• Title/Summary/Keyword: Multivariate Neural Network Model

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A Study on the Rainfall Forecasting Using Neural Network Model in Nakdong River Basin - A Comparison with Multivariate Model- (낙동강유역에서 신경망 모델을 이용한 강우예측에 관한 연구 - 다변량 모델과의 비교 -)

  • Cho, Hyeon-Kyeong;Lee, Jeung-Seok
    • Journal of the Korean Society of Industry Convergence
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    • v.2 no.2
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    • pp.51-59
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    • 1999
  • This study aims at the development of the techniques for the rainfall forecasting in river basins by applying neural network theory and compared with results of Multivariate Model (MVM). This study forecasts rainfall and compares with a observed values in the San Chung gauging stations of Nakdong river basin for the rainfall forecasting of river basin by proposed Neural Network Model(NNM). For it, a multi-layer Neural Network is constructed to forecast rainfall. The neural network learns continuous-valued input and output data. The result of rainfall forecasting by the Neural Network Model is superior to the results of Multivariate Model for rainfall forecasting in the river basin. So I think that the Neural Network Model is able to be much more reliable in the rainfall forecasting.

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Using Structural Changes to support the Neural Networks based on Data Mining Classifiers: Application to the U.S. Treasury bill rates

  • Oh, Kyong-Joo
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.57-72
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    • 2003
  • This article provides integrated neural network models for the interest rate forecasting using change-point detection. The model is composed of three phases. The first phase is to detect successive structural changes in interest rate dataset. The second phase is to forecast change-point group with data mining classifiers. The final phase is to forecast the interest rate with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the predictability of integrated neural network models to represent the structural change.

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Application of Multivariate Adaptive Regression Spline-Assisted Objective Function on Optimization of Heat Transfer Rate Around a Cylinder

  • Dey, Prasenjit;Das, Ajoy K.
    • Nuclear Engineering and Technology
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    • v.48 no.6
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    • pp.1315-1320
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    • 2016
  • The present study aims to predict the heat transfer characteristics around a square cylinder with different corner radii using multivariate adaptive regression splines (MARS). Further, the MARS-generated objective function is optimized by particle swarm optimization. The data for the prediction are taken from the recently published article by the present authors [P. Dey, A. Sarkar, A.K. Das, Development of GEP and ANN model to predict the unsteady forced convection over a cylinder, Neural Comput. Appl. (2015) 1-13]. Further, the MARS model is compared with artificial neural network and gene expression programming. It has been found that the MARS model is very efficient in predicting the heat transfer characteristics. It has also been found that MARS is more efficient than artificial neural network and gene expression programming in predicting the forced convection data, and also particle swarm optimization can efficiently optimize the heat transfer rate.

Development of Rainfall Forecastion Model Using a Neural Network (신경망이론을 이용한 강우예측모형의 개발)

  • 오남선
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1996.10a
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    • pp.253-256
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    • 1996
  • Rainfall is one of the major and complicated elements of hydrologic system. Accurate prediction of rainfall is very important to mitigate storm damage. The neural network is a good model to be applied for the classification problem, large combinatorial optimization and nonlinear mapping. In this dissertation, rainfall predictions by the neural network theory were presented. A multi-layer neural network was constructed. The network learned continuous-valued input and output data. The network was used to predict rainfall. The online, multivariate, short term rainfall prediction is possible by means of the developed model. A multidimensional rainfall generation model is applied to Seoul metropolitan area in order to generate the 10-minute rainfall. Application of neural network to the generated rainfall shows good prediction. Also application of neural network to 1-hour real data in Seoul metropolitan area shows slightly good predictions.

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An Integrated Approach Using Change-Point Detection and Artificial neural Networks for Interest Rates Forecasting

  • Oh, Kyong-Joo;Ingoo Han
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.04a
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    • pp.235-241
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    • 2000
  • This article suggests integrated neural network models for the interest rate forecasting using change point detection. The basic concept of proposed model is to obtain intervals divided by change point, to identify them as change-point groups, and to involve them in interest rate forecasting. the proposed models consist of three stages. The first stage is to detect successive change points in interest rate dataset. The second stage is to forecast change-point group with data mining classifiers. The final stage is to forecast the desired output with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. This article is then to examine the predictability of integrated neural network models for interest rate forecasting using change-point detection.

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Artificial Neural Networks for Interest Rate Forecasting based on Structural Change : A Comparative Analysis of Data Mining Classifiers

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.641-651
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    • 2003
  • This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

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A Study of Predictive method of Daechung Dam Inflow Using Multivariate Neural Network Model (다변량 신경망 모형을 이용한 대청댐 유입량 산정에 관한 연구)

  • Kang, Kwon-Su;Yum, Kyung-Taek;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2012.05a
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    • pp.359-362
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    • 2012
  • 수자원시스템의 설계, 계획, 운영에 있어 핵심적인 수문변수의 미래거동에 대한 보다 나은 추정치가 필요하다. 예를 들어, 수력발전, 레크리에이션 이용과 하류지역의 오염희석과 같은 다중 목적 기능을 유지하기 위하여 다목적댐을 운영할 때에, 다가오는 미래시간에 대한 계획된 유량의 예측이 요구된다. 예측의 목적은 미래에 발생할 정확한 예상치를 제공하는 것이다(Keith W. Hipel, 1994). 본 연구의 주요 목적은 금강수계인 대청댐에서 다변량 신경망 모형을 이용한 유입량 예측을 수행해 보는데 있다. 신경망 모형인 MLP, PCA, RBF모형 등을 이용하여 대청댐의 수문자료인 강우량, 유입량, 기온, 습도 등의 자료를 이용하여 최적의 모형을 탐색해 보고자 시도하였으며, 이중 New classification모형과 New Function Approximation Network모형이 타 모형보다 좋은 결과를 보여 주고 있음을 알 수 있었다.

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Developing a Combined Forecasting Model on Hospital Closure (병원도산의 예측모형 개발연구)

  • 정기택;이훈영
    • Health Policy and Management
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    • v.10 no.2
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    • pp.1-21
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    • 2000
  • This study reviewde various parametic and nonparametic method for forexasting hospital closures in Korea. We compared multivariate discriminant analysis, multivartiate logistic regression, classfication and regression tree, and neural network method based on hit ratio of each model for forecasting hospital closure. Like other studies in the literture, neural metwork analysis showed highest average hit ratio. For policy and business purposes, we combined the four analytical method and constructed a foreasting model that can be easily used to predict the probabolity of hospital closure given financial information of a hospital.

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Selection of Input Nodes in Artificial Neural Network for Bankruptcy Prediction by Link Weight Analysis Approach (연결강도분석접근법에 의한 부도예측용 인공신경망 모형의 입력노드 선정에 관한 연구)

  • 이응규;손동우
    • Journal of Intelligence and Information Systems
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    • v.7 no.2
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    • pp.19-33
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    • 2001
  • Link weight analysis approach is suggested as a heuristic for selection of input nodes in artificial neural network for bankruptcy prediction. That is to analyze each input node\\\\`s link weight-absolute value of link weight between an input node and a hidden node in a well-trained neural network model. Prediction accuracy of three methods in this approach, -weak-linked-neurons elimination method, strong-linked-neurons selection method and integrated link weight model-is compared with that of decision tree and multivariate discrimination analysis. In result, the methods suggested in this study show higher accuracy than decision tree and multivariate discrimination analysis. Especially an integrated model has much higher accuracy than any individual models.

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Multivariate adaptive regression spline applied to friction capacity of driven piles in clay

  • Samui, Pijush
    • Geomechanics and Engineering
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    • v.3 no.4
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    • pp.285-290
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    • 2011
  • This article employs Multivariate Adaptive Regression Spline (MARS) for determination of friction capacity of driven piles in clay. MARS is non-parametric adaptive regression procedure. Pile length, pile diameter, effective vertical stress, and undrained shear strength are considered as input of MARS and the output of MARS is friction capacity. The developed MARS gives an equation for determination of $f_s$ of driven piles in clay. The results of the developed MARS have been compared with the Artificial Neural Network. This study shows that the developed MARS is a robust model for prediction of $f_s$ of driven piles in clay.