• 제목/요약/키워드: Long-term Time Series

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Forecasting of Iron Ore Prices using Machine Learning (머신러닝을 이용한 철광석 가격 예측에 대한 연구)

  • Lee, Woo Chang;Kim, Yang Sok;Kim, Jung Min;Lee, Choong Kwon
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.2
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    • pp.57-72
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    • 2020
  • The price of iron ore has continued to fluctuate with high demand and supply from many countries and companies. In this business environment, forecasting the price of iron ore has become important. This study developed the machine learning model forecasting the price of iron ore a one month after the trading events. The forecasting model used distributed lag model and deep learning models such as MLP (Multi-layer perceptron), RNN (Recurrent neural network) and LSTM (Long short-term memory). According to the results of comparing individual models through metrics, LSTM showed the lowest predictive error. Also, as a result of comparing the models using the ensemble technique, the distributed lag and LSTM ensemble model showed the lowest prediction.

Prediction of pollution loads in the Geum River upstream using the recurrent neural network algorithm

  • Lim, Heesung;An, Hyunuk;Kim, Haedo;Lee, Jeaju
    • Korean Journal of Agricultural Science
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    • v.46 no.1
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    • pp.67-78
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    • 2019
  • The purpose of this study was to predict the water quality using the RNN (recurrent neutral network) and LSTM (long short-term memory). These are advanced forms of machine learning algorithms that are better suited for time series learning compared to artificial neural networks; however, they have not been investigated before for water quality prediction. Three water quality indexes, the BOD (biochemical oxygen demand), COD (chemical oxygen demand), and SS (suspended solids) are predicted by the RNN and LSTM. TensorFlow, an open source library developed by Google, was used to implement the machine learning algorithm. The Okcheon observation point in the Geum River basin in the Republic of Korea was selected as the target point for the prediction of the water quality. Ten years of daily observed meteorological (daily temperature and daily wind speed) and hydrological (water level and flow discharge) data were used as the inputs, and irregularly observed water quality (BOD, COD, and SS) data were used as the learning materials. The irregularly observed water quality data were converted into daily data with the linear interpolation method. The water quality after one day was predicted by the machine learning algorithm, and it was found that a water quality prediction is possible with high accuracy compared to existing physical modeling results in the prediction of the BOD, COD, and SS, which are very non-linear. The sequence length and iteration were changed to compare the performances of the algorithms.

Prediction of Power Consumptions Based on Gated Recurrent Unit for Internet of Energy (에너지 인터넷을 위한 GRU기반 전력사용량 예측)

  • Lee, Dong-gu;Sun, Young-Ghyu;Sim, Is-sac;Hwang, Yu-Min;Kim, Sooh-wan;Kim, Jin-Young
    • Journal of IKEEE
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    • v.23 no.1
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    • pp.120-126
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    • 2019
  • Recently, accurate prediction of power consumption based on machine learning techniques in Internet of Energy (IoE) has been actively studied using the large amount of electricity data acquired from advanced metering infrastructure (AMI). In this paper, we propose a deep learning model based on Gated Recurrent Unit (GRU) as an artificial intelligence (AI) network that can effectively perform pattern recognition of time series data such as the power consumption, and analyze performance of the prediction based on real household power usage data. In the performance analysis, performance comparison between the proposed GRU-based learning model and the conventional learning model of Long Short Term Memory (LSTM) is described. In the simulation results, mean squared error (MSE), mean absolute error (MAE), forecast skill score, normalized root mean square error (RMSE), and normalized mean bias error (NMBE) are used as performance evaluation indexes, and we confirm that the performance of the prediction of the proposed GRU-based learning model is greatly improved.

Application of sequence to sequence learning based LSTM model (LSTM-s2s) for forecasting dam inflow (Sequence to Sequence based LSTM (LSTM-s2s)모형을 이용한 댐유입량 예측에 대한 연구)

  • Han, Heechan;Choi, Changhyun;Jung, Jaewon;Kim, Hung Soo
    • Journal of Korea Water Resources Association
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    • v.54 no.3
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    • pp.157-166
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    • 2021
  • Forecasting dam inflow based on high reliability is required for efficient dam operation. In this study, deep learning technique, which is one of the data-driven methods and has been used in many fields of research, was manipulated to predict the dam inflow. The Long Short-Term Memory deep learning with Sequence-to-Sequence model (LSTM-s2s), which provides high performance in predicting time-series data, was applied for forecasting inflow of Soyang River dam. Various statistical metrics or evaluation indicators, including correlation coefficient (CC), Nash-Sutcliffe efficiency coefficient (NSE), percent bias (PBIAS), and error in peak value (PE), were used to evaluate the predictive performance of the model. The result of this study presented that the LSTM-s2s model showed high accuracy in the prediction of dam inflow and also provided good performance for runoff event based runoff prediction. It was found that the deep learning based approach could be used for efficient dam operation for water resource management during wet and dry seasons.

Prediction of dam inflow based on LSTM-s2s model using luong attention (Attention 기법을 적용한 LSTM-s2s 모델 기반 댐유입량 예측 연구)

  • Lee, Jonghyeok;Choi, Suyeon;Kim, Yeonjoo
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.495-504
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    • 2022
  • With the recent development of artificial intelligence, a Long Short-Term Memory (LSTM) model that is efficient with time-series analysis is being used to increase the accuracy of predicting the inflow of dams. In this study, we predict the inflow of the Soyang River dam, using the LSTM model with the Sequence-to-Sequence (LSTM-s2s) and attention mechanism (LSTM-s2s with attention) that can further improve the LSTM performance. Hourly inflow, temperature, and precipitation data from 2013 to 2020 were used to train the model, and validate and test for evaluating the performance of the models. As a result, the LSTM-s2s with attention showed better performance than the LSTM-s2s in general as well as in predicting a peak value. Both models captured the inflow pattern during the peaks but detailed hourly variability is limitedly simulated. We conclude that the proposed LSTM-s2s with attention can improve inflow forecasting despite its limits in hourly prediction.

Performance of Exercise Posture Correction System Based on Deep Learning (딥러닝 기반 운동 자세 교정 시스템의 성능)

  • Hwang, Byungsun;Kim, Jeongho;Lee, Ye-Ram;Kyeong, Chanuk;Seon, Joonho;Sun, Young-Ghyu;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.5
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    • pp.177-183
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    • 2022
  • Recently, interesting of home training is getting bigger due to COVID-19. Accordingly, research on applying HAR(human activity recognition) technology to home training has been conducted. However, existing paper of HAR proposed static activity instead of dynamic activity. In this paper, the deep learning model where dynamic exercise posture can be analyzed and the accuracy of the user's exercise posture can be shown is proposed. Fitness images of AI-hub are analyzed by blaze pose. The experiment is compared with three types of deep learning model: RNN(recurrent neural network), LSTM(long short-term memory), CNN(convolution neural network). In simulation results, it was shown that the f1-score of RNN, LSTM and CNN is 0.49, 0.87 and 0.98, respectively. It was confirmed that CNN is more suitable for human activity recognition than other models from simulation results. More exercise postures can be analyzed using a variety learning data.

Understanding the Association Between Cryptocurrency Price Predictive Performance and Input Features (암호화폐 종가 예측 성능과 입력 변수 간의 연관성 분석)

  • Park, Jaehyun;Seo, Yeong-Seok
    • KIPS Transactions on Software and Data Engineering
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    • v.11 no.1
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    • pp.19-28
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    • 2022
  • Recently, cryptocurrency has attracted much attention, and price prediction studies of cryptocurrency have been actively conducted. Especially, efforts to improve the prediction performance by applying the deep learning model are continuing. LSTM (Long Short-Term Memory) model, which shows high performance in time series data among deep learning models, is applied in various views. However, it shows low performance in cryptocurrency price data with high volatility. Although, to solve this problem, new input features were found and study was conducted using them, there is a lack of study on input features that drop predictive performance. Thus, in this paper, we collect the recent trends of six cryptocurrencies including Bitcoin and Ethereum and analyze effects of input features on the cryptocurrency price predictive performance through statistics and deep learning. The results of the experiment showed that cryptocurrency price predictive performance the best when open price, high price, low price, volume and price were combined except for rate of closing price fluctuation.

Hand Expression Recognition for Virtual Blackboard (가상 칠판을 위한 손 표현 인식)

  • Heo, Gyeongyong;Kim, Myungja;Song, Bok Deuk;Shin, Bumjoo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.12
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    • pp.1770-1776
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    • 2021
  • For hand expression recognition, hand pose recognition based on the static shape of the hand and hand gesture recognition based on hand movement are used together. In this paper, we proposed a hand expression recognition method that recognizes symbols based on the trajectory of a hand movement on a virtual blackboard. In order to recognize a sign drawn by hand on a virtual blackboard, not only a method of recognizing a sign from a hand movement, but also hand pose recognition for finding the start and end of data input is also required. In this paper, MediaPipe was used to recognize hand pose, and LSTM(Long Short Term Memory), a type of recurrent neural network, was used to recognize hand gesture from time series data. To verify the effectiveness of the proposed method, it was applied to the recognition of numbers written on a virtual blackboard, and a recognition rate of about 94% was obtained.

Nonlinear creep model based on shear creep test of granite

  • Hu, Bin;Wei, Er-Jian;Li, Jing;Zhu, Xin;Tian, Kun-Yun;Cui, Kai
    • Geomechanics and Engineering
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    • v.27 no.5
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    • pp.527-535
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    • 2021
  • The creep characteristics of rock is of great significance for the study of long-term stability of engineering, so it is necessary to carry out indoor creep test and creep model of rock. First of all, in different water-bearing state and different positive pressure conditions, the granite is graded loaded to conduct indoor shear creep test. Through the test, the shear creep characteristics of granite are obtained. According to the test results, the stress-strain isochronous curve is obtained, and then the long-term strength of granite under different conditions is determined. Then, the fractional-order calculus software element is introduced, and it is connected in series with the spring element and the nonlinear viscoplastic body considering the creep acceleration start time to form a nonlinear viscoplastic creep model with fewer elements and fewer parameters. Finally, based on the shear creep test data of granite, using the nonlinear curve fitting of Origin software and Levenberg-Marquardt optimization algorithm, the parameter fitting and comparative analysis of the nonlinear creep model are carried out. The results show that the test data and the model curve have a high degree of fitting, which further explains the rationality and applicability of the established nonlinear visco-elastoplastic creep model. The research in this paper can provide certain reference significance and reference value for the study of nonlinear creep model of rock in the future.

Development of a Stochastic Snow Depth Prediction Model Using a Bayesian Deep Learning Method (베이지안 딥러닝 기법을 이용한 확률적 적설심 예측 모델 개발)

  • Jeong, Youngjoon;Lee, Sang-ik;Lee, Jonghyuk;Seo, Byunghun;Kim, Dongsu;Seo, Yejin;Choi, Won
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.6
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    • pp.35-41
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    • 2022
  • Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.