기상변인을 고려한 채소가격 예측모형 개발

• 영문명: Developing Vegetable Price Forecasting Model with Climate Factors
• 발행기관: 한국농업경제학회
• 저자명: 유도일(Do-il Yoo)
• 간행물 정보: 『농업경제연구』57권 1호, 1~24쪽, 전체 24쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2016.03.30

영문 초록

Both farmers and consumers can benefit from the provision of more accurate price forecasting in unstable vegetable market. Focusing on the role of climate factors, which is expected to impact on vegetable price, this study develops price fore casting models for napa cabbage using Bayesian Structural Time Series (BSTS) and Vector Autoregressive (VAR) approaches. Across forecasting models, we show the consideration of climate factors enhances forecasting power significantly compared to pure time series models. BSTS and VAR can be used mutually complementarily by providing various forecasting scenarios based on market conditions.

목차

Ⅰ. 서 론

II. 선행연구

III. 예측모형 구축

IV. 분석자료

V. 가격예측 결과

키워드

베이지안 구조시계열(Bayesian Structural Time Series) 벡터자기회귀(Vector Autoregressive) 기상변인(climate factors) 가격예측(price forecasting)