• Journal of Korea Water Resources Association
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• v.51 no.11
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• pp.1021-1029
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• 2018

A primary objective of this study is to develop a drought forecasting technique based on groundwater which can be exploit for water supply under drought stress. For this purpose, we explored the lagged relationships between regionalized SGI (standardized groundwater level index) and SPI (standardized precipitation index) in view of the drought propagation. A regional prediction model was constructed using a NARX (nonlinear autoregressive exogenous) artificial neural network model which can effectively capture nonlinear relationships with the lagged independent variable. During the training phase, model performance in terms of correlation coefficient was found to be satisfactory with the correlation coefficient over 0.7. Moreover, the model performance was described by root mean squared error (RMSE). It can be concluded that the proposed approach is able to provide a reliable SGI forecasts along with rainfall forecasts provided by the Korea Meteorological Administration.

• The Journal of the Korea institute of electronic communication sciences
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• v.19 no.2
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• pp.383-388
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• 2024

This paper is a study to derive the predicted value of power generation based on the photovoltaic power generation data measured in Jeollanam-do, South Korea. Multivariate variables such as direct current, alternating current, and environmental data were measured in the inverter to measure the amount of power generation, and pre-processing was performed to ensure the stability and reliability of the measured values. Correlation analysis used only data with high correlation with power generation in time series data for prediction using partial autocorrelation function (PACF). Deep learning models were used to measure the amount of power generation to predict the amount of photovoltaic power generation, and the results of correlation analysis of each multivariate variable were used to increase the prediction accuracy. Learning using refined data was more stable than when existing data were used as it was, and the solar power generation prediction algorithm was improved by using only highly correlated variables among multivariate variables by reflecting the correlation analysis results.

• Journal of the Society of Naval Architects of Korea
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• v.51 no.4
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• pp.274-282
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• 2014

Time series of the dynamic response of a slender marine structure was predicted using quadratic Volterra series. The wave-structure interaction system was identified using the NARX(Nonlinear Autoregressive with Exogenous Input) technique, and the network parameters were determined through the supervised training with the prepared datasets. The dataset used for the network training was obtained by carrying out the nonlinear finite element analysis on the freely standing riser under random ocean waves of white noise. The nonlinearities involved in the analysis were both large deformation of the structure under consideration and the quadratic term of relative velocity between the water particle and structure in Morison formula. The linear and quadratic frequency response functions of the given system were extracted using the multi-tone harmonic probing method and the time series of response of the structure was predicted using the quadratic Volterra series. In order to check the applicability of the method, the response of structure under the realistic ocean wave environment with given significant wave height and modal period was predicted and compared with the nonlinear time domain simulation results. It turned out that the predicted time series of the response of structure with quadratic Volterra series successfully captures the slowly varying response with reasonably good accuracy. It is expected that the method can be used in predicting the response of the slender offshore structure exposed to the Morison type load without relying on the computationally expensive time domain analysis, especially for the screening purpose.

• Proceedings of the KIEE Conference
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• 2004.07d
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• pp.2209-2211
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• 2004

Unlike the wavelet neural network, since a mother wavelet layer of the self-recurrent wavelet neural network (SRWNN) is composed of self-feedback neurons, it has the ability to store past information of the wavelet. Therefore we propose the prediction method for the nonlinear chaotic time series model using a SRWNN. The SRWNN model is learned for the modeling of a function such that the inputs arc known values of the time series and the output is the value in the future. The parameters of the network are tuned to minimize the difference between the nonlinear mapping of the chaotic time series and the output of SRWNN using the gradient-descent method for the adaptive backpropagation algorithm. Through the computer simulations, we demonstrate the feasibility and the effectiveness of our method for the prediction of the logistic map and the Mackey-Glass delay-differential equation as a nonlinear chaotic time series.

• Journal of the Korea Society of Computer and Information
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• v.27 no.3
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• pp.1-12
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• 2022

In the event of a maritime distress accident, rapid search and rescue operations using rescue assets are very important to ensure the safety and life of drowning person's at sea. In this paper, we analyzed the surface layer current in the northwest sea area of Ulleungdo by applying machine learning such as multiple linear regression, decision tree, support vector machine, vector autoregression, and LSTM to the meteorological information collected from the maritime observation buoy. And we predicted the drowning person's route at sea based on the predicted current direction and speed information by constructing each prediction model. Comparing the various machine learning models applied in this paper through the performance evaluation measures of MAE and RMSE, the LSTM model is the best. In addition, LSTM model showed superior performance compared to the other models in the view of the difference distance between the actual and predicted movement point of drowning person.

• Journal of the Korean Data and Information Science Society
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• v.27 no.2
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• pp.327-335
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• 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.

• Journal of the Economic Geographical Society of Korea
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• v.25 no.1
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• pp.183-201
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• 2022

Estimating the implicit value of housing assets is a very important task for participants in the housing market. Until now, such estimations were usually carried out using multiple regression analysis based on the inherent characteristics of the estate. However, in this paper, we examine the estimation capabilities of the Artificial Neural Network(ANN) and its 'Deep Learning' faculty. To make use of the strength of the neural network model, which allows the recognition of patterns in data by modeling non-linear and complex relationships between variables, this study utilizes geographic coordinates (i.e. longitudinal/latitudinal points) as the locational factor of housing prices. Specifically, we built a dataset including structural and spatiotemporal factors based on the hedonic price model and compared the estimation performance of the models with and without geographic coordinate variables. The results show that high estimation performance can be achieved in ANN by explaining the spatial effect on housing prices through the geographic location.

• Phonetics and Speech Sciences
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• v.13 no.4
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• pp.47-53
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• 2021

Autoregressive Text-to-Speech (TTS) models suffer from inference instability and slow inference speed. Inference instability occurs when a poorly predicted sample at time step t affects all the subsequent predictions. Slow inference speed arises from a model structure that forces the predicted samples from time steps 1 to t-1 to predict the sample at time step t. In this study, an end-to-end non-autoregressive fast text-to-speech model is suggested as a solution to these problems. The results of this study show that this model's Mean Opinion Score (MOS) is close to that of Tacotron 2 - WaveNet, while this model's inference speed and stability are higher than those of Tacotron 2 - WaveNet. Further, this study aims to offer insight into the improvement of non-autoregressive models.

• Journal of Intelligence and Information Systems
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• v.18 no.4
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• pp.43-57
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• 2012

To enhance the competitive advantage in a constantly changing business environment, an enterprise management must make the right decision in many business activities based on both internal and external information. Thus, providing accurate information plays a prominent role in management's decision making. Intuitively, historical data can provide a feasible estimate through the forecasting models. Therefore, if the service department can estimate the service quantity for the next period, the service department can then effectively control the inventory of service related resources such as human, parts, and other facilities. In addition, the production department can make load map for improving its product quality. Therefore, obtaining an accurate service forecast most likely appears to be critical to manufacturing companies. Numerous investigations addressing this problem have generally employed statistical methods, such as regression or autoregressive and moving average simulation. However, these methods are only efficient for data with are seasonal or cyclical. If the data are influenced by the special characteristics of product, they are not feasible. In our research, we propose a forecasting framework that predicts service demand of manufacturing organization by combining Case-based reasoning (CBR) and leveraging an unsupervised artificial neural network based clustering analysis (i.e., Self-Organizing Maps; SOM). We believe that this is one of the first attempts at applying unsupervised artificial neural network-based machine-learning techniques in the service forecasting domain. Our proposed approach has several appealing features : (1) We applied CBR and SOM in a new forecasting domain such as service demand forecasting. (2) We proposed our combined approach between CBR and SOM in order to overcome limitations of traditional statistical forecasting methods and We have developed a service forecasting tool based on the proposed approach using an unsupervised artificial neural network and Case-based reasoning. In this research, we conducted an empirical study on a real digital TV manufacturer (i.e., Company A). In addition, we have empirically evaluated the proposed approach and tool using real sales and service related data from digital TV manufacturer. In our empirical experiments, we intend to explore the performance of our proposed service forecasting framework when compared to the performances predicted by other two service forecasting methods; one is traditional CBR based forecasting model and the other is the existing service forecasting model used by Company A. We ran each service forecasting 144 times; each time, input data were randomly sampled for each service forecasting framework. To evaluate accuracy of forecasting results, we used Mean Absolute Percentage Error (MAPE) as primary performance measure in our experiments. We conducted one-way ANOVA test with the 144 measurements of MAPE for three different service forecasting approaches. For example, the F-ratio of MAPE for three different service forecasting approaches is 67.25 and the p-value is 0.000. This means that the difference between the MAPE of the three different service forecasting approaches is significant at the level of 0.000. Since there is a significant difference among the different service forecasting approaches, we conducted Tukey's HSD post hoc test to determine exactly which means of MAPE are significantly different from which other ones. In terms of MAPE, Tukey's HSD post hoc test grouped the three different service forecasting approaches into three different subsets in the following order: our proposed approach > traditional CBR-based service forecasting approach > the existing forecasting approach used by Company A. Consequently, our empirical experiments show that our proposed approach outperformed the traditional CBR based forecasting model and the existing service forecasting model used by Company A. The rest of this paper is organized as follows. Section 2 provides some research background information such as summary of CBR and SOM. Section 3 presents a hybrid service forecasting framework based on Case-based Reasoning and Self-Organizing Maps, while the empirical evaluation results are summarized in Section 4. Conclusion and future research directions are finally discussed in Section 5.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.103-128
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• 2021

Recently, investors' interest and the influence of stock-related information dissemination are being considered as significant factors that explain stock returns and volume. Besides, companies that develop, distribute, or utilize innovative new technologies such as artificial intelligence have a problem that it is difficult to accurately predict a company's future stock returns and volatility due to macro-environment and market uncertainty. Market uncertainty is recognized as an obstacle to the activation and spread of artificial intelligence technology, so research is needed to mitigate this. Hence, the purpose of this study is to propose a machine learning model that predicts the volatility of a company's stock price by using the internet search volume of artificial intelligence-related technology keywords as a measure of the interest of investors. To this end, for predicting the stock market, we using the VAR(Vector Auto Regression) and deep neural network LSTM (Long Short-Term Memory). And the stock price prediction performance using keyword search volume is compared according to the technology's social acceptance stage. In addition, we also conduct the analysis of sub-technology of artificial intelligence technology to examine the change in the search volume of detailed technology keywords according to the technology acceptance stage and the effect of interest in specific technology on the stock market forecast. To this end, in this study, the words artificial intelligence, deep learning, machine learning were selected as keywords. Next, we investigated how many keywords each week appeared in online documents for five years from January 1, 2015, to December 31, 2019. The stock price and transaction volume data of KOSDAQ listed companies were also collected and used for analysis. As a result, we found that the keyword search volume for artificial intelligence technology increased as the social acceptance of artificial intelligence technology increased. In particular, starting from AlphaGo Shock, the keyword search volume for artificial intelligence itself and detailed technologies such as machine learning and deep learning appeared to increase. Also, the keyword search volume for artificial intelligence technology increases as the social acceptance stage progresses. It showed high accuracy, and it was confirmed that the acceptance stages showing the best prediction performance were different for each keyword. As a result of stock price prediction based on keyword search volume for each social acceptance stage of artificial intelligence technologies classified in this study, the awareness stage's prediction accuracy was found to be the highest. The prediction accuracy was different according to the keywords used in the stock price prediction model for each social acceptance stage. Therefore, when constructing a stock price prediction model using technology keywords, it is necessary to consider social acceptance of the technology and sub-technology classification. The results of this study provide the following implications. First, to predict the return on investment for companies based on innovative technology, it is most important to capture the recognition stage in which public interest rapidly increases in social acceptance of the technology. Second, the change in keyword search volume and the accuracy of the prediction model varies according to the social acceptance of technology should be considered in developing a Decision Support System for investment such as the big data-based Robo-advisor recently introduced by the financial sector.