• Title/Summary/Keyword: MAPE

Search Result 257, Processing Time 0.022 seconds

Forecasting Baltic Dry Index by Implementing Time-Series Decomposition and Data Augmentation Techniques (시계열 분해 및 데이터 증강 기법 활용 건화물운임지수 예측)

  • Han, Min Soo;Yu, Song Jin
    • Journal of Korean Society for Quality Management
    • /
    • v.50 no.4
    • /
    • pp.701-716
    • /
    • 2022
  • Purpose: This study aims to predict the dry cargo transportation market economy. The subject of this study is the BDI (Baltic Dry Index) time-series, an index representing the dry cargo transport market. Methods: In order to increase the accuracy of the BDI time-series, we have pre-processed the original time-series via time-series decomposition and data augmentation techniques and have used them for ANN learning. The ANN algorithms used are Multi-Layer Perceptron (MLP), Recurrent Neural Network (RNN), and Long Short-Term Memory (LSTM) to compare and analyze the case of learning and predicting by applying time-series decomposition and data augmentation techniques. The forecast period aims to make short-term predictions at the time of t+1. The period to be studied is from '22. 01. 07 to '22. 08. 26. Results: Only for the case of the MAPE (Mean Absolute Percentage Error) indicator, all ANN models used in the research has resulted in higher accuracy (1.422% on average) in multivariate prediction. Although it is not a remarkable improvement in prediction accuracy compared to uni-variate prediction results, it can be said that the improvement in ANN prediction performance has been achieved by utilizing time-series decomposition and data augmentation techniques that were significant and targeted throughout this study. Conclusion: Nevertheless, due to the nature of ANN, additional performance improvements can be expected according to the adjustment of the hyper-parameter. Therefore, it is necessary to try various applications of multiple learning algorithms and ANN optimization techniques. Such an approach would help solve problems with a small number of available data, such as the rapidly changing business environment or the current shipping market.

A Comparison of Predictive Power among Forecasting Models of Monthly Frozen Mackerel Consumer Price Models (냉동 고등어 소비자가격 모형 간 예측력 비교)

  • Jeong, Min-Gyeong;Nam, Jong-Oh
    • The Journal of Fisheries Business Administration
    • /
    • v.52 no.4
    • /
    • pp.13-28
    • /
    • 2021
  • The purpose of this study is to compare short-term price predictive power among ARMA ARMAX and VAR forecasting models based on the MDM test using monthly consumer price data of frozen mackerel. This study also aims to help policymakers and economic actors make reasonable choices in the market on monthly consumer price of frozen mackerel. To analyze this study, the frozen wholesale prices and new consumer prices were used as variables while the price time series data were used from December 2013 to July 2021. Through the unit root test, it was confirmed that the time series variables employed in the models were stable while the level variables were used for analysis. As a result of conducting information standards and Granger causality tests, it was found that the wholesale prices and fresh consumer prices from the previous month have affected the frozen consumer prices. Then, the model with the highest predictive power was selected by RMSE, RMSPE, MAE, MAPE, and Theil's inequality coefficient criteria where the predictive power was compared by the MDM test in order to examine which model is superior. As a result of the analysis, ARMAX(1,1) with the frozen wholesale, ARMAX(1,1) with the fresh consumer model and VAR model were selected. Through the five criteria and MDM tests, the VAR model was selected as the superior model in predicting the monthly consumer price of frozen mackerel.

Soft computing based mathematical models for improved prediction of rock brittleness index

  • Abiodun I. Lawal;Minju Kim;Sangki Kwon
    • Geomechanics and Engineering
    • /
    • v.33 no.3
    • /
    • pp.279-289
    • /
    • 2023
  • Brittleness index (BI) is an important property of rocks because it is a good index to predict rockburst. Due to its importance, several empirical and soft computing (SC) models have been proposed in the literature based on the punch penetration test (PPT) results. These models are very important as there is no clear-cut experimental means for measuring BI asides the PPT which is very costly and time consuming to perform. This study used a novel Multivariate Adaptive regression spline (MARS), M5P, and white-box ANN to predict the BI of rocks using the available data in the literature for an improved BI prediction. The rock density, uniaxial compressive strength (σc) and tensile strength (σt) were used as the input parameters into the models while the BI was the targeted output. The models were implemented in the MATLAB software. The results of the proposed models were compared with those from existing multilinear regression, linear and nonlinear particle swarm optimization (PSO) and genetic algorithm (GA) based models using similar datasets. The coefficient of determination (R2), adjusted R2 (Adj R2), root-mean squared error (RMSE) and mean absolute percentage error (MAPE) were the indices used for the comparison. The outcomes of the comparison revealed that the proposed ANN and MARS models performed better than the other models with R2 and Adj R2 values above 0.9 and least error values while the M5P gave similar performance to those of the existing models. Weight partitioning method was also used to examine the percentage contribution of model predictors to the predicted BI and tensile strength was found to have the highest influence on the predicted BI.

Estimation of Individual Vehicle Speed Using Single Sensor Configurations (단일 센서(Single Sensor)를 활용한 차량속도 추정에 관한 연구)

  • Oh, Ju-Sam;Kim, Jong-Hoon
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.26 no.3D
    • /
    • pp.461-467
    • /
    • 2006
  • To detect individual vehicular speed, double loop detection technique has been widely used. This paper investigates four methodologies to measure individual speed using only a single loop sensor in a traveling lane. Two methods developed earlier include estimating the speed by means of (Case 1) the slop of inductance wave form generated by the sensor and (Case 2) the average vehicle lengths. Two other methods are newly developed through this study, which are estimations by measuring (Case 3) the mean of wheelbases using the sensor installed traversal to the traveling lane and (Case 4) the mean of wheel tracks by the sensor installed diagonally to the traveling lane. These four methodologies were field-tested and their accuracy of speed output was compared statistically. This study used Equality Coefficient and Mean Absolute Percentage Error for the assessment. It was found that the method (Case 1) was best accurate, followed by method (Case 4), (Case 2), and (Case 3).

Ensembles of neural network with stochastic optimization algorithms in predicting concrete tensile strength

  • Hu, Juan;Dong, Fenghui;Qiu, Yiqi;Xi, Lei;Majdi, Ali;Ali, H. Elhosiny
    • Steel and Composite Structures
    • /
    • v.45 no.2
    • /
    • pp.205-218
    • /
    • 2022
  • Proper calculation of splitting tensile strength (STS) of concrete has been a crucial task, due to the wide use of concrete in the construction sector. Following many recent studies that have proposed various predictive models for this aim, this study suggests and tests the functionality of three hybrid models in predicting the STS from the characteristics of the mixture components including cement compressive strength, cement tensile strength, curing age, the maximum size of the crushed stone, stone powder content, sand fine modulus, water to binder ratio, and the ratio of sand. A multi-layer perceptron (MLP) neural network incorporates invasive weed optimization (IWO), cuttlefish optimization algorithm (CFOA), and electrostatic discharge algorithm (ESDA) which are among the newest optimization techniques. A dataset from the earlier literature is used for exploring and extrapolating the STS behavior. The results acquired from several accuracy criteria demonstrated a nice learning capability for all three hybrid models viz. IWO-MLP, CFOA-MLP, and ESDA-MLP. Also in the prediction phase, the prediction products were in a promising agreement (above 88%) with experimental results. However, a comparative look revealed the ESDA-MLP as the most accurate predictor. Considering mean absolute percentage error (MAPE) index, the error of ESDA-MLP was 9.05%, while the corresponding value for IWO-MLP and CFOA-MLP was 9.17 and 13.97%, respectively. Since the combination of MLP and ESDA can be an effective tool for optimizing the concrete mixture toward a desirable STS, the last part of this study is dedicated to extracting a predictive formula from this model.

EDNN based prediction of strength and durability properties of HPC using fibres & copper slag

  • Gupta, Mohit;Raj, Ritu;Sahu, Anil Kumar
    • Advances in concrete construction
    • /
    • v.14 no.3
    • /
    • pp.185-194
    • /
    • 2022
  • For producing cement and concrete, the construction field has been encouraged by the usage of industrial soil waste (or) secondary materials since it decreases the utilization of natural resources. Simultaneously, for ensuring the quality, the analyses of the strength along with durability properties of that sort of cement and concrete are required. The prediction of strength along with other properties of High-Performance Concrete (HPC) by optimization and machine learning algorithms are focused by already available research methods. However, an error and accuracy issue are possessed. Therefore, the Enhanced Deep Neural Network (EDNN) based strength along with durability prediction of HPC was utilized by this research method. Initially, the data is gathered in the proposed work. Then, the data's pre-processing is done by the elimination of missing data along with normalization. Next, from the pre-processed data, the features are extracted. Hence, the data input to the EDNN algorithm which predicts the strength along with durability properties of the specific mixing input designs. Using the Switched Multi-Objective Jellyfish Optimization (SMOJO) algorithm, the weight value is initialized in the EDNN. The Gaussian radial function is utilized as the activation function. The proposed EDNN's performance is examined with the already available algorithms in the experimental analysis. Based on the RMSE, MAE, MAPE, and R2 metrics, the performance of the proposed EDNN is compared to the existing DNN, CNN, ANN, and SVM methods. Further, according to the metrices, the proposed EDNN performs better. Moreover, the effectiveness of proposed EDNN is examined based on the accuracy, precision, recall, and F-Measure metrics. With the already-existing algorithms i.e., JO, GWO, PSO, and GA, the fitness for the proposed SMOJO algorithm is also examined. The proposed SMOJO algorithm achieves a higher fitness value than the already available algorithm.

Deep learning-based AI constitutive modeling for sandstone and mudstone under cyclic loading conditions

  • Luyuan Wu;Meng Li;Jianwei Zhang;Zifa Wang;Xiaohui Yang;Hanliang Bian
    • Geomechanics and Engineering
    • /
    • v.37 no.1
    • /
    • pp.49-64
    • /
    • 2024
  • Rocks undergoing repeated loading and unloading over an extended period, such as due to earthquakes, human excavation, and blasting, may result in the gradual accumulation of stress and deformation within the rock mass, eventually reaching an unstable state. In this study, a CNN-CCM is proposed to address the mechanical behavior. The structure and hyperparameters of CNN-CCM include Conv2D layers × 5; Max pooling2D layers × 4; Dense layers × 4; learning rate=0.001; Epoch=50; Batch size=64; Dropout=0.5. Training and validation data for deep learning include 71 rock samples and 122,152 data points. The AI Rock Constitutive Model learned by CNN-CCM can predict strain values(ε1) using Mass (M), Axial stress (σ1), Density (ρ), Cyclic number (N), Confining pressure (σ3), and Young's modulus (E). Five evaluation indicators R2, MAPE, RMSE, MSE, and MAE yield respective values of 0.929, 16.44%, 0.954, 0.913, and 0.542, illustrating good predictive performance and generalization ability of model. Finally, interpreting the AI Rock Constitutive Model using the SHAP explaining method reveals that feature importance follows the order N > M > σ1 > E > ρ > σ3.Positive SHAP values indicate positive effects on predicting strain ε1 for N, M, σ1, and σ3, while negative SHAP values have negative effects. For E, a positive value has a negative effect on predicting strain ε1, consistent with the influence patterns of conventional physical rock constitutive equations. The present study offers a novel approach to the investigation of the mechanical constitutive model of rocks under cyclic loading and unloading conditions.

Prediction of rock slope failure using multiple ML algorithms

  • Bowen Liu;Zhenwei Wang;Sabih Hashim Muhodir;Abed Alanazi;Shtwai Alsubai;Abdullah Alqahtani
    • Geomechanics and Engineering
    • /
    • v.36 no.5
    • /
    • pp.489-509
    • /
    • 2024
  • Slope stability analysis and prediction are of critical importance to geotechnical engineers, given the severe consequences associated with slope failure. This research endeavors to forecast the factor of safety (FOS) for slopes through the implementation of six distinct ML techniques, including back propagation neural networks (BPNN), feed-forward neural networks (FFNN), Takagi-Sugeno fuzzy system (TSF), gene expression programming (GEP), and least-square support vector machine (Ls-SVM). 344 slope cases were analyzed, incorporating a variety of geometric and shear strength parameters measured through the PLAXIS software alongside several loss functions to assess the models' performance. The findings demonstrated that all models produced satisfactory results, with BPNN and GEP models proving to be the most precise, achieving an R2 of 0.86 each and MAE and MAPE rates of 0.00012 and 0.00002 and 0.005 and 0.004, respectively. A Pearson correlation and residuals statistical analysis were carried out to examine the importance of each factor in the prediction, revealing that all considered geomechanical features are significantly relevant to slope stability. However, the parameters of friction angle and slope height were found to be the most and least significant, respectively. In addition, to aid in the FOS computation for engineering challenges, a graphical user interface (GUI) for the ML-based techniques was created.

Water demand forecasting at the DMA level considering sociodemographic and waterworks characteristics (사회인구통계 및 상수도시설 특성을 고려한 소블록 단위 물 수요예측 연구)

  • Saemmul Jin;Dooyong Choi;Kyoungpil Kim;Jayong Koo
    • Journal of Korean Society of Water and Wastewater
    • /
    • v.37 no.6
    • /
    • pp.363-373
    • /
    • 2023
  • Numerous studies have established a correlation between sociodemographic characteristics and water usage, identifying population as a primary independent variable in mid- to long-term demand forecasting. Recent dramatic sociodemographic changes, including urban concentration-rural depopulation, low birth rates-aging population, and the rise in single-person households, are expected to impact water demand and supply patterns. This underscores the necessity for operational and managerial changes in existing water supply systems. While sociodemographic characteristics are regularly surveyed, the conducted surveys use aggregate units that do not align with the actual system. Consequently, many water demand forecasts have been conducted at the administrative district level without adequately considering the water supply system. This study presents an upward water demand forecasting model that accurately reflects real water facilities and consumers. The model comprises three key steps. Firstly, Statistics Korea's SGIS (Statistical Geological Information System) data was reorganized at the DMA level. Secondly, DMAs were classified using the SOM (Self-Organizing Map) algorithm to consider differences in water facilities and consumer characteristics. Lastly, water demand forecasting employed the PCR (Principal Component Regression) method to address multicollinearity and overfitting issues. The performance evaluation of this model was conducted for DMAs classified as rural areas due to the insufficient number of DMAs. The estimation results indicate that the correlation coefficients exceeded 0.9, and the MAPE remained within approximately 10% for the test dataset. This method is expected to be useful for reorganization plans, such as the expansion and contraction of existing facilities.

Development of a Passive Infrared Detector Algorithm for the Stop-line Detector of a Signalized Intersection (신호교차로의 정지선 검지기를 위한 수동형 적외선 검지기 알고리즘 개발(점유시간을 중심으로))

  • Jeong Sok-Min;Lee Seung-Hwan;Kim Nam-Sun
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.2 no.1 s.2
    • /
    • pp.25-40
    • /
    • 2003
  • The purpose of this thesis is development of detection algorithm for stop-line detector. Detail detection area is set in basing detection area($1.8{\times}4.0m$) and traffic information(volume, occupancy, nonoccupancy) is collected by passive infrared detector at designing detection area. The basis detection area($1.8{\times}4.0m$) is named existing PIR and detection area applied on development algorithm is named proposal PIR. The proposal PIR is collected data such volume, occupancy, nonoccupancy, speed and lane change, but this thesis is limited to evaluate for volume, occupancy and nonoccupancy The procedure and each step of being developed algorithm is described in the next (1) The detection area of proposal PIR is made up of 2 of $1.8{\times}0.6m$ size(the detection area is named 1 and 3) and 1 of $1.8{\times}1.78m$ size(the detection area is named 2) (2) The image detection area is set on monitor to analyze outdoor photographing data then video frame analysis has been done by analyzer. (3) The occupancy, nonoccupancy and speed data of vehicle have been collected with the detection area 1 and 3 and lane change has been collected with combination of detection area 1, 2 and 3 The MAD and MAPE have been utilized to being compared with volume, occupancy and nonoccupancy for the field application and evaluation of a algorithm As the result, the proposal PIR data have been identified superior to the existing PIR data and the effect has been improved its information(volume, occupancy and nonoccupancy)

  • PDF