• Title/Summary/Keyword: Forecasting Parameters

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A Short-Term Wind Speed Forecasting Through Support Vector Regression Regularized by Particle Swarm Optimization

  • Kim, Seong-Jun;Seo, In-Yong
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.11 no.4
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    • pp.247-253
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    • 2011
  • A sustainability of electricity supply has emerged as a critical issue for low carbon green growth in South Korea. Wind power is the fastest growing source of renewable energy. However, due to its own intermittency and volatility, the power supply generated from wind energy has variability in nature. Hence, accurate forecasting of wind speed and power plays a key role in the effective harvesting of wind energy and the integration of wind power into the current electric power grid. This paper presents a short-term wind speed prediction method based on support vector regression. Moreover, particle swarm optimization is adopted to find an optimum setting of hyper-parameters in support vector regression. An illustration is given by real-world data and the effect of model regularization by particle swarm optimization is discussed as well.

Neural Network and Its Application to Rainfall-Runoff Forecasting

  • Kang, Kwan-Won;Park, Chan-Young;Kim, Ju-Hwan
    • Korean Journal of Hydrosciences
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    • v.4
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    • pp.1-9
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    • 1993
  • It is a major objective for the management and operation of water resources system to forecast streamflows. The applicability of artificial neural network model to hydrologic system is analyzed and the performance is compared by statistical method with observed. Multi-layered perception was used to model rainfall-runoff process at Pyung Chang River Basin in Korea. The neural network model has the function of learning the process which can be trained with the error backpropagation (EBP) algorithm in two phases; (1) learning phase permits to find the best parameters(weight matrix) between input and output. (2) adaptive phase use the EBP algorithm in order to learn from the provided data. The generalization results have been obtained on forecasting the daily and hourly streamflows by assuming them with the structure of ARMA model. The results show validities in applying to hydrologic forecasting system.

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Real-time Flood Forecasting Model for Irrigation Reservoir Using Simplex Method (최적화기법에 의한 관개저수지의 실시간 홍수예측모형)

  • 문종필;김태철
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.43 no.2
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    • pp.85-93
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    • 2001
  • The basic concept of the model is to minimize the error range between forecasted flood inflow and actual flood inflow, and forecast accurately the flood discharge some hours in advance depending on the concentration time(Tc) and soil moisture retention storage(Sa). Simplex method that is a multi-level optimization technique was used to search for the determination of the best parameters of RETFLO (REal-Time FLOod forecasting) model. The flood forecasting model developed was applied to several strom event of Yedang reservoir during past 10 years. Model perfomance was very good with relative errors of 10% for comparison of total runoff volume and with one hour delayed peak time.

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Short-Term Load Forecasting of Pole-Transformer Using Artificial Neural Networks (신경회로망을 이용한 배전용 변압기의 단기부하예측)

  • Kim, Byoung-Su;Shin, Ho-Sung;Song, Kyung-Bin;Park, Jung-Do
    • Proceedings of the KIEE Conference
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    • 2005.07a
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    • pp.810-812
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    • 2005
  • In this paper, the short-term load forecasting of pole-transformer is performed by artificial neural networks. Input parameters of the Nosed algorithm are peak loads of pole-transformer of previous days and their temperatures. The proposed algorithm is tested for ore of the pole-transformers in seoul, korea. Test results show that the proposed algorithm improves the accuracy of the load forecasting of pole-transformer compared with the conventional algorithm.

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Forecasting with a combined model of ETS and ARIMA

  • Jiu Oh;Byeongchan Seong
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.143-154
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    • 2024
  • This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.

Forecasting Accidents by Transforming Event Trees into Influence disgrams

  • Yang, Hee-Joong
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.29 no.1
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    • pp.72-75
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    • 2006
  • Event trees are widely used graphical tool to denote the accident inintiation and escalation to more severe accident. But they have some drawbacks in that they do not have efficient way of updating model parameters and also they can not contain the information about dependency or independency among model parameters. A tool that can cure such drawbacks is an influence diagram. We introduce influence diagrams and explain how to update model parameters and obtain predictive distributions. We show that an event tree can be converted to a statistically equivalent influence diagram, and bayesian prediction can be made more effectively through the use of influence diagrams.

River Flow Forecasting Model for the Youngsan Estuary Reservoir Operations(I) -Estimation Runof Hydrographs at Naju Station (영산호 운영을 위한 홍수예보모형의 개발(I) -나주지점의 홍수유출 추정-)

  • 박창언;박승우
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.36 no.4
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    • pp.95-102
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    • 1994
  • The series of the papers consist of three parts to describe the development, calibration, and applications of the flood forecasting models for the Youngsan Estuarine Dam located at the mouth of the Youngsan river. And this paper discusses the hydrologic model for inflow simulation at Naju station, which constitutes 64 percent of the drainage basin of 3521 .6km$^2$ in area. A simplified TANK model was formulated to simulate hourly runoff from rainfall And the model parameters were optirnized using historical storm data, and validated with the records. The results of this paper were summarized as follows. 1. The simplified TANK model was formulated to conceptualize the hourly rainfall-run-off relationships at a watershed with four tanks in series having five runoff outlets. The runoff from each outlet was assumed to be proportional to the storage exceeding a threshold value. And each tank was linked with a drainage hole from the upper one. 2. Fifteen storm events from four year records from 1984 to 1987 were selected for this study. They varied from 81 to 289rn'm The watershed averaged, hourly rainfall data were determined from those at fifteen raingaging stations using a Thiessen method. Some missing and unrealistic records at a few stations were estimated or replaced with the values determined using a reciprocal distance square method from abjacent ones. 3. An univariate scheme was adopted to calibrate the model parameters using historical records. Some of the calibrated parameters were statistically related to antecedent precipitation. And the model simulated the streamflow close to the observed, with the mean coefficient of determination of 0.94 for all storm events. 4. The simulated streamflow were in good agreement with the historical records for ungaged condition simulation runs. The mean coefficient of determination for the runs was 0.93, nearly the same as calibration runs. This may indicates that the model performs very well in flood forecasting situations for the watershed.

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A Study of Short-Term Load Forecasting System Using Data Mining (데이터 마이닝을 이용한 단기 부하 예측 시스템 연구)

  • Joo, Young-Hoon;Jung, Keun-Ho;Kim, Do-Wan;Park, Jin-Bae
    • Journal of the Korean Institute of Intelligent Systems
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    • v.14 no.2
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    • pp.130-135
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    • 2004
  • This paper presents a new design methods of the short-term load forecasting system (STLFS) using the data mining. The structure of the proposed STLFS is divided into two parts: the Takagi-Sugeno (T-S) fuzzy model-based classifier and predictor The proposed classifier is composed of the Gaussian fuzzy sets in the premise part and the linearized Bayesian classifier in the consequent part. The related parameters of the classifier are easily obtained from the statistic information of the training set. The proposed predictor takes form of the convex combination of the linear time series predictors for each inputs. The problem of estimating the consequent parameters is formulated by the convex optimization problem, which is to minimize the norm distance between the real load and the output of the linear time series estimator. The problem of estimating the premise parameters is to find the parameter value minimizing the error between the real load and the overall output. Finally, to show the feasibility of the proposed method, this paper provides the short-term load forecasting example.

Inverse Model Parameter Estimation Based on Sensitivity Analysis for Improvement of PM10 Forecasting (PM10 예보 향상을 위한 민감도 분석에 의한 역모델 파라메터 추정)

  • Yu, Suk Hyun;Koo, Youn Seo;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.18 no.7
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    • pp.886-894
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    • 2015
  • In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM10 emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

A Study of Progressive Parameter Calibrations for Rainfall-Runoff Models (강우-유출모형을 위한 매개변수 순차 보정기법 연구)

  • Kwak, Jae-Won;Kim, Duk-Gil;Hong, Il-Pyo;Kim, Hung-Soo
    • Journal of Wetlands Research
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    • v.11 no.2
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    • pp.107-121
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    • 2009
  • Many rainfall-runoff models have been used for the flood forecasting. However, the determination of rainfall-runoff model parameters is very difficult. In this study, we investigated the efficiency of flood forecasting models by studying the optimization techniques for parameter calibration of SFM, Tank, and SSARR models. We analyzed the correlations between parameters in optimization techniques, then classified the parameters into parameter groups. For this we applied the sequential calibration method through the sensitivity analysis. As the results of the analysis, the parameter groups clibration method showed better result for peak flow and clibtation time.

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