• Title/Summary/Keyword: PACF (partial autocorrelation function)

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Extreme Value Analysis of Statistically Independent Stochastic Variables

  • Choi, Yongho;Yeon, Seong Mo;Kim, Hyunjoe;Lee, Dongyeon
    • Journal of Ocean Engineering and Technology
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    • v.33 no.3
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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.

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

  • Gun-Ha Park;Su-Chang Lim;Jong-Chan Kim
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.2
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    • pp.383-388
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    • 2024
  • This paper is a study to derive the predicted value of power generation based on the photovoltaic power generation data measured in Jeollanam-do, South Korea. Multivariate variables such as direct current, alternating current, and environmental data were measured in the inverter to measure the amount of power generation, and pre-processing was performed to ensure the stability and reliability of the measured values. Correlation analysis used only data with high correlation with power generation in time series data for prediction using partial autocorrelation function (PACF). Deep learning models were used to measure the amount of power generation to predict the amount of photovoltaic power generation, and the results of correlation analysis of each multivariate variable were used to increase the prediction accuracy. Learning using refined data was more stable than when existing data were used as it was, and the solar power generation prediction algorithm was improved by using only highly correlated variables among multivariate variables by reflecting the correlation analysis results.

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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    • v.22 no.3
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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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    • v.38 no.1
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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.