• Title/Summary/Keyword: 예측오차제곱합

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A Comparison on Forecasting Performance of STARMA and STBL Models with Application to Mumps Data (공간시계열 자료에 대한 STARMA 모형과 STBL 모형의 예측력 비교)

  • Lee, S.D.;Lee, Y.J.;Park, Y.S.;Joo, J.S.;Lee, K.M.
    • The Korean Journal of Applied Statistics
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    • v.20 no.1
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    • pp.91-102
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    • 2007
  • The major purpose of this article is to formulate a class of Space Time Autoregressive Moving Average(STARMA) model and Space Time Bilinear model(STBL), to discuss some of the their statistical properties such as model, identification approaches, some procedure for estimation and the predictions, and to compare the STARMA model with the STBL model. For illustration, The Mumps data reported from eight city & provinces monthly over the years 2001-2006 are used and the result from STARMA and STBL model are compared with using SSF(Sum of Square Prediction Error).

The Study of Prediction Model of Gas Accidents Using Time Series Analysis (시계열 분석을 이용한 가스사고 발생 예측 연구)

  • Lee, Su-Kyung;Hur, Young-Taeg;Shin, Dong-Il;Song, Dong-Woo;Kim, Ki-Sung
    • Journal of the Korean Institute of Gas
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    • v.18 no.1
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    • pp.8-16
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    • 2014
  • In this study, the number of gas accidents prediction model was suggested by analyzing the gas accidents occurred in Korea. In order to predict the number of gas accidents, simple moving average method (3, 4, 5 period), weighted average method and exponential smoothing method were applied. Study results of the sum of mean-square error acquired by the models of moving average method for 4 periods and weighted moving average method showed the highest value of 44.4 and 43 respectively. By developing the number of gas accidents prediction model, it could be actively utilized for gas accident prevention activities.

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.

Statistical Evaluation of Sigmoidal and First-Order Kinetic Equations for Simulating Methane Production from Solid Wastes (폐기물로부터 메탄발생량 예측을 위한 Sigmoidal 식과 1차 반응식의 통계학적 평가)

  • Lee, Nam-Hoon;Park, Jin-Kyu;Jeong, Sae-Rom;Kang, Jeong-Hee;Kim, Kyung
    • Journal of the Korea Organic Resources Recycling Association
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    • v.21 no.2
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    • pp.88-96
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    • 2013
  • The objective of this research was to evaluate the suitability of sigmoidal and firstorder kinetic equations for simulating the methane production from solid wastes. The sigmoidal kinetic equations used were modified Gompertz and Logistic equations. Statistical criteria used to evaluate equation performance were analysis of goodness-of-fit (Residual sum of squares, Root mean squared error and Akaike's Information Criterion). Akaike's Information Criterion (AIC) was employed to compare goodness-of-fit of equations with same and different numbers of parameters. RSS and RMSE were decreased for first-order kinetic equation with lag-phase time, compared to the first-order kinetic equation without lag-phase time. However, first-order kinetic equations had relatively higher AIC than the sigmoidal kinetic equations. It seemed that the sigmoidal kinetic equations had better goodness-of-fit than the first-order kinetic equations in order to simulate the methane production.

Development of Optimal Chlorination Model and Parameter Studies (최적 염소 소독 모형의 개발 및 파라미터 연구)

  • Kim, Joonhyun;Ahn, Sooyoung;Park, Minwoo
    • Journal of Environmental Impact Assessment
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    • v.29 no.6
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    • pp.403-413
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    • 2020
  • A mathematical model comprised with eight simultaneous quasi-linear partial differential equations was suggested to provide optimal chlorination strategy. Upstream weighted finite element method was employed to construct multidimensional numerical code. The code was verified against measured concentrations in three type of reactors. Boundary conditions and reaction rate were calibrated for the sixteen cases of experimental results to regenerate the measured values. Eight reaction rate coefficients were estimated from the modeling result. The reaction rate coefficients were expressed in terms of pH and temperature. Automatic optimal algorithm was invented to estimate the reaction rate coefficients by minimizing the sum of squares of the numerical errors and combined with the model. In order to minimize the concentration of chlorine and pollutants at the final usage sites, a real-time predictive control system is imperative which can predict the water quality variables from the chlorine disinfection process at the water purification plant to the customer by means of a model and operate the disinfection process according to the influent water quality. This model can be used to build such a system in water treatment plants.