• 제목/요약/키워드: Long-term Time Series

검색결과 581건 처리시간 0.024초

ProphetNet 모델을 활용한 시계열 데이터의 열화 패턴 기반 Health Index 연구 (A Study on the Health Index Based on Degradation Patterns in Time Series Data Using ProphetNet Model)

  • 원선주;김용수
    • 산업경영시스템학회지
    • /
    • 제46권3호
    • /
    • pp.123-138
    • /
    • 2023
  • The Fourth Industrial Revolution and sensor technology have led to increased utilization of sensor data. In our modern society, data complexity is rising, and the extraction of valuable information has become crucial with the rapid changes in information technology (IT). Recurrent neural networks (RNN) and long short-term memory (LSTM) models have shown remarkable performance in natural language processing (NLP) and time series prediction. Consequently, there is a strong expectation that models excelling in NLP will also excel in time series prediction. However, current research on Transformer models for time series prediction remains limited. Traditional RNN and LSTM models have demonstrated superior performance compared to Transformers in big data analysis. Nevertheless, with continuous advancements in Transformer models, such as GPT-2 (Generative Pre-trained Transformer 2) and ProphetNet, they have gained attention in the field of time series prediction. This study aims to evaluate the classification performance and interval prediction of remaining useful life (RUL) using an advanced Transformer model. The performance of each model will be utilized to establish a health index (HI) for cutting blades, enabling real-time monitoring of machine health. The results are expected to provide valuable insights for machine monitoring, evaluation, and management, confirming the effectiveness of advanced Transformer models in time series analysis when applied in industrial settings.

굴 산지시장의 위판량과 가격관계 (The Volume and Price Relationship of the Oyster Market in Producing Area)

  • 강석규
    • 수산경영론집
    • /
    • 제32권1호
    • /
    • pp.1-14
    • /
    • 2001
  • The research on the price-volume relation in the market is very important because it examines into regular phenomenon revealed by market participants including producers and middlemen. The purpose of this study is to investigate the relationship between price and trading volume in the oyster producing market. In order to accomplish the purpose of this study, the contents of empirical analysis include the time series properties of price and trading volume, the short-term and long-term relationships between price and trading volume, and the determinants of trading volume. The data used in this study correspond to daily price and trading volume covering the time period from January 1998 to April 2001. The empirical results can be summarized as follows : First, price and trading volume follow random walks and they are integrated of order 1. The first difference is necessary for satisfying the stationary conditions. Second, price and trading volume are cointegrated. This long-run relationship is stronger from trading volume to price. Third, error correction model suggests that feedback effect exists in the long-run and that price tends to lead trading volume by about five days in the short run, that is, to be required period by digging, conveying, and peeling oystershell for selling oyster. Fourth, price and price volatility is a determinant of trading volume. In particular, trading volume is a negative function of price. It is believed that the conclusion drawn from this study would provide a useful standard for the policy makers in charge of reducing the oyster price volatility risk caused by trading volume(selling quantities).

  • PDF

철도 건널목 사고의 발생빈도 특성분석 연구 (Analysis of the Characteristic of Railroad(level-crossing) Accident Frequency)

  • 박준태;강팔문;박성호
    • 한국안전학회지
    • /
    • 제29권2호
    • /
    • pp.76-81
    • /
    • 2014
  • Railroad traffic accident consists of train accident, level-crossing accident, traffic death and injury accident caused by train or vehicle, and it is showing a continuous downward trend over a long period of time. As a result of the frequency comparison of train accidents and level-crossing accidents using the railway accident statistics data of Railway Industry Information Center, the share of train accident is over 90% in the 1990s and 80% in the 2000s more than the one of level-crossing accidents. In this study, we investigated time series characteristic and short-term prediction of railroad crossing, as well as seasonal characteristic. The analysis data has been accumulated over the past 20 years by using the frequency data of level-crossing accident, and was used as a frequency data per month and year. As a result of the analysis, the frequency of accident has the characteristics of the seasonal occurrence, and it doesn't show the significant decreasing trend in a short-term.

The Impact of Monetary Policy on Household Debt in China

  • CANAKCI, Mehmet
    • The Journal of Asian Finance, Economics and Business
    • /
    • 제8권4호
    • /
    • pp.653-663
    • /
    • 2021
  • There has been a massive increase in household debt in China, especially in the last five of years. Learning from past experiences, the country needs careful forecasting that may help to form new policies or make amendments to the existing ones. This research paper aims to highlight the impact of the monetary policy on household debt in China. The study covers the time period from 1996 to 2020 The study employs a cointegration test, Autoregressive Distributed Lag Bound Test (ARDL) approach, a Augmented Dicky Fuller (ADF) and PP test (PMG) and time series data. The findings suggest on a quantitative analysis using a time-series model in which gdp per capita and interest rate has a positive impact on household debt whereas, cpi doesn't have significant impact. In a short-term variables relationship, household debt responds more to an increase in income than in the long-term. Also, the impact of interest rate changes on household debt is lower than income in the short run.The research suggests that there should be some restrictions on household debt and consumer financing provided to citizens and for this, appropriate leverage measures should be taken in order for the central bank to sustain robust macroeconomic conditions.

점토에서 수용성 유기물의 투수특성에 대한 연구 (A Study on the Permeability Characteristics of Water-soluble Organic Permeant in Clay)

  • 정종홍;장병욱;박영곤;우철웅
    • 한국농공학회지
    • /
    • 제39권6호
    • /
    • pp.80-87
    • /
    • 1997
  • A series of tests was performed to determine a threshold concentration of water-soluble organic permeant(ethanol) for permeability to be increased in clay and to estimate long-term permeability behaviors, effects of overburden pressure and compaction conditions on permeability in clay. Results of study are as follows ; 1. A threshold concentration of water-soluble organic permeant(ethanol) in clay was about 7O~8O% and its dielectric constant was 40, and dielectric constant seems to be closely related with absolute permeability. 2. Permeability of long-term tests was more or less larger than that of short-term tests. 3. Overburden pressures applied for a long time elapsed have little effects on the restriction of permeability increase. 4. Since water content has no effects of compaction capability when it is compacted with OMC or wet side of OMC, its permeability is to be estimated as same level of dry side of OMC. 5. Clays matured in the humid chamber are increased in permeability 2 times larger than unmatured ones. Thixotropy, therefore, should be considered in the design procedures because field conditions of construction would be quite similar to this..

  • PDF

Optimize rainfall prediction utilize multivariate time series, seasonal adjustment and Stacked Long short term memory

  • Nguyen, Thi Huong;Kwon, Yoon Jeong;Yoo, Je-Ho;Kwon, Hyun-Han
    • 한국수자원학회:학술대회논문집
    • /
    • 한국수자원학회 2021년도 학술발표회
    • /
    • pp.373-373
    • /
    • 2021
  • Rainfall forecasting is an important issue that is applied in many areas, such as agriculture, flood warning, and water resources management. In this context, this study proposed a statistical and machine learning-based forecasting model for monthly rainfall. The Bayesian Gaussian process was chosen to optimize the hyperparameters of the Stacked Long Short-term memory (SLSTM) model. The proposed SLSTM model was applied for predicting monthly precipitation of Seoul station, South Korea. Data were retrieved from the Korea Meteorological Administration (KMA) in the period between 1960 and 2019. Four schemes were examined in this study: (i) prediction with only rainfall; (ii) with deseasonalized rainfall; (iii) with rainfall and minimum temperature; (iv) with deseasonalized rainfall and minimum temperature. The error of predicted rainfall based on the root mean squared error (RMSE), 16-17 mm, is relatively small compared with the average monthly rainfall at Seoul station is 117mm. The results showed scheme (iv) gives the best prediction result. Therefore, this approach is more straightforward than the hydrological and hydraulic models, which request much more input data. The result indicated that a deep learning network could be applied successfully in the hydrology field. Overall, the proposed method is promising, given a good solution for rainfall prediction.

  • PDF

Automated structural modal analysis method using long short-term memory network

  • Jaehyung Park;Jongwon Jung;Seunghee Park;Hyungchul Yoon
    • Smart Structures and Systems
    • /
    • 제31권1호
    • /
    • pp.45-56
    • /
    • 2023
  • Vibration-based structural health monitoring is used to ensure the safety of structures by installing sensors in structures. The peak picking method, one of the applications of vibration-based structural health monitoring, is a method that analyze the dynamic characteristics of a structure using the peaks of the frequency response function. However, the results may vary depending on the person predicting the peak point; further, the method does not predict the exact peak point in the presence of noise. To overcome the limitations of the existing peak picking methods, this study proposes a new method to automate the modal analysis process by utilizing long short-term memory, a type of recurrent neural network. The method proposed in this study uses the time series data of the frequency response function directly as the input of the LSTM network. In addition, the proposed method improved the accuracy by using the phase as well as amplitude information of the frequency response function. Simulation experiments and lab-scale model experiments are performed to verify the performance of the LSTM network developed in this study. The result reported a modal assurance criterion of 0.8107, and it is expected that the dynamic characteristics of a civil structure can be predicted with high accuracy using data without experts.

SOM과 LSTM을 활용한 지역기반의 부동산 가격 예측 (Real Estate Price Forecasting by Exploiting the Regional Analysis Based on SOM and LSTM)

  • 신은경;김은미;홍태호
    • 한국정보시스템학회지:정보시스템연구
    • /
    • 제30권2호
    • /
    • pp.147-163
    • /
    • 2021
  • Purpose The study aims to predict real estate prices by utilizing regional characteristics. Since real estate has the characteristic of immobility, the characteristics of a region have a great influence on the price of real estate. In addition, real estate prices are closely related to economic development and are a major concern for policy makers and investors. Accurate house price forecasting is necessary to prepare for the impact of house price fluctuations. To improve the performance of our predictive models, we applied LSTM, a widely used deep learning technique for predicting time series data. Design/methodology/approach This study used time series data on real estate prices provided by the Ministry of Land, Infrastructure and Transport. For time series data preprocessing, HP filters were applied to decompose trends and SOM was used to cluster regions with similar price directions. To build a real estate price prediction model, SVR and LSTM were applied, and the prices of regions classified into similar clusters by SOM were used as input variables. Findings The clustering results showed that the region of the same cluster was geographically close, and it was possible to confirm the characteristics of being classified as the same cluster even if there was a price level and a similar industry group. As a result of predicting real estate prices in 1, 2, and 3 months, LSTM showed better predictive performance than SVR, and LSTM showed better predictive performance in long-term forecasting 3 months later than in 1-month short-term forecasting.

시계열 기계학습을 이용한 한반도 남해 해수면 온도 예측 및 고수온 탐지 (Prediction of Sea Surface Temperature and Detection of Ocean Heat Wave in the South Sea of Korea Using Time-series Deep-learning Approaches)

  • 정시훈;김영준;박수민;임정호
    • 대한원격탐사학회지
    • /
    • 제36권5_3호
    • /
    • pp.1077-1093
    • /
    • 2020
  • 해수면 온도는 전 세계 해양, 기상 현상에 영향을 주고 해양 환경 변화와 생물에게 영향을 주는 중요한 요소이다. 특히, 우리나라 남해안을 비롯한 연안 지역의 경우 어업 및 양식업 등의 수산업이 많이 발달하여, 매년 고수온 현상으로 인한 사회·경제적 피해가 발생하고 있다. 따라서 위성 자료와 같은 광범위한 지역을 감시할 수 있는 자료를 활용한 해수면 온도 및 공간적 분포의 예측기술 개발을 통하여 피해를 예방할 수 있는 시스템을 구축할 필요가 있다. 해수면 온도 예측은 기존의 수치 모델을 통해서 예측을 진행하였지만, 다수의 역학적 요인들을 사용하여 예측 결과 산출 시 복잡함이 존재한다. 최근 기계학습 및 딥러닝 기법이 발달함에 따라 해양 분야의 예측에 적용하는 연구가 진행되고 있다. 본 연구는 그 중 시·공간적인 일관성 및 정확도가 높은 장단기 기억(Long Short Term Memory, LSTM)과 합성곱 장단기 기억(Convolutional Long Short Term Memory, ConvLSTM) 딥러닝 기법을 사용하여 남해지역의 해수면온도 예측 및 2017년부터 2019년까지의 고수온 발생 건에 대해서 예측 결과의 공간 분포와 공간 분포와 예측 가능성에 대해 분석을 하였다. 1일 예측 모델의 정확도는 RMSE 기준으로 ConvLSTM(전체: 0.33℃, 봄: 0.34℃, 여름: 0.27℃, 가을: 0.32℃, 겨울: 0.36℃)이 LSTM 기반의 예측 모델(전체: 0.40℃, 봄: 0.40℃, 여름: 0.48℃, 가을: 0.39℃, 겨울: 0.34℃)보다 우수한 성능을 보였다. 2017년 고수온 발생 사례에 대해 해수면 온도 예측과 고수온 탐지 성능에서 ConvLSTM은 5일까지 경보를 탐지하였지만, LSTM의 경우 2일 예측 이후 해수면 온도를 과소 추정하는 경향이 커짐에 따라 탐지하지 못하였다. 시공간적인 해수면 온도 예측 시 ConvLSTM이 LSTM에 비해 적절한 모델로 판단된다.

EMD-CNN-LSTM을 이용한 하이브리드 방식의 리튬 이온 배터리 잔여 수명 예측 (Remaining Useful Life Prediction for Litium-Ion Batteries Using EMD-CNN-LSTM Hybrid Method)

  • 임제영;김동환;노태원;이병국
    • 전력전자학회논문지
    • /
    • 제27권1호
    • /
    • pp.48-55
    • /
    • 2022
  • This paper proposes a battery remaining useful life (RUL) prediction method using a deep learning-based EMD-CNN-LSTM hybrid method. The proposed method pre-processes capacity data by applying empirical mode decomposition (EMD) and predicts the remaining useful life using CNN-LSTM. CNN-LSTM is a hybrid method that combines convolution neural network (CNN), which analyzes spatial features, and long short term memory (LSTM), which is a deep learning technique that processes time series data analysis. The performance of the proposed remaining useful life prediction method is verified using the battery aging experiment data provided by the NASA Ames Prognostics Center of Excellence and shows higher accuracy than does the conventional method.