듈 개발에 대한 고찰)

  • Shim, Myung Syun;Lim, Jin Hee;Kim, Jeom-Soon;Yoo, Seong Joon
    • Korean Journal of Agricultural Science
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    • v.41 no.1
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    • pp.29-34
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    • 2014
  • Phytophthora blight occurrence is caused by various environmental factors, and the progress can be regularly predicted so that several predictive models have been developed. The models predict the timing of the disease occurrence, but they do not include the methods of the disease control. Effective fungicide control, control threshold, prediction models were investigated in the study to reflect on customized control modules for the model forecasting the occurrence of Phytophthora blight on hot pepper.

Development of a neural-based model for forecating link travel times (신경망 이론에 의한 링크 통행시간 예측모형의 개발)

  • 박병규;노정현;정하욱
    • Journal of Korean Society of Transportation
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    • v.13 no.1
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    • pp.95-110
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    • 1995
  • n this research neural -based model was developed to forecast link travel times , And it is also compared wiht other time series forecasting models such as Box-Jenkins model, Kalman filter model. These models are validated to evaluate the accuracy of models with real time series data gathered by the license plate method. Neural network's convergency and generalization were investigated by modifying learning rate, momentum term and the number of hidden layer units. Through this experiment, the optimum configuration of the nerual network architecture was determined. Optimumlearining rate, momentum term and the number of hidden layer units hsow 0.3, 0.5, 13 respectively. It may be applied to DRGS(dynamic route guidance system) with a minor modification. The methods are suggested at the condlusion of this paper, And there is no doubt that this neural -based model can be applied to many other itme series forecating problem such as populationforecasting vehicel volume forecasting et .

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Comparison of forecasting models of disease occurrence due to the weather in elderly patients (기상에 따른 고령환자의 질병 발생빈도 예측모형 비교)

  • Lee, Seonjae;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.145-155
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    • 2016
  • In this paper, we compare forecasting models for disease occurrences in elderly patients due to the weather. For the analysis, the medical data of aged patients released from Health Insurance Review and the weather data of the Korea Meteorological Administration are weekly and regionally merged. The ARMAX model, the VARMAX model and the TSCS regression model are considered to analyze the number of weekly occurrences of some diseases attributable to climate conditions. These models are compared with MSE, MAPE, and MAE criteria.

Flood Stage Forecasting using Kohonen Self-Organizing Map (코호넨 자기조직화함수를 이용한 홍수위 예측)

  • Kim, Seong-Won;Kim, Hyeong-Su
    • Proceedings of the Korea Water Resources Association Conference
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    • 2007.05a
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    • pp.1427-1431
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    • 2007
  • In this study, the new methodology which combines Kohonen self-organizing map(KSOM) neural networks model and the conventional neural networks models such as feedforward neural networks model and generalized neural networks model is introduced to forecast flood stage in Nakdong river, Republic of Korea. It is possible to train without output data in KSOM neural networks model. KSOM neural networks model is used to classify the input data before it combines with the conventional neural networks model. Four types of models such as SOM-FFNNM-BP, SOM-GRNNM-GA, FFNNM-BP, and GRNNM-GA are used to train and test performances respectively. From the statistical analysis for training and testing performances, SOM-GRNNM-GA shows the best results compared with the other models such as SOM-FFNNM-BP, FFNNM-BP, and GRNNM-GA and FFNNM-BP shows vice-versa. From this study, we can suggest the new methodology to forecast flood stage and construct flood warning system in river basin.

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Neuro-Fuzzy GMDH Model and Its Application to Forecasting of Mobile Communication (뉴로 - 퍼지 GMDH 모델 및 이의 이동통신 예측문제에의 응용)

  • Hwang, Heung-Suk
    • IE interfaces
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    • v.16 no.spc
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    • pp.28-32
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    • 2003
  • In this paper, the fuzzy group method data handling-type(GMDH) neural networks and their application to the forecasting of mobile communication system are described. At present, GMDH family of modeling algorithms discovers the structure of empirical models and it gives only the way to get the most accurate identification and demand forecasts in case of noised and short input sampling. In distinction to neural networks, the results are explicit mathematical models, obtained in a relative short time. In this paper, an adaptive learning network is proposed as a kind of neuro-fuzzy GMDH. The proposed method can be reinterpreted as a multi-stage fuzzy decision rule which is called as the neuro-fuzzy GMDH. The GMDH-type neural networks have several advantages compared with conventional multi-layered GMDH models. Therefore, many types of nonlinear systems can be automatically modeled by using the neuro-fuzzy GMDH. The computer program is developed and successful applications are shown in the field of estimating problem of mobile communication with the number of factors considered.

Flood Stage Forecasting using Class Segregation Method of Time Series Data (시계열자료의 계층분리기법을 이용한 하천유역의 홍수위 예측)

  • Kim, Sung-Weon
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.669-673
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    • 2008
  • In this study, the new methodology which combines Kohonen self-organizing map(KSOM) neural networks model and the conventional neural networks models such as feedforward neural networks model and generalized neural networks model is introduced to forecast flood stage in Nakdong river, Republic of Korea. It is possible to train without output data in KSOM neural networks model. KSOM neural networks model is used to classify the input data before it combines with the conventional neural networks model. Four types of models such as SOM-FFNNM-BP, SOM-GRNNM-GA, FFNNM-BP, and GRNNM-GA are used to train and test performances respectively. From the statistical analysis for training and testing performances, SOM-GRNNM-GA shows the best results compared with the other models such as SOM-FFNNM-BP, FFNNM-BP, and GRNNM-GA and FFNNM-BP shows vice-versa. From this study, we can suggest the new methodology to forecast flood stage and construct flood warning system in river basin.

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