• 제목/요약/키워드: price forecasting

검색결과 297건 처리시간 0.022초

지능을 이용한 농사 전문가 시스템 (Farming Expert System using intelligent)

  • 홍유식
    • 한국컴퓨터산업학회논문지
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    • 제6권2호
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    • pp.241-248
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    • 2005
  • 기존의 예측 방법들은 과거의 통계적인 수치를 사용해서 미래를 예측했었다. 정확하게 농산물 가격을 예측하려면 정확한 지식과 많은 노력이 필요하다. 그러므로 이러한 문제점을 해결하기 위해서, 본 논문에서는 농산물 예측 가격을 향상하기 위해서 전처리로 퍼지 및 신경망을 사용하였다. 또한 후처리로써 예기치 못한 상황을 실시간으로 예측할 수 있는 지능형 농사 전문가시스템을 개발하였다. 시뮬레이션결과 제안된 농산물 가격 예측이 퍼지 규칙을 사용하지 않은 기존 수요예측 시스템보다 가격오차를 줄일 수 있음을 입증했다.

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Forecasting uranium prices: Some empirical results

  • Pedregal, Diego J.
    • Nuclear Engineering and Technology
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    • 제52권6호
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    • pp.1334-1339
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    • 2020
  • This paper presents an empirical and comprehensive forecasting analysis of the uranium price. Prices are generally difficult to forecast, and the uranium price is not an exception because it is affected by many external factors, apart from imbalances between demand and supply. Therefore, a systematic analysis of multiple forecasting methods and combinations of them along repeated forecast origins is a way of discerning which method is most suitable. Results suggest that i) some sophisticated methods do not improve upon the Naïve's (horizontal) forecast and ii) Unobserved Components methods are the most powerful, although the gain in accuracy is not big. These two facts together imply that uranium prices are undoubtedly subject to many uncertainties.

Mean-VaR Portfolio: An Empirical Analysis of Price Forecasting of the Shanghai and Shenzhen Stock Markets

  • Liu, Ximei;Latif, Zahid;Xiong, Daoqi;Saddozai, Sehrish Khan;Wara, Kaif Ul
    • Journal of Information Processing Systems
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    • 제15권5호
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    • pp.1201-1210
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    • 2019
  • Stock price is characterized as being mutable, non-linear and stochastic. These key characteristics are known to have a direct influence on the stock markets globally. Given that the stock price data often contain both linear and non-linear patterns, no single model can be adequate in modelling and predicting time series data. The autoregressive integrated moving average (ARIMA) model cannot deal with non-linear relationships, however, it provides an accurate and effective way to process autocorrelation and non-stationary data in time series forecasting. On the other hand, the neural network provides an effective prediction of non-linear sequences. As a result, in this study, we used a hybrid ARIMA and neural network model to forecast the monthly closing price of the Shanghai composite index and Shenzhen component index.

머신러닝을 이용한 철광석 가격 예측에 대한 연구 (Forecasting of Iron Ore Prices using Machine Learning)

  • 이우창;김양석;김정민;이충권
    • 한국산업정보학회논문지
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    • 제25권2호
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    • pp.57-72
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    • 2020
  • 철광석의 가격은 여러 국가와 기업들의 수요와 공급에 따라서 높은 변동성이 지속되고 있다. 이러한 비즈니스 환경에서 철광석의 가격을 예측하는 것은 중요해졌다. 본 연구는 머신러닝 기법을 이용하여 철광석이 거래되는 시점으로부터 한 달 전에 철광석 거래가격을 미리 예측하는 모형을 개발하고자 하였다. 예측 모형은 시계열 데이터를 활용한 예측 방법론으로 많이 활용되고 있는 시차분포 모형과 다층신경망 (Multi-layer perceptron), 순환신경망 (Recurrent neural network), 그리고 장단기 기억 네트워크 (Long short-term memory)와 같은 딥 러닝(Deep Learning) 모형을 사용하였다. 측정지표를 통해 개별 모형을 비교한 결과에 따르면, LSTM 모형이 예측 오차가 가장 낮은 것으로 나타났다. 또한, 앙상블 기법을 적용한 모형들을 비교한 결과, 시차분포와 LSTM의 앙상블 모형이 예측오차가 가장 낮은 것으로 나타났다.

퍼지규칙을 이용한 농업전문가 시스템 (Farming Expert System using Fuzzy Rules)

  • 김정숙;홍유식;신승중
    • 전자공학회논문지 IE
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    • 제43권4호
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    • pp.13-20
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    • 2006
  • 선진국에서는 지능형 농사 기법을 이용하여 농산물 가격을 예측하고 있다. 우리나라에서도 농산물 가격 폭등 및 급락을 막기 위해서 기초 연구를 하고 있다. 그러나 어느 누구도 농산물 가격예측을 하는 것은 불가능하다. 본 논문에서는 농산물 예측 가격을 향상하기 위해서 전처리로 신경망을 사용하였다. 또한 후처리로써 예기치 못한 상황을 실시간으로 예측할 수 있는 퍼지알고리즘을 개발하였다. 시뮬레이션결과 제안된 농산물 가격 예측이 퍼지 규칙을 사용 하지 않은 기존 수요예측 시스템보다 가격오차를 줄일 수 있음을 입증했다.

시계열 예측을 이용한 법원경매 정보제공 시스템 개발 (A Development of Court Auction Information System using Time Series Forecasting)

  • 오갑석
    • 한국지능시스템학회논문지
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    • 제16권2호
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    • pp.172-178
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    • 2006
  • 본 논문에서는 시계열 예측을 이용한 법원경매 정보제공 시스템을 개발하였다. 이 시스템은 권리분석을 위하여 낙찰가를 예측하고, 낙찰예측가에 따라 배당 정보를 제공하도록 설계되어 있으며, 이를 구현하기 위하여 물건 자료의 입력 인터페이스와 정보 제공을 위한 웹 인터페이스를 구축하였다. 자료 입력 인터페이스는 자료의 입력, 수정, 삭제의 기능을 가지며, 웹 인터페이스는 법원경매 물건을 중심으로 관련 정보를 제공한다. 실시간 정보 제공에 초점을 두고 자동 권리분석이 가능하도록 하기 위하여 낙찰가를 시계열 자료로 표현하여 낙찰예상가를 예측 방법을 제안하고, 기존의 방법과 비교 실험을 통하여 제안방법의 유효성을 검증한다.

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.

추석 연휴 전력수요 특성 분석을 통한 단기전력 수요예측 기법 개발 (Development of Short-Term Load Forecasting Method by Analysis of Load Characteristics during Chuseok Holiday)

  • 권오성;송경빈
    • 전기학회논문지
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    • 제60권12호
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    • pp.2215-2220
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    • 2011
  • The accurate short-term load forecasting is essential for the efficient power system operation and the system marginal price decision of the electricity market. So far, errors of load forecasting for Chuseok Holiday are very big compared with forecasting errors for the other special days. In order to improve the accuracy of load forecasting for Chuseok Holiday, selection of input data, the daily normalized load patterns and load forecasting model are investigated. The efficient data selection and daily normalized load pattern based on fuzzy linear regression model is proposed. The proposed load forecasting method for Chuseok Holiday is tested in recent 5 years from 2006 to 2010, and improved the accuracy of the load forecasting compared with the former research.

양식 넙치의 가격변동 및 예측에 관한 연구 (A Study on the Price Fluctuation and Forecasting of Aquacultural Flatfish in Korea)

  • 옥영수;김상태;고봉현
    • 수산경영론집
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    • 제38권2호
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    • pp.41-62
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    • 2007
  • The Fish aquacultural Industry has been developed rapidly since 1990s in Korea. The total production of fish aquaculture was 5,000ton in the beginning of 1990s, but it was an excess of 80,000ton in 2005. In the beginning of 1990s, the percentage of flatfish yield was 80% of the fish aquaculture in the respect of production. And it has been maintained 50% level in 2005. In this point of view, flatfish aquaculture played the role of leader in the development of fish aquaculture. Rapid increasing of production was not only caused to decreasing in price basically, but also it threatened the management of producer into insecure price for aquacultural flatfish. Therefore, it needs the policy for stabilizing in price, but it is difficult to choose the method because the basic study was not accomplished plentifully. This study analyzed about price structure of aquacultural flatfish. A period of analysis was from January 2000 to December 2005, and a data was used monthly data for price. The principal result of this study is substantially as follows. 1) The price of producing and consuming district is closely connected. 2) A gap between producing district price and consuming district price is decreasing recently, It seems to be correlated with outlook business of aquacultural flatfish. 3) Trend line of the price was declining until 2002, but it turned up after that. The other side, circulated fluctuation was being showed typically. 4) The circle of circulated fluctuation was growing longer, so it seems that the producer was doing a sensible productive activity to cope with changing price. As a result, government's policy needs to be turned into price policy from policy of increased production for aquacultural flatfish. It seems that the best policy is price stabilization polices. And also, government needs to invest in outlook business for aquaculture constantly.

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전기 가격 예측을 위한 맵리듀스 기반의 로컬 단위 선형회귀 모델 (MapReduce-based Localized Linear Regression for Electricity Price Forecasting)

  • 한진주;이인규;온병원
    • 전기학회논문지P
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    • 제67권4호
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    • pp.183-190
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    • 2018
  • Predicting accurate electricity prices is an important task in the electricity trading market. To address the electricity price forecasting problem, various approaches have been proposed so far and it is known that linear regression-based approaches are the best. However, the use of such linear regression-based methods is limited due to low accuracy and performance. In traditional linear regression methods, it is not practical to find a nonlinear regression model that explains the training data well. If the training data is complex (i.e., small-sized individual data and large-sized features), it is difficult to find the polynomial function with n terms as the model that fits to the training data. On the other hand, as a linear regression model approximating a nonlinear regression model is used, the accuracy of the model drops considerably because it does not accurately reflect the characteristics of the training data. To cope with this problem, we propose a new electricity price forecasting method that divides the entire dataset to multiple split datasets and find the best linear regression models, each of which is the optimal model in each dataset. Meanwhile, to improve the performance of the proposed method, we modify the proposed localized linear regression method in the map and reduce way that is a framework for parallel processing data stored in a Hadoop distributed file system. Our experimental results show that the proposed model outperforms the existing linear regression model. Specifically, the accuracy of the proposed method is improved by 45% and the performance is faster 5 times than the existing linear regression-based model.