지수평활모형간 정확도 비교

• 영문명: Comparison of Accuracy among Exponential Smoothing Models: Application of Pegels’ and Gardner’s Smoothing Models
• 발행기관: 한국관광학회
• 저자명: 송근석 이충기
• 간행물 정보: 『관광학연구』제32권 제4호, 121~144쪽, 전체 24쪽
• 주제분류: 사회과학 > 관광학
• 파일형태: PDF
• 발행일자: 2008.08.31

영문 초록

The primary purpose of this paper is to compare accuracy of various exponential smoothing models in order to suggest the best forecasting model, together with appling exponential smoothing model proposed by Pegels and Gardner. To this end, quarterly tourist time series data for Japanese and Chinese tourists were used from the period 1992:1-2007:4. Accuracy of forecasts was evaluated by the measures of MAPE and Theil's U statistics. The empirical results show that Pegels' and Gardner's models outperformed other competing smoothing models. In particular, multiplicative trend models for Chinese tourists performed best, while no trend and damped trend models outperformed other models in testing period.

목차

I. 서론

II. 이론 및 문헌연구

III. 연구방법

IV. 실증분석

V. 결론

참고문헌

키워드

지수평활모형 승법추세모형 추세감소모형 정확도 검정 Exponential smoothing models Multiplicative trend models Damped trend models Accuracy test