• Title/Summary/Keyword: Multi-Model Ensemble 기법

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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.

An enhancement of GloSea5 ensemble weather forecast based on ANFIS (ANFIS를 활용한 GloSea5 앙상블 기상전망기법 개선)

  • Moon, Geon-Ho;Kim, Seon-Ho;Bae, Deg-Hyo
    • Journal of Korea Water Resources Association
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    • v.51 no.11
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    • pp.1031-1041
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    • 2018
  • ANFIS-based methodology for improving GloSea5 ensemble weather forecast is developed and evaluated in this study. The proposed method consists of two steps: pre & post processing. For ensemble prediction of GloSea5, weights are assigned to the ensemble members based on Optimal Weighting Method (OWM) in the pre-processing. Then, the bias of the results of pre-processed is corrected based on Model Output Statistics (MOS) method in the post-processing. The watershed of the Chungju multi-purpose dam in South Korea is selected as a study area. The results of evaluation indicated that the pre-processing step (CASE1), the post-processing step (CASE2), pre & post processing step (CASE3) results were significantly improved than the original GloSea5 bias correction (BC_GS5). Correction performance is better the order of CASE3, CASE1, CASE2. Also, the accuracy of pre-processing was improved during the season with high variability of precipitation. The post-processing step reduced the error that could not be smoothed by pre-processing step. It could be concluded that this methodology improved the ability of GloSea5 ensemble weather forecast by using ANFIS, especially, for the summer season with high variability of precipitation when applied both pre- and post-processing steps.

A Sampling Stochastic Linear Programming Model for Coordinated Multi-Reservoir Operation (저수지군 연계운영을 위한 표본 추계학적 선형 계획 모형)

  • Lee, Yong-Dae;Kim, Sheung-Kown;Kim, Jae-Hee
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.685-688
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    • 2004
  • 본 연구에서는 저수지군 연계운영을 위한 표본 추계학적 선형 계획(SSLP, Sampling Stochastic Linear Programming) 모형을 제안한다. 일반적 추계학적 모형은 과거 자료로부터 확률변수의 확률분포를 추정하고 이를 몇 개 구간으로 나누어 이산 확률 값을 산정하여 기댓값이 최대가 되는 운영방안을 도출하지만 저수지 유입량 예측시 고려되어야할 지속성 효과(Persistemcy Effect)와 유역간 또는 시점별 공분산 효과(The joint spatial and temporal correlations)를 반영하는데 많은 한계가 있다. 이를 극복하기 위하여 과거자료 자체를 유입량 시나리오로 적용하여 시${\cdot}$공간적 상관관계를 유지하는 표본 추계학적(Sampling Stochastic)기법을 바탕으로 Simple Recourse Model로 구성한 추계학적 선형 계획 모형을 제시한다. 이 모형은 미국 기상청(NWS)에서 발생 가능한 유입량의 시나리오를 예측하는 방법인 앙상블 유량 예측(ESP, Ensemble Streamflow Prediction)을 통한 시나리오를 적용함으로써 좀더 신뢰성 있는 저수지군 연계운영 계획을 도출 할 수 있을 것으로 기대된다.

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Development of the Selected Multi-model Consensus Technique for the Tropical Cyclone Track Forecast in the Western North Pacific (태풍 진로예측을 위한 다중모델 선택 컨센서스 기법 개발)

  • Jun, Sanghee;Lee, Woojeong;Kang, KiRyong;Yun, Won-Tae
    • Atmosphere
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    • v.25 no.2
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    • pp.375-387
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    • 2015
  • A Selected Multi-model CONsensus (SMCON) technique was developed and verified for the tropical cyclone track forecast in the western North Pacific. The SMCON forecasts were produced by averaging numerical model forecasts showing low 70% latest 6 h prediction errors among 21 models. In the homogeneous comparison for 54 tropical cyclones in 2013 and 2014, the SMCON improvement rate was higher than the other forecasts such as the Non-Selected Multi-model CONsensus (NSMCON) and other numerical models (i.e., GDAPS, GEPS, GFS, HWRF, ECMWF, ECMWF_H, ECMWF_EPS, JGSM, TEPS). However, the SMCON showed lower or similar improvement rate than a few forecasts including ECMWF_EPS forecasts at 96 h in 2013 and at 72 h in 2014 and the TEPS forecast at 120 h in 2013. Mean track errors of the SMCON for two year were smaller than the NSMCON and these differences were 0.4, 1.2, 5.9, 12.9, 8.2 km at 24-, 48-, 72-, 96-, 120-h respectively. The SMCON error distributions showed smaller central tendency than the NSMCON's except 72-, 96-h forecasts in 2013. Similarly, the density for smaller track errors of the SMCON was higher than the NSMCON's except at 72-, 96-h forecast in 2013 in the kernel density estimation analysis. In addition, the NSMCON has lager range of errors above the third quantile and larger standard deviation than the SMCON's at 72-, 96-h forecasts in 2013. Also, the SMCON showed smaller bias than ECMWF_H for the cross track bias. Thus, we concluded that the SMCON could provide more reliable information on the tropical cyclone track forecast by reflecting the real-time performance of the numerical models.

Investigating Data Preprocessing Algorithms of a Deep Learning Postprocessing Model for the Improvement of Sub-Seasonal to Seasonal Climate Predictions (계절내-계절 기후예측의 딥러닝 기반 후보정을 위한 입력자료 전처리 기법 평가)

  • Uran Chung;Jinyoung Rhee;Miae Kim;Soo-Jin Sohn
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.25 no.2
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    • pp.80-98
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    • 2023
  • This study explores the effectiveness of various data preprocessing algorithms for improving subseasonal to seasonal (S2S) climate predictions from six climate forecast models and their Multi-Model Ensemble (MME) using a deep learning-based postprocessing model. A pipeline of data transformation algorithms was constructed to convert raw S2S prediction data into the training data processed with several statistical distribution. A dimensionality reduction algorithm for selecting features through rankings of correlation coefficients between the observed and the input data. The training model in the study was designed with TimeDistributed wrapper applied to all convolutional layers of U-Net: The TimeDistributed wrapper allows a U-Net convolutional layer to be directly applied to 5-dimensional time series data while maintaining the time axis of data, but every input should be at least 3D in U-Net. We found that Robust and Standard transformation algorithms are most suitable for improving S2S predictions. The dimensionality reduction based on feature selections did not significantly improve predictions of daily precipitation for six climate models and even worsened predictions of daily maximum and minimum temperatures. While deep learning-based postprocessing was also improved MME S2S precipitation predictions, it did not have a significant effect on temperature predictions, particularly for the lead time of weeks 1 and 2. Further research is needed to develop an optimal deep learning model for improving S2S temperature predictions by testing various models and parameters.

Ensemble of Nested Dichotomies for Activity Recognition Using Accelerometer Data on Smartphone (Ensemble of Nested Dichotomies 기법을 이용한 스마트폰 가속도 센서 데이터 기반의 동작 인지)

  • Ha, Eu Tteum;Kim, Jeongmin;Ryu, Kwang Ryel
    • Journal of Intelligence and Information Systems
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    • v.19 no.4
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    • pp.123-132
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    • 2013
  • As the smartphones are equipped with various sensors such as the accelerometer, GPS, gravity sensor, gyros, ambient light sensor, proximity sensor, and so on, there have been many research works on making use of these sensors to create valuable applications. Human activity recognition is one such application that is motivated by various welfare applications such as the support for the elderly, measurement of calorie consumption, analysis of lifestyles, analysis of exercise patterns, and so on. One of the challenges faced when using the smartphone sensors for activity recognition is that the number of sensors used should be minimized to save the battery power. When the number of sensors used are restricted, it is difficult to realize a highly accurate activity recognizer or a classifier because it is hard to distinguish between subtly different activities relying on only limited information. The difficulty gets especially severe when the number of different activity classes to be distinguished is very large. In this paper, we show that a fairly accurate classifier can be built that can distinguish ten different activities by using only a single sensor data, i.e., the smartphone accelerometer data. The approach that we take to dealing with this ten-class problem is to use the ensemble of nested dichotomy (END) method that transforms a multi-class problem into multiple two-class problems. END builds a committee of binary classifiers in a nested fashion using a binary tree. At the root of the binary tree, the set of all the classes are split into two subsets of classes by using a binary classifier. At a child node of the tree, a subset of classes is again split into two smaller subsets by using another binary classifier. Continuing in this way, we can obtain a binary tree where each leaf node contains a single class. This binary tree can be viewed as a nested dichotomy that can make multi-class predictions. Depending on how a set of classes are split into two subsets at each node, the final tree that we obtain can be different. Since there can be some classes that are correlated, a particular tree may perform better than the others. However, we can hardly identify the best tree without deep domain knowledge. The END method copes with this problem by building multiple dichotomy trees randomly during learning, and then combining the predictions made by each tree during classification. The END method is generally known to perform well even when the base learner is unable to model complex decision boundaries As the base classifier at each node of the dichotomy, we have used another ensemble classifier called the random forest. A random forest is built by repeatedly generating a decision tree each time with a different random subset of features using a bootstrap sample. By combining bagging with random feature subset selection, a random forest enjoys the advantage of having more diverse ensemble members than a simple bagging. As an overall result, our ensemble of nested dichotomy can actually be seen as a committee of committees of decision trees that can deal with a multi-class problem with high accuracy. The ten classes of activities that we distinguish in this paper are 'Sitting', 'Standing', 'Walking', 'Running', 'Walking Uphill', 'Walking Downhill', 'Running Uphill', 'Running Downhill', 'Falling', and 'Hobbling'. The features used for classifying these activities include not only the magnitude of acceleration vector at each time point but also the maximum, the minimum, and the standard deviation of vector magnitude within a time window of the last 2 seconds, etc. For experiments to compare the performance of END with those of other methods, the accelerometer data has been collected at every 0.1 second for 2 minutes for each activity from 5 volunteers. Among these 5,900 ($=5{\times}(60{\times}2-2)/0.1$) data collected for each activity (the data for the first 2 seconds are trashed because they do not have time window data), 4,700 have been used for training and the rest for testing. Although 'Walking Uphill' is often confused with some other similar activities, END has been found to classify all of the ten activities with a fairly high accuracy of 98.4%. On the other hand, the accuracies achieved by a decision tree, a k-nearest neighbor, and a one-versus-rest support vector machine have been observed as 97.6%, 96.5%, and 97.6%, respectively.

Optimum Climate Change Scenario Estimation via Hierarchical Bayesian Model : Using CORDEX Scenarios (계층적 베이지안 모델을 통한 최적 기후변화 시나리오 추정 : CORDEX 시나리오 사용)

  • Jung, Min-Kyu;Kim, Yong-Tak;Kim, Hyeon-Muk;Kwon, Hyun-Han
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.168-168
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    • 2018
  • 최근 기후변화로 인하여 전 세계적으로 과거 강우사상에서 확인되지 않는 극치사상이 빈번하게 관측되고 있으며 이에 따른 피해도 증가하고 있다. 미래의 기상학적 변동성 및 기후변화 영향은 지구순환모형 (General Circulation Models, GCM)을 통해 구체화되며 가장 일반적인 기후변화 전망자료로서 활용된다. 그러나 산정된 기후변화 시나리오마다 서로 그 특성에 차이가 있으며 이러한 이유로 다양한 원인으로 인해 큰 변동성을 가지는 미래 극치강우를 하나의 시나리오로 분석하기에는 무리가 있다. 또한 다양한 시나리오를 통해 분석한 결과값이 상이하며 이러한 시나리오별 산정 결과의 차이는 사용자에게 혼란을 야기할 수 있어 이를 하나의 결과로 나타낼 필요성이 있으나 정량적인 대푯값을 얻기 위해 특정 시나리오를 선택하는 것은 신뢰성에 문제가 있다. 본 연구에서는 시나리오들을 정량적 지표에 의거하여 혼합된 하나의 시나리오로 표출하고자 하였다. CORDEX-RCMs 시나리오 중 HadGEM3-RA, RegCM, SNU_WRF 및 GRIMs를 입력 자료로 하여 다중모형앙상블(Multi-Model Ensemble, MME)을 통해 낙동강 유역의 극치강우에 대한 하나의 최적 기후변화 시나리오를 도출하고자 하였으며 계층적 베이지안 (Hierarchical Bayesian Model, HBM) 기법을 통하여 기후변화 시나리오에 내제된 불확실성에 대한 정량적인 해석을 수행하였다.

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Comparative Analysis of Subsurface Estimation Ability and Applicability Based on Various Geostatistical Model (다양한 지구통계기법의 지하매질 예측능 및 적용성 비교연구)

  • Ahn, Jeongwoo;Jeong, Jina;Park, Eungyu
    • Journal of Soil and Groundwater Environment
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    • v.19 no.4
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    • pp.31-44
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    • 2014
  • In the present study, a few of recently developed geostatistical models are comparatively studied. The models are two-point statistics based sequential indicator simulation (SISIM) and generalized coupled Markov chain (GCMC), multi-point statistics single normal equation simulation (SNESIM), and object based model of FLUVSIM (fluvial simulation) that predicts structures of target object from the provided geometric information. Out of the models, SNESIM and FLUVSIM require additional information other than conditioning data such as training map and geometry, respectively, which generally claim demanding additional resources. For the comparative studies, three-dimensional fluvial reservoir model is developed considering the genetic information and the samples, as input data for the models, are acquired by mimicking realistic sampling (i.e. random sampling). For SNESIM and FLUVSIM, additional training map and the geometry data are synthesized based on the same information used for the objective model. For the comparisons of the predictabilities of the models, two different measures are employed. In the first measure, the ensemble probability maps of the models are developed from multiple realizations, which are compared in depth to the objective model. In the second measure, the developed realizations are converted to hydrogeologic properties and the groundwater flow simulation results are compared to that of the objective model. From the comparisons, it is found that the predictability of GCMC outperforms the other models in terms of the first measure. On the other hand, in terms of the second measure, the both predictabilities of GCMC and SNESIM are outstanding out of the considered models. The excellences of GCMC model in the comparisons may attribute to the incorporations of directional non-stationarity and the non-linear prediction structure. From the results, it is concluded that the various geostatistical models need to be comprehensively considered and comparatively analyzed for appropriate characterizations.

A Comparative Study of Groundwater Vulnerability Assessment Methods: Application in Gumma, Korea (지하수 오염 취약성 기법의 비교 적용 연구: 충남 홍성군 금마면 일대에의 적용)

  • Ki, Min-Gyu;Yoon, Heesung;Koh, Dong-Chan;Hamm, Se-Yeong;Lee, Chung-Mo;Kim, Hyun-Su
    • Journal of Soil and Groundwater Environment
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    • v.18 no.3
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    • pp.119-133
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    • 2013
  • In the present study, several groundwater vulnerability assessment methods were applied to an agricultural area of Gumma in Korea. For the groundwater intrinsic vulnerability assessment, the performance of DRASTIC, SINTACS and GOD models was compared and an ensemble approach was suggested. M-DRASTIC and multi-linear regression (MLR) models were applied for the groundwater specific vulnerability assessment to nitrate of the study site. The correlation coefficient between the nitrate concentration and M-DRASTIC index was as low as 0.24. The result of the MLR model showed that the correlation coefficient is 0.62 and the areal extents of livestock farming and upland field are most influential factors for the nitrate contamination of groundwater in the study site.

Drought Outlook using APCC MME Seasonal Prediction Information (APCC MME 계절예측정보를 이용한 가뭄전망)

  • Kang, Boo-Sik;Moon, Su-Jin;Sohn, Soo-Jin;Lee, Woo-Jin
    • Proceedings of the Korea Water Resources Association Conference
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    • 2010.05a
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    • pp.1784-1788
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    • 2010
  • APEC 기후센터(APEC Climate Center, APCC)에서 제공하는 다중모형앙상블(Multi-model Ensemble, MME) 형태의 계절예측정보를 이용하여 3개월 가뭄전망을 수행하였다. APCC MME는 기후예측모형이 가지는 불확실성을 최소화하기 위한 방법으로, 아시아 태평양 지역 내 9개 회원국 16개 기관 21개 기후모형의 계절예측정보를 활용하여, 개별 모형이 가지는 계통오차(Systematic error)를 앙상블 기법을 통하여 상쇄함으로써 최적의 예측자료를 도출한다. 또한, 기후예측 모형이 예측한 대기순환장은 관측 지점변수와 경험적 통계적 관련성을 가지므로, 이를 바탕으로 상세지역의 이상기후에 대한 정보를 도출할 수 있다. 본 연구에서는 가뭄 관리 및 전망을 위한 입력 자료로서, 기상전문 기관인 APEC 기후센터 (APEC Climate Center, APCC)에서 제공하는 전구 규모의 기온 및 강수 전망자료를 기상청 산하 59개 지점의 전망자료로 통계적 규모 축소화 기법을 통해 3개월 예보를 실시하였다. APCC 계절예측자료를 가뭄모니터링시스템의 자료입력 포맷에 따라 적절히 가공한 뒤, 가뭄 관리 및 전망을 위하여 SPI(Standard Precipitation Index) 및 PDSI(Palmer Drought Severity Index)지수의 입력자료로 사용하여 SPI 및 PDSI 지수를 산정하였다. 또한 분위사상법(Quantile Mapping)을 이용하여 총 59개 지점의 과거 월평균 관측값과 최근 2009년에 대한 모의값의 누적확률분포값을 계산하고 모의값의 확률분포를 관측값의 확률분포에 사상시켜 가뭄 전망을 위한 기상변수의 오차를 보정하고자 하였다. 이러한 계절예측정보를 이용하여 가뭄 전망에 대한 신뢰도가 높아진다면, 사전예방 및 피해완화로 가뭄상황에 대한 신속한 대처 및 피해의 경감이 이루어질 수 있을 것이다.

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