• Title/Summary/Keyword: 선형 예측 분석

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Comparative analysis of linear model and deep learning algorithm for water usage prediction (물 사용량 예측을 위한 선형 모형과 딥러닝 알고리즘의 비교 분석)

  • Kim, Jongsung;Kim, DongHyun;Wang, Wonjoon;Lee, Haneul;Lee, Myungjin;Kim, Hung Soo
    • Journal of Korea Water Resources Association
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    • v.54 no.spc1
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    • pp.1083-1093
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    • 2021
  • It is an essential to predict water usage for establishing an optimal supply operation plan and reducing power consumption. However, the water usage by consumer has a non-linear characteristics due to various factors such as user type, usage pattern, and weather condition. Therefore, in order to predict the water consumption, we proposed the methodology linking various techniques that can consider non-linear characteristics of water use and we called it as KWD framework. Say, K-means (K) cluster analysis was performed to classify similar patterns according to usage of each individual consumer; then Wavelet (W) transform was applied to derive main periodic pattern of the usage by removing noise components; also, Deep (D) learning algorithm was used for trying to do learning of non-linear characteristics of water usage. The performance of a proposed framework or model was analyzed by comparing with the ARMA model, which is a linear time series model. As a result, the proposed model showed the correlation of 92% and ARMA model showed about 39%. Therefore, we had known that the performance of the proposed model was better than a linear time series model and KWD framework could be used for other nonlinear time series which has similar pattern with water usage. Therefore, if the KWD framework is used, it will be possible to accurately predict water usage and establish an optimal supply plan every the various event.

Korean Stock Price Index and Macroeconomic Forces (우리나라 증권시장과 거시경제변수 : ANN와 VECM의 설명력 비교)

  • Jung, Sung-Chang;Lee, Timothy H.
    • The Korean Journal of Financial Management
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    • v.19 no.2
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    • pp.211-231
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    • 2002
  • 본 연구의 목적은 VECM(Vector Error Correction Model)과 인공지능모형(Artificial Neural Networks)을 이용하여 우리나라 증권시장과 거시경제 변수들과의 장기적 관계에 대한 설명력을 비교해보고자 함에 있다. VECM이 APT(Arbitrage Pricing Theory)에 기초를 둔 선형동학모형이라고 한다면, 인공지능모형은 비모수적 비선형모형이라는 점에서, 두 방법론의 분석결과를 직접 비판하는 것은 의미있는 연구라고 할 수 있다. 인공지능모형을 주로 활용하는 선행연구들에 의하면, 증권시장은 시장의 특이패턴들로 인해 계량경제학적 접근인 선형 모형보다는 인공지능모형을 통해 증권시장의 움직임을 설명하고 예측하는 것이 더 바람직할 수도 있다는 것이다. 따라서, 본 연구에서는 VECM분석에서 자료의 안정성을 검증하고, 공적분 백터를 발견한 이후, 장기적 균형관계의 실증적 분석을 하였다. 그리고, 인공지능모형에서는 delta rule과 Sigmoid 함수를 이용한 GRNN(General Regression Neural Net)과 Back-Propagation등의 방법들을 활용하였다. 이러한 분석결과, Back-Propagation 모형이 다른 모든 모형들보다도 더 우수한 설명력을 보여주고 있었다. 이러한 결과들은 인공지능모형이 동태적인 선형 모형보다도 더 우수한 설명력을 제공할 수 있는 가능성을 보여주고 있었다.

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Comparison of Different Multiple Linear Regression Models for Real-time Flood Stage Forecasting (실시간 수위 예측을 위한 다중선형회귀 모형의 비교)

  • Choi, Seung Yong;Han, Kun Yeun;Kim, Byung Hyun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.1B
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    • pp.9-20
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    • 2012
  • Recently to overcome limitations of conceptual, hydrological and physics based models for flood stage forecasting, multiple linear regression model as one of data-driven models have been widely adopted for forecasting flood streamflow(stage). The objectives of this study are to compare performance of different multiple linear regression models according to regression coefficient estimation methods and determine most effective multiple linear regression flood stage forecasting models. To do this, the time scale was determined through the autocorrelation analysis of input data and different flood stage forecasting models developed using regression coefficient estimation methods such as LS(least square), WLS(weighted least square), SPW(stepwise) was applied to flood events in Jungrang stream. To evaluate performance of established models, fours statistical indices were used, namely; Root mean square error(RMSE), Nash Sutcliffe efficiency coefficient (NSEC), mean absolute error (MAE), adjusted coefficient of determination($R^{*2}$). The results show that the flood stage forecasting model using SPW(stepwise) parameter estimation can carry out the river flood stage prediction better in comparison with others, and the flood stage forecasting model using LS(least square) parameter estimation is also found to be slightly better than the flood stage forecasting model using WLS(weighted least square) parameter estimation.

Forecasting High-Level Ozone Concentration with Fuzzy Clustering (퍼지 클러스터링 이용한 고농도오존예측)

  • 김재용;김성신;왕보현
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.4
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    • pp.336-339
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    • 2001
  • The ozone forecasting systems have many problems because the mechanism of the ozone concentration is highly complex, nonlinear, and nonstationary. Especially, the performance of the prediction results in the high-level ozone concentration are not good. This paper describes the modeling method of the ozone prediction system using neuro-fuzzy approaches and fuzzy clustering methods. The dynamic polynomial neural network (DPNN) based upon a typical algorithm of GMDH (group method of data handling) is a useful method for data analysis, the identification of nonlinear complex systems, and prediction of dynamical systems.

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Estimating soil moisture using machine learning approach: A Case Study to Yongdam watershed (기계학습 기반의 토양함수 예측 기법 개발 (용담댐 시험유역을 중심으로))

  • Huy, Nguyen Dinh;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.167-167
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    • 2018
  • 토양수분은 토양에 포함된 평균 수분량을 나타내며 수문 순환 관점에서 매우 중요한 수문변량 중 하나이다. 본 연구에서는 대표적인 기계학습 방법인 Support Vector Machine (SVM)을 이용한 토양 함수 예측 기법을 개발하고자 하며, 예측인자로서 원격 탐측 기반의 토양함수자료, 강수량, 온도 등을 활용하고자 한다. SVM은 Kernel 함수를 이용하여 복잡한 비선형 관계를 선형 가정을 통해서 해석하는 기계학습 방법으로서 전역모델(global model)로서 다양한 수문기상분야에 적용이 이루어지고 있다. SVM의 장점은 일정 부분의 오차를 허용함으로서 모형의 일반화 측면에서 기존 인공신경망(artificial neural network, ANN)에 비해 우수한 성능을 나타내며, 특히 예측모형으로서 적용성이 매우 크다. 본 연구에서는 과거 토양 함수 자료와 강수, 온도, 위성 관측 기반 정보 등을 이용하여 모형을 적합시키고 이를 미계측 유역으로 확장하는데 연구의 목적이 있으며, 본 연구를 통해 제안된 모형은 용담댐 시험유역을 대상으로 적용되며 기존 ANN 모형 및 다중회귀분석 결과와 비교를 통해 모형의 적합성을 평가하고자한다.

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Long Range Forecast of Garlic Productivity over S. Korea Based on Genetic Algorithm and Global Climate Reanalysis Data (전지구 기후 재분석자료 및 인공지능을 활용한 남한의 마늘 생산량 장기예측)

  • Jo, Sera;Lee, Joonlee;Shim, Kyo Moon;Kim, Yong Seok;Hur, Jina;Kang, Mingu;Choi, Won Jun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.23 no.4
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    • pp.391-404
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    • 2021
  • This study developed a long-term prediction model for the potential yield of garlic based on a genetic algorithm (GA) by utilizing global climate reanalysis data. The GA is used for digging the inherent signals from global climate reanalysis data which are both directly and indirectly connected with the garlic yield potential. Our results indicate that both deterministic and probabilistic forecasts reasonably capture the inter-annual variability of crop yields with temporal correlation coefficients significant at 99% confidence level and superior categorical forecast skill with a hit rate of 93.3% for 2 × 2 and 73.3% for 3 × 3 contingency tables. Furthermore, the GA method, which considers linear and non-linear relationships between predictors and predictands, shows superiority of forecast skill in terms of both stability and skill scores compared with linear method. Since our result can predict the potential yield before the start of farming, it is expected to help establish a long-term plan to stabilize the demand and price of agricultural products and prepare countermeasures for possible problems in advance.

Application of Multiple Linear Regression Analysis and Tree-Based Machine Learning Techniques for Cutter Life Index(CLI) Prediction (커터수명지수 예측을 위한 다중선형회귀분석과 트리 기반 머신러닝 기법 적용)

  • Ju-Pyo Hong;Tae Young Ko
    • Tunnel and Underground Space
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    • v.33 no.6
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    • pp.594-609
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    • 2023
  • TBM (Tunnel Boring Machine) method is gaining popularity in urban and underwater tunneling projects due to its ability to ensure excavation face stability and minimize environmental impact. Among the prominent models for predicting disc cutter life, the NTNU model uses the Cutter Life Index(CLI) as a key parameter, but the complexity of testing procedures and rarity of equipment make measurement challenging. In this study, CLI was predicted using multiple linear regression analysis and tree-based machine learning techniques, utilizing rock properties. Through literature review, a database including rock uniaxial compressive strength, Brazilian tensile strength, equivalent quartz content, and Cerchar abrasivity index was built, and derived variables were added. The multiple linear regression analysis selected input variables based on statistical significance and multicollinearity, while the machine learning prediction model chose variables based on their importance. Dividing the data into 80% for training and 20% for testing, a comparative analysis of the predictive performance was conducted, and XGBoost was identified as the optimal model. The validity of the multiple linear regression and XGBoost models derived in this study was confirmed by comparing their predictive performance with prior research.

A Comparison of Predicting Movie Success between Artificial Neural Network and Decision Tree (기계학습 기반의 영화흥행예측 방법 비교: 인공신경망과 의사결정나무를 중심으로)

  • Kwon, Shin-Hye;Park, Kyung-Woo;Chang, Byeng-Hee
    • Asia-pacific Journal of Multimedia Services Convergent with Art, Humanities, and Sociology
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    • v.7 no.4
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    • pp.593-601
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    • 2017
  • In this paper, we constructed the model of production/investment, distribution, and screening by using variables that can be considered at each stage according to the value chain stage of the movie industry. To increase the predictive power of the model, a regression analysis was used to derive meaningful variables. Based on the given variables, we compared the difference in predictive power between the artificial neural network, which is a machine learning analysis method, and the decision tree analysis method. As a result, the accuracy of artificial neural network was higher than that of decision trees when all variables were added in production/ investment model and distribution model. However, decision trees were more accurate when selected variables were applied according to regression analysis results. In the screening model, the accuracy of the artificial neural network was higher than the accuracy of the decision tree regardless of whether the regression analysis result was reflected or not. This paper has an implication which we tried to improve the performance of movie prediction model by using machine learning analysis. In addition, we tried to overcome a limitation of linear approach by reflecting the results of regression analysis to ANN and decision tree model.

Stock Forecasting using Stock Index Relation and Genetic Algorithm (주가지수 관계와 유전자 알고리즘을 이용한 주식예측)

  • Kim, Sang-Ho;Kim, Dong-Hyun;Han, Chang-Hee;Kim, Won-Il
    • Journal of the Korean Institute of Intelligent Systems
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    • v.18 no.6
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    • pp.781-786
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    • 2008
  • In this paper, we propose a novel approach predicting the fluctuation of stock index by finding a relation in various stock indexes that are represented by linear combinations. The important points are to select stock indexes related to predicting indexes and to find the proper relations in them. Since it is unattainable to use entire stock indexes relation, we used only data that are closely associated with each other. We used Genetic Algorithm(GA) to find the most suitable stock-index relation. We simulated the investment in years from 2005 to 2007 with each real index. Finally we verified that the investment money increased 230 percents by the proposed method.