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시간적 계층을 이용한 교통사고 발생건수 예측
Temporal hierarchical forecasting with an application to traffic accident counts
- Jun, Gwanyoung;
- Seong, Byeongchan
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0초록
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
- 발행일
- 2018-04
- 유형
- Article
- 저널명
- 응용통계연구
- 권
- 31
- 호
- 2
- 페이지
- 229 ~ 239
- 언어
- KOR
- 출판사
- KOREAN STATISTICAL SOC
- 발행국가
- 대한민국
- 분량
- 11 페이지
- ISSN
- E 2383-5818
P 1225-066X