한국철도학회논문집 (Journal of the Korean Society for Railway)

  • 제7권1호
  • /
  • Pages.9-13
  • /
  • 2004
  • /
  • 1738-6225(pISSN)
  • /
  • 2288-2235(eISSN)
한국철도학회 (The Korean Society for Railway)
권호 표지

철도여객수요예측을 위한 Holt-Winters모형의 초기값 설정방법 비교

An Empirical Comparison among Initialization Methods of Holt-Winters Model for Railway Passenger Demand Forecast

  • 최태성 (인하대학교 경영대학 경영학부) ;
  • 김성호 (인하대학교 경영대학 경영학부)
  • 발행 : 2004.03.01
PDF 다운로드
⟨ 이전 논문 다음 논문 ⟩

초록

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.

키워드

참고문헌

  1. Brown, R.G. (1959), Statistical Forecasting for Inventory Control, New York: McGraw-Hill
  2. Brown, R.G. (1962), Smoothing, Forecasting, and Prediction of Discrete Time Series, Englewood Cliffs, N.J.: Prentice-Hall
  3. Holt, C.C. (1957), Forecasting Seasonals and Trends by Exponentially Weighted Moving Averages, Pittsburgh, Penn.: Carnegie Institute of Technology
  4. Winters, P.R. (1960), 'Forecasting Sales by Exponentially Weighted Moving Averages', Management Science, Vol.6, pp.324-342 https://doi.org/10.1287/mnsc.6.3.324
  5. Gardner Jr., E.S. (1985), Exponential Smoothing: The State of the Art , Journal of Forecasting, Vol.4, No.1, pp.1-28 https://doi.org/10.1002/for.3980040103
  6. Markridakis, S., S.C. Wheelwright, and R.J. Hyndman (1998), Forecasting: Methods and Application 3rd Edition, New York: John Wiley & Sons, Inc
  7. Granger, C.W.J., and P. Newbold (1986), Forecasting Economic Times Series, New York: Academic Press
  8. Larraneta, J.C. et al. (1988), Metodos modernos de gestion de la produccion, Alianza Universidad, Textos