• 산업경영시스템학회지
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• 제41권1호
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• pp.50-58
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• 2018

Intermittent demand is a demand with a pattern in which zero demands occur frequently and non-zero demands occur sporadically. This type of demand mainly appears in spare parts with very low demand. Croston's method, which is an initiative intermittent demand forecasting method, estimates the average demand by separately estimating the size of non-zero demands and the interval between non-zero demands. Such smoothing type of forecasting methods can be suitable for mid-term or long-term demand forecasting because those provides the same demand forecasts during the forecasting horizon. However, the smoothing type of forecasting methods aims at short-term forecasting, so the estimated average forecast is a factor to decrease accuracy. In this paper, we propose a forecasting method to improve short-term accuracy by improving Croston's method for intermittent demand forecasting. The proposed forecasting method estimates both the non-zero demand size and the zero demands' interval separately, as in Croston's method, but the forecast at a future period adjusted by binomial weight according to occurrence probability. This serves to improve the accuracy of short-term forecasts. In this paper, we first prove the unbiasedness of the proposed method as an important attribute in forecasting. The performance of the proposed method is compared with those of five existing forecasting methods via eight evaluation criteria. The simulation results show that the proposed forecasting method is superior to other methods in terms of all evaluation criteria in short-term forecasting regardless of average size and dispersion parameter of demands. However, the larger the average demand size and dispersion are, that is, the closer to continuous demand, the less the performance gap with other forecasting methods.

• 지능정보연구
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• 제4권1호
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• pp.133-147
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• 1998

Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

• 대한토목학회논문집
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• 제38권1호
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• pp.73-80
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• 2018

고속도로 교통류 제어는 기존의 Reactive 방식(실시간 대응)에서 Proactive 방식(사전 대응)으로 발전하고 있다. 첨단 고속도로 교통류 제어의 핵심 입력자료 중 하나는 여러 시간대에 걸치는 장래 교통량 상태이다. 다중 시간대 교통량 예측을 위해서는 장래 상태의 불확실성을 극복해야 한다. 이는 예측 시간대의 확장에 따라 장래 상태의 불확실성은 증가하기 때문이다. 따라서 다중 시간대 교통량 예측을 위해서는 장래 상태의 불확실성을 효과적으로 극복할 수 있는 실행 가능한 방안이 필요하다. 본 연구에서는 대용량 이력자료에 내재된 교통류 상태의 시간적 진화 행태를 이용하여 장래 상태의 불확실성을 효과적으로 극복함으로써 다중 시간대 장래 교통량 상태를 예측하는 모형을 제시하도록 한다. 개발 모형은 현행 교통량의 상태 진화를 기반으로 대용량 자료에 내재된 과거 상태를 추출하고, 이를 이용하여 장래 상태를 예측한다. 추가로, 개발된 모형은 실제 적용을 고려하여 자료관리시스템에 적합하도록 설계되었다. 적용결과, 개발모형은 다중 시간대에 걸치는 불확실성을 효과적으로 극복함으로써 우수한 예측력을 보였으며, 첨단자료관리시스템에 실제 적용이 가능하다고 판단된다.

• 물과 미래
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• 제3권2호
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• pp.50-53
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• 1970

• 물과 미래
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• 제8권2호
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• pp.41-48
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• 1975

• 물과 미래
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• 제19권1호
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• pp.5-15
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• 1986

• 물과 미래
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• 제6권1호
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• pp.76-86
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• 1973

• 물과 미래
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• 제7권1호
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• pp.7-11
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• 1974

• 물과 미래
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• 제26권2호
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• pp.99-105
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• 1993

호우발생전의 기상상태, 유역의 저류상태 그리고 과거의 패턴을 반영한 실용성 있는 홍수 예보모형을 제안하였다. 호우 예보는 구름 물리학을 토대로한 지점 호우 예보 모형을, 유출예측은 저류함수모형을 채택하였다. 홍수 예보 모형의 입력 변수는 예보 발령 시점의 지상 기온, 지상 기압, 지상 이슬점 온도 그리고 유출점의 초기 유량이다. 홍수 예보 모형의 매개 상수는 과거의 홍수 사상이 갖는 최적 상수들의 산술평균값으로 하였다. 유출률은 홍수 초기 유량을 지표로 하여 예측될 수 있게 하였다.

• 한국시스템다이내믹스연구
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• 제9권1호
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• pp.125-141
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• 2008

It is very difficult to predict future demand/supply, price for resources with acceptable accuracy using regression analysis. We try to use system dynamics to forecast the demand/supply and price for nickel. Nickel is very expensive mineral resource used for stainless production or other industrial production like battery, alloy making. Recent nickel price trend showed non-linear pattern and we anticipated the system dynamic method will catch this non-linear pattern better than the regression analysis. Our model has been calibrated for the past 6 year quarterly data (2002-2007) and tested for next 5 year quarterly data(2008-2012). The results were acceptable and showed higher accuracy than the results obtained from the regression analysis. And we ran the simulations for scenarios made by possible future changes in demand or supply related variables. This simulations implied some meaningful price change patterns.