• Title/Summary/Keyword: Winters 모형

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A Study on Performance Analysis of Short Term Internet Traffic Forecasting Models (단기 측정 인터넷 트래픽 예측을 위한 모형 성능 비교 연구)

  • Ha, M.H.;Son, H.G.;Kim, S.
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.415-422
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    • 2012
  • In this paper, we first the compare the performance of Holt-Winters, FSARIMA, AR-GARCH and Seasonal AR-GARCH models with in the short term based data. The results of the compared data show that the Holt-Winters model outperformed other models in terms of forecasting accuracy.

A Study on the Tourism Combining Demand Forecasting Models for the Tourism in Korea (관광 수요를 위한 결합 예측 모형에 대한 연구)

  • Son, H.G.;Ha, M.H.;Kim, S.
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.251-259
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    • 2012
  • This paper applies forecasting models such as ARIMA, Holt-Winters and AR-GARCH models to analyze daily tourism data in Korea. To evaluate the performance of the models, we need single and double seasonal models that compare the RMSE and SE for a better accuracy of the forecasting models based on Armstrong (2001).

Statistical Modeling for Forecasting Maximum Electricity Demand in Korea (한국 최대 전력량 예측을 위한 통계모형)

  • Yoon, Sang-Hoo;Lee, Young-Saeng;Park, Jeong-Soo
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.127-135
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    • 2009
  • It is necessary to forecast the amount of the maximum electricity demand for stabilizing the flow of electricity. The time series data was collected from the Korea Energy Research between January 2000 and December 2006. The data showed that they had a strong linear trend and seasonal change. Winters seasonal model, ARMA model were used to examine it. Root mean squared prediction error and mean absolute percentage prediction error were a criteria to select the best model. In addition, a nonstationary generalized extreme value distribution with explanatory variables was fitted to forecast the maximum electricity.

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

  • 최태성;김성호
    • Journal of the Korean Society for Railway
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    • v.7 no.1
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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.

Daily Peak Load Forecasting for Electricity Demand by Time series Models (시계열 모형을 이용한 일별 최대 전력 수요 예측 연구)

  • Lee, Jeong-Soon;Sohn, H.G.;Kim, S.
    • The Korean Journal of Applied Statistics
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    • v.26 no.2
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    • pp.349-360
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    • 2013
  • Forecasting the daily peak load for electricity demand is an important issue for future power plants and power management. We first introduce several time series models to predict the peak load for electricity demand and then compare the performance of models under the RMSE(root mean squared error) and MAPE(mean absolute percentage error) criteria.

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

  • 김성호;홍순흠
    • Proceedings of the KSR Conference
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    • 2001.10a
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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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Performance Analysis of Internet Traffic Forecasting Model (인터넷 트래픽 예측 모형 성능 분석 연구)

  • Kim, S.;Ha, M.H.;Jung, J.Y.
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.307-313
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    • 2011
  • In this paper, we compare performance of three models. The Holt-Winters, FARIMA and ARGARCH models, are used in predicting internet traffic data for analysis of traffic characteristics. We first introduce the time series models and apply them to real traffic data to forecast. Finally, we examine which model is the most suitable for explaining the long memory, the characteristics of the traffic material, and compare the respective prediction performance of the models.

Forecasting number of student by Holt-Winters additive model (홀트-윈터스 가법모형에 의한 전국 학생수 예측)

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.4
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    • pp.685-694
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    • 2009
  • The idea of this paper is to get the time series data from the number of student on the elementary, meddle and high-school for the forecasting of the numbers of student. Tow models, model A and model B, of time series data are obtained. The Holt-Winters additive methods are used for the forecasting of the numbers of student with the model A and model B until 2019 year. As the result, the abilities of forecasting on model A and B are better than those of the Korean education statistical system 2007.

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Forecasts of electricity consumption in an industry building (광, 공업용 건물의 전기 사용량에 대한 시계열 분석)

  • Kim, Minah;Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.31 no.2
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    • pp.189-204
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    • 2018
  • This study is on forecasting the electricity consumption of an industrial manufacturing building called GGM from January 2014 to April 2017. We fitted models using SARIMA, SARIMA + GARCH, Holt-Winters method and ARIMA with Fourier transformation. We also forecasted electricity consumption for one month ahead and compared the predicted root mean square error as well as the predicted error rate of each model. The electricity consumption of GGM fluctuates weekly and annually; therefore, SARIMA + GARCH model considering both volatility and seasonality, shows the best fit and prediction.

The Forecast of the Cargo Transportation and Traffic Volume on Container in Gwangyang Port, using Time Series Models (시계열 모형을 이용한 광양항의 컨테이너 물동량 및 교통량 예측)

  • Kim, Jung-Hoon
    • Journal of Navigation and Port Research
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    • v.32 no.6
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    • pp.425-431
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    • 2008
  • The future cargo transportation and traffic volume on container in Gwangyang port was forecasted by using univariate time series models in this research. And the container ship traffic was produced. The constructed models all were most adapted to Winters' additive models with a trend and seasonal change. The cargo transportation on container in Gwangyang port was estimated each about 2,756 thousand TEU and 4,470 thousand TEU in 2011 and 2015 by increasing each 7.4%, 16.2% compared with 2007. The volume per ship on container was estimated each about 675TEU and 801TEU in 2011 and 2015 by increasing each 30.3%, 54.6% compared with 2007. Also, traffic volume on container incoming in Gwangyang Port was prospected each about 4,078ships and 5,921ships in 2011 and 2015.