• Title/Summary/Keyword: 시계열 데이터 분석

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A Pruning Algorithm for Network Structure Optimization in the Forecasting Climate System Using Neural Network (신경망을 이용한 기상예측시스템에서 망구조 최적화를 위한 Pruning 알고리즘)

  • Lee, Kee-Jun;Kang, Myung-A;Jung, Chai-Yeoung
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.2
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    • pp.385-391
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    • 2000
  • Recently, neural network research for forecasting the consecutive controlling rules of the future is being progressed, using the series data which are different from the traditional statistical analysis methods. In this paper, we suggest the pruning algorithm for the fast and exact weather forecast that excludes the hidden layer of the early optional designed nenral network. There are perform the weather forecast experiments using the 22080 kinds of weather data gathered from 1987 to 1996 for proving the efficiency of this suggested algorithm. Through the experiments, the early optional composed $26{\times}50{\times}1$ nenral network became the most suitable $26{\times}2{\times}1$ structure through the pruning algorithm suggested, in the optimum neural network $26{\times}2{\times}1$, in the case of the error temperature ${\pm}0.5^{\circ}C$, the average was 33.55%, in the case of ${\pm}1^{\circ}C$, the average was 61.57%, they showed more superior than the average 29.31% and 54.47% of the optional designed structure, also. we can reduce the calculation frequency more than maximum 25 times as compared with the optional sturcture neural network in the calculation frequencies.

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Accuracy analysis of Multi-series Phenological Landcover Classification Using U-Net-based Deep Learning Model - Focusing on the Seoul, Republic of Korea - (U-Net 기반 딥러닝 모델을 이용한 다중시기 계절학적 토지피복 분류 정확도 분석 - 서울지역을 중심으로 -)

  • Kim, Joon;Song, Yongho;Lee, Woo-Kyun
    • Korean Journal of Remote Sensing
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    • v.37 no.3
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    • pp.409-418
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    • 2021
  • The land cover map is a very important data that is used as a basis for decision-making for land policy and environmental policy. The land cover map is mapped using remote sensing data, and the classification results may vary depending on the acquisition time of the data used even for the same area. In this study, to overcome the classification accuracy limit of single-period data, multi-series satellite images were used to learn the difference in the spectral reflectance characteristics of the land surface according to seasons on a U-Net model, one of the deep learning algorithms, to improve classification accuracy. In addition, the degree of improvement in classification accuracy is compared by comparing the accuracy of single-period data. Seoul, which consists of various land covers including 30% of green space and the Han River within the area, was set as the research target and quarterly Sentinel-2 satellite images for 2020 were aquired. The U-Net model was trained using the sub-class land cover map mapped by the Korean Ministry of Environment. As a result of learning and classifying the model into single-period, double-series, triple-series, and quadruple-series through the learned U-Net model, it showed an accuracy of 81%, 82% and 79%, which exceeds the standard for securing land cover classification accuracy of 75%, except for a single-period. Through this, it was confirmed that classification accuracy can be improved through multi-series classification.

Linear programming models using a Dantzig type risk for portfolio optimization (Dantzig 위험을 사용한 포트폴리오 최적화 선형계획법 모형)

  • Ahn, Dayoung;Park, Seyoung
    • The Korean Journal of Applied Statistics
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    • v.35 no.2
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    • pp.229-250
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    • 2022
  • Since the publication of Markowitz's (1952) mean-variance portfolio model, research on portfolio optimization has been conducted in many fields. The existing mean-variance portfolio model forms a nonlinear convex problem. Applying Dantzig's linear programming method, it was converted to a linear form, which can effectively reduce the algorithm computation time. In this paper, we proposed a Dantzig perturbation portfolio model that can reduce management costs and transaction costs by constructing a portfolio with stable and small (sparse) assets. The average return and risk were adjusted according to the purpose by applying a perturbation method in which a certain part is invested in the existing benchmark and the rest is invested in the assets proposed as a portfolio optimization model. For a covariance estimation, we proposed a Gaussian kernel weight covariance that considers time-dependent weights by reflecting time-series data characteristics. The performance of the proposed model was evaluated by comparing it with the benchmark portfolio with 5 real data sets. Empirical results show that the proposed portfolios provide higher expected returns or lower risks than the benchmark. Further, sparse and stable asset selection was obtained in the proposed portfolios.

A Study on Stock Trading Method based on Volatility Breakout Strategy using a Deep Neural Network (심층 신경망을 이용한 변동성 돌파 전략 기반 주식 매매 방법에 관한 연구)

  • Yi, Eunu;Lee, Won-Boo
    • The Journal of the Korea Contents Association
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    • v.22 no.3
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    • pp.81-93
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    • 2022
  • The stock investing is one of the most popular investment techniques. However, since it is not easy to obtain a return through actual investment, various strategies have been devised and tried in the past to obtain an effective and stable return. Among them, the volatility breakout strategy identifies a strong uptrend that exceeds a certain level on a daily basis as a breakout signal, follows the uptrend, and quickly earns daily returns. It is one of the popular investment strategies that are widely used to realize profits. However, it is difficult to predict stock prices by understanding the price trend pattern of stocks. In this paper, we propose a method of buying and selling stocks by predicting the return in trading based on the volatility breakout strategy using a bi-directional long short-term memory deep neural network that can realize a return in a short period of time. As a result of the experiment assuming actual trading on the test data with the learned model, it can be seen that the results outperform both the return and stability compared to the existing closing price prediction model using the long-short-term memory deep neural network model.

Environmental spatial data-based vegetation impact assessment for advanced environmental impact assessment (환경공간정보를 이용한 식생부문 환경영향평가 고도화 방안 연구)

  • Yuyoung Choi;Ji Yeon Lee;Hyun-Chan Sung
    • Korean Journal of Environmental Biology
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    • v.40 no.1
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    • pp.99-111
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    • 2022
  • Vegetation is the basis for biodiversity conservation and sustainable development. In the Environmental Impact Assessment (EIA), which is the most direct and efficient policy measure to prevent degradation of nature, vegetation-related assessment has limitations as it is not based on quantitative and scientific methods. In addition, it focuses on the presence of protected species; hence, it does not take into account the role of vegetation as a habitat on a wide-area scale. As a way to overcome these limitations, this study aims to contribute to the quantification and advancement of future EIA on vegetation. Through the review of previous studies, core areas, connectivity, and vegetation condition were derived as the items to be dealt within the macroscopic aspect of vegetation impact assessment. Each item was spatially constructed using land cover maps and satellite imageries, and time series change analysis was performed. As a result, it was found that vegetation has been continuously deteriorating due to development in all aspects, and in particular, development adversely affects not only the inside of the project site but also the surrounding area. Although this study suggested the direction for improvement of the EIA in the vegetation sector based on data analysis, a more specific methodology needs to be established in order to apply it to the actual EIA process. By actively utilizing various environmental spatial data, the impact of the development on the natural ecosystem can be minimized.

A Study on the Thermal Prediction Model cf the Heat Storage Tank for the Optimal Use of Renewable Energy (신재생 에너지 최적 활용을 위한 축열조 온도 예측 모델 연구)

  • HanByeol Oh;KyeongMin Jang;JeeYoung Oh;MyeongBae Lee;JangWoo Park;YongYun Cho;ChangSun Shin
    • Smart Media Journal
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    • v.12 no.10
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    • pp.63-70
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    • 2023
  • Recently, energy consumption for heating costs, which is 35% of smart farm energy costs, has increased, requiring energy consumption efficiency, and the importance of new and renewable energy is increasing due to concerns about the realization of electricity bills. Renewable energy belongs to hydropower, wind, and solar power, of which solar energy is a power generation technology that converts it into electrical energy, and this technology has less impact on the environment and is simple to maintain. In this study, based on the greenhouse heat storage tank and heat pump data, the factors that affect the heat storage tank are selected and a heat storage tank supply temperature prediction model is developed. It is predicted using Long Short-Term Memory (LSTM), which is effective for time series data analysis and prediction, and XGBoost model, which is superior to other ensemble learning techniques. By predicting the temperature of the heat pump heat storage tank, energy consumption may be optimized and system operation may be optimized. In addition, we intend to link it to the smart farm energy integrated operation system, such as reducing heating and cooling costs and improving the energy independence of farmers due to the use of solar power. By managing the supply of waste heat energy through the platform and deriving the maximum heating load and energy values required for crop growth by season and time, an optimal energy management plan is derived based on this.

Development of Parallel Signal Processing Algorithm for FMCW LiDAR based on FPGA (FPGA 고속병렬처리 구조의 FMCW LiDAR 신호처리 알고리즘 개발)

  • Jong-Heon Lee;Ji-Eun Choi;Jong-Pil La
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.2
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    • pp.335-343
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    • 2024
  • Real-time target signal processing techniques for FMCW LiDAR are described in this paper. FMCW LiDAR is gaining attention as the next-generation LiDAR for self-driving cars because of its detection robustness even in adverse environmental conditions such as rain, snow and fog etc. in addition to its long range measurement capability. The hardware architecture which is required for high-speed data acquisition, data transfer, and parallel signal processing for frequency-domain signal processing is described in this article. Fourier transformation of the acquired time-domain signal is implemented on FPGA in real time. The paper also details the C-FAR algorithm for ensuring robust target detection from the transformed target spectrum. This paper elaborates on enhancing frequency measurement resolution from the target spectrum and converting them into range and velocity data. The 3D image was generated and displayed using the 2D scanner position and target distance data. Real-time target signal processing and high-resolution image acquisition capability of FMCW LiDAR by using the proposed parallel signal processing algorithms based on FPGA architecture are verified in this paper.

Comparison of physics-based and data-driven models for streamflow simulation of the Mekong river (메콩강 유출모의를 위한 물리적 및 데이터 기반 모형의 비교·분석)

  • Lee, Giha;Jung, Sungho;Lee, Daeeop
    • Journal of Korea Water Resources Association
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    • v.51 no.6
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    • pp.503-514
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    • 2018
  • In recent, the hydrological regime of the Mekong river is changing drastically due to climate change and haphazard watershed development including dam construction. Information of hydrologic feature like streamflow of the Mekong river are required for water disaster prevention and sustainable water resources development in the river sharing countries. In this study, runoff simulations at the Kratie station of the lower Mekong river are performed using SWAT (Soil and Water Assessment Tool), a physics-based hydrologic model, and LSTM (Long Short-Term Memory), a data-driven deep learning algorithm. The SWAT model was set up based on globally-available database (topography: HydroSHED, landuse: GLCF-MODIS, soil: FAO-Soil map, rainfall: APHRODITE, etc) and then simulated daily discharge from 2003 to 2007. The LSTM was built using deep learning open-source library TensorFlow and the deep-layer neural networks of the LSTM were trained based merely on daily water level data of 10 upper stations of the Kratie during two periods: 2000~2002 and 2008~2014. Then, LSTM simulated daily discharge for 2003~2007 as in SWAT model. The simulation results show that Nash-Sutcliffe Efficiency (NSE) of each model were calculated at 0.9(SWAT) and 0.99(LSTM), respectively. In order to simply simulate hydrological time series of ungauged large watersheds, data-driven model like the LSTM method is more applicable than the physics-based hydrological model having complexity due to various database pressure because it is able to memorize the preceding time series sequences and reflect them to prediction.

An Empirical Study on Main Factors Affecting Technology Balance of Payments (기술무역수지에 영향을 미치는 주요 요인들에 대한 실증연구)

  • Pak, Cheolmin;Ku, Bonchul
    • Journal of Technology Innovation
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    • v.25 no.1
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    • pp.61-89
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    • 2017
  • This study aims to estimate empirically the respective impacts of R&D expenditure, R&D labor, overseas direct investment, commodity trade balance, and technology trade openness on technology balance of payments. To examine the presence of co-integration between them, this paper employed the ARDL-bounds test using time series data from 1981 to 2014, and the result shows that there is a stable long-run equilibrium relationship among them. Furthermore, we estimated long- and short-run coefficients of the technology balance of payments with respect to each variables based on long-run equilibrium equation and error correction model. As a result, the technology balance of payments respond negatively to R&D labor and technology trade openness, and R&D expenditure does produce positive effects in the long-run, while coefficients of overseas direct investment and commodity trade balance in the long-run are not statistically significant. Besides, according to results of error correction model, overseas direct investment only has clearly a positive effects in the short-run, in contrast, the short-term relationships between the other variables and the technology balance of payments could not definitively derived. This implies that it is necessary to procure and cultivate talented personnel, as well as to enlarge gradually technology trade size in order to improve technology balance of payments from a long-term point of view.

A Study on the Effect of Delinquency Rate of Real Estate PF on Macroeconomic Variables (거시경제변수에 따른 부동산PF 연체율에 관한 연구)

  • Roh, Chi-Young;Kim, Hyung-Joo
    • The Journal of the Korea Contents Association
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    • v.18 no.4
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    • pp.416-427
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    • 2018
  • As the loan size of real estate PF is huge, its market ripple effect gets bigger when overdue occurs. Accordingly, the management of the delinquency rate and macroeconomic analysis are required. As the preceding research mainly proceeded with microeconomic analysis through the real estate PF data of individual banks to evaluate importance of list or analyzed core factors for delinquency, it lacked research on comprehensive real estate PF size. In order to overcome the limitations of such data, this research studied real estate PF delinquency rate of the entire market and effect relationship by the size. The research utilized the size of real estate PF loans, money supply, interest rate, consumer price index(CPI), and GDP data. Also, it applied the first model of VECM as linear relationship between at least two or more variables, following the result of co-integration test. As a result of Granger-causality test, the real estate PF loans delinquency rate is influenced by their loan size, and as a result of impulse response analysis, the interest rate is shown to be affecting delinquency rate the most. Interest rate could risesomeday and aggravate the delinquency rate of real estate PF. Also, risk exposure could be serious as the loan size increases.Therefore, the management of real estate PF delinquency rate requires continuous monitoring, tracking and observing issued loans from a macro point of view. The plans to prevent delinquency will be necessary.