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계층적 시계열 분석을 이용한 지역별 교통사고 발생건수 예측
Hierarchical time series forecasting with an application to traffic accident counts
- 이주은;
- 성병찬
Citations
WEB OF SCIENCE
1초록
The paper introduces bottom-up and optimal combination methods that can analyze and forecast hierarchical time series. These methods allow forecasts at lower levels to be summed consistently to upper levels without any ad-hoc adjustment. They can also potentially improve forecast performance in comparison to independent forecasts. We forecast regional traffic accident counts as time series data in order to identify efficiency gains from hierarchical forecasting. We observe that bottom-up or optimal combination methods are superior to independent methods in terms of forecast accuracy.
키워드
grouped time series; revised forecasts; bottom-up forecasts; optimal combination forecasts; ARIMA model; exponential smoothing method
- 제목
- 계층적 시계열 분석을 이용한 지역별 교통사고 발생건수 예측
- 제목 (타언어)
- Hierarchical time series forecasting with an application to traffic accident counts
- 저자
- 이주은; 성병찬
- 발행일
- 2017-02
- 유형
- Article
- 저널명
- 응용통계연구
- 권
- 30
- 호
- 1
- 페이지
- 181 ~ 193
- 언어
- KOR
- 출판사
- KOREAN STATISTICAL SOC
- 발행국가
- 대한민국
- 분량
- 13 페이지
- ISSN
- E 2383-5818
P 1225-066X