• Title/Summary/Keyword: Hybrid Models

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트렌드와 계절성을 가진 시계열에 대한 순수 모형과 하이브리드 모형의 비교 연구 (Comparison Studies of Hybrid and Non-hybrid Forecasting Models for Seasonal and Trend Time Series Data)

  • 정철우;김명석
    • 지능정보연구
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    • 제19권1호
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    • pp.1-17
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    • 2013
  • 본 연구에서는 시계열 예측을 위해 선형 모형과 비선형 모형의 하이브리드 모형 및 순수 모형의 성과를 비교 평가하였다. 이를 위해 5가지 서로 다른 패턴을 가지는 데이터를 생성하여 시뮬레이션을 진행하였다. 본 연구에서 고려한 선형 모형은 AR(autoregressive model)과 SARIMA(seasonal autoregressive integrated moving average model)이고 비선형 모형은 인공신경망(artificial neural networks model)과 GAM(generalized additive model)이다. 특히, GAM은 여러 장점에도 불구하고 시계열 예측을 위한 비선형 모형으로 기존 연구들에서는 거의 쓰이지 않았던 모형이다. 시뮬레이션 결과, seasonality를 가지는 시계열에 대해서는 AR 및 AR-AR 모형이, trend를 가지는 시계열에 대해서는 SARIMA 및 SARIMA와 다른 모형의 하이브리드 모형이 다른 모형에 비해 높은 성과를 보였다. 한편, 인공신경망과 GAM을 비교하면, 트렌드와 계절성이 더해진 시계열에 대해 SARIMA와 GAM의 하이브리드 모형이 거의 모든 노이즈(noise) 수준에 대해 높은 성과를 보인 반면, 노이즈 수준이 미미한 경우에 한해 SARIMA와 인공신경망의 하이브리드 모형이 높은 성과를 보였다.

직접 분사식 가솔린 기관 인젝터의 분무 미립화 특성에 대한 해석 및 실험적 연구 (Numerical and Experimental Study on Spray Atomization Characteristics of GDI Injector)

  • 이창식;류열;김형준;박성욱
    • 한국분무공학회지
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    • 제7권3호
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    • pp.1-6
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    • 2002
  • In this study numerical and experimental study on the spray atomization characteristics of a GDI injector is performed. To carry out numerical analysis, four hybrid models that are composed of conical sheet disintegration model, LISA model, DDB model, and RT model are used. The experimental results to evaluate the prediction accuracy of hybrid models are obtained by using phase Doppler particle analyzer and spray visualization system. It is shown that the prediction accuracy of hybrid model concerning spray developing process and spray tip penetration is good for all hybrid models, but the hybrid breakup models show different prediction of accuracy in the case of local radial SMD distribution.

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하이브리드 정보 환경에서의 정보서비스 (Information Services in Hybrid Information Environments)

    • 한국도서관정보학회지
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    • 제32권1호
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    • pp.309-328
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    • 2001
  • The purpose of this study is to survey various digital library models that form basic concept of the hybrid information services and to suggest the needs of hybrid information services in digital environments as previous stage towards a building of generic information model appropriate to hybrid information environments. This study deals with the change of information service environments and information services of traditional and digital environments, Also addressed are relationships between digital library and information services. Finally. this study suggest the needs of hybrid information services in digital environments and survey various digital library models that form basic concept of the digital library models.

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Bankruptcy predictions for Korea medium-sized firms using neural networks and case based reasoning

  • Han, Ingoo;Park, Cheolsoo;Kim, Chulhong
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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    • pp.203-206
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    • 1996
  • Prediction of firm bankruptcy have been extensively studied in accounting, as all stockholders in a firm have a vested interest in monitoring its financial performance. The objective of this paper is to develop the hybrid models for bankruptcy prediction. The proposed hybrid models are two phase. Phase one are (a) DA-assisted neural network, (b) Logit-assisted neural network, and (c) Genetic-assisted neural network. And, phase two are (a) DA-assisted Case based reasoning, and (b) Genetic-assisted Case based reasoning. In the variables selection, We are focusing on three alternative methods - linear discriminant analysis, logit analysis and genetic algorithms - that can be used empirically select predictors for hybrid model in bankruptcy prediction. Empirical results using Korean medium-sized firms data show that hybrid models are very promising neural network models and case based reasoning for bankruptcy prediction in terms of predictive accuracy and adaptability.

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복합형 유역모델 STREAM의 개발(I): 모델 구조 및 이론 (Development of a Hybrid Watershed Model STREAM: Model Structures and Theories)

  • 조홍래;정의상;구본경
    • 한국물환경학회지
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    • 제31권5호
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    • pp.491-506
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    • 2015
  • Distributed models represent watersheds using a network of numerous, uniform calculation units to provide spatially detailed and consistent evaluations across the watershed. However, these models have a disadvantage in general requiring a high computing cost. Semi-distributed models, on the other hand, delineate watersheds using a simplified network of non-uniform calculation units requiring a much lower computing cost than distributed models. Employing a simplified network of non-uniform units, however, semi-distributed models cannot but have limitations in spatially-consistent simulations of hydrogeochemical processes and are often not favoured for such a task as identifying critical source areas within a watershed. Aiming to overcome these shortcomings of both groups of models, a hybrid watershed model STREAM (Spatio-Temporal River-basin Ecohydrology Analysis Model) was developed in this study. Like a distributed model, STREAM divides a watershed into square grid cells of a same size each of which may have a different set of hydrogeochemical parameters reflecting the spatial heterogeneity. Like many semi-distributed models, STREAM groups individual cells of similar hydrogeochemical properties into representative cells for which real computations of the model are carried out. With this hybrid structure, STREAM requires a relatively small computational cost although it still keeps the critical advantage of distributed models.

Assessment of Wind Power Prediction Using Hybrid Method and Comparison with Different Models

  • Eissa, Mohammed;Yu, Jilai;Wang, Songyan;Liu, Peng
    • Journal of Electrical Engineering and Technology
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    • 제13권3호
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    • pp.1089-1098
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    • 2018
  • This study aims at developing and applying a hybrid model to the wind power prediction (WPP). The hybrid model for a very-short-term WPP (VSTWPP) is achieved through analytical data, multiple linear regressions and least square methods (MLR&LS). The data used in our hybrid model are based on the historical records of wind power from an offshore region. In this model, the WPP is achieved in four steps: 1) transforming historical data into ratios; 2) predicting the wind power using the ratios; 3) predicting rectification ratios by the total wind power; 4) predicting the wind power using the proposed rectification method. The proposed method includes one-step and multi-step predictions. The WPP is tested by applying different models, such as the autoregressive moving average (ARMA), support vector machine (SVM), and artificial neural network (ANN). The results of all these models confirmed the validity of the proposed hybrid model in terms of error as well as its effectiveness. Furthermore, forecasting errors are compared to depict a highly variable WPP, and the correlations between the actual and predicted wind powers are shown. Simulations are carried out to definitely prove the feasibility and excellent performance of the proposed method for the VSTWPP versus that of the SVM, ANN and ARMA models.

Numerical and Experimental Analysis of Spray Atomization Characteristics of a GDI Injector

  • Park, Sung-Wook;Kim, Hyung-Jun;Lee, Chang-Sik
    • Journal of Mechanical Science and Technology
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    • 제17권3호
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    • pp.449-456
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    • 2003
  • In this study, numerical and experimental analysis on the spray atomization characteristics of a GDI injector is performed. For numerical approach, four hybrid models that are composed of primary and secondary breakup model are considered. Concerning the primary breakup, a conical sheet disintegration model and LISA model are used. The secondary breakup models are made based on the DDB model and RT model. The global spray behavior is also visualized by the shadowgraph technique and local Sauter mean diameter and axial mean velocity are measured by using phase Doppler particle analyzer Based on the comparison of numerical and experimental results, it is shown that good agreement is obtained in terms of spray developing process and spray tip penetration at the all hybrid models. However, the hybrid breakup models show different prediction of accuracy in the cases of local SMD and the spatial distribution of breakup.

An Empirical Analysis of Sino-Russia Foreign Trade Turnover Time Series: Based on EMD-LSTM Model

  • GUO, Jian;WU, Kai Kun;YE, Lyu;CHENG, Shi Chao;LIU, Wen Jing;YANG, Jing Ying
    • The Journal of Asian Finance, Economics and Business
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    • 제9권10호
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    • pp.159-168
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    • 2022
  • The time series of foreign trade turnover is complex and variable and contains linear and nonlinear information. This paper proposes preprocessing the dataset by the EMD algorithm and combining the linear prediction advantage of the SARIMA model with the nonlinear prediction advantage of the EMD-LSTM model to construct the SARIMA-EMD-LSTM hybrid model by the weight assignment method. The forecast performance of the single models is compared with that of the hybrid models by using MAPE and RMSE metrics. Furthermore, it is confirmed that the weight assignment approach can benefit from the hybrid models. The results show that the SARIMA model can capture the fluctuation pattern of the time series, but it cannot effectively predict the sudden drop in foreign trade turnover caused by special reasons and has the lowest accuracy in long-term forecasting. The EMD-LSTM model successfully resolves the hysteresis phenomenon and has the highest forecast accuracy of all models, with a MAPE of 7.4304%. Therefore, it can be effectively used to forecast the Sino-Russia foreign trade turnover time series post-epidemic. Hybrid models cannot take advantage of SARIMA linear and LSTM nonlinear forecasting, so weight assignment is not the best method to construct hybrid models.

Separation-hybrid models for simulating nonstationary stochastic turbulent wind fields

  • Long Yan;Zhangjun Liu;Xinxin Ruan;Bohang Xu
    • Wind and Structures
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    • 제38권1호
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    • pp.1-13
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    • 2024
  • In order to effectively simulate nonstationary stochastic turbulent wind fields, four separation hybrid (SEP-H) models are proposed in the present study. Based on the assumption that the lateral turbulence component at one single-point is uncorrelated with the longitudinal and vertical turbulence components, the fluctuating wind is separated into 2nV-1D and nV1D nonstationary stochastic vector processes. The first process can be expressed as double proper orthogonal decomposition (DPOD) or proper orthogonal decomposition and spectral representation method (POD-SRM), and the second process can be expressed as POD or SRM. On this basis, four SEP-H models of nonstationary stochastic turbulent wind fields are developed. In addition, the orthogonal random variables in the SEP-H models are presented as random orthogonal functions of elementary random variables. Meanwhile, the number theoretical method (NTM) is conveniently adopted to select representative points set of the elementary random variables. The POD-FFT (Fast Fourier transform) technique is introduced in frequency to give full play to the computational efficiency of the SEP-H models. Finally, taking a long-span bridge as the engineering background, the SEP-H models are compared with the dimension-reduction DPOD (DR-DPOD) model to verify the effectiveness and superiority of the proposed models.

뉴로 유전자 결합모형을 이용한 상수도 1일 급수량 예측 (Prediction of Daily Water Supply Using Neuro Genetic Hybrid Model)

  • 이경훈;강일환;문병석;박진금
    • 환경영향평가
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    • 제14권4호
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    • pp.157-164
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    • 2005
  • Existing models that predict of Daily water supply include statistical models and neural network model. The neural network model was more effective than the statistical models. Only neural network model, which predict of Daily water supply, is focused on estimation of the operational control. Neural network model takes long learning time and gets into local minimum. This study proposes Neuro Genetic hybrid model which a combination of genetic algorithm and neural network. Hybrid model makes up for neural network's shortcomings. In this study, the amount of supply, the mean temperature and the population of the area supplied with water are use for neural network's learning patterns for prediction. RMSE(Root Mean Square Error) is used for a MOE(Measure Of Effectiveness). The comparison of the two models showed that the predicting capability of Hybrid model is more effective than that of neural network model. The proposed hybrid model is able to predict of Daily water, thus it can apply real time estimation of operational control of water works and water drain pipes. Proposed models include accidental cases such as a suspension of water supply. The maximum error rate between the estimation of the model and the actual measurement was 11.81% and the average error was lower than 1.76%. The model is expected to be a real-time estimation of the operational control of water works and water/drain pipes.