• 제목/요약/키워드: Forecasting analysis

검색결과 1,585건 처리시간 0.03초

MLP ANN 가뭄 예측 모형에 대한 ROC 평가 (ROC evaluation for MLP ANN drought forecasting model)

  • 정민수;김종석;장호원;이주헌
    • 한국수자원학회논문집
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    • 제49권10호
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    • pp.877-885
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    • 2016
  • 본 연구에서는 기상학적 가뭄지수인 표준강수지수(Standardized Precipitation Index, SPI)를 이용하여 우리나라 전역에 대한 가뭄예측의 시공간적인 평가를 수행하였다. 또한 다층 퍼셉트론 인공신경망(Multi Layer Perceptron-Artificial Neural Network, MLP-ANN) 예측 기법을 이용하여 SPI(3), (6)에 대한 선행예보시간별 가뭄 예측을 실시하였다. 입력 자료는 기상청 산하의 59개 관측소에서 관측된 기상자료를 활용하였고, 관측자료 기간은 1976~2015년이다. 예측 모델의 성능평가는 기준점(Threshold)에 따른 가뭄 발생유무와 같은 이진분류 혼동행렬을 구성하여 Receiver Operating Characteristics (ROC) score와 조건부 확률에 따른 F score를 산정하여 예측 성능평가를 수행하였다. 예측성능에 대한 ROC 분석결과 다층 퍼셉트론 인공신경망(MLP-ANN) 모형을 적용한 가뭄예측성능이 매우 우수한 것으로 나타났으며, SPI (3)은 2개월, SPI (6)는 5개월 정도의 선행예측이 충분히 가능한 것으로 나타났다.

델파이 방법을 이용한 기술예측의 신뢰도 분석 (An Analysis of the Reliability of Technology Forecasting Outcomes)

  • 윤윤중;이종일
    • 기술혁신학회지
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    • 제1권2호
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    • pp.275-284
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    • 1998
  • This paper investigates the responding patterns between panelists of high and low expertise, overall consistency in responses and the reliability of a technology forecasting outcomes of the study $\ulcorner$The Industrial Technology Forecasting for 2010 and New Strategies$\lrcorner$. The conclusions, based on various tests, are as follows : panelists' responses are tested to be significantly consistent : the panelist group of high expertise are more confident on their responses than the one of low expertise and the convergence ratio is higher in the latter group than in the first.

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인공신경망을 이용한 인스턴트 메신저 선택 예측에 관한 연구 (A study on the forecasting of instant messinger's users choice using neural network)

  • 김동성;김계수
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 2004년도 품질경영모델을 통한 가치 창출
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    • pp.597-602
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    • 2004
  • This study examined the forecasting of instant messinger's users choice using neural network. We used the statistical methods which were Logistic Regression, MDA(Multiple Discriminant Analysis), and ANN(Artificial Neural Network). In the result, the forecasting performance of the ANN was better than conventional model(Logistic Regression, MDA).

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Empirical Study for the Technological Forecasting using Delphi Method

  • Kim, Yon-Hyong
    • Communications for Statistical Applications and Methods
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    • 제9권2호
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    • pp.425-434
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    • 2002
  • In this paper, we evaluated the technological forecasting based on questionnaires of experts working in internet-banking industry. We prepared questionnaires on the 13 items. We examined specialties of respondents, relative importance of research contents, expected time of realization, likelihood of conviction on the expected time of realization, and their opinions on the levels of domestic's research and development comparing with advanced standards on each item. And we made various analysis based on data collected from Delphi method.

Online condition assessment of high-speed trains based on Bayesian forecasting approach and time series analysis

  • Zhang, Lin-Hao;Wang, You-Wu;Ni, Yi-Qing;Lai, Siu-Kai
    • Smart Structures and Systems
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    • 제21권5호
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    • pp.705-713
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    • 2018
  • High-speed rail (HSR) has been in operation and development in many countries worldwide. The explosive growth of HSR has posed great challenges for operation safety and ride comfort. Among various technological demands on high-speed trains, vibration is an inevitable problem caused by rail/wheel imperfections, vehicle dynamics, and aerodynamic instability. Ride comfort is a key factor in evaluating the operational performance of high-speed trains. In this study, online monitoring data have been acquired from an in-service high-speed train for condition assessment. The measured dynamic response signals at the floor level of a train cabin are processed by the Sperling operator, in which the ride comfort index sequence is used to identify the train's operation condition. In addition, a novel technique that incorporates salient features of Bayesian inference and time series analysis is proposed for outlier detection and change detection. The Bayesian forecasting approach enables the prediction of conditional probabilities. By integrating the Bayesian forecasting approach with time series analysis, one-step forecasting probability density functions (PDFs) can be obtained before proceeding to the next observation. The change detection is conducted by comparing the current model and the alternative model (whose mean value is shifted by a prescribed offset) to determine which one can well fit the actual observation. When the comparison results indicate that the alternative model performs better, then a potential change is detected. If the current observation is a potential outlier or change, Bayes factor and cumulative Bayes factor are derived for further identification. A significant change, if identified, implies that there is a great alteration in the train operation performance due to defects. In this study, two illustrative cases are provided to demonstrate the performance of the proposed method for condition assessment of high-speed trains.

Singular Spectrum Analysis를 이용한 수문 시계열 예측에 관한 연구 (A Study of the Forecasting of Hydrologic Time Series Using Singular Spectrum Analysis)

  • 권현한;문영일
    • 대한토목학회논문집
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    • 제26권2B호
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    • pp.131-137
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    • 2006
  • 본 연구에서는 기존 매개변수적 수문시계열 예측모형을 보완하고자 Singular Spectrum Analysis(SSA)와 Linear Recurrent Formula를 결합한 모형을 제안하였다. SSA는 주로 시계열에 내재해 있는 구성성분을 추출하기 위한 목적으로 많이 이용되고 있다. 이러한 관점에서 본 연구에서는 엘니뇨 및 라니냐 등의 기상현상과 수문사상의 상관성 분석에 주로 적용되고 있는 SSA와 시계열 예측을 위해서 Linear Recurrence Formula를 결합한 예측 모형을 월단위의 수위와 유입량 시계열 자료를 대상으로 적용성 및 타당성을 검토해 보았다. 모형을 통해 수문시계열을 모의한 결과 전체적인 통계적인 특성 및 시각적인 검토에서 실측자료와 매우 유사한 모의가 가능하였으며 실측 자료를 바탕으로 Blind Forecasting을 실시한 결과 2가지 예에서 모두 1년 정도의 예측구간에서 합리적인 결과를 제시하여 주었다. 따라서 단기예측을 수문모형으로서 적용이 가능할 것으로 사료된다.

KTX 단기수요 예측을 위한 통행행태 분석 (Travel Behavior Analysis for Short-term Railroad Passenger Demand Forecasting in KTX)

  • 김한수;윤동희
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2011년도 춘계학술대회 논문집
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    • pp.1282-1289
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    • 2011
  • The rail passenger demand for the railroad operations required a short-term demand rather than a long-term demand. The rail passenger demand can be classified according to the purpose. First, the rail passenger demand will be use to the restructure of line planning on the current operating line. Second, the rail passenger demand will be use to the line planning on the new line and purchasing the train vehicles. The objective of study is to analyze the travel behavior of rail passenger for modeling of short-term demand forecasting. The scope of research is the passenger of KTX. The travel behavior was analyzed the daily trips, origin/destination trips for KTX passenger using the ANOVA and the clustering analysis. The results of analysis provide the directions of the short-term demand forecasting model.

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건축공사비지수를 이용한 건설물가 변동분석 및 공사비 실적자료 활용방안 연구 (Forecasting of building construction cost variation using BCCI and it's application)

  • 조훈희;강경인;김창덕;조문영
    • 한국건설관리학회:학술대회논문집
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    • 한국건설관리학회 2002년도 학술대회지
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    • pp.64-71
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    • 2002
  • This research developed construction cost forecasting model using Building Construction Cost Index, time series analysis and Artificial Neural Networks. By this model, we could calculate the forecasted values of construction cost precisely and efficiently. And we also could find out that the standard deviation of forecasted values is 0.375 and it is a very exact result, so the standard deviation is just 0.33 percent of 112.28, the average of Building Construction Cost Index. And it show more exact forecasting result in comparison with Time Series Analysis.

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자원 수급 및 가격 예측 -니켈 사례를 중심으로- (Resource Demand/Supply and Price Forecasting -A Case of Nickel-)

  • 정재헌
    • 한국시스템다이내믹스연구
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    • 제9권1호
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    • pp.125-141
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    • 2008
  • It is very difficult to predict future demand/supply, price for resources with acceptable accuracy using regression analysis. We try to use system dynamics to forecast the demand/supply and price for nickel. Nickel is very expensive mineral resource used for stainless production or other industrial production like battery, alloy making. Recent nickel price trend showed non-linear pattern and we anticipated the system dynamic method will catch this non-linear pattern better than the regression analysis. Our model has been calibrated for the past 6 year quarterly data (2002-2007) and tested for next 5 year quarterly data(2008-2012). The results were acceptable and showed higher accuracy than the results obtained from the regression analysis. And we ran the simulations for scenarios made by possible future changes in demand or supply related variables. This simulations implied some meaningful price change patterns.

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Using Classification function to integrate Discriminant Analysis, Logistic Regression and Backpropagation Neural Networks for Interest Rates Forecasting

  • Oh, Kyong-Joo;Ingoo Han
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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    • pp.417-426
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    • 2000
  • This study suggests integrated neural network models for Interest rate forecasting using change-point detection, classifiers, and classification functions based on structural change. The proposed model is composed of three phases with tee-staged learning. The first phase is to detect successive and appropriate structural changes in interest rare dataset. The second phase is to forecast change-point group with classifiers (discriminant analysis, logistic regression, and backpropagation neural networks) and their. combined classification functions. The fecal phase is to forecast the interest rate with backpropagation neural networks. We propose some classification functions to overcome the problems of two-staged learning that cannot measure the performance of the first learning. Subsequently, we compare the structured models with a neural network model alone and, in addition, determine which of classifiers and classification functions can perform better. This article then examines the predictability of the proposed classification functions for interest rate forecasting using structural change.

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