• 제목/요약/키워드: Deterministic Prediction

검색결과 86건 처리시간 0.021초

시계열 데이터의 성격과 예측 모델의 예측력에 관한 연구 (Relationships Between the Characteristics of the Business Data Set and Forecasting Accuracy of Prediction models)

  • 이원하;최종욱
    • 지능정보연구
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    • 제4권1호
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    • pp.133-147
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    • 1998
  • Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

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앙상블 지역 파랑예측시스템 구축 및 검증 (Development and Evaluation of an Ensemble Forecasting System for the Regional Ocean Wave of Korea)

  • 박종숙;강기룡;강현석
    • 한국해안·해양공학회논문집
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    • 제30권2호
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    • pp.84-94
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    • 2018
  • 해양파랑 예측에 있어 단일 수치모델의 불확실성을 보완하기 위하여 앙상블 기법을 적용한 지역 파랑예측시스템을 구축하였다. 기상청 전지구 대기 수치모델의 확률예측시스템에서 생산되는 24개 앙상블 해상풍을 입력자료로 이용, 87시간까지 파랑 예측자료를 생산하였으며, 기상청 계류부이 관측자료와 다양한 통계방법을 적용하여 검증을 수행하였다. 2일예측 이후의 앙상블 예측평균의 평균제곱근오차(RMSE)는 단일모델예측에 비하여 향상된 결과를 보였으며, 특히 3일예측의 경우 단일모델예측 대비 RMSE가 약 15% 정도 향상되었다. 이것은 앙상블 기법이 수치모델의 불확실성을 감소시켜 예측정확도 향상에 크게 기여한 것으로 보인다. ROC(Relative Operating Characteristic) 분석결과, 전체 예측시간에 대하여 ROC 영역이 모두 0.9 이상을 보여 확률예측 성능이 뛰어남을 보였으며, 앙상블 파랑예측 결과가 해상 확률예보에 유용하게 활용될 수 있을 것으로 판단된다.

터널의 신 하이브리드 추계학적-확정론적 암반블럭 해석기법 (New hybrid stochastic-deterministic rock block analysis method in tunnels)

  • 황재윤
    • 한국터널지하공간학회 논문집
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    • 제12권3호
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    • pp.265-274
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    • 2010
  • 터널에서 암반구조의 복잡성으로 인해 사전에 예측 할 수 없었던 암반의 붕락이 발생하여, 붕락대책에 막대한 비용과 시간을 낭비하는 사례가 많다. 암반 불연속면의 복잡성을 사전 조사 단계에서 충분히 파악하거나 대책을 수립하는 것은 어렵다. 최근 터널의 정보화 설계시공이 중요시 되어지고 있다. 본 연구에서는 터널의 굴착 전에 관찰된 정보를 최대한 활용하여 불안정한 암반블럭을 사전에 예측하기 위하여 신 하이브리드 추계학적-확정론적 암반블럭 해석기법을 제안하고, 현지에서 관찰한 불연속면 정보를 근거로 하여 터널현장에 적용했다. 터널현장에서의 해석결과를 비교 검토하여, 터널의 신 하이브리드 추계학적-확정론적 암반블럭 해석기법의 타당성과 적용성에 대한 검증을 하였다.

DePreSys4의 동아시아 근미래 기후예측 성능 평가 (Assessment of Near-Term Climate Prediction of DePreSys4 in East Asia)

  • 최정;임슬희;손석우;부경온;이조한
    • 대기
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    • 제33권4호
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    • pp.355-365
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    • 2023
  • To proactively manage climate risk, near-term climate predictions on annual to decadal time scales are of great interest to various communities. This study evaluates the near-term climate prediction skills in East Asia with DePreSys4 retrospective decadal predictions. The model is initialized every November from 1960 to 2020, consisting of 61 initializations with ten ensemble members. The prediction skill is quantitatively evaluated using the deterministic and probabilistic metrics, particularly for annual mean near-surface temperature, land precipitation, and sea level pressure. The near-term climate predictions for May~September and November~March averages over the five years are also assessed. DePreSys4 successfully predicts the annual mean and the five-year mean near-surface temperatures in East Asia, as the long-term trend sourced from external radiative forcing is well reproduced. However, land precipitation predictions are statistically significant only in very limited sporadic regions. The sea level pressure predictions also show statistically significant skills only over the ocean due to the failure of predicting a long-term trend over the land.

A fuzzy residual strength based fatigue life prediction method

  • Zhang, Yi
    • Structural Engineering and Mechanics
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    • 제56권2호
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    • pp.201-221
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    • 2015
  • The fatigue damage problems are frequently encountered in the design of civil engineering structures. A realistic and accurate fatigue life prediction is quite essential to ensure the safety of engineering design. However, constructing a reliable fatigue life prediction model can be quite challenging. The use of traditional deterministic approach in predicting the fatigue life is sometimes too dangerous in the real practical designs as the method itself contains a wide range of uncertain factors. In this paper, a new fatigue life prediction method is going to be proposed where the residual strength is been utilized. Several cumulative damage models, capable of predicting the fatigue life of a structural element, are considered. Based on Miner's rule, a randomized approach is developed from a deterministic equation. The residual strength is used in a one to one transformation methodology which is used for the derivation of the fatigue life. To arrive at more robust results, fuzzy sets are introduced to model the parameter uncertainties. This leads to a convoluted fuzzy based fatigue life prediction model. The developed model is illustrated in an example analysis. The calculated results are compared with real experimental data. The applicability of this approach for a required reliability level is also discussed.

APCC 다중 모형 자료 기반 계절 내 월 기온 및 강수 변동 예측성 (Prediction Skill of Intraseasonal Monthly Temperature and Precipitation Variations for APCC Multi-Models)

  • 송찬영;안중배
    • 대기
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    • 제30권4호
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    • pp.405-420
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    • 2020
  • In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.

시계열예측에 대한 역전파 적용에 대한 결정적, 추계적 가상항 기법의 효과 (The Effect of Deterministic and Stochastic VTG Schemes on the Application of Backpropagation of Multivariate Time Series Prediction)

  • 조태호
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2001년도 추계학술발표논문집 (상)
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    • pp.535-538
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    • 2001
  • Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

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포장상태 예측방법 개선에 관한 연구 (Development of Prediction Method for Highway Pavement Condition)

  • 박상욱;서영찬;정철기
    • 한국도로학회논문집
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    • 제10권3호
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    • pp.199-208
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    • 2008
  • 포장상태 예측은 의사결정과정에서 포장의 공용성능을 평가하고 사업대상구간의 우선순위를 선정하기 위한 적정한 정보를 제공해준다. 근래들어 현재의 포장상태가 장래에 어느 정도 저하되는지를 예측하려는 많은 접근이 있었으나 포장의 서비스수명을 적정히 예측하는 데에는 한계를 보여왔다. 본 논문에서는 포장상태 예측방법을 개선하기 위하여 포장상태 공용성모형과 포장상태 예측모형을 개발하였다. 공용성 모형은 실제 포장상태 분석결과를 회귀분석하여 포장의 종류별, 교통량별로 백분위 50%, 25%, 15%, 5%의 확률분포 모형을 도출한 것이다. 예측모형은 앞서 도출된 공용성모형 모형식을 기준으로 하여 대상구간 각각의 포장상태 측정값에 의해 포장상태 확률을 결정한다. 개발된 예측모형의 검증을 위하여 비교대상구간을 선정하였고, HPCI의 평균값 표준편차, 3.0이하 비율을 비교분석하였다. 이를 통하여 기존예측모형이 안고 있는 교통량, 재령, 현재 포장 상태를 고려하여 보다 현실에 부합되는 포장상태를 예측하는 방법을 제공하고자 한다.

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리덕션 골의 예상: 결정적인 접근 방법 ((Prediction of reduction goals : deterministic approach))

  • 이경옥
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제30권5_6호
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    • pp.461-465
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    • 2003
  • LR 파싱 시에 리덕션 골을 리덕션 시점 이전에 찾는 기법은 우문맥 계산 등의 다양한 응용을 갖는다. 기존 연구로서 미리 결정될 수 있는 리덕션 골의 집합을 생성해주는 방식이 제안되었다. 한편 이와 같은 집합 형태의 접근은 비결정적이어서 응용에 따라서는 부적절한 경우가 있다 이에 본 논문에서는 집합의 형태가 아닌 유일한 예상 가능한 리덕션 골을 제시하는 결정적인 방법을 제안한다.

Application of artificial neural networks to the response prediction of geometrically nonlinear truss structures

  • Cheng, Jin;Cai, C.S.;Xiao, Ru-Cheng
    • Structural Engineering and Mechanics
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    • 제26권3호
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    • pp.251-262
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    • 2007
  • This paper examines the application of artificial neural networks (ANN) to the response prediction of geometrically nonlinear truss structures. Two types of analysis (deterministic and probabilistic analyses) are considered. A three-layer feed-forward backpropagation network with three input nodes, five hidden layer nodes and two output nodes is firstly developed for the deterministic response analysis. Then a back propagation training algorithm with Bayesian regularization is used to train the network. The trained network is then successfully combined with a direct Monte Carlo Simulation (MCS) to perform a probabilistic response analysis of geometrically nonlinear truss structures. Finally, the proposed ANN is applied to predict the response of a geometrically nonlinear truss structure. It is found that the proposed ANN is very efficient and reasonable in predicting the response of geometrically nonlinear truss structures.