• Title/Summary/Keyword: 시계열 예측분석

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Study of Stochastic Techniques for Runoff Forecasting Accuracy in Gongju basin (추계학적 기법을 통한 공주지점 유출예측 연구)

  • Ahn, Jung Min;Hur, Young Teck;Hwang, Man Ha;Cheon, Geun Ho
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.1B
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    • pp.21-27
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    • 2011
  • When execute runoff forecasting, can not remove perfectly uncertainty of forecasting results. But, reduce uncertainty by various techniques analysis. This study applied various forecasting techniques for runoff prediction's accuracy elevation in Gongju basin. statics techniques is ESP, Period Average & Moving average, Exponential Smoothing, Winters, Auto regressive moving average process. Authoritativeness estimation with results of runoff forecasting by each techniques used MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), RRMSE (Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC (Theil Inequality Coefficient). Result that use MAE, RMSE, RRMSE, MAPE, TIC and confirm improvement effect of runoff forecasting, ESP techniques than the others displayed the best result.

The methods of forecasting for the number of student based on promotion proportion (학년진급률에 따른 학생수 예측방법)

  • Kim, Jong-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.5
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    • pp.857-867
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    • 2009
  • The purpose of this paper is to suggest the methods of forecasting for the number of the elementary, middle and high-school student based on the proportion of promotion until 2026 year. The suggested methods are the proportion of promotion, mov baseverage, Holt-W bters model, SARIMA, regression fit. As the result, the abilities of forecasting by the method of moving average are better than those of other methods.

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Fuzzy Learning Algorithms for Time Series Prediction (시계열 예측을 위한 퍼지 학습 알고리즘)

  • 김인택;공창욱
    • Journal of the Korean Institute of Intelligent Systems
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    • v.7 no.3
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    • pp.34-42
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    • 1997
  • This paper presents new fuzzy learning algorithms and their applications to time series prediction. During generating fuzzy rules from numerical data, there is a tendency to produce conflicting rules which have same premise but different consequence. To resolve the problem, we propose MCM(Modified Center Method) which is proven to reduce the error in the prediction. We have applied MCM to the analysis of Mackey-Glass time series and Gas Furnace da.ta to verify its efficiency.

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Design of Seasonal Nonlinear Time Series Algorithm for Improving Forecast Accuracy in IoT Environment (IoT 환경에서 예측 정확도 향상을 위한 계절성 비선형 시계열 알고리즘 설계)

  • Kang, Jung-Ku;Park, Seok-Cheon;Kim, Jong-Hyun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2015.04a
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    • pp.645-648
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    • 2015
  • ICT 시대를 맞아 하루가 다르게 새로운 기술이 등장하고 있으며, 최근에는 사물인터넷 시대까지 도래하였다. 하지만 현재 사물인터넷에서 폭발적으로 발생되는 시계열 데이터를 분석하는 연구는 미비한 상태이다. 따라서 본 논문에서는 사물인터넷에서 발생되는 시계열 데이터의 예측 정확도 향상을 위해 사계절이 뚜렷한 우리나라의 계절성 특성을 고려한 SARIMA알고리즘과 비선형 특성 예측 알고리즘인 SVM을 결합한 하이브리드 SARIMA-SVM알고리즘을 제안 한다.

BIM Based Time-series Cost Model for Building Projects: Focusing on Construction Material Prices (BIM 기반의 설계단계 원가예측 시계열모델 -자재가격을 중심으로-)

  • Hwang, Sung-Joo;Park, Moon-Seo;Lee, Hyun-Soo;Kim, Hyun-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.12 no.2
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    • pp.111-120
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    • 2011
  • High-rise buildings have recently increased over the residential, commercial and office facilities, thus an understanding of construction cost for high-rise building projects has been a fundamental issue due to enormous construction cost as well as unpredictable market conditions and fluctuations in the rate of inflation by long-term construction periods of high-rise projects. Especially, recent violent fluctuations of construction material prices add to problems in construction cost forecasting. This research, therefore, develops a time-series model with the Box-Jenkins methodologies and material prices time-series data in Korea in order to forecast future trends of unit prices of required materials. BIM (Building Information Modeling) approaches are also used to analyze injection time of construction resources and to conduct quantity takeoff so that total material price can be forecasted. Comparative analysis of Predictability of tentative ARIMA (Autoregressive Integrated Moving Average) models was conducted to determine optimal time-series model for forecasting future price trends. Proposed BIM based time series forecasting model can help to deal with sudden changes in economic conditions by estimating future material prices.

Development of Hydrological Variables Forecast Technology Using Machine Learning based Long Short-Term Memory Network (기계학습 기반의 Long Short-Term Memory 네트워크를 활용한 수문인자 예측기술 개발)

  • Kim, Tae-Jeong;Jung, Min-Kyu;Hwang, Kyu-Nam;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.340-340
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    • 2019
  • 지구온난화로 유발되는 기후변동성이 증가함에 따라서 정확한 수문인자의 예측은 전 세계적으로 주요 관심사항이 되고 있다. 최근에는 고성능 컴퓨터 자원의 증가로 수문기상학 연구에서 동일한 학습량에 비하여 정확도의 향상이 뚜렷한 기계학습 구조를 활용하여 위성영상 기반의 대기예측, 태풍위치 추적 및 강수량 예측 등의 연구가 활발하게 진행되고 있다. 본 연구에는 기계학습 중 시계열 분석에 널리 활용되고 있는 순환신경망(Recurrent Neural Network, RNN) 기법의 대표적인 LSTM(Long Short-Term Memory) 네트워크를 이용하여 수문인자를 예측하였다. LSTM 네트워크는 가중치 및 메모리 요소에 대한 추가정보를 셀 상태에 저장하고 시계열의 길이 조정하여 모형의 탄력적 활용이 가능하다. LSTM 네트워크를 이용한 다양한 수문인자 예측결과 RMSE의 개선을 확인하였다. 따라서 본 연구를 통하여 개발된 기계학습을 통한 수문인자 예측기술은 권역별 수계별 홍수 및 가뭄대응 계획을 능동적으로 수립하는데 활용될 것으로 판단된다. 향후 연구에서는 LSTM의 입력영역을 Bayesian 추론기법을 활용하여 구성함으로 학습과정의 불확실성을 정량적으로 제어하고자 한다.

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A Development of Court Auction Information System using Time Series Forecasting (시계열 예측을 이용한 법원경매 정보제공 시스템 개발)

  • Oh, Kab-Suk
    • Journal of the Korean Institute of Intelligent Systems
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    • v.16 no.2
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    • pp.172-178
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    • 2006
  • This paper presents a development of court auction information system using time series forecasting. The system forecast a highest bid price for claim analysis, and it is designed to offer an quota information by the bid price. For this realization, we implemented input interface of object data and web interface of information support. Input interface can be input, update and delete function and web interface is support some information of court auction object. We propose a forecasting method of a highest bid price for auto-claim analysis with real time information support and the results are verified the feasibility of the proposed method by experiment.

Time Series Data Analysis and Prediction System Using PCA (주성분 분석 기법을 활용한 시계열 데이터 분석 및 예측 시스템)

  • Jin, Young-Hoon;Ji, Se-Hyun;Han, Kun-Hee
    • Journal of the Korea Convergence Society
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    • v.12 no.11
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    • pp.99-107
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    • 2021
  • We live in a myriad of data. Various data are created in all situations in which we work, and we discover the meaning of data through big data technology. Many efforts are underway to find meaningful data. This paper introduces an analysis technique that enables humans to make better choices through the trend and prediction of time series data as a principal component analysis technique. Principal component analysis constructs covariance through the input data and presents eigenvectors and eigenvalues that can infer the direction of the data. The proposed method computes a reference axis in a time series data set having a similar directionality. It predicts the directionality of data in the next section through the angle between the directionality of each time series data constituting the data set and the reference axis. In this paper, we compare and verify the accuracy of the proposed algorithm with LSTM (Long Short-Term Memory) through cryptocurrency trends. As a result of comparative verification, the proposed method recorded relatively few transactions and high returns(112%) compared to LSTM in data with high volatility. It can mean that the signal was analyzed and predicted relatively accurately, and it is expected that better results can be derived through a more accurate threshold setting.

Application of Time-Series Model to Forecast Track Irregularity Progress (궤도틀림 진전 예측을 위한 시계열 모델 적용)

  • Jeong, Min Chul;Kim, Gun Woo;Kim, Jung Hoon;Kang, Yun Suk;Kong, Jung Sik
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.25 no.4
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    • pp.331-338
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    • 2012
  • Irregularity data inspected by EM-120, an railway inspection system in Korea includes unavoidable incomplete and erratic information, so it is encountered lots of problem to analyse those data without appropriate pre-data-refining processes. In this research, for the efficient management and maintenance of railway system, characteristics and problems of the detected track irregularity data have been analyzed and efficient processing techniques were developed to solve the problems. The correlation between track irregularity and seasonal changes was conducted based on ARIMA model analysis. Finally, time series analysis was carried out by various forecasting model, such as regression, exponential smoothing and ARIMA model, to determine the appropriate optimal models for forecasting track irregularity progress.

Comparison of Mortality Estimate and Prediction by the Period of Time Series Data Used (시계열 적용기간에 따른 사망력 추정 및 예측결과 비교 - LC모형과 LC 코호트효과 확장모형을 중심으로 -)

  • Jung, Kyunam;Baek, Jeeseon;Kim, Donguk
    • The Korean Journal of Applied Statistics
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    • v.26 no.6
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    • pp.1019-1032
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    • 2013
  • The accurate prediction of future mortality is an important issue due to recent rapid increases in life expectancy. An accurate estimation and prediction of mortality is important to future welfare policies. The optimal selection of a mortality model is important to estimate and predict mortality; however, the period of time series data used is also an important issue. It is essential to understand that the time series data for mortality is short in Korea and the data before 1982 is incomplete. This paper divides the time series of Korean mortality into two sets to compare the parameter estimates of the LC model and LC model with a cohort effect by the period of data used. A modeling and prediction of the mortality index and cohort effect index as well as the evaluation of future life expectancy is conducted. Finally, some suggestions are proposed for the future prediction of mortality.