• Title/Summary/Keyword: 시계열 예측분석

Search Result 738, Processing Time 0.032 seconds

Analysis of AI-based techniques for predicting water level according to rainfall (강우에 따른 수위 예측을 위한 AI 기반 기법 분석)

  • Kim, Jin Hyuck;Kim, Chung-Soo;Kim, Cho-Rong
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2021.06a
    • /
    • pp.294-294
    • /
    • 2021
  • 강우에 따른 수위예측은 수자원 관리 및 재해 예방에 있어 중요하다. 기존의 수문분석은 해당지역의 지형 데이터, 매개변수 최적화 등 수위예측 분석에 있어 어려움을 동반한다. 최근 AI(Artificial Intelligence) 기술의 발전에 따라, 수자원 분야에 AI 기술을 활용하는 연구가 수행되고 있다. 본 연구에서는 데이터 간의 관계를 포착할 수 있는 AI 기반의 기법을 이용하여 강우에 따른 수위예측을 실시하였다. 연구대상 유역으로는 과거 수문데이터가 풍부한 설마천 유역으로 선정하였다. AI 기법으로는 머신러닝 중 SVM (Support Vector Machine)과 Gradient boosting 기법을 이용하였으며, 딥러닝으로는 시계열 분석에 사용되는 RNN (Recurrent Neural Network) 중 LSTM (Long Short-Term Memory) 네트워크을 이용하여 수위 예측 분석을 수행하였다. 성능지표로는 수문분석에 주로 사용되는 상관계수와 NSE (Nash-Sutcliffe Efficiency)를 이용하였다. 분석결과 세 기법 모두 강우에 따른 수위예측을 우수하게 수행하였다. 이 중, LSTM 네트워크는 과거데이터를 이용한 보정기간이 늘어날수록 더욱 높은 성능을 보여주었다. 우리나라의 집중호우와 같은 긴급 재난이 우려되는 상황 시 수위예측은 빠른 판단을 요구한다. 비교적 간편한 데이터를 이용하여 수위예측이 가능한 AI 기반 기법을 적용할 시 위의 요구사항을 충족할 것이라 사료된다.

  • PDF

Analysis and Estimation of Food and Beverage Sales at Incheon Int'l Airport by ARIMA-Intervention Time Series Model (ARIMA-Intervention 시계열 모형을 이용한 인천국제공항 식음료 매출 분석 및 추정 연구)

  • Yoon, Han-Young;Park, Sung-Sik
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.20 no.2
    • /
    • pp.458-468
    • /
    • 2019
  • This research attempted to estimate monthly sales of food and beverage at the passenger terminal of Incheon int'l airport from June of 2015 to December 2020. This paper used ARIMA-Intervention model which can estimate the change of the sales amount suggesting the predicted monthly food and beverage sales revenue. The intervention variable was travel-ban policy against south Korea from P.R. China since July 2016 to December 2017 due to THAAD in south Korea. According to ARIMA, it was found normal predicted sales amount showed the slow growth increase rate until 2020 due to the effect of intervened variable. However, the monthly food sales in July and August 2019 was 20.3 and 21.2 billion KRW respectively. Each amount would increase even more in 2020 and the amount would increase to 21.4 and 22.1 billion KRW. The sales amount in 2019 would be 7.7 and 8.1 billion KRW and climb up 7.9 and 8.2 billion KRW in 2020. It was expected LCC passengers tend to spend more money for F&B at airport due to no meal or drink service of LCC or the paid-in meal and beverage service of LCC. The growth of sales of food and beverate will be accompanied with the growth of LCC according to estimated data.

Corporate Default Prediction Model Using Deep Learning Time Series Algorithm, RNN and LSTM (딥러닝 시계열 알고리즘 적용한 기업부도예측모형 유용성 검증)

  • Cha, Sungjae;Kang, Jungseok
    • Journal of Intelligence and Information Systems
    • /
    • v.24 no.4
    • /
    • pp.1-32
    • /
    • 2018
  • In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.

Data Mining Approach to Analyzing the Effect of Cognitive Style and Physiological Phenomena in Judgemental Time Series Forecasting (시계열 예측에 대한 의사결정자의 인지 유형과 생리적 반응 특성의 상관분석을 위한 데이터 마이닝 접근방법)

  • 송병호;박흥국
    • Proceedings of the Korean Society for Emotion and Sensibility Conference
    • /
    • 1999.11a
    • /
    • pp.47-52
    • /
    • 1999
  • 데이타 마이닝이란 축적된 방대한 양의 실제 데이타로부터 이전에는 알지 못했던, 숨겨진 임의의 규칙성들을 비전통적인 방식으로 발견해 내는 작업을 말한다. 많은 데이타로부터 무엇인가 흥미로운 경향이나 패턴을 발굴해 내는 것이 데이타 마이닝의 목적이다. 본 연구에서는 다양한 측정값으로 표현되는 \circled1 인지 유형 데이타와, \circled2 생리적 반응 특성 데이터가 \circled3 직관적 예측의 성과에 미치는 영향을 데이타 마이닝 기술을 이용하여 분석함으로써 존재하는 규칙적인 관련성을 탐사하였다. 현재까지 분석한 바로는 첫째, 분석적인 사람이 직관적인 사람보다 예측이 더 정확한 경향이 있었다. 둘째, 실험 전과 실험중 간의 뇌파증가율이 높거나 뇌파량이 적으면 분석적인 사람일 가능성이 많았다. 셋째, 분석적인 사람은 실험 전에 뇌파량이 적을수록 더 정확해지며, 직관적인 사람은 실험전에 뇌파량이 많을수록 더 정확해지는 것으로 관측되었다.

  • PDF

A Neural Network for Long-Term Forecast of Regional Precipitation (지역별 중장기 강수량 예측을 위한 신경망 기법)

  • Kim, Ho-Joon;Paek, Hee-Jeong;Kwon, Won-Tae
    • Journal of the Korean Association of Geographic Information Studies
    • /
    • v.2 no.2
    • /
    • pp.69-78
    • /
    • 1999
  • In this paper, a neural network approach to forecast Korean regional precipitation is presented. We first analyze the characteristics of the conventional models for time series prediction, and then propose a new model and its learning method for the precipitation forecast. The proposed model is a layered network in which the outputs of a layer are buffered within a given period time and then fed fully connected to the upper layer. This study adopted the dual connections between two layers for the model. The network behavior and learning algorithm for the model are also described. The dual connection structure plays the role of the bias of the ordinary Multi-Layer Perceptron(MLP), and reflects the relationships among the features effectively. From these advantageous features, the model provides the learning efficiency in comparison with the FIR network, which is the most popular model for time series prediction. We have applied the model to the monthly and seasonal forecast of precipitation. The precipitation data and SST(Sea Surface Temperature) data for several decades are used as the learning pattern for the neural network predictor. The experimental results have shown the validity of the proposed model.

  • PDF

Prediction Model of the Number of Spectators in Korean Baseball League Using Machine Learning (머신러닝을 이용한 한국프로야구 관중 수 예측모델)

  • Seo, WonBin;Kil, RheeMan
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2019.05a
    • /
    • pp.330-333
    • /
    • 2019
  • 본 연구는 기존 관중 수 예측에 주로 사용되는 ARIMA 모형과 다른 GKFN(Network with Gaussian kernel functions) 모델을 시계열 모델로 제안하고 여러 변수 간의 상관관계를 분석한 MLP(Multilayer Perceptron) 모델을 각각 따로 만들어 두 가지 RMSE값의 가중치를 결합한 새로운 모델을 최종적으로 제안한다. GKFN 모델은 phase space 분석을 위해 smoothness measure를 측정하고 커널 개수를 늘려가며 학습시키는 방법이다. 또한, MLP 모델은 관중 수에 영향을 주는 여러 변수(날짜, 날씨 등 팀과 관련된 특징들)의 상관관계를 correlation coefficient 값을 이용해 분석하고 높은 상관관계를 가지는 변수들을 이용해 MLP 모델을 만들어 학습하는 것이다. 이를 통해 프로야구팀 기아 타이거즈의 일일 단위 관중 수를 예측하고자 하였다. 관중 수 예측을 통해 구단과 관객 모두 긍정적인 활용이 가능할 것이다. 훈련 자료는 2010년부터 2018년까지 9년 동안 기아 타이거즈의 일별 관중 수를 자료로 하였다.

  • PDF

A deep learning analysis of the Chinese Yuan's volatility in the onshore and offshore markets (딥러닝 분석을 이용한 중국 역내·외 위안화 변동성 예측)

  • Lee, Woosik;Chun, Heuiju
    • Journal of the Korean Data and Information Science Society
    • /
    • v.27 no.2
    • /
    • pp.327-335
    • /
    • 2016
  • The People's Republic of China has vigorously been pursuing the internationalization of the Chinese Yuan or Renminbi after the financial crisis of 2008. In this view, an abrupt increase of use of the Chinese Yuan in the onshore and offshore markets are important milestones to be one of important currencies. One of the most frequently used methods to forecast volatility is GARCH model. Since a prediction error of the GARCH model has been reported quite high, a lot of efforts have been made to improve forecasting capability of the GARCH model. In this paper, we have proposed MLP-GARCH and a DL-GARCH by employing Artificial Neural Network to the GARCH. In an application to forecasting Chinese Yuan volatility, we have successfully shown their overall outperformance in forecasting over the GARCH.

Development of an Optimal Model for Forecasting Overseas Construction Orders (해외건설수주액 예측을 위한 최적모형 개발)

  • Lee, Kwangwon;Jo, Woonghyeon
    • Korean Journal of Construction Engineering and Management
    • /
    • v.21 no.4
    • /
    • pp.30-37
    • /
    • 2020
  • The purpose of this study is to compare and contrast the amount of overseas construction orders of South Korea and China by using various time series models that measure the overseas construction orders. Based on the analysis we propose better specification (model selection) with much more predictive power and prove the universality of the model developed by applying our findings with respect to the prediction power of overseas construction orders from other countries viewpoints (verification of generalization). The input variables include Dubai crude oil and exchange rates by country from 1981 to 2019. The VAR model is proposed based on the prediction power test, with respect to MAPE, RMSE, and MAE between the estimates and actual measurements from 2016 to 2019. We also conclude the results of the prediction of overseas construction orders time series of China are again consistent with the actual numbers. These analyses suggest the possibility of developing a comprehensive model that predict the potential construction orders of other countries.

Development of Estimation System under EITC (근로소득 장려세제에 따른 필요 예산 예측 시스템 개발)

  • Im, Cheol-Ung;Sin, Jeong-Tae;Jeon, Yeong-Ho
    • Proceedings of the Korean Society for Quality Management Conference
    • /
    • 2010.04a
    • /
    • pp.345-350
    • /
    • 2010
  • 2009년부터 도입된 근로소득 장려세제(EITC)와 가장 밀접한 관계가 있을 것으로 예상되는 기초생활 보장제도를 고려하고 근로소득 장려세제의 수급요건에 적합한 수급 세대규모와 상관분석 등을 통해 영향 요소를 선정하고 영향 요소를 예측하여 향후 근로소득 장려세제의 수급 규모나 필요 예산을 예측할 수 있는 시스템을 개발하였다. 예측에는 시계열 분석과 사회제도 성장에 적합한 로지스틱곡선 등을 이용하였다. 본 연구에서 제안된 시스템은 향후 제도에 따른 사회적 영향 예측과 제도 개선에 필요한 의사결정을 전략적으로 지원할 수 있을 것으로 기대한다.

  • PDF

Short-Term Demand Forecasting for the Public WLAN Service Using the Analogy Method (유사추론을 이용한 공중 무선 LAN 서비스의 단기 수요 예측)

  • Kim, H.;Song, Y.K.
    • Electronics and Telecommunications Trends
    • /
    • v.17 no.4 s.76
    • /
    • pp.75-80
    • /
    • 2002
  • 본 고에서 저자는 신규 통신 서비스로서 공중 무선 LAN 서비스의 수요 예측에 대해 다룬다. 신규 사업에 있어서 수요 예측은 사업의 수익성을 평가하는 가장 기본적인 자료이며 효과적인 마케팅 전략 수립을 위한 기초 단계로서 의미가 크다. 그러나 신규 서비스는 특성상 과거의 판매 자료가 존재하지 않기 때문에 시계열 자료를 이용한 수요 예측이 불가능하다. 따라서 본 고에서는 공중 무선 LAN 서비스와 유사한 특성을 지닐 것으로 판명되는 기존 서비스인 ADSL/케이블모뎀 서비스와 이동전화 서비스의 과거의 확산 과정을 분석하여 공중 무선 LAN 서비스의 확산 과정을 살펴본다. 이러한 유사추론과정을 통해 2006년까지 공중 무선 LAN 서비스의 가입자 수를 예측한다. 또한 선택모형(choice model)을 이용한 잠재 시장 규모의 추정법에 대해 언급한다.