• 한국융합학회논문지
• /
• 제8권1호
• /
• pp.19-23
• /
• 2017

전력은 모든 나라에서 사회 발전과 경제 성장에 가장 기본적인 자원이다. 산업이 고도화 되고 경제의 규모가 발전하면서 전력의 소비량은 점점 증가하고 있다. 전력을 공급하는 쪽에서는 전력을 생산할 때 자원의 낭비를 줄이기 위해 전력 사용량을 예측하는 것은 중요한 일이다. 또한 전력 수요 예측을 통해 여름과 겨울의 피크 타임에서의 전력 수요를 분산하는 것이 가능하다. 그리고 소비 전력의 예측은 국내에서 수요자원 거래시장(Negawatt market)이 본격화되면서 더욱 중요하게 되었다. 더구나 전력 소비량 예측은 소비자가 전력 시장에 직간접적으로 참여하는 수요관리 방법을 제공해준다. 본 연구에서는 1999년부터 2011년까지의 국내총생산, 1인당 국민총소득, 부가세, 국내전력소비량을 이용하여 제주도의 어업 전력 사용량을 예측하는데 유전자 알고리즘을 사용하고 있다. 유전자 알고리즘은 다양한 조합 최적화 분야에서 최적해를 찾는데 유용하게 사용되는 알고리즘이다. 본 논문에서 유전자 알고리즘에서 최적의 동작을 위한 파라미터들을 찾는다. 그리고 실제 전력 소비량 예측을 위해 사용되는 계수(coefficient)들의 최적값을 찾아 예측값과 실제 전력 소비량의 오차를 최소화하는데 목적이 있다.

• 전기학회논문지
• /
• 제64권1호
• /
• pp.128-135
• /
• 2015

In this study, we develop the very short-term precipitation forecasting model as well as classifier based on polynomial radial basis function neural networks by using AWS(Automatic Weather Station) and KLAPS(Korea Local Analysis and Prediction System) meteorological data. The polynomial-based radial basis function neural networks is designed to realize precipitation forecasting model as well as classifier. The structure of the proposed RBFNNs consists of three modules such as condition, conclusion, and inference phase. The input space of the condition phase is divided by using Fuzzy C-means(FCM) and the local area of the conclusion phase is represented as four types of polynomial functions. The coefficients of connection weights are estimated by weighted least square estimation(WLSE) for modeling as well as least square estimation(LSE) method for classifier. The final output of the inference phase is obtained through fuzzy inference method. The essential parameters of the proposed model and classifier such ad input variable, polynomial order type, the number of rules, and fuzzification coefficient are optimized by means of Particle Swarm Optimization(PSO) and Differential Evolution(DE). The performance of the proposed precipitation forecasting system is evaluated by using KLAPS meteorological data.

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2015년도 학술발표회
• /
• pp.225-225
• /
• 2015

Drought events usually evolve slowly in time and their impacts generally span a long period of time. This indicates that the sequence of drought is not completely random. The Hidden Markov Model (HMM) is a probabilistic model used to represent dependences between invisible hidden states which finally result in observations. Drought characteristics are dependent on the underlying generating mechanism, which can be well modelled by the HMM. This study employed a HMM with Gaussian emissions to fit the Standardized Precipitation Index (SPI) series and make multi-step prediction to check the drought characteristics in the future. To estimate the parameters of the HMM, we employed a Bayesian model computed via Markov Chain Monte Carlo (MCMC). Since the true number of hidden states is unknown, we fit the model with varying number of hidden states and used reversible jump to allow for transdimensional moves between models with different numbers of states. We applied the HMM to several stations SPI data in South Korea. The monthly SPI data from January 1973 to December 2012 was divided into two parts, the first 30-year SPI data (January 1973 to December 2002) was used for model calibration and the last 10-year SPI data (January 2003 to December 2012) for model validation. All the SPI data was preprocessed through the wavelet denoising and applied as the visible output in the HMM. Different lead time (T= 1, 3, 6, 12 months) forecasting performances were compared with conventional forecasting techniques (e.g., ANN and ARMA). Based on statistical evaluation performance, the HMM exhibited significant preferable results compared to conventional models with much larger forecasting skill score (about 0.3-0.6) and lower Root Mean Square Error (RMSE) values (about 0.5-0.9).

• 한국수자원학회:학술대회논문집
• /
• 한국수자원학회 2016년도 학술발표회
• /
• pp.259-259
• /
• 2016

This study examined Artificial Neurons Networks model (ANNs) for forecast flash discharge at Southern part of Thailand by using rainfall data and discharge data. The Sungai Kolok River Basin has meant the border crossing between Thailand and Malaysia which watershed drains an area lies in Thailand 691.88 square kilometer from over all 2,175 square kilometer. The river originates in mountainous area of Waeng district then flow through Gulf of Thailand at Narathiwat Province, which the river length is approximately 103 kilometers. Almost every year, flooding seems to have increased in frequency and magnitude which is highly non-linear and complicated phenomena. The purpose of this study is to forecast runoff on Sungai Kolok at X.119A gauge station (Sungai Kolok district, Narathiwat province) for 3 days in advance by using Artificial Neural Networks model (ANNs). 3 daily rainfall stations and 2 daily runoff station have been measured by Royal Irrigation Department and Meteorological Department during flood period 2000-2014 were used as input data. In order to check an accuracy of forecasting, forecasted runoff were compared with observed data by pursuing Coefficient of determination ($R^2$). The result of the first day gets the highest accuracy and then decreased in day 2 and day 3, consequently. $R^2$values for first day, second day and third day of runoff forecasting is 0.71, 0.62 and 0.49 respectively. The results confirmed that the ANNs model can be used when the range of collected dataset is short and real-time operated. In conclusion, the ANNs model is suitable to runoff forecasting during flood incident of Sungai Kolok river because it is straightforward model and require with only a few parameters for simulation.

• 한국콘텐츠학회논문지
• /
• 제19권1호
• /
• pp.132-140
• /
• 2019

최근 전 세계 많은 도시는 교통량 및 대기오염을 감축하기 위해 공유자전거 시스템을 도입하여 운영하고 있고, 서울시에서도 2015년부터 따릉이 공유자전거 서비스를 제공하고 있다. 공유자전거의 사용이 확산됨에 따라 대여소별로 자전거의 수요는 증가하고 있으나, 제한된 예산 하에서 대여소별로 수요를 관리하기 때문에 운영 및 관리상의 어려움이 존재한다. 현재 자전거 재배치를 통해 대여소별로 수요의 변동을 해결하려고 노력하고 있으나, 불확실한 미래의 사용자 수요를 정확히 예측하는 것이 보다 근본적인 방안이다. 본 연구에서는 통계적 시계열 분석을 통해 서울시 따릉이의 수요를 예측하는 모델을 개발하고, 이를 실제 데이터를 통해 분석하고자 한다. 특히, 전기 사용량의 수요에 사용했던 Holt-Winters방법을 따릉이 수요 예측을 위해 변형하여 적용하였고, 또한 파라미터들의 변동이 실제 수요예측에 어떠한 영향을 미치는지 민감도 분석도 수행하였다.

• 한국데이타베이스학회:학술대회논문집
• /
• 한국데이타베이스학회 1999년도 춘계공동학술대회: 지식경영과 지식공학
• /
• pp.175-186
• /
• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• 한국지능정보시스템학회:학술대회논문집
• /
• 한국지능정보시스템학회 1999년도 춘계공동학술대회-지식경영과 지식공학
• /
• pp.175-186
• /
• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• 응용통계연구
• /
• 제24권1호
• /
• pp.115-125
• /
• 2011

사망률 예측모형과 생명표 작성방법에 기반을 둔 예측평균수명 작성은 미래의 사망수준을 평가하는 효과적인 방법이 된다. 2006년 통계청에서 장래인구추계 작성 시 예측평균수명을 작성하였으나, 2006년 이후 현재까지 실제평균수명과 적지 않은 차이를 보이고 있어 평균수명의 증가속도를 반영하지 못하고 있다. 이의 원인으로는 전망치에 대한판단, 사망률 예측모형의 선택과 사용 등이 이유가 될 수 있다. 본 논문에서는 사망률 예측모형의 선택관점에서 이 문제를 살펴보고자 한다. 2011년 장래인구추계 작성을 앞둔 상황에서 오류의 반복을 피하기 위해서는 사망률 예측모형에 대한 특성 및 적용가능성에 대한 충분한 검토가 이루어진 후 적절한 모형을 선택해야 할 것이다. 사망률 예측모형은 주로 사용되고 있는 LC(Lee와 Carter) 모형과 이의 개선모형들, 사망확률 확장모형인 HP8(Heligman과 Pollard 8 parameters) 모형 등 모두 5개의 모형을 비교 분석하였다. 분석결과를 바탕으로 5개의 모형별로 2030까지의 남녀별 예측평균수명을 작성하여 제시하였고, 이를 통계청에서 제공하는 예측평균수명과 비교하였다. 5개의 모형에 의해 작성된 2030년까지의 새로운 예측평균수명은 통계청의 결과보다 높게 나타나 실제평균수명의 변화를 상대적으로 잘 반영하는 것으로 나타났다.

• 천문학회보
• /
• 제42권2호
• /
• pp.61.1-61.1
• /
• 2017

As the application of deep-learning methods has been succeeded in various fields, they have a high potential to be applied to space weather forecasting. Convolutional neural network, one of deep learning methods, is specialized in image recognition. In this study, we apply the AlexNet architecture, which is a winner of Imagenet Large Scale Virtual Recognition Challenge (ILSVRC) 2012, to the forecast of daily solar flare occurrence using the MatConvNet software of MATLAB. Our input images are SOHO/MDI, EIT $195{\AA}$, and $304{\AA}$ from January 1996 to December 2010, and output ones are yes or no of flare occurrence. We consider other input images which consist of last two images and their difference image. We select training dataset from Jan 1996 to Dec 2000 and from Jan 2003 to Dec 2008. Testing dataset is chosen from Jan 2001 to Dec 2002 and from Jan 2009 to Dec 2010 in order to consider the solar cycle effect. In training dataset, we randomly select one fifth of training data for validation dataset to avoid the over-fitting problem. Our model successfully forecasts the flare occurrence with about 0.90 probability of detection (POD) for common flares (C-, M-, and X-class). While POD of major flares (M- and X-class) forecasting is 0.96, false alarm rate (FAR) also scores relatively high(0.60). We also present several statistical parameters such as critical success index (CSI) and true skill statistics (TSS). All statistical parameters do not strongly depend on the number of input data sets. Our model can immediately be applied to automatic forecasting service when image data are available.

• 한국수자원학회논문집
• /
• 제33권6호
• /
• pp.689-699
• /
• 2000

본 논문에서는 홍수유출의 해석·예측을 위한 홍수추적 모형으로서 현재 국내에서 널리 이용되고 있는 저류함수모형을 개선하였다. 유출 해석의 정확성에 가장 큰 영향을 미치는 요인 중의 하나인 매개변수 산정에 최적화기법을 도입하여 기존의 경험식 등에 의한 매개변수 결정의 비객관성을 개선하였으며, 결정된 매개변수들을 시변성으로 취급하고 이의 실시간 자동보정에 퍼지제어를 사용하여 시간에 따른 유역의 변동 특성에 적절히 대응 할 수 있도록 하였다. 또한 홍수유출 해석시 가장 까다로운 문제점 중의 하나인 잔유역 유입량의 처리를 위하여 유역모형과 하도모형을 하나의 단일모형으로 하는 통합저류함수모형을 제안하였다.