• 해운물류연구
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• 제35권1호
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• pp.93-109
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• 2019

본 연구는 혼합주기모형을 해운경기 예측에 활용하기 위해 기존의 비선형 장기균형관계분석에서 통계적으로 유의한 요인들을 단기모형에 적용하였다. 가장 일반적인 단일변수(univariate) AR(1) 모형과 혼합주기모형으로부터 각각 표본외 예측을 실시하여 예측오차와 비교한 결과 혼합주기모형의 예측력이 AR(1) 모형보다 향상됨을 확인하였다. 이러한 실증분석은 새로운 고차원 혼합주기모형이 해운경기변동 예측에 유용한 모형임을 의미하며, 즉, 최근 다변수 시계열 자료가 주로 장기균형관계(long-run equilibrium)를 대상으로 하고 있는데, 고차주기와 같은 정보를 분석에 포함할 경우 단기 해운경기 분석모형의 예측력이 향상될 수 있음을 의미하는 분석결과이다.

• Communications for Statistical Applications and Methods
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• 제19권3호
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• pp.415-422
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• 2012

본 연구에서는 단기에 측정되는 트래픽 자료를 예측하기 위하여 Holt-Winters, Fractional Seasonal ARIMA, AR-GARCH, Seasonal AR-GARCH 모형을 사용하여 각 모형의 예측 성능을 비교하고자 한다. 예측에 이용된 시계열 모형에 대해 소개하고, 실제 트래픽 자료에 적용하여 트래픽 자료를 분석한 결과 Holt-Winters방법이 예측력 측면에서 가장 우수하였다.

• Communications for Statistical Applications and Methods
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• 제17권1호
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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).

• 농업과학연구
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• 제41권1호
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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.

• 농업과학연구
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• 제41권1호
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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.

• 대한교통학회지
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• 제13권1호
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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 .

• 응용통계연구
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• 제29권1호
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• pp.145-155
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• 2016

이 논문에서는 기상에 따른 고령 환자의 질병 발생빈도를 예측하는 방법을 비교한다. 분석을 위해 건강보험심사평가원의 고령 환자 의료 자료와 기상청 자료를 주별, 권역별로 병합한다. 기상에 영향을 받는 질병의 주별 발생 빈도를 ARMAX모형, VARMAX모형, TSCS회귀모형으로 분석하고 MSE, MAPE, MAE 기준으로 모형을 비교했다.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2007년도 학술발표회 논문집
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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.

• 산업공학
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• 제16권spc호
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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.

• 한국방재학회:학술대회논문집
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• 한국방재학회 2008년도 정기총회 및 학술발표대회
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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.