• Title/Summary/Keyword: 시계열 예측분석

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Deep Learning Model for Electric Power Demand Prediction Using Special Day Separation and Prediction Elements Extention (특수일 분리와 예측요소 확장을 이용한 전력수요 예측 딥 러닝 모델)

  • Park, Jun-Ho;Shin, Dong-Ha;Kim, Chang-Bok
    • Journal of Advanced Navigation Technology
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    • v.21 no.4
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    • pp.365-370
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    • 2017
  • This study analyze correlation between weekdays data and special days data of different power demand patterns, and builds a separate data set, and suggests ways to reduce power demand prediction error by using deep learning network suitable for each data set. In addition, we propose a method to improve the prediction rate by adding the environmental elements and the separating element to the meteorological element, which is a basic power demand prediction elements. The entire data predicted power demand using LSTM which is suitable for learning time series data, and the special day data predicted power demand using DNN. The experiment result show that the prediction rate is improved by adding prediction elements other than meteorological elements. The average RMSE of the entire dataset was 0.2597 for LSTM and 0.5474 for DNN, indicating that the LSTM showed a good prediction rate. The average RMSE of the special day data set was 0.2201 for DNN, indicating that the DNN had better prediction than LSTM. The MAPE of the LSTM of the whole data set was 2.74% and the MAPE of the special day was 3.07 %.

Comparison of EMD and HP Filter for Cycle Extraction with Korean Macroeconomic Indices (순환성분 추출을 위한 EMD와 HP 필터의 비교분석: 한국의 거시 경제 지표에의 응용)

  • Park, Minjeong;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.431-444
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    • 2014
  • We introduce the empirical model decomposition (EMD) to decompose a time series into a set of components in the time-frequency domain. By using EMD, we also extract cycle and trend components from major Korean macroeconomic indices and forecast the indices with the components combined. In order to evaluate their efficiencies, we investigate volatility, autocorrelation, persistence, Granger causality, nonstationarity, and forecasting performance. They are then compared with those by Hodrick-Prescott filter which is the most commonly used method.

Improving Performance of Human Action Recognition on Accelerometer Data (가속도 센서 데이터 기반의 행동 인식 모델 성능 향상 기법)

  • Nam, Jung-Woo;Kim, Jin-Heon
    • Journal of IKEEE
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    • v.24 no.2
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    • pp.523-528
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    • 2020
  • With a widespread of sensor-rich mobile devices, the analysis of human activities becomes more general and simpler than ever before. In this paper, we propose two deep neural networks that efficiently and accurately perform human activity recognition (HAR) using tri-axial accelerometers. In combination with powerful modern deep learning techniques like batch normalization and LSTM networks, our model outperforms baseline approaches and establishes state-of-the-art results on WISDM dataset.

A Study on the Impact of the Financial Crises on Container Throughput of Busan Port (금융위기로 인한 부산항 컨테이너물동량 변화에 관한 연구)

  • Jeong, Suhyun;Shin, Chang-Hoon
    • Journal of Korea Port Economic Association
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    • v.32 no.2
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    • pp.25-37
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    • 2016
  • The economy of South Korea has experienced two financial crises: the 1997 Asian financial crisis and the 2008 global financial crisis. These crises had a significant impact on the nation's macro-economic indicators. Furthermore, they had a profound influence on container traffic in container ports in Busan, which is the largest port in South Korea in terms of TEUs handled. However, the impact of the Asian financial crisis on container throughput is not clear. In this study, we assume that the two financial crises are independent and different, and then analyze how each of them impacted container throughput in Busan ports. To perform this analysis, we use an intervention model that is a special type of ARIMA model with input series. Intervention models can be used to model and forecast a response series and to analyze the impact of an intervention or event on the series. This study focuses on the latter case, and our results show that the impacts of the financial crises vary considerably.

Demand Forecasting and Activation Policies for Tourism of Fishing Regions (어촌지역 관광의 수요현황.예측과 활성화 정책: 강원도 동해안을 중심으로)

  • Kang, Yun-Ho;Jung, Mun-Soo;Woo, Yang-Ho;Kim, Sang-Gu
    • Journal of Navigation and Port Research
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    • v.33 no.10
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    • pp.757-769
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    • 2009
  • This paper is intended to forecast the demand for tourism of fishing regions and find the public policies to activate it. The paper focuses on the east coast regions in Gangwon-do. The analysis was conducted through time series analyses and surveys of the tourists in the regions. The results of analyses showed that, while the number of tourists(both domestic and foreign) to the regions has increased, the regions have not been able to accommodate them enough to help improve economies of the regions. It was forecasted that the number of tourists will significantly increase in the future. However, that rates of increase, especially the rates of increase of foreign tourists, cannot be evaluated positively compared to those of the past. These results suggested a few local governmental policies to activate tourism in the regions.

Research on Prediction of Maritime Traffic Congestion to Support VTSO (관제 지원을 위한 선박 교통 혼잡 예측에 관한 연구)

  • Jae-Yong Oh;Hye-Jin Kim
    • Journal of Navigation and Port Research
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    • v.47 no.4
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    • pp.212-219
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    • 2023
  • Vessel Traffic Service (VTS) area presents a complex traffic pattern due to ships entering or leaving the port to utilize port facilities, as well as ships passing through the coastal area. To ensure safe and efficient management of maritime traffic, VTS operators continuously monitor and control vessels in real time. However, during periods of high traffic congestion, the workload of VTS operators increases, which can result in delayed or inadequate VTS services. Therefore, it would be beneficial to predict traffic congestion and congested areas to enable more efficient traffic control. Currently, such prediction relies on the experience of VTS operators. In this paper, we defined vessel traffic congestion from the perspective of a VTS operator. We proposed a method to generate traffic networks using historical navigational data and predict traffic congestion and congested areas. Experiments were performed to compare prediction results with real maritime data (Daesan port VTS) and examine whether the proposed method could support VTS operators.

Time Series Analysis and Forecast for Labor Cost of Actual Cost Data (시계열분석을 통한 실적공사비의 노무비 분석 및 예측에 관한 연구)

  • Lee, Hyun-Seok;Lee, Eun-Young;Kim, Yea-Sang
    • Korean Journal of Construction Engineering and Management
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    • v.14 no.4
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    • pp.24-34
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    • 2013
  • Since 2004, the government decided to gradually introduce Actual Cost Data into cost estimate for improving problems of below-cost tendering and to reflect fair market price through competition and carry contract efficiently. However, there are many concerns that Actual Cost Data has not reflected real market price, even that has contributed to reduce the government's budget. General construction firm's burden for labor cost is imputed to specialty contractors and eventually it becomes construction worker's burden. Therefore, realization of Actual Cost Data is very important factor to settle this system. To understand realization level and make short term forecast, this paper drew construction group of which labor cost constitutes more than 95% of direct cost, and compares their Actual Cost Data with relevant skilled workers's unit wage and predicts using time series analysis. The bid price which is not be reflected market price accelerates work environment changes and leads to directly affect such as late disbursement of wages, bankruptcy to workers. Therefore this paper is expected to be used to the preliminary data for solving the problem and establishing improvement of Actual Cost Data.

Small Area Estimation of Unemplyoment Using Kalman Filter Method (KALMAN FILTER기법을 이용한 실업자 수의 소지역 추정)

  • 양영춘;이상은;신민웅
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.239-246
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    • 2003
  • In small area estimation, Best Linear Unbaised Predictor(BLUP) can be directly implicated ,specially, in use of the time series estimation. If there are correlations between observations and error terms over the time, Kalman Filter method can be used. Therefore, using kalman Filtering technique small area estimation of total of unemployments are estimated by BLUP. And for the example of this study, Economic Active Population Survey data were used.

Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model (Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.3B
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    • pp.279-289
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    • 2006
  • The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

The Effect of Spatial Scale and Resolution in the Prediction of Future Land Use using CA-Markov Technique (면적규모 및 공간해상도가 CA-Markov 기법에 의한 미래 토지이용 예측결과에 미치는 영향)

  • Kim, Seong-Joon;Lee, Yong-Jun
    • Journal of the Korean Association of Geographic Information Studies
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    • v.10 no.2
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    • pp.58-70
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    • 2007
  • The purpose of this study is to predict future land use using Landsat images through assessing the effect of spatial scale and resolution in applying CA (Cellular Automata)-Markov technique. The scale for areas ranging from $31.26km^2$ to $84.48km^2$ showed about 11% difference of overall accuracies. Among the five spatial resolutions (10m, 30m, 50m, 100m, 150m), 30m resolution showed the best result in the prediction of area and spatial distribution of urban areas. Based on the results, the 2004 land use by CA-Markov was predicted using 1996 and 2001 land use data and compared with the 2004 land use by maximum likelihood classification. After that, future land uses of 2030, 2060 and 2090 were predicted and the results showed a tendency of gradual increase in urban area and high decrease in forest area.

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