• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 A
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• pp.683-685
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• 2004

This paper introduces a basic design for the short-term load forecasting system using a commercial data base. The proposed system uses a hybrid load forecasting method using fuzzy linear regression for forecasting of weekends and Monday and general exponential smoothing for forecasting of weekdays. The temperature sensitive is used to improve the accuracy of the load forecasting during the summer season. MS-SQL Sever has been used a commercial data base for the proposed system and the database is operated by ADO(ActiveX Data Objects) and RDO(Remote Data Object). Database has been constructed by altering the historical load data for the past 38 years. The weather iDormation is included in the database. The developed short-term load forecasting system is developed as a user friendly system based on GUI(Graphical User interface) using MFC(Microsoft Foundation Class). Test results show that the developed system efficiently performs short-term load forecasting.

• Industrial Engineering and Management Systems
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• 제8권4호
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• pp.257-263
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• 2009

Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.

• The Journal of Asian Finance, Economics and Business
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• 제7권11호
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• pp.83-93
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• 2020

This empirical research aims to modeling and improving the forecasting accuracy of the volatility pattern by employing the Saudi Arabia stock market (Tadawul)by studying daily closed price index data from October 2011 to December 2019 with a number of observations being 2048. In order to achieve significant results, this study employs many mathematical functions which are non-linear spectral model Maximum overlapping Discrete Wavelet Transform (MODWT) based on the best localized function (Bl14), autoregressive integrated moving average (ARIMA) model and generalized autoregressive conditional heteroskedasticity (GARCH) models. Therefore, the major findings of this study show that all the previous events during the mentioned period of time will be explained and a new forecasting model will be suggested by combining the best MODWT function (Bl14 function) and the fitted GARCH model. Therefore, the results show that the ability of MODWT in decomposition the stock market data, highlighting the significant events which have the most highly volatile data and improving the forecasting accuracy will be showed based on some mathematical criteria such as Mean Absolute Percentage Error (MAPE), Mean Absolute Scaled Error (MASE), Root Means Squared Error (RMSE), Akaike information criterion. These results will be implemented using MATLAB software and R- software.

• 한국멀티미디어학회논문지
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• 제22권9호
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• pp.1069-1079
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• 2019

In this study, we developed a $PM_{10}$ forecasting model using DNN and Membership Function, and improved the forecasting performance. The model predicts the $PM_{10}$ concentrations of the next 3 days in the Seoul area by using the weather and air quality observation data and forecast data. The best model(RM14)'s accuracy (82%, 76%, 69%) and false alarm rate(FAR:14%,33%,44%) are good. Probability of detection (POD: 79%, 50%, 53%), however, are not good performance. These are due to the lack of training data for high concentration $PM_{10}$ compared to low concentration. In addition, the model dose not reflect seasonal factors closely related to the generation of high concentration $PM_{10}$. To improve this, we propose Julian date membership function as inputs of the $PM_{10}$ forecasting model. The function express a given date in 12 factors to reflect seasonal characteristics closely related to high concentration $PM_{10}$. As a result, the accuracy (79%, 70%, 66%) and FAR (24%, 48%, 46%) are slightly reduced in performance, but the POD (79%, 75%, 71%) are up to 25% improved compared with those of the RM14 model. Hence, this shows that the proposed Julian forecast model is effective for high concentration $PM_{10}$ forecasts.

• 조명전기설비학회논문지
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• 제15권6호
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• pp.35-42
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• 2001

1일 최대전력 부하 예측 자료는 계통의 경제적 운용과 전력 감시에 필수적이므로 정확한 예측기법이 요구된다. 신경회로망이나 퍼지이론을 한 예측비법의 장점은 정도(精度)가 높고 운용하기가 편리한 점은 있으나 학습시간이 길고, 부하가 급변할 때는 예측오차가 크게 발생한다. 본 연구에서는 이러한 단점을 개선하기 위하여 새로운 예측 기법을 제시하였으며 예측결과에서 타당성이 입증되었다.

• 산업공학
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• 제16권4호
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• pp.400-410
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• 2003

Most of the demand forecasting which have been studied is about long-term time series over 15 years demand forecasting. In this paper, we set up the most optimal ARIMA model for the short-term time series demand forecasting and suggest demand forecasting system for short-term time series by appraising suitability and predictability. We are going to use the univariate ARIMA model in parallel with the bivariate transfer function model to improve the accuracy of forecasting. We also analyze the effect of advertisement cost, scale of branch stores, and number of clerk on the establishment of marketing policy by applying statistical methods. After then we are going to show you customer's needs, which are number of buying products. We have applied this method to forecast the annual sales of refrigerator in four branch stores of A company.

• 대한전기학회논문지:전력기술부문A
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• 제49권8호
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• pp.380-389
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• 2000

This paper presents a method for the regional long-term load forecasting in metropolitan area considering econimic indicator with the assumption that energy demands propoprtionally increases under the economic indicators. For the accurate load forecasting, it is very important to scrutinize the correlation among the regional electric power demands, economic indicator and other characteristics because load forecasting results may vary depending on many different factors such as electric power demands, gross products, social trend and so on. Three steps for the regional long-term load forecasting are microscopically and macroscopically used for the regional long -term load forecasting in order to increase the accuracy and practicality of the results.

• 전기학회논문지
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• 제65권6호
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• pp.918-922
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• 2016

As the number of wind farms operating has increased, the interest of the central unit commitment and dispatch for wind power has increased as well. Wind power forecast is necessary for effective power system management and operation with high wind power penetrations. This paper presents the centralized wind power forecasting method, which is a forecast to combine all wind farms in the area into one, using time series models. Also, this paper proposes a prediction model modified with wind forecast error compensation. To demonstrate the improvement of wind power forecasting accuracy, the proposed method is compared with persistence model and new reference model which are commonly used as reference in wind power forecasting using Jeju Island data. The results of case studies are presented to show the effectiveness of the proposed wind power forecasting method.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2015년도 제46회 하계학술대회
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• pp.300-301
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• 2015

Accurate and robust load forecasting model plays very important role in power system operation. In case of short-term electric load forecasting, its results offer standard to decide a price of electricity and also can be used shaving peak. For this reason, various models have been developed to improve accuracy of load forecasting. This paper proposes a newly forecasting model for weather sensitive season including temperature and Cooling Degree Hour(C.D.H) data as an input. This Forecasting model consists of previous electric load and preprocessed temperature, constant, parameter. It optimizes load forecasting model to fit actual load by PSO and results are compared to Holt-Winters and Artificial Neural Network. Proposing method shows better performance than comparison groups.

• 한국수자원학회논문집
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• 제50권5호
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• pp.335-346
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• 2017

본 연구에서는 공간규모분할 기법(SCDM)을 적용하여 레이더 예측강우를 산정하고, 도시홍수예보 관점에서 기상청 현업 레이더 예측강우(MAPLE 및 KONOS)와 함께 수문학적 활용성을 평가하였다. 본 연구에서 제시한 공간규모분할 기법은 강우를 층운형과 대류성 강우로 분리하여 각각의 이동속도를 고려하여 개별예측 및 재합성하는 것이다. 수도권 영역의 세 호우 사례를 대상으로 기상청 MAPLE 및 KONOS와의 예측강우 정확도를 평가한 결과, 본 연구에서 적용한 예측기법은 기법의 단순함에 비해 양호한 예측 정확도를 보였다. 또한, 강남유역을 대상으로 각 예측강우의 수심모의 정확도를 평가한 결과, MAPLE 및 SCDM에 비하여 KONOS가 첨두수심을 보다 정확하게 모의하였으나, 호우의 시간적 패턴 구현의 정확도가 높지 않았다. SCDM의 경우 정량적인 오차는 다소 크게 나타났지만, 전체적으로 관측수심과 유사한 모의 양상을 보였다. 추후 부족한 정량적 정확도를 보정 기법 및 수치예보자료와의 결합을 통해 개선한다면 SCDM의 예측강우가 홍수예보를 위한 입력자료로 유용하게 활용될 수 있을 것으로 판단된다.