인공신경망을 활용한 LNG 운임예측
Forecasting LNG Freight rate with Artificial Neural Networks
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초록
LNG는 미래 친환경으로 가는 과도기적 에너지원으로서, 세계적인 친환경 규제, COVID-19 팬데믹, 러시아-우크라이나 전쟁 등을 계기로 엄청난 시장의 주목을 받고 있으며, 미국과 호주 등 새로운LNG 공급처도 다양화되고 있어 LNG 스팟시장이 갈수록 커질 것으로 예상된다. 이에 반해 LNG 운송시장에 관한 연구는 그동안 소외됐었다. 본 연구는 LNG 160K 스팟운임의 단기예측에 연구를 시도하였으며 인공신경망과 ARIMA 모형을 활용하여 예측성능을 비교하였다. 본 논문의 결과, ARIMA 와 인공신경망의 예측성능에 관한 우열을 가리기는 어려웠으나 ARIMA모형이 가지는 데이터 제약이 있으므로 ANN의 상대적인 자유로운 제약조건을 고려하면 LNG 160K 스팟운임 예측에 활용 가능성을 확인하였다. 본 논문은 LNG 160K 스팟운임에 관하여 인공신경망을 적용한 최초의 시도로서학문적인 의의가 있으며, 스팟운임의 단기예측 정확성을 높여 시장 참여자들의 단기투자 의사결정의 질을 높일 수 있다는 측면에서 실무적인 기여를 할 수 있을 것으로 기대된다.
Abstract
LNG is known as the transitional energy source for the future eco-friendly, attracting enormous market attention due to global eco-friendly regulations, Covid-19 Pandemic, Russia-Ukraine War. In addition, since new LNG suppliers such as the U.S. and Australia are also diversifying, the LNG spot market is expected to grow. On the other hand, research on the LNG transportation market has been marginalized. Therefore, this study attempted to predict short-term LNG 160K spot rates and compared the prediction performance between artificial neural networks and the ARIMA model. As a result of this paper, while it was difficult to determine the superiority and superiority of ARIMA and artificial neural networks, considering the relative free of ANN's contraints, we confirmed the feasibility of ANN in LNG 160K spot rate prediction. This study has academic significance as the first attempt to apply an artificial neural network to forecasting LNG 160K spot rates and are expected to contribute significantly in practice in that they can improve the quality of short-term investment decisions by market participants by increasing the accuracy of short-term prediction.
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