Econometric Forecasting For Container Handling: ARMA Model Application

Yıl 2018, Cilt: 9 Sayı: 16, 2067 - 2096, 30.12.2018

Elif Tuçe Bal Vahit Çalışır

https://doi.org/10.26466/opus.485722

Cited By: 3

Öz

Since investments in maritime sector are very costly and irreversible;
forecasting, critical in planning the future, has a particular importance in
this field. As long-term forecasting is more important in investments, short
term forecasting is more important in operations and distribution of port
resources. The purpose of this study is to forecast monthly the sum of Turkey’s
import and export container, for the period from the ninth month of 2018 to the
last month of 2019, and also to contribute to the decision-making of port
managers in port operations. It is thought that it will be also easier for the
users to calculate their shares with monthly projections and manage the port
operations through these calculations. In accordance with purpose, in this
study, Box - Jenkins method, which is much better than other methods in short
term forecasting, has been selected. As a result, short-term the sum of
Turkey’s import and export container is forecasted monthly and it has been
shown that the Akaike and Schwarz information criteria do not always provide
healthy results in the choice of model. In addition, deterministic trend and
seasonality variables were included directly in the study and the effects of
these variables were directly reflected in the model.

Anahtar Kelimeler

Container Handling, Time Series Analysis, ARMA Model, Quantitative Decision Making

Konteyner Elleçleme İçin Ekonometrik Tahminleme: ARMA Modeli Uygulaması

Öz

Geleceği planlamada son derece
önemli olan öngörü, denizcilik alanında yapılan yatırımların oldukça maliyetli
ve geri döndürülemez olmasından dolayı bu alanda ayrı bir öneme sahiptir.
Öngörülerin uzun dönemli olması yatırımlarda daha çok önem kazanırken kısa
dönemli olması operasyonlarda ve liman kaynaklarının dağıtımında önem arz
etmektedir. Bu çalışmada amaç 2018’in son üç ayını ve 2019 yılını kapsayan
zaman dilimi için Türkiye’deki ithalat ve ihracat konteynerlerin toplamına
yönelik aylık öngörü yaparak liman yöneticilerine liman operasyonlarında karar
alma noktasında katkı sağlamaktır. Aylık öngörüler ile kendi paylarını
hesaplayan kullanıcıların, bu hesaplamalar sayesinde liman operasyonlarını
yönetmelerinin de kolaylaşabileceği düşünülmektedir.Çalışmada amaç
doğrultusunda kısa dönemli öngörülerde diğer yöntemlere göre çok daha iyi olan
Box – Jenkins yöntemi seçilmiştir. Sonuç olarak kısa dönemli Türkiye’deki
ithalat ve ihracat konteynerlerin toplamına yönelik öngörü yapılmış ve Akaike
ve Schwarz bilgi kriterlerinin model seçiminde her zaman sağlıklı sonuçlar
vermediği ortaya koyulmuştur. Ayrıca Çalışmada deterministik trend ve
mevsimsellik değişkenlerinin modele direkt dahil edilmiş ve öngörülerde bu
değişkenlerin etkileri direkt olarak yansıtılmıştır.

Anahtar Kelimeler

Konteyner Elleçlemesi, Zaman Serisi Analizi, ARMA Modeli, Nicel Karar Verme

Kaynakça

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