• Title/Summary/Keyword: Ensemble Modeling

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Implementation of the Ensemble Kalman Filter to a Double Gyre Ocean and Sensitivity Test using Twin Experiments (Double Gyre 모형 해양에서 앙상블 칼만필터를 이용한 자료동화와 쌍둥이 실험들을 통한 민감도 시험)

  • Kim, Young-Ho;Lyu, Sang-Jin;Choi, Byoung-Ju;Cho, Yang-Ki;Kim, Young-Gyu
    • Ocean and Polar Research
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    • v.30 no.2
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    • pp.129-140
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    • 2008
  • As a preliminary effort to establish a data assimilative ocean forecasting system, we reviewed the theory of the Ensemble Kamlan Filter (EnKF) and developed practical techniques to apply the EnKF algorithm in a real ocean circulation modeling system. To verify the performance of the developed EnKF algorithm, a wind-driven double gyre was established in a rectangular ocean using the Regional Ocean Modeling System (ROMS) and the EnKF algorithm was implemented. In the ideal ocean, sea surface temperature and sea surface height were assimilated. The results showed that the multivariate background error covariance is useful in the EnKF system. We also tested the sensitivity of the EnKF algorithm to the localization and inflation of the background error covariance and the number of ensemble members. In the sensitivity tests, the ensemble spread as well as the root-mean square (RMS) error of the ensemble mean was assessed. The EnKF produces the optimal solution as the ensemble spread approaches the RMS error of the ensemble mean because the ensembles are well distributed so that they may include the true state. The localization and inflation of the background error covariance increased the ensemble spread while building up well-distributed ensembles. Without the localization of the background error covariance, the ensemble spread tended to decrease continuously over time. In addition, the ensemble spread is proportional to the number of ensemble members. However, it is difficult to increase the ensemble members because of the computational cost.

A comparative assessment of bagging ensemble models for modeling concrete slump flow

  • Aydogmus, Hacer Yumurtaci;Erdal, Halil Ibrahim;Karakurt, Onur;Namli, Ersin;Turkan, Yusuf S.;Erdal, Hamit
    • Computers and Concrete
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    • v.16 no.5
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    • pp.741-757
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    • 2015
  • In the last decade, several modeling approaches have been proposed and applied to estimate the high-performance concrete (HPC) slump flow. While HPC is a highly complex material, modeling its behavior is a very difficult issue. Thus, the selection and application of proper modeling methods remain therefore a crucial task. Like many other applications, HPC slump flow prediction suffers from noise which negatively affects the prediction accuracy and increases the variance. In the recent years, ensemble learning methods have introduced to optimize the prediction accuracy and reduce the prediction error. This study investigates the potential usage of bagging (Bag), which is among the most popular ensemble learning methods, in building ensemble models. Four well-known artificial intelligence models (i.e., classification and regression trees CART, support vector machines SVM, multilayer perceptron MLP and radial basis function neural networks RBF) are deployed as base learner. As a result of this study, bagging ensemble models (i.e., Bag-SVM, Bag-RT, Bag-MLP and Bag-RBF) are found superior to their base learners (i.e., SVM, CART, MLP and RBF) and bagging could noticeable optimize prediction accuracy and reduce the prediction error of proposed predictive models.

Calibration and uncertainty analysis of integrated surface-subsurface model using iterative ensemble smoother for regional scale surface water-groundwater interaction modeling

  • Bisrat Ayalew Yifru;Seoro Lee;Woon Ji Park;Kyoung Jae Lim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.287-287
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    • 2023
  • Surface water-groundwater interaction (SWGI) is an important hydrological process that influences both the quantity and quality of water resources. However, regional scale SWGI model calibration and uncertainty analysis have been a challenge because integrated models inherently carry a vast number of parameters, modeling assumptions, and inputs, potentially leaving little time and budget to explore questions related to model performance and forecasting. In this study, we have proposed the application of iterative ensemble smoother (IES) for uncertainty analysis and calibration of the widely used integrated surface-subsurface model, SWAT-MODFLOW. SWAT-MODFLOW integrates Soil and Water Assessment Tool (SWAT) and a three-dimensional finite difference model (MODFLOW). The model was calibrated using a parameter estimation tool (PEST). The major advantage of the employed IES is that the number of model runs required for the calibration of an ensemble is independent of the number of adjustable parameters. The pilot point approach was followed to calibrate the aquifer parameters, namely hydraulic conductivity, specific storage, and specific yield. The parameter estimation process for the SWAT model focused primarily on surface-related parameters. The uncertainties both in the streamflow and groundwater level were assessed. The work presented provides valuable insights for future endeavors in coupled surface-subsurface modeling, data collection, model development, and informed decision-making.

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Development of Deep Learning Ensemble Modeling for Cryptocurrency Price Prediction : Deep 4-LSTM Ensemble Model (암호화폐 가격 예측을 위한 딥러닝 앙상블 모델링 : Deep 4-LSTM Ensemble Model)

  • Choi, Soo-bin;Shin, Dong-hoon;Yoon, Sang-Hyeak;Kim, Hee-Woong
    • Journal of Information Technology Services
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    • v.19 no.6
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    • pp.131-144
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    • 2020
  • As the blockchain technology attracts attention, interest in cryptocurrency that is received as a reward is also increasing. Currently, investments and transactions are continuing with the expectation and increasing value of cryptocurrency. Accordingly, prediction for cryptocurrency price has been attempted through artificial intelligence technology and social sentiment analysis. The purpose of this paper is to develop a deep learning ensemble model for predicting the price fluctuations and one-day lag price of cryptocurrency based on the design science research method. This paper intends to perform predictive modeling on Ethereum among cryptocurrencies to make predictions more efficiently and accurately than existing models. Therefore, it collects data for five years related to Ethereum price and performs pre-processing through customized functions. In the model development stage, four LSTM models, which are efficient for time series data processing, are utilized to build an ensemble model with the optimal combination of hyperparameters found in the experimental process. Then, based on the performance evaluation scale, the superiority of the model is evaluated through comparison with other deep learning models. The results of this paper have a practical contribution that can be used as a model that shows high performance and predictive rate for cryptocurrency price prediction and price fluctuations. Besides, it shows academic contribution in that it improves the quality of research by following scientific design research procedures that solve scientific problems and create and evaluate new and innovative products in the field of information systems.

Advanced Approach for Performance Improvement of Deep Learningbased BIM Elements Classification Model Using Ensemble Model (딥러닝 기반 BIM 부재 자동분류 학습모델의 성능 향상을 위한 Ensemble 모델 구축에 관한 연구)

  • Kim, Si-Hyun;Lee, Won-Bok;Yu, Young-Su;Koo, Bon-Sang
    • Journal of KIBIM
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    • v.12 no.2
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    • pp.12-25
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    • 2022
  • To increase the usability of Building Information Modeling (BIM) in construction projects, it is critical to ensure the interoperability of data between heterogeneous BIM software. The Industry Foundation Classes (IFC), an international ISO format, has been established for this purpose, but due to its structural complexity, geometric information and properties are not always transmitted correctly. Recently, deep learning approaches have been used to learn the shapes of the BIM elements and thereby verify the mapping between BIM elements and IFC entities. These models performed well for elements with distinct shapes but were limited when their shapes were highly similar. This study proposed a method to improve the performance of the element type classification by using an Ensemble model that leverages not only shapes characteristics but also the relational information between individual BIM elements. The accuracy of the Ensemble model, which merges MVCNN and MLP, was improved 0.03 compared to the existing deep learning model that only learned shape information.

Tree size determination for classification ensemble

  • Choi, Sung Hoon;Kim, Hyunjoong
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.1
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    • pp.255-264
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    • 2016
  • Classification is a predictive modeling for a categorical target variable. Various classification ensemble methods, which predict with better accuracy by combining multiple classifiers, became a powerful machine learning and data mining paradigm. Well-known methodologies of classification ensemble are boosting, bagging and random forest. In this article, we assume that decision trees are used as classifiers in the ensemble. Further, we hypothesized that tree size affects classification accuracy. To study how the tree size in uences accuracy, we performed experiments using twenty-eight data sets. Then we compare the performances of ensemble algorithms; bagging, double-bagging, boosting and random forest, with different tree sizes in the experiment.

Ensemble Classification Method for Efficient Medical Diagnostic (효율적인 의료진단을 위한 앙상블 분류 기법)

  • Jung, Yong-Gyu;Heo, Go-Eun
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.10 no.3
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    • pp.97-102
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    • 2010
  • The purpose of medical data mining for efficient algorithms and techniques throughout the various diseases is to increase the reliability of estimates to classify. Previous studies, an algorithm based on a single model, and even the existence of the model to better predict the classification accuracy of multi-model ensemble-based research techniques are being applied. In this paper, the higher the medical data to predict the reliability of the existing scope of the ensemble technique applied to the I-ENSEMBLE offers. Data for the diagnosis of hypothyroidism is the result of applying the experimental technique, a representative ensemble Bagging, Boosting, Stacking technique significantly improved accuracy compared to all existing, respectively. In addition, compared to traditional single-model techniques and ensemble techniques Multi modeling when applied to represent the effects were more pronounced.

Illegal Cash Accommodation Detection Modeling Using Ensemble Size Reduction (신용카드 불법현금융통 적발을 위한 축소된 앙상블 모형)

  • Lee, Hwa-Kyung;Han, Sang-Bum;Jhee, Won-Chul
    • Journal of Intelligence and Information Systems
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    • v.16 no.1
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    • pp.93-116
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    • 2010
  • Ensemble approach is applied to the detection modeling of illegal cash accommodation (ICA) that is the well-known type of fraudulent usages of credit cards in far east nations and has not been addressed in the academic literatures. The performance of fraud detection model (FDM) suffers from the imbalanced data problem, which can be remedied to some extent using an ensemble of many classifiers. It is generally accepted that ensembles of classifiers produce better accuracy than a single classifier provided there is diversity in the ensemble. Furthermore, recent researches reveal that it may be better to ensemble some selected classifiers instead of all of the classifiers at hand. For the effective detection of ICA, we adopt ensemble size reduction technique that prunes the ensemble of all classifiers using accuracy and diversity measures. The diversity in ensemble manifests itself as disagreement or ambiguity among members. Data imbalance intrinsic to FDM affects our approach for ICA detection in two ways. First, we suggest the training procedure with over-sampling methods to obtain diverse training data sets. Second, we use some variants of accuracy and diversity measures that focus on fraud class. We also dynamically calculate the diversity measure-Forward Addition and Backward Elimination. In our experiments, Neural Networks, Decision Trees and Logit Regressions are the base models as the ensemble members and the performance of homogeneous ensembles are compared with that of heterogeneous ensembles. The experimental results show that the reduced size ensemble is as accurate on average over the data-sets tested as the non-pruned version, which provides benefits in terms of its application efficiency and reduced complexity of the ensemble.

Pareto RBF network ensemble using multi-objective evolutionary computation

  • Kondo, Nobuhiko;Hatanaka, Toshiharu;Uosaki, Katsuji
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.925-930
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    • 2005
  • In this paper, evolutionary multi-objective selection method of RBF networks structure is considered. The candidates of RBF network structure are encoded into the chromosomes in GAs. Then, they evolve toward Pareto-optimal front defined by several objective functions concerning with model accuracy and model complexity. An ensemble network constructed by such Pareto-optimal models is also considered in this paper. Some numerical simulation results indicate that the ensemble network is much robust for the case of existence of outliers or lack of data, than one selected in the sense of information criteria.

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Application of Carbon Tracking System based on Ensemble Kalman Filter on the Diagnosis of Carbon Cycle in Asia (앙상블 칼만 필터 기반 탄소추적시스템의 아시아 지역 탄소 순환 진단에의 적용)

  • Kim, JinWoong;Kim, Hyun Mee;Cho, Chun-Ho
    • Atmosphere
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    • v.22 no.4
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    • pp.415-427
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    • 2012
  • $CO_2$ is the most important trace gas related to climate change. Therefore, understanding surface carbon sources and sinks is important when seeking to estimate the impact of $CO_2$ on the environment and climate. CarbonTracker, developed by NOAA, is an inverse modeling system that estimates surface carbon fluxes using an ensemble Kalman filter with atmospheric $CO_2$ measurements as a constraint. In this study, to investigate the capability of CarbonTracker as an analysis tool for estimating surface carbon fluxes in Asia, an experiment with a nesting domain centered in Asia is performed. In general, the results show that setting a nesting domain centered in Asia region enables detailed estimations of surface carbon fluxes in Asia. From a rank histogram, the prior ensemble spread verified at observational sites located in Asia is well represented with a relatively flat rank histogram. The posterior flux in the Eurasian Boreal and Eurasian Temperate regions is well analyzed with proper seasonal cycles and amplitudes. On the other hand, in tropical regions of Asia, the posterior flux does not differ greatly from the prior flux due to fewer $CO_2$ observations. The root mean square error of the model $CO_2$ calculated by the posterior flux is less than the model $CO_2$ calculated by the prior flux, implying that CarbonTracker based on the ensemble Kalman filter works appropriately for the Asia region.