• 제목/요약/키워드: statistical forecast model

검색결과 254건 처리시간 0.032초

컴퓨터 시뮬레이션에 의한 경제인구 예측 통계 모형에 관한 연구 (A Study on the Estimation of Economic Population Statistical Model by Computer Simulation)

  • 정관희
    • 한국컴퓨터산업학회논문지
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    • 제4권12호
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    • pp.1033-1042
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    • 2003
  • 본 논문에서는 컴퓨터 시뮬레이션에 의한 인구예측을 통계모형을 써서 연구하였고 더불어 경제인구를 예측하였다. 과거의 인구를 토대로 하여 미래의 인구를 예측한다는 것은 불확실한 상황이 많이 개입되어 있기 때문에 매우 어려운 문제이다. 또한 예측이 되었다 하더라도 급변하는 세계적인 문화 및 국내의 문화적인 정서의 흐름에 따라서 많은 변화가 예상되므로 경제인구 예측을 적중하기에는 더 더욱 어려운 것이다. 인구 예측에 있어서 과거의 자료인즉, 1960년도부터 1990년도까지 센서스 인구를 이용하여 Box & Jenkins가 개발한 ARIMA 모형을 써서 미래 2021년도까지의 인구를 각각 표나 부록에 나타난 것처럼 경제인구를 예측하였다.

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서비스 수요조사와 분류모형을 이용한 수요예측 (Mixture Model with Survey and a Statistical Model)

  • 김윤종;김용철
    • 응용통계연구
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    • 제21권1호
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    • pp.151-157
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    • 2008
  • 수요예측은 모든 생산적 활동을 수립하기 위한 기반이 되기 때문에 수요가 어느 정도 발생할 것인가에 대한 방향성에 대하여 파악하려고 일반적으로 설문조사를 이용하지만 무응답 및 불성실한 응답으로 인하여 설문응답 자료만으로 수요를 예측하기에는 부족하다. 따라서 수요와 관련 있는 변수를 이용한 분류모형으로 설문조사의 수요예측을 보정하고자 하였다. 본 논문에서는 설문조사를 통하여 평가 할 수 있는 직접적인 수요와 통계적 모형을 이용한 간접적 수요를 혼합하여 서비스 수요를 예측하는 혼합 모형을 제시하고자 한다.

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

  • 윤상후;이영생;박정수
    • Communications for Statistical Applications and Methods
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    • 제16권1호
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    • pp.127-135
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    • 2009
  • 한국의 경제규모가 꾸준히 커감에 따라 가정, 건물, 공장 등에서 필요로 하는 전력량이 지속적으로 증가하고 있다. 전력공급의 안정화를 위해서는 최대전력량보다 전력공급능력이 높아야 한다. 월별 최대전력량을 잘 설명할 수 있는 통계모형을 찾기 위해 Winters 모형, 분해 시계열모형, ARMA 모형, 설명 변수를 통해 추세성분과 계절성분을 교정한 모형을 살펴보았다. 모형의 예측력 비교 기준으로 모형적합으로부터 구한 RMSE와 MAPE가 사용되었다. 여름철 최대전력량을 예측하기 위해 평균기온과 열대야 일수를 설명 변수로 갖는 시계열 모형이 가장 우수하였다. 아울러 외부요인을 갖는 극단분포 모형을 이용한 분석을 시도하였다.

Neural Network Forecasting Using Data Mining Classifiers Based on Structural Change: Application to Stock Price Index

  • Oh, Kyong-Joo;Han, Ingoo
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.543-556
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    • 2001
  • This study suggests integrated neural network modes for he stock price index forecasting using change-point detection. The basic concept of this proposed model is to obtain significant intervals occurred by change points, identify them as change-point groups, and reflect them in stock price index forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in stock price index dataset. The second phase is to forecast change-point group with various data mining classifiers. The final phase is to forecast the stock price index with backpropagation neural networks. The proposed model is applied to the stock price index forecasting. This study then examines the predictability of integrated neural network models and compares the performance of data mining classifiers.

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기상변수를 고려한 모델에 의한 단기 최대전력수요예측 (Short-term Peak Power Demand Forecasting using Model in Consideration of Weather Variable)

  • 고희석;이충식;최종규;김주찬
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 하계학술대회 논문집 A
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    • pp.292-294
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    • 2000
  • This paper is presented the method peak load forecast based on multiple regression Model. Forecasting model was composed with the temperature-humidity and the discomfort index. Also the week periodicity was excluded from weekday change coefficient of two types. Forecasting result was good with about 3[%]. And, utility of presented forecast model using statistical tests has been proved. Therefore, This results establish appropriateness and fitness of forecast models using peak power demand forecasting.

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연속 순위 확률 점수를 활용한 통합 앙상블 모델에 대한 기온 및 습도 후처리 모델 개발 (Enhancing Medium-Range Forecast Accuracy of Temperature and Relative Humidity over South Korea using Minimum Continuous Ranked Probability Score (CRPS) Statistical Correction Technique)

  • 복혜정;김준수;김연희;조은주;김승범
    • 대기
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    • 제34권1호
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    • pp.23-34
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    • 2024
  • The Korea Meteorological Administration has improved medium-range weather forecasts by implementing post-processing methods to minimize numerical model errors. In this study, we employ a statistical correction technique known as the minimum continuous ranked probability score (CRPS) to refine medium-range forecast guidance. This technique quantifies the similarity between the predicted values and the observed cumulative distribution function of the Unified Model Ensemble Prediction System for Global (UM EPSG). We evaluated the performance of the medium-range forecast guidance for surface air temperature and relative humidity, noting significant enhancements in seasonal bias and root mean squared error compared to observations. Notably, compared to the existing the medium-range forecast guidance, temperature forecasts exhibit 17.5% improvement in summer and 21.5% improvement in winter. Humidity forecasts also show 12% improvement in summer and 23% improvement in winter. The results indicate that utilizing the minimum CRPS for medium-range forecast guidance provide more reliable and improved performance than UM EPSG.

Forecasting Probability of Precipitation Using Morkov Logistic Regression Model

  • Park, Jeong-Soo;Kim, Yun-Seon
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.1-9
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    • 2007
  • A three-state Markov logistic regression model is suggested to forecast the probability of tomorrow's precipitation based on the current meteorological situation. The suggested model turns out to be better than Markov regression model in the sense of the mean squared error of forecasting for the rainfall data of Seoul area.

중규모 수치 모델 자료를 이용한 2007년 여름철 한반도 인지온도 예보와 검증 (Forecast and verification of perceived temperature using a mesoscale model over the Korean Peninsula during 2007 summer)

  • 변재영;김지영;최병철;최영진
    • 대기
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    • 제18권3호
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    • pp.237-248
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    • 2008
  • A thermal index which considers metabolic heat generation of human body is proposed for operational forecasting. The new thermal index, Perceived Temperature (PT), is forecasted using Weather Research and Forecasting (WRF) mesoscale model and validated. Forecasted PT shows the characteristics of diurnal variation and topographic and latitudinal effect. Statistical skill scores such as correlation, bias, and RMSE are employed for objective verification of PT and input meteorological variables which are used for calculating PT. Verification result indicates that the accuracy of air temperature and wind forecast is higher in the initial forecast time, while relative humidity is improved as the forecast time increases. The forecasted PT during 2007 summer is lower than PT calculated by observation data. The predicted PT has a minimum Root-Mean-Square-Error (RMSE) of $7-8^{\circ}C$ at 9-18 hour forecast. Spatial distribution of PT shows that it is overestimated in western region, while PT in middle-eastern region is underestimated due to strong wind and low temperature forecast. Underestimation of wind speed and overestimation of relative humidity have caused higher PT than observation in southern region. The predicted PT from the mesoscale model gives appropriate information as a thermal index forecast. This study suggests that forecasted PT is applicable to the prediction of health warning based on the relationship between PT and mortality.

A Study on the Effect of Box-Cox Power Transformation in AR(1) Model

  • Jin Hee;I, Key-I
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.97-106
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    • 2000
  • In time series analysis we generally use Box-Cox power transformation for variance stabilization. In this paper we show that order estimator and one step ahead forecast of transformed AR(1) model are approximately invariant to those of the original model under some assumptions. A small Monte-Carlo simulation is performed to support the results.

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고해상도 일사량 관측 자료를 이용한 UM-LDAPS 예보 모형 성능평가 (Evaluation of UM-LDAPS Prediction Model for Solar Irradiance by using Ground Observation at Fine Temporal Resolution)

  • 김창기;김현구;강용혁;김진영
    • 한국태양에너지학회 논문집
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    • 제40권5호
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    • pp.13-22
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    • 2020
  • Day ahead forecast is necessary for the electricity market to stabilize the electricity penetration. Numerical weather prediction is usually employed to produce the solar irradiance as well as electric power forecast for longer than 12 hours forecast horizon. Korea Meteorological Administration operates the UM-LDAPS model to produce the 36 hours forecast of hourly total irradiance 4 times a day. This study interpolates the hourly total irradiance into 15 minute instantaneous irradiance and then compare them with observed solar irradiance at four ground stations at 1 minute resolution. Numerical weather prediction model employed here was produced at 00 UTC or 18 UTC from January to December, 2018. To compare the statistical model for the forecast horizon less than 3 hours, smart persistent model is used as a reference model. Relative root mean square error of 15 minute instantaneous irradiance are averaged over all ground stations as being 18.4% and 19.6% initialized at 18 and 00 UTC, respectively. Numerical weather prediction is better than smart persistent model at 1 hour after simulation began.