• 제목/요약/키워드: winters-exponential smoothing

검색결과 20건 처리시간 0.027초

Forecasting of Stream Qualities at Gumi industrial complex by Winters' Exponential Smoothing

  • Song, Phil-Jun;Um, Hee-Jung;Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1133-1140
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    • 2008
  • The goal of this paper is to analysis of the trend for stream quality in Gumi industrial complex with Winters' exponential smoothing method. It used the five different monthly time series data such as BOD, COD, TN, TP and EC from January 1998 to December 2006. The data of BOD, COD, TN, TP and EC are analyzed by time series method and forecasted the trends until December 2007. The stream qualities change for the better about BOD, COD, TN and TP, but the stream qualities resulted by EC is still serious.

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철도여객수요예측을 위한 Holt-Winters모형의 초기값 설정방법 비교 (An Empirical Comparison of Initialization Methods for Holt-Winters Model with Railway Passenger Demand Data)

  • 김성호;홍순흠
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2001년도 추계학술대회 논문집
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    • pp.97.1-103
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    • 2001
  • Railway passenger demand forecasts may be used directly, or as inputs to other optimization model which is use the demand forecasts to produce estimates of other activities. The optimization models require demand forecasts at the most detailed level. In this environment exponential smoothing forecasting methods such as Holt-Winters are appropriate because it is simple and inexpensive in terms of computation. There are several initialization methods for Holt-Winters Model. The purpose of this paper is to compare the initialization methods for Holt-Winters model.

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철도여객수요예측을 위한 Holt-Winters모형의 초기값 설정방법 비교 (An Empirical Comparison among Initialization Methods of Holt-Winters Model for Railway Passenger Demand Forecast)

  • 최태성;김성호
    • 한국철도학회논문집
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    • 제7권1호
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    • pp.9-13
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    • 2004
  • Railway passenger demand forecasts may be used directly, or as inputs to other optimization models use them to produce estimates of other activities. The optimization models require demand forecasts at the most detailed level. In this environment exponential smoothing forecasting methods such as Holt-Winters are appropriate because it is simple and inexpensive in terms of computation. There are several initialization methods for Holt-Winters Model. The purpose of this paper is to compare the initialization methods for Holt-Winters model.

이노베이션 상태공간 지수평활 모형을 이용한 시간별 전력 수요의 예측 (Hourly electricity demand forecasting based on innovations state space exponential smoothing models)

  • 원다영;성병찬
    • 응용통계연구
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    • 제29권4호
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    • pp.581-594
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    • 2016
  • 본 논문은 이노베이션 상태공간모형을 근간으로 기존의 지수평활법을 포괄할 수 있는 다중 계절형 모형을 소개한다. 특히 이 모형은, 기존 모형의 한계를 극복하고 동일한 계절 내의 다양성을 표현할 수 있도록 계절 성분을 행렬로 표현하는 정교한 구조를 가지고 있다. 이런 구조를 이용하면 비슷한 패턴을 가지는 계절 성분의 모수를 그룹별로 분류할 수 있다. 따라서, 다중 계절형 모형은 모수절약 원칙을 달성할 수 있으며 모형의 해석이 용이한 장점을 가지고 있을 뿐만 아니라, 잠재적으로 임의의 개수의 계절성도 수용 가능하다. 본 연구에서는 다중 계절형 모형을 이용하여 시간 단위로 관측된 한국 전력 수요량을 분석하고 예측한다. 특히, 시간별 전력 수요량의 계절성은 1일 및 1주일의 두 가지로 고려되었고 이를 토대로 유사한 요일들은 공통 계절로 그룹화하였다. 모형의 예측 성능을 평가하기 위하여 기존 지수평활법의 예측 결과와 비교하였다. 그 결과, 다중 계절형 모형이 기존 지수평활법보다 예측력이 우수함을 확인하였다.

Hybrid CSA optimization with seasonal RVR in traffic flow forecasting

  • Shen, Zhangguo;Wang, Wanliang;Shen, Qing;Li, Zechao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권10호
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    • pp.4887-4907
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    • 2017
  • Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.

시계열모형을 활용한 춘천시 강촌역 단기수송수요 예측 (Forecasting short-term transportation demand at Gangchon Station in Chuncheon-si using time series model)

  • 전창영;유가기;양희원
    • 아태비즈니스연구
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    • 제14권4호
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    • pp.343-356
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    • 2023
  • Purpose - This study attempted to predict short-term transportation demand using trains and getting off at Gangchon Station. Through this, we present numerical data necessary for future tourist inflow policies in the Gangchon area of Chuncheon and present related implications. Design/methodology/approach - This study collected and analyzed transportation demand data from Gangchon Station using the Gyeongchun Line and ITX-Cheongchun Train from January 2014 to August 2023. Winters exponential smoothing model and ARIMA model were used to reflect the trend and seasonality of the raw data. Findings - First, transportation demand using trains to get off at Gangchon Station in Chuncheon City is expected to show a continuous increase from 2020 until the forecast period is 2024. Second, the number of passengers getting off at Gangchon Station was found to be highest in May and October. Research implications or Originality - As transportation networks are improving nationwide and people's leisure culture is changing, the number of tourists visiting the Gangchon area in Chuncheon City is continuously decreasing. Therefore, in this study, a time series model was used to predict short-term transportation demand alighting at Gangchon Station. In order to calculate more accurate forecasts, we compared models to find an appropriate model and presented forecasts.

Suggesting Forecasting Methods for Dietitians at University Foodservice Operations

  • Ryu Ki-Sang
    • Nutritional Sciences
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    • 제9권3호
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    • pp.201-211
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    • 2006
  • The purpose of this study was to provide dietitians with the guidance in forecasting meal counts for a university/college foodservice facility. The forecasting methods to be analyzed were the following: naive model 1, 2, and 3; moving average, double moving average, simple exponential smoothing, double exponential smoothing, Holt's, and Winters' methods, and simple linear regression. The accuracy of the forecasting methods was measured using mean squared error and Theil's U-statistic. This study showed how to project meal counts using 10 forecasting methods for dietitians. The results of this study showed that WES was the most accurate forecasting method, followed by $na\ddot{i}ve$ 2 and naive 3 models. However, naive model 2 and 3 were recommended for using by dietitians in university/college dining facilities because of the accuracy and ease of use. In addition, the 2000 spring semester data were better than the 2000 fall semester data to forecast 2001spring semester data.

신제품 수요예측을 위하여 누적자료를 활용한 회귀모형에 관한 연구 (Regression models based on cumulative data for forecasting of new product)

  • 박상규;오정현
    • Journal of the Korean Data and Information Science Society
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    • 제20권1호
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    • pp.117-124
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    • 2009
  • 시계열자료에 계절효과가 존재할 때 성공적인 수요예측을 위해 Winters 방법과 같은 다양한 통계적 방법이 존재지만 신상품과 같이 과거 매출자료가 충분하지 않을 경우 통계적 방법 적용에 한계가 존재한다. 본 연구논문은 신제품과 같이 과거 매출자료가 충분하지 않아 계절효과 등을 추정하기 어려울 때 누적자료를 활용한 통계적 예측방법을 제안한다. 제안된 통계적 방법은 회귀모형이론에 기초하고 있으며 이 방법의 유효성을 최근 화장품 매출자료를 이용하여 검증하였다.

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수요예측 모형의 비교분석과 적용 (A Comparative Analysis of Forecasting Models and its Application)

  • 강영식
    • 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.

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시계열모형에 의한 전력판매량 예측 (Prediction of Electricity Sales by Time Series Modelling)

  • 손영숙
    • 응용통계연구
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    • 제27권3호
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    • pp.419-430
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    • 2014
  • 전력수급의 정확한 예측은 국민들의 일상적 생활 유지, 산업활동, 그리고 국가경영을 위하여 매우 중요하다. 본 연구에서는 시계열모형화에 의해 전력판매량을 예측한다. 실제 자료분석을 통하여 입력시계열로서 냉난방도일과 개입변수로 펄스함수를 사용한 전이함수모형이 다른 시계열모형에 비해서 제곱근평균제곱오차 및 평균절대오차의 의미에서 더 우수하였다.