• 물과 미래
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• 제25권4호
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• pp.109-119
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• 1992

본 연구에서는 호우시 홍수예경보 및 수자원의 효율적 관리를 위한 실시간 유출예측모형을 개발하고자 하였다. 그 방법으로 강우-유출과저의 추계학적 시스템모형을 구성하고 모형의 매개변수를 순환 최적추정할 수 있는 RLS 및 IV-AML 알고리즘을 적용하였다. 또한 기존에 관측된 시간별 강우-유출자료로부터 매개변수 및 추정오차의 공분산행렬의 초기치들을 산정하여 유출예측의 성과도를 향상시키고자 하였으며, 1단계전 유출예측치를 분석함으로서 본 연구에서 개발된 모형의 정확성과 적용가능성을 검토해 보았다.

• 농촌계획
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• 제25권4호
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• pp.109-117
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• 2019

The purpose of this study is to present a time series model of onion and garlic prices. After considering the various time series models, we calculated the appropriate time series models for each item and then selected the model with the minimized error rate by reflecting the monthly dummy variables and import data. Also, we examined whether the predictive power improves when we combine the predictions of the Korea Rural Economic Institute with the predictions of time series models. As a result, onion prices were identified as ARMGARCH and garlic prices as ARXM. Monthly dummy variables were statistically significant for onion in May and garlic in June. Garlic imports were statistically significant as a result of adding imports as exogenous variables. This study is expected to help improve the forecasting model by suggesting a method to minimize the price forecasting error rate in the case of the unstable supply and demand of onion and garlic.

• 응용통계연구
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• 제27권7호
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• pp.1257-1268
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• 2014

KTX에 등장에 따라 국내 여객시장은 KTX 시장을 중심으로 변화가 이루어졌다. 이에 따라 KTX 이용 여객의 수요예측은 열차 운영에 있어서 매우 중대한 사안이다. 본 논문에서는 여러 시계열 모형의 비교를 통해 KTX 이용 여객의 수요와 연관이 있는 요일과 공휴일, 명절을 어떠한 형태로 고려할 것인지 연구하였다. 모형 간 예측력을 비교하기 위하여 Mean Absolute Percentage Errors (MAPE)를 사용하였으며, 1달간의 단기간 예측에 있어서 변동성을 고려해줄 수 있는 Reg-AR-GARCH 모형이 우수한 예측력을 나타냈으며, 1달을 초과한 기간의 예측에서는 Reg-ARMA 모형이 우수한 예측력을 나타냈다.

• 한국시스템다이내믹스연구
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• 제8권2호
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• pp.175-190
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• 2007

Stock market volatility largely depends on firms' value and growth opportunities. However, with the globalization of world economy, the effect of the synchronization in major countries is gaining its importance. Also, domestically, the business cycle and cash market of the country are additional factors needed to be considered. The main purpose of this research is to attest the application and usefulness of System Dynamics as a general stock market forecasting tool. Throughout this research, System Dynamics suggests a conceptual model for forecasting a KOSPI(Korea Composite Stock Price Index), taking the factors of the composite stock price indexes in traditional researches. In conclusion of this research, System Dynamics was proved to bean appropriate model for forecasting the volatility and direction of a stock market as a whole. With its timely adaptability, System Dynamic overcomes the limit of traditional statistic models.

• 산업경영시스템학회지
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• 제20권44호
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• pp.243-255
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• 1997

Forecasting the future values of an observed time series is an important problem in many areas, including economics, traffic engineering, production planning, sales forecasting, and stock control. The purpose of this paper is aimed to discover the more efficient forecasting model through the parameter estimation and residual analysis among the quantitative method such as Winters' exponential smoothing model, Box-Jenkins' model, and Kalman filtering model. The mean of the time series is assumed to be a linear combination of known functions. For a parameter estimation and residual analysis, Winters', Box-Jenkins' model use Statgrap and Timeslab software, and Kalman filtering utilizes Fortran language. Therefore, this paper can be used in real fields to obtain the most effective forecasting model.

• 물과 미래
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• 제26권4호
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• pp.117-125
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• 1993

A flood -flow management system model of river basin has been developed in this study. The system model consists of the observation and telemetering system, the rainfall forecasting and data-bank system, the flood runoff simulation system, the dam operation simulation system, the flood forecasting simulation system and the flood warning system. The Multivariate model(MV) and Meterological-factor regression model(FR) for rainfall forecasting and the Streamflow synthesis and reservoir regulation(SSARR) model for flood runoff simulation have been adopted for the development of a new system model for flood-flow management. These models are calibrated to determine the optimal parameters on the basis of observed rainfall, streamflow and other hydrological data during the past flood periods. The flood-flow management system model with SSARR model(FFMM-SR,FFMM-SR(FR) and FFMM-SR(MV)), in which the integrated operation of dams and rainfall forecasting in the basin are considered, is then suggested and applied for flood-flow management and forecasting. The results of the simulations done at the base stations are analysed and were found to be more accurate and effective in the FFMM-SR and FFMM0-SR(MV).

• 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.

• 지능정보연구
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• 제1권1호
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• pp.135-148
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• 1995

Neural Networks have been advocated as an alternative to statistical forecasting methods. However, the empirical evidences are not consistent. In the present experiments, multi-layered perceptron (MLP) are adopted as approximator to the time series generating processes. To prevent the MLP from being overfitted to the given time series, the information obtained from ARMA modeling is used to determine the architecture of MLP. The proposed approach was tested empirically using the subsamples of the 111 time series used in the first Markridakis Competition. The forecasting results were analyzed to find out the factors that affect the performance of MLP. The experimental results show that the proposed approach outperforms ARMA models in terms of fitting and forecasting accuracy. In addition, it is found that the use of deseasonalized data improves the forecasting accuracy of MLP.

• 한국신재생에너지학회:학술대회논문집
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• 한국신재생에너지학회 2006년도 춘계학술대회
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• pp.323-324
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• 2006

In the present paper a forecasting system of wind power generation for Walryong Site, Jejudo is presented, which has been developed and evaluated as a first step toward establishing Korea Forecasting Model of Wind Power Generation. The forecasting model, KIER forecaster is constructed based on statistical models and is trained with wind speed data observed at Gosan Weather Station nearby Walryong Si to. Due to short period of measurements at Walryong Site for training statistical model, Gosan wind data were substituted and transplanted to Walryong Site by using Measure-Correlate-Predict technique. Three-hour advanced forecast ins shows good agreement with the measurement at Walryong site with the correlation factor 0.88 and MAE(mean absolute error) 15% under.

• The Journal of Asian Finance, Economics and Business
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• 제9권3호
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• pp.181-193
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• 2022

This paper seeks to investigate major macroeconomic factors and bond yield interactions in Thai bond markets, with the goal of forecasting future bond yields. This study examines the best predictive yields for future bond yields at different maturities of 1-, 3-, 5-, 7-, and 10-years using time series data of economic indicators covering the period from 1998 to 2020. The empirical findings support the hypothesis that macroeconomic factors influence bond yield fluctuations. In terms of forecasting future bond yields, static predictions reveal that in most cases, the BVAR model offers the best predictivity of bond rates at various maturities. Furthermore, the BVAR model has the best performance in dynamic rolling-window, forecasting bond yields with various maturities for 2-, 4-, and 8-quarters. The findings of this study imply that the BVAR model forecasts future yields more accurately and consistently than other competitive models. Our research could help policymakers and investors predict bond yield changes, which could be important in macroeconomic policy development.