• Title/Summary/Keyword: 시계열 예측분석

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Electric Power Demand Prediction Using Deep Learning Model with Temperature Data (기온 데이터를 반영한 전력수요 예측 딥러닝 모델)

  • Yoon, Hyoup-Sang;Jeong, Seok-Bong
    • KIPS Transactions on Software and Data Engineering
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    • v.11 no.7
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    • pp.307-314
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    • 2022
  • Recently, researches using deep learning-based models are being actively conducted to replace statistical-based time series forecast techniques to predict electric power demand. The result of analyzing the researches shows that the performance of the LSTM-based prediction model is acceptable, but it is not sufficient for long-term regional-wide power demand prediction. In this paper, we propose a WaveNet deep learning model to predict electric power demand 24-hour-ahead with temperature data in order to achieve the prediction accuracy better than MAPE value of 2% which statistical-based time series forecast techniques can present. First of all, we illustrate a delated causal one-dimensional convolutional neural network architecture of WaveNet and the preprocessing mechanism of the input data of electric power demand and temperature. Second, we present the training process and walk forward validation with the modified WaveNet. The performance comparison results show that the prediction model with temperature data achieves MAPE value of 1.33%, which is better than MAPE Value (2.33%) of the same model without temperature data.

Development of The Freeway Operating Time Prediction Model Using Toll Collection System Data (고속도로 통행료수납자료를 이용한 통행시간 예측모형 개발)

  • 강정규;남궁성
    • Journal of Korean Society of Transportation
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    • v.20 no.4
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    • pp.151-162
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    • 2002
  • The object of this study is to develop an operating time prediction model for expressways using toll collection data. A Prediction model based on modular neural network model was developed and tested using real data. Two toll collection system(TCS) data set. Seoul-Suwon section for short range and Seoul-Daejeon section for long range, in Kyongbu expressway line were collected and analyzed. A time series analysis on TCS data indicated that operating times on both ranges are in reasonable prediction ranges. It was also found that prediction for the long section was more complex than that for the short section. However, a long term prediction for the short section turned out to be more difficult than that for the long section because of the higher sensitivity to initial condition. An application of the suggested model produced accurate prediction time. The features of suggested prediction model are in the requirement of minimum (3) input layers and in the ability of stable operating time prediction.

Determination of Pattern Models using a Convergence of Time-Series Data Conversion Technique for the Prediction of Financial Markets (금융시장 예측을 위한 시계열자료의 변환기법 융합을 이용한 패턴 모델 결정)

  • Jeon, Jin-Ho;Kim, Min-Soo
    • Journal of Digital Convergence
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    • v.13 no.5
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    • pp.237-244
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    • 2015
  • Export-led policies, FTA signed and economics of scale through a variety of market-oriented policies, such as regulations to improve market grew constantly. Accordingly, the correct decision making accurately analyze the economics market for decision, a problem has been an important issue in predicting. For accurate analysis and decision-making of the most common indicators of the stock market by proposing a number of indicators of economic transformation techniques were applied to the convergence model combining estimation and forecasts problem confirmed its effectiveness. Experimental result, gave the model estimation method to apply a transform to show the valid combinations proposed model state estimation result was confirmed in a very similar exercise aspect of the physical problem and the KOSPI index prediction.

'Hot Search Keyword' Rank-Change Prediction (인기 검색어의 순위 변화 예측)

  • Kim, Dohyeong;Kang, Byeong Ho;Lee, Sungyoung
    • Journal of KIISE
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    • v.44 no.8
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    • pp.782-790
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    • 2017
  • The service, 'Hot Search Keywords', provides a list of the most hot search terms of different web services such as Naver or Daum. The service, bases the changes in rank of a specific search keyword on changes in its users' interest. This paper introduces a temporal modelling framework for predicting the rank change of hot search keywords using past rank data and machine learning. Past rank data shows that more than 70% of hot search keywords tend to disappear and reappear later. The authors processed missing rank value, using deletion, dummy variables, mean substitution, and expectation maximization. It is however crucial to calculate the optimal window size of the past rank data. We proposed an optimal window size selection approach based on the minimum amount of time a topic within the same or a differing context disappeared. The experiments were conducted with four different machine-learning techniques using the Naver, Daum, and Nate 'Hot Search Keywords' datasets, which were collected for 2 years.

Development of Traffic Speed Prediction Model Reflecting Spatio-temporal Impact based on Deep Neural Network (시공간적 영향력을 반영한 딥러닝 기반의 통행속도 예측 모형 개발)

  • Kim, Youngchan;Kim, Junwon;Han, Yohee;Kim, Jongjun;Hwang, Jewoong
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.1
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    • pp.1-16
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    • 2020
  • With the advent of the fourth industrial revolution era, there has been a growing interest in deep learning using big data, and studies using deep learning have been actively conducted in various fields. In the transportation sector, there are many advantages to using deep learning in research as much as using deep traffic big data. In this study, a short -term travel speed prediction model using LSTM, a deep learning technique, was constructed to predict the travel speed. The LSTM model suitable for time series prediction was selected considering that the travel speed data, which is used for prediction, is time series data. In order to predict the travel speed more precisely, we constructed a model that reflects both temporal and spatial effects. The model is a short-term prediction model that predicts after one hour. For the analysis data, the 5minute travel speed collected from the Seoul Transportation Information Center was used, and the analysis section was selected as a part of Gangnam where traffic was congested.

Time series models for predicting the trend of voice phishing: seasonality and exogenous variables approaches (보이스피싱 발생 추이 예측을 위한 시계열 모형 연구: 계절성과 외생변수 활용)

  • Da-Yeon Kang;Seung-Yeon Lee;Eunju Hwang
    • Convergence Security Journal
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    • v.24 no.2
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    • pp.151-160
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    • 2024
  • In recent years with high interest rates and inflations, which worsen people's lives, voice phishing crimes also increase along with damage. Voice phishing that becomes more evolved by technology developments causes serious financial and mental damage to victims. This work aims to study time series models for its accurate prediction. ARIMA, SARIMA and SARIMAX models are compared. As exogenous variables, the amount of damages and the numbers of arrests and criminals are adopted. Forecasting performances are evaluated. Prediction intervals are constructed along with empirical coverages, which justify the superiority of the model. Finally, the numbers of voice phishing up to December 2024 are predicted, through which we expect the establishment of future prevention strategies for voice phishing.

Indoor Air Condition Measurement and Regression Analysis System Through Sensor Measurement Device and Gated Recurrent Unit (센서 측정기와 회로형 순환 유닛(GRU)을 이용한 실내 공기 품질 측정 및 추세 예측 시스템)

  • Ahn, Jaehyun;Shin, Dongil;Kim, Kyuho;Yang, Jihoon
    • KIPS Transactions on Software and Data Engineering
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    • v.6 no.9
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    • pp.457-464
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    • 2017
  • Indoor air quality analysis is conducted to understand abnormal atmospheric phenomena and the external factor affecting indoor air quality. By recording indoor air quality measurements periodically, we are able to observe patterns in air quality. However, it difficult to predict the number of potential parameters, set parameters for a given observation and find the coefficients. Moreover, the results are time-dependent. Thus to address these issues, we introduce a microchip capable of periodically recording indoor air quality and a model that estimates atmospheric changes based on time series data.

Short-term demand forecasting Using Data Mining Method (데이터마이닝을 이용한 단기부하예측)

  • Choi, Sang-Yule;Kim, Hyoung-Joong
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.21 no.10
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    • pp.126-133
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    • 2007
  • This paper proposes information technology based data mining to forecast short term power demand. A time-series analyses have been applied to power demand forecasting, but this method needs not only heavy computational calculation but also large amount of coefficient data. Therefore, it is hard to analyze data in fast way. To overcome time consuming process, the author take advantage of universally easily available information technology based data-mining technique to analyze patterns of days and special days(holidays, etc.). This technique consists of two steps, one is constructing decision tree, the other is estimating and forecasting power flow using decision tree analysis. To validate the efficiency, the author compares the estimated demand with real demand from the Korea Power Exchange.

Time Series Analysis Using Neural Networks : Forecasting Performance Analysis with M1-Competition Data (신경망을 이용한 시계열 분석 : M1-Competition Data에 대한 예측성과 분석)

  • 지원철
    • Journal of Intelligence and Information Systems
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    • v.1 no.1
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    • pp.135-148
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    • 1995
  • Neural Networks have been advocated as an alternative to statistical forecasting methods. However, the empirical evidences are not consistent. In the present experiments, multi-layered perceptron (MLP) are adopted as approximator to the time series generating processes. To prevent the MLP from being overfitted to the given time series, the information obtained from ARMA modeling is used to determine the architecture of MLP. The proposed approach was tested empirically using the subsamples of the 111 time series used in the first Markridakis Competition. The forecasting results were analyzed to find out the factors that affect the performance of MLP. The experimental results show that the proposed approach outperforms ARMA models in terms of fitting and forecasting accuracy. In addition, it is found that the use of deseasonalized data improves the forecasting accuracy of MLP.

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EMD based hybrid models to forecast the KOSPI (코스피 예측을 위한 EMD를 이용한 혼합 모형)

  • Kim, Hyowon;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.29 no.3
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    • pp.525-537
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    • 2016
  • The paper considers a hybrid model to analyze and forecast time series data based on an empirical mode decomposition (EMD) that accommodates complex characteristics of time series such as nonstationarity and nonlinearity. We aggregate IMFs using the concept of cumulative energy to improve the interpretability of intrinsic mode functions (IMFs) from EMD. We forecast aggregated IMFs and residue with a hybrid model that combines the ARIMA model and an exponential smoothing method (ETS). The proposed method is applied to forecast KOSPI time series and is compared to traditional forecast models. Aggregated IMFs and residue provide a convenience to interpret the short, medium and long term dynamics of the KOSPI. It is also observed that the hybrid model with ARIMA and ETS is superior to traditional and other types of hybrid models.