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시계열분석을 이용한 한국 명태어업의 어획량 예측 : AIC KCI 등재

Prodiction of Walleye Pollock , Theragra Chalcogramma , Landings in Korea by Time Series Analysis : AIC

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수산해양기술연구 (Journal of the Korean Society of Fisheries and Ocean Technology)
한국수산해양기술학회(구 한국어업기술학회) (The Korean Society of Fisheriers and Ocean Technology)
초록

Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=(Y0.31 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- B1)(l- B12)Zt =(l- O.912B)(1- O.732B12)et where: Zt=value at month t ; Bp is a backward shift operator, that is, BpZt=Zt-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

저자
  • 박해훈 | Park, Hae-Hoon
  • 윤갑동 | Yoon, Gab-Dong