시간적 계층을 이용한 교통사고 발생건수 예측

Temporal hierarchical forecasting with an application to traffic accident counts
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초록

This paper introduces how to adopt the concept of temporal hierarchies to forecast time series data. Similarly as in hierarchical cross-sectional data, temporal hierarchies can be constructed for any time series data by means of non-overlapping temporal aggregation. Reconciliation forecasts with temporal hierarchies result in more accurate and robust forecasts when compared with the independent base and bottom-up forecasts. As an empirical example, we forecast traffic accident counts with temporal hierarchies and observe that reconciliation forecasts are superior to the base and bottom-up forecasts in terms of forecast accuracy.

키워드

temporal hierarchies; reconciliation forecast; weighted least square estimator; ARIMA model; exponential smoothing method
제목
시간적 계층을 이용한 교통사고 발생건수 예측
제목 (타언어)
Temporal hierarchical forecasting with an application to traffic accident counts
저자
Jun, Gwanyoung; Seong, Byeongchan
DOI
10.5351/KJAS.2018.31.2.229
발행일
2018-04
유형
Article
저널명
응용통계연구
권
31
호
2
페이지
229 ~ 239