DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Park, Sung-Joo | - |
dc.contributor.advisor | 박성주 | - |
dc.contributor.author | Kim, Sun-Tae | - |
dc.contributor.author | 김선태 | - |
dc.date.accessioned | 2011-12-14T06:00:52Z | - |
dc.date.available | 2011-12-14T06:00:52Z | - |
dc.date.issued | 1983 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=63879&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/44613 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 경영과학과, 1983.2, [ [iv], 49 p. ] | - |
dc.description.abstract | The purpose of this study is to develope a technique to improve a forecasting accuracy of regression method by refining the residuals of regression with ARIMA process. The noble features of the method is that, by refining residuals, autocorrelations and/or cross-correlations inherent in the model can be removed, which is practically impossible in the classical regression method. The mixed regression/ARIMA model is set up for the cases of single equation and simultaneous equations, and these are applied to forecast monthly gasoline consumption in Korea. Major findings are as follows: First, the mixed regression/ARIMA model improves the forecasting accuracy significantly in terms of sum of square error (S.S.E.). Second, the forecasting accuracy of the mixed regression/ARIMA model is not seriously diminished as the lead time increases. Third, it is reavealed to be more accurate than any other individual model especially for unstable data. | eng |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.title | Forecasting with mixed regression/ARIMA model | - |
dc.title.alternative | 혼합 회귀/ARIMA 모형을 사용한 예측 | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 63879/325007 | - |
dc.description.department | 한국과학기술원 : 경영과학과, | - |
dc.identifier.uid | 000811038 | - |
dc.contributor.localauthor | Park, Sung-Joo | - |
dc.contributor.localauthor | 박성주 | - |
dc.title.subtitle | modelling and application | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.