• 제목/요약/키워드: forecasting models

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비신호 교차로 지체를 반영한 통행배정 기초연구 (A Study on the Traffic Assignment Considering Unsignalized Intersection Delay)

  • 박병호;박상혁;홍영성;김진선
    • 한국도로학회논문집
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    • 제12권2호
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    • pp.1-7
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    • 2010
  • 본 연구는 도시교통수요예측에 있어 비신호교차로 지체를 다루고 있다. 본 연구의 목적은 비신호교차로 지체식을 개발하고, 이 지체식의 적용결과를 비교분석하는데 있다. 이를 위해 이 연구에서는 한국도로용량편람(KHCS)에 의한 시뮬레이션과 EMME/2를 이용한 청주시 사례연구에 중점을 두고 있다. 주요 연구결과는 다음과 같다. 첫째, 총 480회의 시뮬레이션을 통해 통계적으로 유의한 8개의 지체식이 개발되었다. 둘째, 비신호교차로의 지체식을 적용한 추정치가 관측 교통량 자료에 가장 적합한 것으로 분석되었다.

인터넷 뉴스 빅데이터를 활용한 기업 주가지수 예측 (A Prediction of Stock Price Through the Big-data Analysis)

  • 유지돈;이익선
    • 산업경영시스템학회지
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    • 제41권3호
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    • pp.154-161
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    • 2018
  • This study conducted to predict the stock market prices based on the assumption that internet news articles might have an impact and effect on the rise and fall of stock market prices. The internet news articles were tested to evaluate the accuracy by comparing predicted values of the actual stock index and the forecasting models of the companies. This paper collected stock news from the internet, and analyzed and identified the relationship with the stock price index. Since the internet news contents consist mainly of unstructured texts, this study used text mining technique and multiple regression analysis technique to analyze news articles. A company H as a representative automobile manufacturing company was selected, and prediction models for the stock price index of company H was presented. Thus two prediction models for forecasting the upturn and decline of H stock index is derived and presented. Among the two prediction models, the error value of the prediction model (1) is low, and so the prediction performance of the model (1) is relatively better than that of the prediction model (2). As the further research, if the contents of this study are supplemented by real artificial intelligent investment decision system and applied to real investment, more practical research results will be able to be developed.

강우-유출모형을 위한 매개변수 순차 보정기법 연구 (A Study of Progressive Parameter Calibrations for Rainfall-Runoff Models)

  • 곽재원;김덕길;홍일표;김형수
    • 한국습지학회지
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    • 제11권2호
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    • pp.107-121
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    • 2009
  • 현재 홍수예보를 위하여 많은 강우-유출 모형이 사용되고 있으나, 이러한 모형의 매개변수를 결정하는 것은 매우 난해하다. 본 연구에서는 저류함수모형과 Tank 모형, SSARR 모형을 이용하여 미호천 유역에 대하여 홍수모의 예측을 수행하고 그 효율성을 분석하였다. 연구에 적용된 강우-유출 모형에 최적화 방법을 적용하여 매개 변수 산정을 수행하였으며, 패턴탐색과 유전자 알고리즘의 최적화 방법을 적용 시, 보정과정 내에서 매개변수 간 민감도를 분석하고 이를 바탕으로 매개변수를 소군집으로 분류하여 민감도에 따른 순차 보정 방법을 적용하고 이 결과를 비교 분석하였다. 매개변수 소군집을 이용한 보정 방법과 기존에 사용되는 매개변수 군집을 이용한 보정 방법을 비교한 결과, SSR에 소군집을 이용한 순차보정 방법을 적용하였을 때 첨두 유량과 보정 시간 면에서 유리한 것으로 나타났다.

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Price Forecasting on a Large Scale Data Set using Time Series and Neural Network Models

  • Preetha, KG;Remesh Babu, KR;Sangeetha, U;Thomas, Rinta Susan;Saigopika, Saigopika;Walter, Shalon;Thomas, Swapna
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제16권12호
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    • pp.3923-3942
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    • 2022
  • Environment, price, regulation, and other factors influence the price of agricultural products, which is a social signal of product supply and demand. The price of many agricultural products fluctuates greatly due to the asymmetry between production and marketing details. Horticultural goods are particularly price sensitive because they cannot be stored for long periods of time. It is very important and helpful to forecast the price of horticultural products which is crucial in designing a cropping plan. The proposed method guides the farmers in agricultural product production and harvesting plans. Farmers can benefit from long-term forecasting since it helps them plan their planting and harvesting schedules. Customers can also profit from daily average price estimates for the short term. This paper study the time series models such as ARIMA, SARIMA, and neural network models such as BPN, LSTM and are used for wheat cost prediction in India. A large scale available data set is collected and tested. The results shows that since ARIMA and SARIMA models are well suited for small-scale, continuous, and periodic data, the BPN and LSTM provide more accurate and faster results for predicting well weekly and monthly trends of price fluctuation.

휴대인터넷 사업자 선정 정책에 따른 동태적 시장 예측과 함의 (Dynamic Forecasting of Market Growth according to Portable Internet Carrier Licensing Policy)

  • 김종태;박상현;오명륜;김상욱
    • 한국시스템다이내믹스연구
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    • 제5권2호
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    • pp.67-88
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    • 2004
  • This paper attempts to explore the generic pitfalls of the traditional number-crunching methods adopted thus far for the forecast of newly emerging market trends, and present an alternative by introducingsystems thinking to the portable Internet service market as an example, followed by its rationale as a new tool for forecasting and some reasoning about why traditional methods are no longer appropriate. Most adoption models in general to forecast market trends have several limitations due to theirbasic assumptions and prospective. First, they fail to capture dynamic interactions among the factors involved over time, with implicit assumptions of 'unilateral causality' in that each factor contributes as a cause to the effect, i.e., causality runs one way; each factor acts independently the weighting factor of each is fixed, etc. Second, the number-crunching models have no way of taking into account the impact of delayed feedback often caused by introducing new policies and legislative changes on the whole system under investigation. Third, there is not a way to reflect the effect of competition by players.

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수요예측에 오차를 고려한 신뢰도 지수 산정에 관한 연구 (A STUDY ON THE GENERATING SYSTEM RELIABILITY INDEX EVALUATION WITH CONSIDERING THE LOAD FORECASTING UNCERTAINTY)

  • 송길영;김용하;차준;오광해
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1991년도 하계학술대회 논문집
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    • pp.402-405
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    • 1991
  • This paper represents a new method for computing reliability indices by using Large Deviation method which is one of the probabilistic production cost simulations. The reliability measures are based on the models used for the loads and for the generating unit failure states. In computing these measures it has been tacitly assumed that the values of all parameters in the models are precisely known. In fact, however, some of these values must often be chosen with a considerable degree of uncertainty involved. This is particularly true for the forecast peak loads in the load model, where there is an inherent uncertainty in the method of forecasting, which are frequently based on insufficient statistics. In this paper, the effect of load forecasting uncertainty on the LOLP(Loss of Load Probability), is investigated. By applying the Large Deviation method to the IEEE Rilability Test System, it is verified that the proposed method is generally very accurate and very fast for computing system reliability indices.

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실시간 유출예측을 위한 선행강우지수별 TF모형의 유도 (Derivation of Transfer Function Models in each Antecedent Precipitation Index for Real-time Streamflow Forecasting)

  • 남성우;박상우
    • 대한토목학회논문집
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    • 제12권1호
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    • pp.115-122
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    • 1992
  • 실시간 유출예측에서 주로 쓰이는 추계학적 강우-유출 과정모형은 모형구조가 간단하고 상태 공간 모형으로 수식화하기에 용이한 TF모형이다. 이 모형을 이용하여 실시간 유출예측을 효율적으로 수행하기 위해서는 정확한 모형구조의 결정이 선행되어야 하며, 특히 예측초기의 오차를 줄일 수 있는 방법이 요구된다. 본 연구에서는 이를 위하여 유역의 초기습윤상태를 나타낼 수 있는 5일 선행강우지수를 threshold개념으로 도입하고, 각각의 TF모형을 Box-Jenkins 방법으로 등정하여 비교 검토하여 보았다.

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Development of Outbound Tourism Forecasting Models in Korea

  • Yoon, Ji-Hwan;Lee, Jung Seung;Yoon, Kyung Seon
    • Journal of Information Technology Applications and Management
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    • 제21권1호
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    • pp.177-184
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    • 2014
  • This research analyzes the effects of factors on the demands for outbound to the countries such as Japan, China, the United States of America, Thailand, Philippines, Hong Kong, Singapore and Australia, the countries preferred by many Koreans. The factors for this research are (1) economic variables such as Korea Composite Stock Price Index (KOSPI), which could have influences on outbound tourism and exchange rate and (2) unpredictable events such as diseases, financial crisis and terrors. Regression analysis was used to identify relationship based on the monthly data from January 2001 to December 2010. The results of the analysis show that both exchange rate and KOSPI have impacts on the demands for outbound travel. In the case of travels to the United States of America and Philippines, Korean tourists usually have particular purposes such as studying, visiting relatives, playing golf or honeymoon, thus they are less influenced by the exchange rate. Moreover, Korean tourists tend not to visit particular locations for some time when shock reaction happens. As the demands for outbound travels are different from country to country accompanied by economic variables and shock variables, differentiated measure to should be considered to come close to the target numbers of tourists by switching as well as creating the demands. For further study we plan to build outbound tourism forecasting models using Artificial Neural Networks.

수요예측 모형의 비교분석에 관한 사례연구 (A comparative analysis of the Demand Forecasting Models : A case study)

  • 정상윤;황계연;김용진;김진
    • 산업경영시스템학회지
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    • 제17권31호
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    • pp.1-10
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    • 1994
  • The purpose of this study is to search for the most effective forecasting model for condenser with independent demand among the quantitative methods such as Brown's exponential smoothing method, Box-Jenkins method, and multiple regression analysis method. The criterion for the comparison of the above models is mean squared error(MSE). The fitting results of these three methods are as follows. 1) Brown's exponential smoothing method is the simplest one, which means the method is easy to understand compared to others. But the precision is inferior to other ones. 2) Box-Jenkins method requires much historic data and takes time to get to the final model, although the precision is superior to that of Brown's exponential smoothing method. 3) Regression method explains the correlation between parts with similiar demand pattern, and the precision is the best out of three methods. Therefore, it is suggested that the multiple regression method is fairly good in precision for forecasting our item and that the method is easily applicable to practice.

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계절형 다변량 시계열 모형을 이용한 국제항공 여객 및 화물 수요예측에 관한 연구 (A Study on International Passenger and Freight Forecasting Using the Seasonal Multivariate Time Series Models)

  • 윤지성;허남균;김삼용;허희영
    • Communications for Statistical Applications and Methods
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    • 제17권3호
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    • pp.473-481
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    • 2010
  • 본 연구는 최근에 활발히 연구가 진행 중인 항공수요 예측을 위하여 계절형 다변량 시계열 모형을 기반으로 하고 다른 모형과의 비교를 RMSE(Root Mean Square Error)를 기준으로 비교한 것이다. 여기서 싱가폴 국제항공유가, 수출액을 추가하여 예측성능을 좋게 하고자 한다.