• Title/Summary/Keyword: 시계열 예측분석

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A Pruning Algorithm for Network Structure Optimization in the Forecasting Climate System Using Neural Network (신경망을 이용한 기상예측시스템에서 망구조 최적화를 위한 Pruning 알고리즘)

  • Lee, Kee-Jun;Kang, Myung-A;Jung, Chai-Yeoung
    • The Transactions of the Korea Information Processing Society
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    • v.7 no.2
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    • pp.385-391
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    • 2000
  • Recently, neural network research for forecasting the consecutive controlling rules of the future is being progressed, using the series data which are different from the traditional statistical analysis methods. In this paper, we suggest the pruning algorithm for the fast and exact weather forecast that excludes the hidden layer of the early optional designed nenral network. There are perform the weather forecast experiments using the 22080 kinds of weather data gathered from 1987 to 1996 for proving the efficiency of this suggested algorithm. Through the experiments, the early optional composed $26{\times}50{\times}1$ nenral network became the most suitable $26{\times}2{\times}1$ structure through the pruning algorithm suggested, in the optimum neural network $26{\times}2{\times}1$, in the case of the error temperature ${\pm}0.5^{\circ}C$, the average was 33.55%, in the case of ${\pm}1^{\circ}C$, the average was 61.57%, they showed more superior than the average 29.31% and 54.47% of the optional designed structure, also. we can reduce the calculation frequency more than maximum 25 times as compared with the optional sturcture neural network in the calculation frequencies.

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Estimating time-varying parameters for monthly water balance model using particle filter: assimilation of stream flow data (입자 필터를 이용한 월 물 수지 모형의 시간변화 매개변수 추정: 하천유량 자료의 동화)

  • Choi, Jeonghyeon;Kim, Sangdan
    • Journal of Korea Water Resources Association
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    • v.54 no.6
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    • pp.365-379
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    • 2021
  • Hydrological model parameters are essential for model simulation and can vary over time due to topography, climatic conditions, climate change and human activity. Consequently, the use of fixed parameters can lead to inaccurate stream flow simulations. The aim of this study is to investigate an appropriate method of estimating time-varying parameters using stream flow observations, and how the simulation efficiency changes when stream flow data are assimilated into the model. The data assimilation method can be used to automatically estimate the parameters of a hydrological model by adapting to a variety of changing environments. Stream flow observations were assimilated into a two parameter monthly water balance model using a particle filter. The simulation results using the time-varying parameters by the data assimilation method were compared with the simulation results using the fixed parameters by the SCEM method. First, we conducted synthesis experiments based on various scenarios to investigate if the particle filter method can adequately track parameters that change over time. After that, it was applied to actual watersheds and compared with the predictive performance of stream flow when using parameters that change with time and fixed parameters. The conclusions obtained through this study are as follows: (1) The predictive performance of the overall monthly stream flow time series was similar between the particle filter method and the SCEM method. (2) The monthly runoff prediction performance in the period except the rainy season was better in the simulation by the periodically changing parameters using the data assimilation method. (3) Uncertainty in the observational data of stream flow used for assimilation played an important role in the predictive performance of the particle filter.

A Study on Stock Trading Method based on Volatility Breakout Strategy using a Deep Neural Network (심층 신경망을 이용한 변동성 돌파 전략 기반 주식 매매 방법에 관한 연구)

  • Yi, Eunu;Lee, Won-Boo
    • The Journal of the Korea Contents Association
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    • v.22 no.3
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    • pp.81-93
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    • 2022
  • The stock investing is one of the most popular investment techniques. However, since it is not easy to obtain a return through actual investment, various strategies have been devised and tried in the past to obtain an effective and stable return. Among them, the volatility breakout strategy identifies a strong uptrend that exceeds a certain level on a daily basis as a breakout signal, follows the uptrend, and quickly earns daily returns. It is one of the popular investment strategies that are widely used to realize profits. However, it is difficult to predict stock prices by understanding the price trend pattern of stocks. In this paper, we propose a method of buying and selling stocks by predicting the return in trading based on the volatility breakout strategy using a bi-directional long short-term memory deep neural network that can realize a return in a short period of time. As a result of the experiment assuming actual trading on the test data with the learned model, it can be seen that the results outperform both the return and stability compared to the existing closing price prediction model using the long-short-term memory deep neural network model.

Developing Forest Recreation Forecasting Model Using Panel Date (패널자료를 이용한 산림휴양의 장기수급예측 모형의 개발)

  • Joo, Rin-Won;Han, Sang-Yoel;Lee, Seong-Youn;Park, Chan-Woo;Kim, Jae-Jun
    • Journal of Korean Society of Forest Science
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    • v.95 no.4
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    • pp.381-387
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    • 2006
  • This study tried to develop a model which can predict a long-term of forest recreation quantity corresponded with econometrics. Simultaneously this study was conducted with the aim of development of practical matrix which is able to apply forest recreation management with policy-control variables about forest supplement with some problem of former study using only a cross-section analysis. As the results of analyses, forest recreation quantity is affected (-) relation by distance, (+) relation by population of the origin area, the size of forest, and a destination's annual social expenditure. In addition, the distance variable is elastic, however, the other variables are inelastic. This results might correspond to a general gravity model theory about forest recreation quantity.

A Study on Resolving Barriers to Entry into the Resell Market by Exploring and Predicting Price Increases Using the XGBoost Model (XGBoost 모형을 활용한 가격 상승 요인 탐색 및 예측을 통한 리셀 시장 진입 장벽 해소에 관한 연구)

  • Yoon, HyunSeop;Kang, Juyoung
    • The Journal of Society for e-Business Studies
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    • v.26 no.3
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    • pp.155-174
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    • 2021
  • This study noted the emergence of the Resell investment within the fashion market, among emerging investment techniques. Worldwide, the market size is growing rapidly, and currently, there is a craze taking place throughout Korea. Therefore, we would like to use shoe data from StockX, the representative site of Resell, to present basic guidelines to consumers and to break down barriers to entry into the Resell market. Moreover, it showed the current status of the Resell craze, which was based on information from various media outlets, and then presented the current status and research model of the Resell market through prior research. Raw data was collected and analyzed using the XGBoost algorithm and the Prophet model. Analysis showed that the factors that affect the Resell market were identified, and the shoes suitable for the Resell market were also identified. Furthermore, historical data on shoes allowed us to predict future prices, thereby predicting future profitability. Through this study, the market will allow unfamiliar consumers to actively participate in the market with the given information. It also provides a variety of vital information regarding Resell investments, thus. forming a fundamental guideline for the market and further contributing to addressing entry barriers.

A review of artificial intelligence based demand forecasting techniques (인공지능 기반 수요예측 기법의 리뷰)

  • Jeong, Hyerin;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.32 no.6
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    • pp.795-835
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    • 2019
  • Big data has been generated in various fields. Many companies have now tried to make profits by building a system capable of analyzing big data based on artificial intelligence (AI) techniques. Integrating AI technology has made analyzing and utilizing vast amounts of data increasingly valuable. In particular, demand forecasting with maximum accuracy is critical to government and business management in various fields such as finance, procurement, production and marketing. In this case, it is important to apply an appropriate model that considers the demand pattern for each field. It is possible to analyze complex patterns of real data that can also be enlarged by a traditional time series model or regression model. However, choosing the right model among the various models is difficult without prior knowledge. Many studies based on AI techniques such as machine learning and deep learning have been proven to overcome these problems. In addition, demand forecasting through the analysis of stereotyped data and unstructured data of images or texts has also shown high accuracy. This paper introduces important areas where demand forecasts are relatively active as well as introduces machine learning and deep learning techniques that consider the characteristics of each field.

Analysis on the Correlation between Hydrological Data and Raw Water Turbidity of Han River Basin (한강수계의 수문자료와 원수탁도의 상관관계 분석)

  • Jeong, Anchul;Kang, Taeun;Kim, Seongwon;Jung, Kwansue
    • Journal of Korea Water Resources Association
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    • v.49 no.1
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    • pp.1-9
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    • 2016
  • A correlation analysis between raw water turbidity at two wide-area water treatment plants and hydrological data was conducted for efficient water supply, design and management of water treatment plant. Both correlation analysis and principal component analysis were conducted using hydrological time series data such as inflow discharge, outflow discharge, and rainfall at dam basin of intake station of wide-area water treatment plants. And, forecasting of change in turbidity was conducted using regression equation for turbidity prediction. The raw water turbidity of two water treatment plants was strongly related to time series of discharge. The raw water turbidity of Chungju water treatment plant is strongly related to outflow discharge at Chungju dam (0.708). Whereas, the raw water turbidity of Wabu water treatment plant is strongly related to inflow discharge at Paldang dam (0.805). Similar trends between turbidity forecasting result using regression equation and calculation result using estimation equation on Korea water supply facilities standard were obtained. The result of this study can provide basic data for construction and management of water treatment plant.

A Cross-country Study on Diffusions of Communication Technologies : The Internet, Mobile Phone, and Telephone (정보통신 서비스 확산의 대체, 보완현상에 관한 국제 비교 연구 : 인터넷, 휴대전화, 유선전화를 중심으로)

  • Lee, Jong-Su;Lee, Min-Kyu
    • Journal of Information Management
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    • v.37 no.1
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    • pp.1-16
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    • 2006
  • Due to the dramatic development of the Internet, the ICT market has changed from a voice based services to data based services. Substitution and complementary dynamism has emerged from communication technology services such as the Internet, mobile phone, and telephone. This paper analyses diffusion patterns of communication technologies such as the Internet, cellular phones, and telephones in different country groups. We estimate modified logistic growth model using time series data for the years 1975-2002. As a result, it is possible to categorize country groups according to the patterns of diffusions. This research creates essential information to forecast demand for new services based on incumbent services as well as provide information on strategies for entering the network industry.

Traffic-Flow Forecasting using ARIMA, Neural Network and Judgment Adjustment (신경망, 시계열 분석 및 판단보정 기법을 이용한 교통량 예측)

  • Jang, Seok-Cheol;Seok, Sang-Mun;Lee, Ju-Sang;Lee, Sang-Uk;An, Byeong-Ha
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.795-797
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    • 2005
  • During the past few years, various traffic-flow forecasting models, i.e. an ARIMA, an ANN, and so on, have been developed to predict more accurate traffic flow. However, these models analyze historical data in an attempt to predict future value of a variable of interest. They make use of the following basic strategy. Past data are analyzed in order to identify a pattern that can be used to describe them. Then this pattern is extrapolated, or extended, into the future in order to make forecasts. This strategy rests on the assumption that the pattern that has been identified will continue into the future. So ARIMA or ANN models with its traditional architecture cannot be expected to give good predictions unless this assumption is valid; The statistical models in particular, the time series models are deficient in the sense that they merely extrapolate past patterns in the data without reflecting the expected irregular and infrequent future events Also forecasting power of a single model is limited to its accurate. In this paper, we compared with an ANN model and ARIMA model and tried to combine an ARIMA model and ANN model for obtaining a better forecasting performance. In addition to combining two models, we also introduced judgmental adjustment technique. Our approach can improve the forecasting power in traffic flow. To validate our model, we have compared the performance with other models. Finally we prove that the proposed model, i.e. ARIMA + ANN + Judgmental Adjustment, is superior to the other model.

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Development of Reservoir Operating Rule Using Explicit Stochastic Dynamic Programming (양해 추계학적 동적계획기법에 의한 저수지 운영률 개발)

  • Go, Seok-Gu;Lee, Gwang-Man;Lee, Han-Gu
    • Journal of Korea Water Resources Association
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    • v.30 no.3
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    • pp.269-278
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    • 1997
  • Operating rules, the basic principle of reservoir operation, are mostly developed from maximum or minimum, mean inflow series so that those rules cannot be used in practical operating situations to estimate the expected benefits or provide the operating policies for uncertainty conditions. Many operating rules based on the deterministic method that considers all operation variables including inflows as known variables can not reflect to uncertainties of inflow variations. Explicit operating rules can be developed for improving the weakness. In this method, stochastic trend of inflow series, one of the reservoir operation variables, can be directly method, the stochastic technique was applied to develop reservoir operating rule. In this study, stochastic dynamic programming using the concepts was applied to develop optimal operating rule for the Chungju reservoir system. The developed operating rules are regarded as a practical usage because the operating policy is following up the basic concept of Lag-1 Markov except for flood season. This method can provide reservoir operating rule using the previous stage's inflow and the current stage's beginning storage when the current stage's inflow cannot be predicted properly.

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