우리나라 단기 가스 소비량 예측에 있어서 Grey Neural Network 활용 가능성 분석
An Application of Grey Neural Network for Forecasting Short-term Natural Gas Consumption of Korea
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초록
최근 셰일가스 개발로 인하여 천연가스 공급이 증가한 반면 수요는 침체되어 가격이 많이 하락한상황이다. 따라서 에너지 시장 변화와 지정학적 영향, 기후변화 대비 전략을 고려하여 보다 안정적으로 가스수급 전략을 재편할 필요가 있으며, 이를 위하여 보다 정확한 가스 소비량 예측이 중요하다. 이에 본 연구에서는한국의 단기 가스 소비량 예측을 위하여 Grey 신경망(GNN)을 구성하였다. 1997년 1월~2014년 6월의 월별가스 소비량 자료로 실증 분석을 수행하였으며, 인공신경망, Grey 모형, GNN, hybrid GM-ANN의 평균제곱근오차를 비교하였다. 분석 결과 가스 소비량 예측 시 GNN의 설명력이 가장 높은 것으로 나타났다.
Abstract
Due to recent shale gas boom and recession, natural gas prices are placed at low level. It is thus necessary to establishing new strategy for stable natural gas demand and supply considering changes in energy markets, geopolitical situation, and actions for a climate change. In the light of this, a more accurate forecasting of natural gas consumption is important. Therefore, we setup a Grey Neural Network (GNN) model to forecast Korean natural gas consumption. For empirical analysis, gas consumption data from January 1997 to June 2014 was gathered and a root mean squared error of artificial neural network (ANN), Grey model (GM), hybrid GM-ANN, and GNN models were compared. As a result, the GNN model showed the best forecasting power.
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