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학술논문경영과학2023.06 발행KCI 피인용 1

SARIMAX 모형을 이용한 부산항 컨테이너 물동량 예측

Forecasting Container Throughput of Busan Port using SARIMAX

이근철(건국대학교); 이희정(한양대학교); 구훈영(충남대학교)

40권 2호, 1~13쪽

초록

In this study, we consider the problem of forecasting monthly container throughput of Busan port, the largest port in South Korea. We proposed a forecasting model based on SARIMAX (Seasonal AutoRegressive Integrated Moving Average with eXogenous variables), a well-known traditional time-series model in which an appropriate exogenous variable is embedded to take into consideration the effect of COVID-19 during the pandemic era. The orders of the various terms included in the SARIMAX model were determined through the Box-Jenkins based approach, and the impact of COVID-19 was quantified by incorporating the number of the US cases as the exogenous variable. The 24 months spanning 2021 and 2022 were predicted using the proposed SARIMAX model, and the forecast results were compared with those of other existing prediction methods. The results showed that the SARIMAX model had the best predictive performance in terms of MAPE and RMSE among the tested methods.

Abstract

In this study, we consider the problem of forecasting monthly container throughput of Busan port, the largest port in South Korea. We proposed a forecasting model based on SARIMAX (Seasonal AutoRegressive Integrated Moving Average with eXogenous variables), a well-known traditional time-series model in which an appropriate exogenous variable is embedded to take into consideration the effect of COVID-19 during the pandemic era. The orders of the various terms included in the SARIMAX model were determined through the Box-Jenkins based approach, and the impact of COVID-19 was quantified by incorporating the number of the US cases as the exogenous variable. The 24 months spanning 2021 and 2022 were predicted using the proposed SARIMAX model, and the forecast results were compared with those of other existing prediction methods. The results showed that the SARIMAX model had the best predictive performance in terms of MAPE and RMSE among the tested methods.

발행기관:
한국경영과학회
분류:
경영학

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SARIMAX 모형을 이용한 부산항 컨테이너 물동량 예측 | 경영과학 2023 | AskLaw | 애스크로 AI