Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지
DOI QR코드

DOI QR Code

A Study on International Passenger and Freight Forecasting Using the Seasonal Multivariate Time Series Models

계절형 다변량 시계열 모형을 이용한 국제항공 여객 및 화물 수요예측에 관한 연구

  • Yoon, Ji-Seong (Department of Statistics, Chung-Ang University) ;
  • Huh, Nam-Kyun (Department of Business Administration, Korea Aerospace University) ;
  • Kim, Sahm-Yong (Department of Statistics, Chung-Ang University) ;
  • Hur, Hee-Young (Department of Business Administration, Korea Aerospace University)
  • Received : 20100300
  • Accepted : 20100400
  • Published : 2010.05.31
Download PDF
⟨ Previous Next ⟩

Abstract

Forecasting for air demand such as international passengers and freight has been one of the main interests for air industries. This research has mainly focus on the comparison of the performances of the multivariate time series models. In this paper, we used real data such as exchange rates, oil prices and export amounts to predict the future demand on international passenger and freight.

본 연구는 최근에 활발히 연구가 진행 중인 항공수요 예측을 위하여 계절형 다변량 시계열 모형을 기반으로 하고 다른 모형과의 비교를 RMSE(Root Mean Square Error)를 기준으로 비교한 것이다. 여기서 싱가폴 국제항공유가, 수출액을 추가하여 예측성능을 좋게 하고자 한다.

Keywords

References

  1. 곽우심 (2006). 수요예측 이론에 의한 여객운송수요 적용사례 연구, <한국항공대학교 경영대학원 석사학위논문>.
  2. 백승한, 김성수 (2008). 제주-내륙간 국내선 항공여객 수요 모형 및 탄력성의 추정, <대한교통학회지>, 26, 51-63.
  3. 진학기 (2002). 시계열자료를 이용한 국제 항공화물 수요예측, <한양대학교 대학원 석사학위논문>.
  4. 허남균, 정재윤, 김삼용 (2009). 다변량 시계열모형을 이용한 항공 수요 예측 연구, <응용통계연구>, 22, 1007-1017.
  5. Box, G. E. P. and Jenkins, G. M. (1976). Time Series Analysis Forecasting and Control, 1st, Holden-Day Inc, San Fransisco.
  6. Engle, R. F. and Granger, C. W. J. (1987). Co-integration and error correction representation, Econometrica, 59, 1551-1580. https://doi.org/10.2307/2938278
  7. Johansen, S. (1988). Statistical analysis of co-integration vectors, Journal of Economic Dynamics and Control, 12, 231-254. https://doi.org/10.1016/0165-1889(88)90041-3
  8. Granger, C.W. J. and Joyeux, R. (1980). An introduction to long-memory time series models and fractional differencing, Journal of Time Series Analysis, 1, 15-30. https://doi.org/10.1111/j.1467-9892.1980.tb00297.x
  9. Sims, C. A. (1980). Macroeconomincs and reality, Econometrica, 48, 1-48. https://doi.org/10.2307/1912017

Cited by

  1. A Study on the Forecasting of the Number of End of Life Vehicles in Korea using Markov Chain vol.38, pp.3, 2012, https://doi.org/10.7232/JKIIE.2012.38.3.208
  2. Forecasting the Air Cargo Demand With Seasonal ARIMA Model: Focusing on ICN to EU Route vol.31, pp.3, 2013, https://doi.org/10.7470/jkst.2013.31.3.003
  3. Performance Evaluation of Time Series Models using Short-Term Air Passenger Data vol.25, pp.6, 2012, https://doi.org/10.5351/KJAS.2012.25.6.917
  4. A Study on the Seasonal Effects of the Tourism Demand Forecasting Models vol.24, pp.1, 2011, https://doi.org/10.5351/KJAS.2011.24.1.093
  5. A Study on the Tourism Combining Demand Forecasting Models for the Tourism in Korea vol.25, pp.2, 2012, https://doi.org/10.5351/KJAS.2012.25.2.251