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A Study on Air Demand Forecasting Using Multivariate Time Series Models

다변량 시계열 모형을 이용한 항공 수요 예측 연구

  • Published : 2009.10.31

Abstract

Forecasting for air demand such as passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison the performance between the univariate seasonal ARIMA models and the multivariate time series models. In this paper, we used real data to predict demand on international passenger and freight. And multivariate time series models are better than the univariate models based on the accuracy criteria.

Keywords

Seasonal ARIMA model;VAR model;forecasting;air demand

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