• 제목/요약/키워드: PACF (partial autocorrelation function)

검색결과 4건 처리시간 0.017초

Extreme Value Analysis of Statistically Independent Stochastic Variables

  • Choi, Yongho;Yeon, Seong Mo;Kim, Hyunjoe;Lee, Dongyeon
    • 한국해양공학회지
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    • 제33권3호
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    • pp.222-228
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    • 2019
  • An extreme value analysis (EVA) is essential to obtain a design value for highly nonlinear variables such as long-term environmental data for wind and waves, and slamming or sloshing impact pressures. According to the extreme value theory (EVT), the extreme value distribution is derived by multiplying the initial cumulative distribution functions for independent and identically distributed (IID) random variables. However, in the position mooring of DNVGL, the sampled global maxima of the mooring line tension are assumed to be IID stochastic variables without checking their independence. The ITTC Recommended Procedures and Guidelines for Sloshing Model Tests never deal with the independence of the sampling data. Hence, a design value estimated without the IID check would be under- or over-estimated because of considering observations far away from a Weibull or generalized Pareto distribution (GPD) as outliers. In this study, the IID sampling data are first checked in an EVA. With no IID random variables, an automatic resampling scheme is recommended using the block maxima approach for a generalized extreme value (GEV) distribution and peaks-over-threshold (POT) approach for a GPD. A partial autocorrelation function (PACF) is used to check the IID variables. In this study, only one 5 h sample of sloshing test results was used for a feasibility study of the resampling IID variables approach. Based on this study, the resampling IID variables may reduce the number of outliers, and the statistically more appropriate design value could be achieved with independent samples.

인공 신경망 회귀 모델을 활용한 인버터 기반 태양광 발전량 예측 알고리즘 (Inverter-Based Solar Power Prediction Algorithm Using Artificial Neural Network Regression Model)

  • 박건하;임수창;김종찬
    • 한국전자통신학회논문지
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    • 제19권2호
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    • pp.383-388
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    • 2024
  • 본 논문은 전라남도에서 측정한 태양광 발전 데이터를 기반으로 발전량 예측값을 도출하기 위한 연구이다. 발전량 측정을 위해 인버터에서 직류, 교류, 환경데이터와 같은 다변량 변수를 측정하였고, 측정값의 안정성과 신뢰성 확보를 위한 전처리 작업을 수행하였다. 상관관계 분석은 부분자기상관함수(PACF: Partial Autocorrelation Function)을 활용하여 시계열 데이터에서 발전량과 상관성이 높은 데이터만을 예측을 위해 사용하였다. 태양광 발전량 예측을 위해 딥러닝 모델을 이용하여 발전량을 측정했고, 예측 정확도를 높이기 위해 각 다변량 변수의 상관관계 분석 결과를 이용하였다. 정제된 데이터를 활용한 학습은 기존 데이터를 그대로 사용했을 때 보다 안정되었고, 상관관계 분석 결과를 반영하여 다변량 변수 중 상관성이 높은 변수만을 활용하여 태양광 발전량 예측 알고리즘을 개선하였다.

Prediction of carbon dioxide emissions based on principal component analysis with regularized extreme learning machine: The case of China

  • Sun, Wei;Sun, Jingyi
    • Environmental Engineering Research
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    • 제22권3호
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    • pp.302-311
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    • 2017
  • Nowadays, with the burgeoning development of economy, $CO_2$ emissions increase rapidly in China. It has become a common concern to seek effective methods to forecast $CO_2$ emissions and put forward the targeted reduction measures. This paper proposes a novel hybrid model combined principal component analysis (PCA) with regularized extreme learning machine (RELM) to make $CO_2$ emissions prediction based on the data from 1978 to 2014 in China. First eleven variables are selected on the basis of Pearson coefficient test. Partial autocorrelation function (PACF) is utilized to determine the lag phases of historical $CO_2$ emissions so as to improve the rationality of input selection. Then PCA is employed to reduce the dimensionality of the influential factors. Finally RELM is applied to forecast $CO_2$ emissions. According to the modeling results, the proposed model outperforms a single RELM model, extreme learning machine (ELM), back propagation neural network (BPNN), GM(1,1) and Logistic model in terms of errors. Moreover, it can be clearly seen that ELM-based approaches save more computing time than BPNN. Therefore the developed model is a promising technique in terms of forecasting accuracy and computing efficiency for $CO_2$ emission prediction.

Forecasting Demand of Agricultural Tractor, Riding Type Rice Transplanter and Combine Harvester by using an ARIMA Model

  • Kim, Byounggap;Shin, Seung-Yeoub;Kim, Yu Yong;Yum, Sunghyun;Kim, Jinoh
    • Journal of Biosystems Engineering
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    • 제38권1호
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    • pp.9-17
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    • 2013
  • Purpose: The goal of this study was to develop a methodology for the demand forecast of tractor, riding type rice transplanter and combine harvester using an ARIMA (autoregressive integrated moving average) model, one of time series analysis methods, and to forecast their demands from 2012 to 2021 in South Korea. Methods: To forecast the demands of three kinds of machines, ARIMA models were constructed by following three stages; identification, estimation and diagnose. Time series used were supply and stock of each machine and the analysis tool was SAS 9.2 for Windows XP. Results: Six final models, supply based ones and stock based ones for each machine, were constructed from 32 tentative models identified by examining the ACF (autocorrelation function) plots and the PACF (partial autocorrelation function) plots. All demand series forecasted by the final models showed increasing trends and fluctuations with two-year period. Conclusions: Some forecast results of this study are not applicable immediately due to periodic fluctuation and large variation. However, it can be advanced by incorporating treatment of outliers or combining with another forecast methods.