지수평활법과 ARIMA를 이용한 전남 김 위판가격 예측모형 비교

Abstract

This study conducted a price forecast of major Purple laver production areas, Jeollanam-do, in South Korea. Based on the reasoning that price forecast of Purple laver production regions could assist in controlling supply and demand, through the Exponential smoothing technique(Single exponential smoothing, Holt-Winters Additive and Multiplicative, Exponential smoothing method) and Auto regressive integrated moving average model(ARIMA), Purple laver producer price of Jeollanam-do, the largest wet Purple laver producing area, has been predicted. Moreover, the accuracy and stability of the relevant forecasting model have been reviewed through the Historical simulation method. Concerning Jeollanam-do Purple laver producer price forecast results, among the total models adopted through the utilization of the Historical simulation method, the Simple exponential smoothing with DRIFT forecast model, which uses a DRIFT forecast, was ultimately selected after going through stationary Time series and forecast model accuracy tests.