• Title/Summary/Keyword: Ensemble prediction

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A Combination and Calibration of Multi-Model Ensemble of PyeongChang Area Using Ensemble Model Output Statistics (Ensemble Model Output Statistics를 이용한 평창지역 다중 모델 앙상블 결합 및 보정)

  • Hwang, Yuseon;Kim, Chansoo
    • Atmosphere
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    • v.28 no.3
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    • pp.247-261
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    • 2018
  • The objective of this paper is to compare probabilistic temperature forecasts from different regional and global ensemble prediction systems over PyeongChang area. A statistical post-processing method is used to take into account combination and calibration of forecasts from different numerical prediction systems, laying greater weight on ensemble model that exhibits the best performance. Observations for temperature were obtained from the 30 stations in PyeongChang and three different ensemble forecasts derived from the European Centre for Medium-Range Weather Forecasts, Ensemble Prediction System for Global and Limited Area Ensemble Prediction System that were obtained between 1 May 2014 and 18 March 2017. Prior to applying to the post-processing methods, reliability analysis was conducted to identify the statistical consistency of ensemble forecasts and corresponding observations. Then, ensemble model output statistics and bias-corrected methods were applied to each raw ensemble model and then proposed weighted combination of ensembles. The results showed that the proposed methods provide improved performances than raw ensemble mean. In particular, multi-model forecast based on ensemble model output statistics was superior to the bias-corrected forecast in terms of deterministic prediction.

Wind Prediction with a Short-range Multi-Model Ensemble System (단시간 다중모델 앙상블 바람 예측)

  • Yoon, Ji Won;Lee, Yong Hee;Lee, Hee Choon;Ha, Jong-Chul;Lee, Hee Sang;Chang, Dong-Eon
    • Atmosphere
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    • v.17 no.4
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    • pp.327-337
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    • 2007
  • In this study, we examined the new ensemble training approach to reduce the systematic error and improve prediction skill of wind by using the Short-range Ensemble prediction system (SENSE), which is the mesoscale multi-model ensemble prediction system. The SENSE has 16 ensemble members based on the MM5, WRF ARW, and WRF NMM. We evaluated the skill of surface wind prediction compared with AWS (Automatic Weather Station) observation during the summer season (June - August, 2006). At first stage, the correction of initial state for each member was performed with respect to the observed values, and the corrected members get the training stage to find out an adaptive weight function, which is formulated by Root Mean Square Vector Error (RMSVE). It was found that the optimal training period was 1-day through the experiments of sensitivity to the training interval. We obtained the weighted ensemble average which reveals smaller errors of the spatial and temporal pattern of wind speed than those of the simple ensemble average.

Optimization of Random Subspace Ensemble for Bankruptcy Prediction (재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화)

  • Min, Sung-Hwan
    • Journal of Information Technology Services
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    • v.14 no.4
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

Voting and Ensemble Schemes Based on CNN Models for Photo-Based Gender Prediction

  • Jhang, Kyoungson
    • Journal of Information Processing Systems
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    • v.16 no.4
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    • pp.809-819
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    • 2020
  • Gender prediction accuracy increases as convolutional neural network (CNN) architecture evolves. This paper compares voting and ensemble schemes to utilize the already trained five CNN models to further improve gender prediction accuracy. The majority voting usually requires odd-numbered models while the proposed softmax-based voting can utilize any number of models to improve accuracy. The ensemble of CNN models combined with one more fully-connected layer requires further tuning or training of the models combined. With experiments, it is observed that the voting or ensemble of CNN models leads to further improvement of gender prediction accuracy and that especially softmax-based voters always show better gender prediction accuracy than majority voters. Also, compared with softmax-based voters, ensemble models show a slightly better or similar accuracy with added training of the combined CNN models. Softmax-based voting can be a fast and efficient way to get better accuracy without further training since the selection of the top accuracy models among available CNN pre-trained models usually leads to similar accuracy to that of the corresponding ensemble models.

Optimizing SVM Ensembles Using Genetic Algorithms in Bankruptcy Prediction

  • Kim, Myoung-Jong;Kim, Hong-Bae;Kang, Dae-Ki
    • Journal of information and communication convergence engineering
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    • v.8 no.4
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    • pp.370-376
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

A Climate Prediction Method Based on EMD and Ensemble Prediction Technique

  • Bi, Shuoben;Bi, Shengjie;Chen, Xuan;Ji, Han;Lu, Ying
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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    • pp.611-622
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    • 2018
  • Observed climate data are processed under the assumption that their time series are stationary, as in multi-step temperature and precipitation prediction, which usually leads to low prediction accuracy. If a climate system model is based on a single prediction model, the prediction results contain significant uncertainty. In order to overcome this drawback, this study uses a method that integrates ensemble prediction and a stepwise regression model based on a mean-valued generation function. In addition, it utilizes empirical mode decomposition (EMD), which is a new method of handling time series. First, a non-stationary time series is decomposed into a series of intrinsic mode functions (IMFs), which are stationary and multi-scale. Then, a different prediction model is constructed for each component of the IMF using numerical ensemble prediction combined with stepwise regression analysis. Finally, the results are fit to a linear regression model, and a short-term climate prediction system is established using the Visual Studio development platform. The model is validated using temperature data from February 1957 to 2005 from 88 weather stations in Guangxi, China. The results show that compared to single-model prediction methods, the EMD and ensemble prediction model is more effective for forecasting climate change and abrupt climate shifts when using historical data for multi-step prediction.

Corporate Innovation and Business Performance Prediction Using Ensemble Learning (앙상블 학습을 이용한 기업혁신과 경영성과 예측)

  • An, Kyung Min;Lee, Young Chan
    • The Journal of Information Systems
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    • v.30 no.4
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    • pp.247-275
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    • 2021
  • Purpose This study attempted to predict corporate innovation and business performance using ensemble learning. Design/methodology/approach The ensemble techniques uses weak learning to create robust learning, which combines several weak models to derive improved performance. In this study, XGboost, LightGBM, and Catboost were used among ensemble techniques. It was compared and evaluated with traditional machine learning methods. Findings The summary of the research results is as follows. First, the type of innovation is expanding from technical innovation to non-technical areas. Second, it was confirmed that LightGBM performed best for radical innovation prediction, and XGboost performed best for incremental innovation prediction. Third, Catboost performed best for firm performance prediction. Although there was no significant difference in predictive power between ensemble techniques, we found that comparative analysis was necessary to confirm better prediction performance.

Genetic Algorithm based Hybrid Ensemble Model (유전자 알고리즘 기반 통합 앙상블 모형)

  • Min, Sung-Hwan
    • Journal of Information Technology Applications and Management
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    • v.23 no.1
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    • pp.45-59
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    • 2016
  • An ensemble classifier is a method that combines output of multiple classifiers. It has been widely accepted that ensemble classifiers can improve the prediction accuracy. Recently, ensemble techniques have been successfully applied to the bankruptcy prediction. Bagging and random subspace are the most popular ensemble techniques. Bagging and random subspace have proved to be very effective in improving the generalization ability respectively. However, there are few studies which have focused on the integration of bagging and random subspace. In this study, we proposed a new hybrid ensemble model to integrate bagging and random subspace method using genetic algorithm for improving the performance of the model. The proposed model is applied to the bankruptcy prediction for Korean companies and compared with other models in this study. The experimental results showed that the proposed model performs better than the other models such as the single classifier, the original ensemble model and the simple hybrid model.

Randomized Bagging for Bankruptcy Prediction (랜덤화 배깅을 이용한 재무 부실화 예측)

  • Min, Sung-Hwan
    • Journal of Information Technology Services
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    • v.15 no.1
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    • pp.153-166
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    • 2016
  • Ensemble classification is an approach that combines individually trained classifiers in order to improve prediction accuracy over individual classifiers. Ensemble techniques have been shown to be very effective in improving the generalization ability of the classifier. But base classifiers need to be as accurate and diverse as possible in order to enhance the generalization abilities of an ensemble model. Bagging is one of the most popular ensemble methods. In bagging, the different training data subsets are randomly drawn with replacement from the original training dataset. Base classifiers are trained on the different bootstrap samples. In this study we proposed a new bagging variant ensemble model, Randomized Bagging (RBagging) for improving the standard bagging ensemble model. The proposed model was applied to the bankruptcy prediction problem using a real data set and the results were compared with those of the other models. The experimental results showed that the proposed model outperformed the standard bagging model.

Assessment of the Prediction Performance of Ensemble Size-Related in GloSea5 Hindcast Data (기상청 기후예측시스템(GloSea5)의 과거기후장 앙상블 확대에 따른 예측성능 평가)

  • Park, Yeon-Hee;Hyun, Yu-Kyung;Heo, Sol-Ip;Ji, Hee-Sook
    • Atmosphere
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    • v.31 no.5
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    • pp.511-523
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    • 2021
  • This study explores the optimal ensemble size to improve the prediction performance of the Korea Meteorological Administration's operational climate prediction system, global seasonal forecast system version 5 (GloSea5). The GloSea5 produces an ensemble of hindcast data using the stochastic kinetic energy backscattering version2 (SKEB2) and timelagged ensemble. An experiment to increase the hindcast ensemble from 3 to 14 members for four initial dates was performed and the improvement and effect of the prediction performance considering Root Mean Square Error (RMSE), Anomaly Correlation Coefficient (ACC), ensemble spread, and Ratio of Predictable Components (RPC) were evaluated. As the ensemble size increased, the RMSE and ACC prediction performance improved and more significantly in the high variability area. In spread and RPC analysis, the prediction accuracy of the system improved as the ensemble size increased. The closer the initial date, the better the predictive performance. Results show that increasing the ensemble to an appropriate number considering the combination of initial times is efficient.