• Title/Summary/Keyword: Multi-Step Prediction

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A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction

  • Jonghyun, Park;Yeong-Woo, Lim;Do Hyun, Lim;Yunsung, Choi;Hyunchul, Ahn
    • Journal of the Korea Society of Computer and Information
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    • v.28 no.2
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    • pp.201-207
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    • 2023
  • In this paper, we propose an optimal model for mid to long-term price prediction of agricultural products using LGBM, MLP, LSTM, and GRU to compare and analyze the three strategies of the Multi-Step Time Series. The proposed model is designed to find the optimal combination between the models by selecting methods from various angles. Prior agricultural product price prediction studies have mainly adopted traditional econometric models such as ARIMA and LSTM-type models. In contrast, agricultural product price prediction studies related to Multi-Step Time Series were minimal. In this study, the experiment was conducted by dividing it into two periods according to the degree of volatility of agricultural product prices. As a result of the mid-to-long-term price prediction of three strategies, namely direct, hybrid, and multiple outputs, the hybrid approach showed relatively superior performance. This study academically and practically contributes to mid-to-long term daily price prediction by proposing an effective alternative.

Accessing LSTM-based multi-step traffic prediction methods (LSTM 기반 멀티스텝 트래픽 예측 기법 평가)

  • Yeom, Sungwoong;Kim, Hyungtae;Kolekar, Shivani Sanjay;Kim, Kyungbaek
    • KNOM Review
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    • v.24 no.2
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    • pp.13-23
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    • 2021
  • Recently, as networks become more complex due to the activation of IoT devices, research on long-term traffic prediction beyond short-term traffic prediction is being activated to predict and prepare for network congestion in advance. The recursive strategy, which reuses short-term traffic prediction results as an input, has been extended to multi-step traffic prediction, but as the steps progress, errors accumulate and cause deterioration in prediction performance. In this paper, an LSTM-based multi-step traffic prediction method using a multi-output strategy is introduced and its performance is evaluated. As a result of experiments based on actual DNS request traffic, it was confirmed that the proposed LSTM-based multiple output strategy technique can reduce MAPE of traffic prediction performance for non-stationary traffic by 6% than the recursive strategy technique.

Mitigating Data Imbalance in Credit Prediction using the Diffusion Model (Diffusion Model을 활용한 신용 예측 데이터 불균형 해결 기법)

  • Sangmin Oh;Juhong Lee
    • Smart Media Journal
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    • v.13 no.2
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    • pp.9-15
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    • 2024
  • In this paper, a Diffusion Multi-step Classifier (DMC) is proposed to address the imbalance issue in credit prediction. DMC utilizes a Diffusion Model to generate continuous numerical data from credit prediction data and creates categorical data through a Multi-step Classifier. Compared to other algorithms generating synthetic data, DMC produces data with a distribution more similar to real data. Using DMC, data that closely resemble actual data can be generated, outperforming other algorithms for data generation. When experiments were conducted using the generated data, the probability of predicting delinquencies increased by over 20%, and overall predictive accuracy improved by approximately 4%. These research findings are anticipated to significantly contribute to reducing delinquency rates and increasing profits when applied in actual financial institutions.

A Climate Prediction Method Based on EMD and Ensemble Prediction Technique

  • Bi, Shuoben;Bi, Shengjie;Chen, Xuan;Ji, Han;Lu, Ying
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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    • pp.611-622
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    • 2018
  • Observed climate data are processed under the assumption that their time series are stationary, as in multi-step temperature and precipitation prediction, which usually leads to low prediction accuracy. If a climate system model is based on a single prediction model, the prediction results contain significant uncertainty. In order to overcome this drawback, this study uses a method that integrates ensemble prediction and a stepwise regression model based on a mean-valued generation function. In addition, it utilizes empirical mode decomposition (EMD), which is a new method of handling time series. First, a non-stationary time series is decomposed into a series of intrinsic mode functions (IMFs), which are stationary and multi-scale. Then, a different prediction model is constructed for each component of the IMF using numerical ensemble prediction combined with stepwise regression analysis. Finally, the results are fit to a linear regression model, and a short-term climate prediction system is established using the Visual Studio development platform. The model is validated using temperature data from February 1957 to 2005 from 88 weather stations in Guangxi, China. The results show that compared to single-model prediction methods, the EMD and ensemble prediction model is more effective for forecasting climate change and abrupt climate shifts when using historical data for multi-step prediction.

Variable Selection with Regression Trees

  • Chang, Young-Jae
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.357-366
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    • 2010
  • Many tree algorithms have been developed for regression problems. Although they are regarded as good algorithms, most of them suffer from loss of prediction accuracy when there are many noise variables. To handle this problem, we propose the multi-step GUIDE, which is a regression tree algorithm with a variable selection process. The multi-step GUIDE performs better than some of the well-known algorithms such as Random Forest and MARS. The results based on simulation study shows that the multi-step GUIDE outperforms other algorithms in terms of variable selection and prediction accuracy. It generally selects the important variables correctly with relatively few noise variables and eventually gives good prediction accuracy.

The Single Step Prediction of Multi-Input Multi-Output System using Chaotic Neural Networks (카오틱 신경망을 이용한 다입력 다출력 시스템의 단일 예측)

  • 장창화;김상희
    • Proceedings of the IEEK Conference
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    • 1999.06a
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    • pp.1041-1044
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    • 1999
  • In This paper, we investigated the single step prediction for output responses of chaotic system with multi Input multi output using chaotic neural networks. Since the systems with chaotic characteristics are coupled between internal parameters, the chaotic neural networks is very suitable for output response prediction of chaotic system. To evaluate the performance of the proposed neural network predictor, we adopt for Lorenz attractor with chaotic responses and compare the results with recurrent neural networks. The results demonstrated superior performance on convergence and computation time than the predictor using recurrent neural networks. And we could also see good predictive capability of chaotic neural network predictor.

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Back Analysis of Tunnel for multi-step Construction (시공 단계를 고려한 터널의 역해석에 관한 연구)

  • 김선명;윤지선
    • Proceedings of the Korean Geotechical Society Conference
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    • 2000.11a
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    • pp.479-484
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    • 2000
  • The reliable estimation of the system parameters and the accurate prediction of the system behavior are important to design tunnel safely and economically. Therefore, the back analysis using the field measurements data is useful to evaluate the geotechnical parameter for tunnel. In the back analysis method, the selection of initial value and uncertainty of field measurements influence significantly on the analysis result. In this paper, to overcome uncertainty of field measurements, we performed the back analysis using the displacement data gained at each step of excavation and support.

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Multi-step Predictive Control of LMTT using DR-FNN

  • Lee, Jin-Woo;Lee, Young-Jin;Lee, Kwon-Soon
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.392-395
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    • 2003
  • In the maritime container terminal, LMTT (Linear Motor-based Transfer Technology) is horizontal transfer system for the yard automation, which has been proposed to take the place of AGV (Automated Guided Vehicle). The system is based on PMLSM (Permanent Magnetic Linear Synchronous Motor) that is consists of stator modules on the rail and shuttle car (mover). Because of large variant of mover's weight by loading and unloading containers, the difference of each characteristic of stator modules, and a stator module's trouble etc., LMCPS (Linear Motor Conveyance Positioning System) is considered as that the system is changed its model suddenly and variously. In this paper, we will introduce the soft-computing method of a multi-step prediction control for LMCPS using DR-FNN (Dynamically-constructed Recurrent Fuzzy Neural Network). The proposed control system is used two networks for multi-step prediction. Consequently, the system has an ability to adapt for external disturbance, cogging force, force ripple, and sudden changes of itself.

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Automatically Bending Process control for Shaft Straightening Machine (축교정기를 위한 자동굽힘공정제어기 설계)

  • 김승철
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1998.10a
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    • pp.54-59
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    • 1998
  • In order to minimize straightness error of deflected shafts, a automatically bending process control system is designed, fabricated, and studied. The multi-step straightening process and the three-point bending process are developed for the geometric adaptive straightness control. Load-deflection relationship, on-line identification of variations of material properties, on-line springback prediction, and studied for the three-point bending processes. Selection of a loading point supporting condition are derved form fuzzy inference and fuzzy self-learning method in the multi-step straighternign process. Automatic straightening machine is fabricated by using the develped ideas. Validity of the proposed system si verified through experiments.

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A study on the performance improvement of the quality prediction neural network of injection molded products reflecting the process conditions and quality characteristics of molded products by process step based on multi-tasking learning structure (다중 작업 학습 구조 기반 공정단계별 공정조건 및 성형품의 품질 특성을 반영한 사출성형품 품질 예측 신경망의 성능 개선에 대한 연구)

  • Hyo-Eun Lee;Jun-Han Lee;Jong-Sun Kim;Gu-Young Cho
    • Design & Manufacturing
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    • v.17 no.4
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    • pp.72-78
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    • 2023
  • Injection molding is a process widely used in various industries because of its high production speed and ease of mass production during the plastic manufacturing process, and the product is molded by injecting molten plastic into the mold at high speed and pressure. Since process conditions such as resin and mold temperature mutually affect the process and the quality of the molded product, it is difficult to accurately predict quality through mathematical or statistical methods. Recently, studies to predict the quality of injection molded products by applying artificial neural networks, which are known to be very useful for analyzing nonlinear types of problems, are actively underway. In this study, structural optimization of neural networks was conducted by applying multi-task learning techniques according to the characteristics of the input and output parameters of the artificial neural network. A structure reflecting the characteristics of each process step was applied to the input parameters, and a structure reflecting the quality characteristics of the injection molded part was applied to the output parameters using multi-tasking learning. Building an artificial neural network to predict the three qualities (mass, diameter, height) of injection-molded product under six process conditions (melt temperature, mold temperature, injection speed, packing pressure, pacing time, cooling time) and comparing its performance with the existing neural network, we observed enhancements in prediction accuracy for mass, diameter, and height by approximately 69.38%, 24.87%, and 39.87%, respectively.