• Title/Summary/Keyword: 시계열 예측분석

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Visual Analytics Approach for Performance Improvement of predicting youth physical growth model (청소년 신체 성장 예측 모델의 성능 향상을 위한 시각적 분석 방법)

  • Yeon, Hanbyul;Pi, Mingyu;Seo, Seongbum;Ha, Seoho;Oh, Byungjun;Jang, Yun
    • Journal of the Korea Computer Graphics Society
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    • v.23 no.4
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    • pp.21-29
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    • 2017
  • Previous visual analytics researches has focused on reducing the uncertainty of predicted results using a variety of interactive visual data exploration techniques. The main purpose of the interactive search technique is to reduce the quality difference of the predicted results according to the level of the decision maker by understanding the relationship between the variables and choosing the appropriate model to predict the unknown variables. However, it is difficult to create a predictive model which forecast time series data whose overall trends is unknown such as youth physical growth data. In this paper, we pro pose a novel predictive analysis technique to forecast the physical growth value in small pieces of time series data with un certain trends. This model estimates the distribution of data at a particular point in time. We also propose a visual analytics system that minimizes the possible uncertainties in predictive modeling process.

Data mining analysis for short-term water demand forecasting (물 수요예측을 위한 데이터 마이닝 기법 분석)

  • Shin, Gang-Wook;Hong, Sung-Taek
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.1771_1772
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    • 2009
  • 본 연구에서는 안정적인 물 공급과 에너지의 효율적 사용을 위한 단기 물 수요예측에 대하여 데이터 마이닝 기법의 적용성을 검토하고자 한다. 물 공급이 이루어진 요일과 특이일에 대한 시계열 분석을 통한 단기 물 수요예측과 데이터 마이닝 기법을 적용한 결과를 상호 비교하여 데이터 마이닝 기법의 적용성을 제시하고자 한다. 이를 통하여 단기 물 수요예측알고리즘의 실용화 가능성을 높일 뿐만 아니라 실시간 예측을 위한 기초 데이터 마이닝 체계를 구축하고자 한다.

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Analysis of Korean GDP by unobserved components model (비관측요인모형을 이용한 한국의 국내총생산 분석)

  • Seong, Byeong-Chan;Lee, Seung-Kyung
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.5
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    • pp.829-837
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    • 2011
  • Since Harvey (1989), many approaches for applying unobserved components (UC) models to both univariate and multivariate time series analysis have been developed. However, practitioners still tend to use traditional methods such as exponential smoothing or ARIMA models for modeling and predicting time series data. It is well known that the UC model combines the flexibility of ARIMA models and the easy interpretability of exponential smoothing models by using unobserved components such as trend, cycle, season, and irregular components. This study reviews the UC model and compares its relative performances with those of the other models in modeling and predicting the real gross domestic products (GDP) in Korea. We conclude that the optimal model is the UC model on basis of root mean squared error.

Nonparametric clustering of functional time series electricity consumption data (전기 사용량 시계열 함수 데이터에 대한 비모수적 군집화)

  • Kim, Jaehee
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.149-160
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    • 2019
  • The electricity consumption time series data of 'A' University from July 2016 to June 2017 is analyzed via nonparametric functional data clustering since the time series data can be regarded as realization of continuous functions with dependency structure. We use a Bouveyron and Jacques (Advances in Data Analysis and Classification, 5, 4, 281-300, 2011) method based on model-based functional clustering with an FEM algorithm that assumes a Gaussian distribution on functional principal components. Clusterwise analysis is provided with cluster mean functions, densities and cluster profiles.

A Study on the Traffic Volume Correction and Prediction Using SARIMA Algorithm (SARIMA 알고리즘을 이용한 교통량 보정 및 예측)

  • Han, Dae-cheol;Lee, Dong Woo;Jung, Do-young
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.20 no.6
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    • pp.1-13
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    • 2021
  • In this study, a time series analysis technique was applied to calibrate and predict traffic data for various purposes, such as planning, design, maintenance, and research. Existing algorithms have limitations in application to data such as traffic data because they show strong periodicity and seasonality or irregular data. To overcome and supplement these limitations, we applied the SARIMA model, an analytical technique that combines the autocorrelation model, the Seasonal Auto Regressive(SAR), and the seasonal Moving Average(SMA). According to the analysis, traffic volume prediction using the SARIMA(4,1,3)(4,0,3) 12 model, which is the optimal parameter combination, showed excellent performance of 85% on average. In addition to traffic data, this study is considered to be of great value in that it can contribute significantly to traffic correction and forecast improvement in the event of missing traffic data, and is also applicable to a variety of time series data recently collected.

Time series clustering for AMI data in household smart grid (스마트그리드 환경하의 가정용 AMI 자료를 위한 시계열 군집분석 연구)

  • Lee, Jin-Young;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.791-804
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    • 2020
  • Residential electricity consumption can be predicted more accurately by utilizing the realtime household electricity consumption reference that can be collected by the AMI as the ICT developed under the smart grid circumstance. This paper studied the model that predicts residential power load using the ARIMA, TBATS, NNAR model based on the data of hour unit amount of household electricity consumption, and unlike forecasting the consumption of the whole households at once, it computed the anticipated amount of the electricity consumption by aggregating the predictive value of each established model of cluster that was collected by the households which show the similiar load profile. Especially, as the typical time series data, the electricity consumption data chose the clustering analysis method that is appropriate to the time series data. Therefore, Dynamic Time Warping and Periodogram based method is used in this paper. By the result, forecasting the residential elecrtricity consumption by clustering the similiar household showed better performance than forecasting at once and in summertime, NNAR model performed best, and in wintertime, it was TBATS model. Lastly, clustering method showed most improvements in forecasting capability when the DTW method that was manifested the difference between the patterns of each cluster was used.

Time-Series Prediction of Baltic Dry Index (BDI) Using an Application of Recurrent Neural Networks (Recurrent Neural Networks를 활용한 Baltic Dry Index (BDI) 예측)

  • Han, Min-Soo;Yu, Song-Jin
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2017.11a
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    • pp.50-53
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    • 2017
  • Not only growth of importance to understanding economic trends, but also the prediction to overcome the uncertainty is coming up for long-term maritime recession. This paper discussed about the prediction of BDI with artificial neural networks (ANN). ANN is one of emerging applications that can be the finest solution to the knotty problems that may not easy to achieve by humankind. Proposed a prediction by implementing neural networks that have recurrent architecture which are a Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM). And for the reason of comparison, trained Multi Layer Perceptron (MLP) from 2009.04.01 to 2017.07.31. Also made a comparison with conventional statistics, prediction tools; ARIMA. As a result, recurrent net, especially RNN outperformed and also could discover the applicability of LSTM to specific time-series (BDI).

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Nonlinear Time Series Prediction Modeling by Weighted Average Defuzzification Based on NEWFM (NEWFM 기반 가중평균 역퍼지화에 의한 비선형 시계열 예측 모델링)

  • Chai, Soo-Han;Lim, Joon-Shik
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.4
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    • pp.563-568
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    • 2007
  • This paper presents a methodology for predicting nonlinear time series based on the neural network with weighted fuzzy membership functions (NEWFM). The degree of classification intensity is obtained by bounded sum of weighted fuzzy membership functions extracted by NEWFM, then weighted average defuzzification is used for predicting nonlinear time series. The experimental results demonstrate that NEWFM has the classification capability of 92.22% against the target class of GDP. The time series created by NEWFM model has a relatively close approximation to the GDP which is a typical business cycle indicator, and has been proved to be a useful indicator which has the turning point forecasting capability of average 12 months in the peak point and average 6 months in the trough point during 5th to 8th cyclical period. In addition, NEWFM measures the efficiency of the economic indexes by the feature selection and enables the users to forecast with reduced numbers of 7 among 10 leading indexes while improving the classification rate from 90% to 92.22%.

Time Series Analysis of the Subsurface Oceanic Data and Prediction of the Sea Surface Temperature in the Tropical Pacific (적도 태평양 아표층 자료의 시계열 분석 및 표층 수온 예측)

  • Chang You-Soon;Lee Da-Un;Youn Yong-Hoon;Seo Jang-Won
    • Journal of the Korean earth science society
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    • v.26 no.7
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    • pp.706-713
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    • 2005
  • Subsurface oceanic data (Z20; Depth of $20^{\circ}C$ isotherm and WWV; Warm Water Volume) from the tropical Pacific Ocean from 1980 to 2004 were utilized to examine upper ocean variations in relation to E1 Nino. Time series analysis using EOF, composite, and cross-correlation methods indicated that there are significant time delays between subsurface oceanic parameters and the Nino3.4 SST. It implied that Z20 and WWV would be more reliable predictors of El Nino events. Based on analyzed results, we also constructed neural network model to predict the Nino3.4 SST from 1996 to 2004. The forecasting skills for the model using WWV were statistically higher than that using the trade wind except for short range forecasting less than 3 months. This model greatly predicted SST than any other previous statistical model, especially at lead times of 5 to 8 months.

A study on hyperparameters optimization of LSTM model for improving flood level prediction accuracy (하천 홍수위 예측 정확도 개선을 위한 LSTM 모형의 하이퍼파라미터 최적화 연구)

  • Jaewon Jung;Sooyoung Kim;Hyung-Jun Kim;Kwang Seok Yoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.415-415
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    • 2023
  • 홍수는 일반적으로 많은 피해와 인명 손실을 초래하는 자연재해 중 하나로, 홍수위 예측은 이를 방지하고 대처하는 데 중요한 역할을 한다. 최근 기계학습 기술을 이용하여 홍수위 예측 모델을 개발하고자 하는 연구가 많이 진행되고 있다. 특히, LSTM(long short-term memory) 모형은 시계열 예측에 대해 검증된 모형으로 홍수위 예측 연구에도 활발하게 적용되고 있다. 하지만 기계학습 모델의 학습 성능은 하이퍼파라미터의 값에 영향을 크게 받을 수 있으며, 특히 집중호우로 인해 수위가 급변하는 경우에는 과거 시계열 자료에 영향을 받는 LSTM 모형의 예측 성능이 오히려 낮게 나타날 수 있다. 따라서 본 연구에서는 홍수위 예측시 LSTM 모형의 예측 성능을 향상시킬 수 있는 세부 하이퍼파라미터 값을 분석하여 최적의 하이퍼파라미터 조합을 제안하고자 한다. 이를 위해 하이퍼파라미터 조정을 위한 자동화 도구인 W&B(Weights&Bias)의 Sweep 기능을 적용하고자 한다. 본 연구를 통해 LSTM 모형을 적용한 홍수위 예측의 정확도를 향상시키는 데에 기여할 수 있을 것으로 기대된다.

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