• Title/Summary/Keyword: 시계열 예측분석

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Evaluation of weather information for electricity demand forecasting (전력수요예측을 위한 기상정보 활용성평가)

  • Shin, YiRe;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.6
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    • pp.1601-1607
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    • 2016
  • Recently, weather information has been increasingly used in various area. This study presents the necessity of hourly weather information for electricity demand forecasting through correlation analysis and multivariate regression model. Hourly weather data were collected by Meteorological Administration. Using electricity demand data, we considered TBATS exponential smoothing model with a sliding window method in order to forecast electricity demand. In this paper, we have shown that the incorporation of weather infromation into electrocity demand models can significantly enhance a forecasting capability.

A Design of Context Prediction Structure using Homogeneous Feature Extraction (동질적 특징추출을 이용한 상황예측 구조의 설계)

  • Kim, Hyung-Sun;Im, Kyoung-Mi;Lim, Jae-Hyun
    • Journal of Internet Computing and Services
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    • v.11 no.4
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    • pp.85-94
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    • 2010
  • In this paper, we propose a location-prediction structure that can provide user service in advance. It consists of seven steps and supplies intelligent services which can forecast user's location. Context information collected from physical sensors and a history database is so difficult that it can't present importance of data and abstraction of data because of heterogeneous data type. Hence, we offer the location-prediction that change data type from heterogeneous data to homogeneous data. Extracted data is clustered by SOFM, then it gets user's location information by ARIMA and realizes the services by a reasoning engine. In order to validate the proposed location-prediction, we built a test-bed and test it by the scenario.

Characteristic Analysis of Kospi Index Using Deep Learning (심층학습을 이용한 한국종합주가지수의 특성분석)

  • Snag-Il Han
    • Journal of Practical Engineering Education
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    • v.16 no.1_spc
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    • pp.51-58
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    • 2024
  • This paper examines the differences between the Korean and American stock markets using the Kospi and S&P 500 indices and discusses policy implications through them. To this end, in addition to the existing time series analysis method, a deep learning method was used to compare markets, and the comparison was made in terms of stock price forecasting ability and data generation ability. In monthly data, the difference between time series was not large, and in daily data, the difference in terms of stability was weak, and there was no significant difference in predictive power or simulation data generation. As shown in the results of this study, if there is not much difference in market price movement patterns between Korea and the United States, tax benefits for long-term stocks investment will be effective against the side effects of short selling.

Daily Stock Price Prediction Using Fuzzy Model (퍼지 모델을 이용한 일별 주가 예측)

  • Hwang, Hee-Soo
    • The KIPS Transactions:PartB
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    • v.15B no.6
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    • pp.603-608
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    • 2008
  • In this paper an approach to building fuzzy model to predict daily open, close, high, and low stock prices is presented. One of prior problems in building a stock prediction model is to select most effective indicators for the stock prediction. The problem is overcome by the selection of information used in the analysis of stick-chart as the input variables of our fuzzy model. The fuzzy rules have the premise and the consequent, in which they are composed of trapezoidal membership functions, and nonlinear equations, respectively. DE(Differential Evolution) searches optimal fuzzy rules through an evolutionary process. To evaluate the effectiveness of the proposed approach numerical example is considered. The fuzzy models to predict open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) on a daily basis are built, and their performances are demonstrated and compared with those of neural network.

Prediction of the DO concentration using the RNN-LSTM algorithm in Oncheoncheon basin, Busan, Republic of Korea (부산광역시 온천천 유역의 RNN-LSTM 알고리즘을 이용한 DO농도 예측)

  • Lim, Heesung;An, Hyunuk
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.86-86
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    • 2021
  • 온천천은 부산광역시 금정구, 동래구, 연제구를 흐르는 도심 하천으로 부산 시민들의 도심 속 산책길, 자전거 길 등으로 활용되는 도시하천이다. 그러나 온천천 양안의 동래 곡저 평야가 시가지화 되고 온천천 발원지인 금정산 주변에서 무허가 상수도를 사용하고 각종 쓰레기와 하수의 유입으로 인해 하천 전체가 하수관으로 변해왔다. 이에 따라 부산광역시는 온천천 정비 계획을 시행하여 하천 정비와 함께 자동측정망을 설치하여 하천의 DO (dissolved oxygen), 탁도, TDS농도 등 자료를 수집하고 있다. 그러나 자동측정망으로 쌓여가는 데이터를 활용하여 DO농도 예측은 거의 이뤄지지 않고 있다. DO는 하천의 수질 오염 정도를 판단하는 수질인자로 역사적으로 하천 연구의 주요 연구 대상이 되어 왔다. 본 연구에서는 일 자료 뿐만 아니라 시 자료를 기반으로 RNN-LSTM 알고리즘을 활용한 DO예측을 시도하였다. RNN-LSTM은 시계열 학습에 뛰어난 알고리즘으로 인공신경망의 발전된 형태인 순환신경망이다. 연구에 앞서 부산광역시 보건환경정보 공개시스템으로부터 받은 자료 중에서 교정, 보수 중, 비사용, 장비전원단절 등으로 인해 누락데이터를 2014년 1월 1일부터 2018년 12월 31일의 데이터 전수조사 후 이상데이터를 확인하여 선형 보간하여 데이터를 사용하였다. 연구에서는 Google에서 개발한 딥러닝 오픈소스 라이브러리인 텐서플로우를 활용하여 부산광역시 금정구 부곡동에 위치한 부곡교 관측소의 DO농도를 시간 또는 일 예측을 하였다. 일 예측 학습에는 2014년~ 2018년의 기상자료(기온, 상대습도, 풍속, 강수량), DO농도 자료를 사용하였고, 시 예측 학습에는 연속된 자료가 가장 많은 2015년 3월 ~ 12월까지의 데이터를 활용하여 연구를 진행하였다. 모형의 검증을 위해 결정계수(R square)를 이용하여 통계분석을 실시하였다.

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Study on the Forecasting and Relationship of Busan Cargo by ARIMA and VAR·VEC (ARIMA와 VAR·VEC 모형에 의한 부산항 물동량 예측과 관련성연구)

  • Lee, Sung-Yhun;Ahn, Ki-Myung
    • Journal of Navigation and Port Research
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    • v.44 no.1
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    • pp.44-52
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    • 2020
  • More accurate forecasting of port cargo in the global long-term recession is critical for the implementation of port policy. In this study, the Busan Port container volume (export cargo and transshipment cargo) was estimated using the Vector Autoregressive (VAR) model and the vector error correction (VEC) model considering the causal relationship between the economic scale (GDP) of Korea, China, and the U.S. as well as ARIMA, a single volume model. The measurement data was the monthly volume of container shipments at the Busan port J anuary 2014-August 2019. According to the analysis, the time series of import and export volume was estimated by VAR because it was relatively stable, and transshipment cargo was non-stationary, but it has cointegration relationship (long-term equilibrium) with economic scale, interest rate, and economic fluctuation, so estimated by the VEC model. The estimation results show that ARIMA is superior in the stationary time-series data (local cargo) and transshipment cargo with a trend are more predictable in estimating by the multivariate model, the VEC model. Import-export cargo, in particular, is closely related to the size of our country's economy, and transshipment cargo is closely related to the size of the Chinese and American economies. It also suggests a strategy to increase transshipment cargo as the size of China's economy appears to be closer than that of the U.S.

Abnormal Water Temperature Prediction Model Near the Korean Peninsula Using LSTM (LSTM을 이용한 한반도 근해 이상수온 예측모델)

  • Choi, Hey Min;Kim, Min-Kyu;Yang, Hyun
    • Korean Journal of Remote Sensing
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    • v.38 no.3
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    • pp.265-282
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    • 2022
  • Sea surface temperature (SST) is a factor that greatly influences ocean circulation and ecosystems in the Earth system. As global warming causes changes in the SST near the Korean Peninsula, abnormal water temperature phenomena (high water temperature, low water temperature) occurs, causing continuous damage to the marine ecosystem and the fishery industry. Therefore, this study proposes a methodology to predict the SST near the Korean Peninsula and prevent damage by predicting abnormal water temperature phenomena. The study area was set near the Korean Peninsula, and ERA5 data from the European Center for Medium-Range Weather Forecasts (ECMWF) was used to utilize SST data at the same time period. As a research method, Long Short-Term Memory (LSTM) algorithm specialized for time series data prediction among deep learning models was used in consideration of the time series characteristics of SST data. The prediction model predicts the SST near the Korean Peninsula after 1- to 7-days and predicts the high water temperature or low water temperature phenomenon. To evaluate the accuracy of SST prediction, Coefficient of determination (R2), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE) indicators were used. The summer (JAS) 1-day prediction result of the prediction model, R2=0.996, RMSE=0.119℃, MAPE=0.352% and the winter (JFM) 1-day prediction result is R2=0.999, RMSE=0.063℃, MAPE=0.646%. Using the predicted SST, the accuracy of abnormal sea surface temperature prediction was evaluated with an F1 Score (F1 Score=0.98 for high water temperature prediction in summer (2021/08/05), F1 Score=1.0 for low water temperature prediction in winter (2021/02/19)). As the prediction period increased, the prediction model showed a tendency to underestimate the SST, which also reduced the accuracy of the abnormal water temperature prediction. Therefore, it is judged that it is necessary to analyze the cause of underestimation of the predictive model in the future and study to improve the prediction accuracy.

Short-term Traffic States Prediction Using k-Nearest Neighbor Algorithm: Focused on Urban Expressway in Seoul (k-NN 알고리즘을 활용한 단기 교통상황 예측: 서울시 도시고속도로 사례)

  • KIM, Hyungjoo;PARK, Shin Hyoung;JANG, Kitae
    • Journal of Korean Society of Transportation
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    • v.34 no.2
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    • pp.158-167
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    • 2016
  • This study evaluates potential sources of errors in k-NN(k-nearest neighbor) algorithm such as procedures, variables, and input data. Previous research has been thoroughly reviewed for understanding fundamentals of k-NN algorithm that has been widely used for short-term traffic states prediction. The framework of this algorithm commonly includes historical data smoothing, pattern database, similarity measure, k-value, and prediction horizon. The outcomes of this study suggests that: i) historical data smoothing is recommended to reduce random noise of measured traffic data; ii) the historical database should contain traffic state information on both normal and event conditions; and iii) trial and error method can improve the prediction accuracy by better searching for the optimum input time series and k-value. The study results also demonstrates that predicted error increases with the duration of prediction horizon and rapidly changing traffic states.

Study on Imputation Methods of Missing Real-Time Traffic Data (실시간 누락 교통자료의 대체기법에 관한 연구)

  • Jang Jin-hwan;Ryu Seung-ki;Moon Hak-yong;Byun Sang-cheal
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.3 no.1 s.4
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    • pp.45-52
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    • 2004
  • There are many cities installing ITS(Intelligent Transportation Systems) and running TMC(Trafnc Management Center) to improve mobility and safety of roadway transportation by providing roadway information to drivers. There are many devices in ITS which collect real-time traffic data. We can obtain many valuable traffic data from the devices. But it's impossible to avoid missing traffic data for many reasons such as roadway condition, adversary weather, communication shutdown and problems of the devices itself. We couldn't do any secondary process such as travel time forecasting and other transportation related research due to the missing data. If we use the traffic data to produce AADT and DHV, essential data in roadway planning and design, We might get skewed data that could make big loss. Therefore, He study have explored some imputation techniques such as heuristic methods, regression model, EM algorithm and time-series analysis for the missing traffic volume data using some evaluating indices such as MAPE, RMSE, and Inequality coefficient. We could get the best result from time-series model generating 5.0$\%$, 0.03 and 110 as MAPE, Inequality coefficient and RMSE, respectively. Other techniques produce a little different results, but the results were very encouraging.

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Forecasting Economic Impacts of Construction R&D Investment: A Quantitative System Dynamics Forecast Model Using Qualitative Data (건설 분야 정부 R&D 투자의 사업별 경제적 파급효과 분석 - 정성적 자료 기반의 시스템다이내믹스 예측모형 개발 -)

  • Hwang, Sungjoo;Park, Moonseo;Lee, Hyun-Soo;Jang, Youjin;Moon, Myung-Gi;Moon, Yeji
    • Korean Journal of Construction Engineering and Management
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    • v.14 no.2
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    • pp.131-140
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    • 2013
  • Econometric forecast models based on past time-series data have been applied to a wide variety of applications due to their advantages in short-term point estimating. These models are particularly used in predicting the impact of governmental research and development (R&D) programs because program managers should assert their feasibility due to R&D program's huge amount of budget. The construction governmental R&D programs, however, separately make an investment by dividing total budget into five sub-business area. It make R&D program managers difficult to understand how R&D programs affect the whole system including economy because they are restricted with regard to many dependent and dynamic variables. In this regard, system dynamics (SD) model provides an analytic solution for complex, nonlinear, and dynamic systems such as the impacts of R&D programs by focusing on interactions among variables and understanding their structures. This research, therefore, developed SD model to capture the different impacts of five construction R&D sub-business by considering different characteristics of sub-business area. To overcome the SD's disadvantages in point estimating, this research also proposed the method for constructing quantitative forecasting model using qualitative data. Understanding the different characteristics of each construction R&D sub-business can support R&D program managers to demonstrate their feasibility of capital investment.