• 제목/요약/키워드: Probabilistic forecasting

검색결과 44건 처리시간 0.035초

확률기상예보를 이용한 중장기 ESP기법 개선 (Improvement of Mid/Long-Term ESP Scheme Using Probabilistic Weather Forecasting)

  • 김주철;김정곤;이상진
    • 한국수자원학회논문집
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    • 제44권10호
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    • pp.843-851
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    • 2011
  • 수문학 분야에서 중장기 유출량 예측은 입력변수의 불확실성 등으로 인하여 확률론적 방법을 사용하는 것이 바람직한 것으로 알려져 왔다. 본 연구에서는 금강유역을 대상으로 구성된 바 있는 RRFS-ESP 시스템에 PDF-ratio 방법을 기반으로한 사전처리기능을 장착하여 보다 효율적인 중장기 예측시스템으로의 확장을 시도하여 보았다. 이를 위하여 기상청에서 제공하는 확률기상정보를 이용하여 가중치를 산정하고 이를 기반으로 시나리오별 예측확률을 갱신하였다. 예측결과에 대하여 각 기법별 예측점수를 산정하여 본 결과 우선 ESP 기법에 의한 예측점수의 평균이 초보예측 점수를 상회하여 본 연구에서 구성한 RRFS-ESP 시스템의 적용성을 확인할 수 있었다. 또한 확률기상전망을 이용하여 갱신한 유입량 시나리오의 예측점수가 ESP 기법에 의한 예측점수를 상회하고 있음을 확인할 수 있어 ESP 기법에 의한 예측결과를 확률기상전망을 이용하여 갱신할 경우 예측 정확도를 보다 개선시킬 수 있음을 확인할 수 있었다.

A probabilistic framework for drought forecasting using hidden Markov models aggregated with the RCP8.5 projection

  • Chen, Si;Kwon, Hyun-Han;Kim, Tae-Woong
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2016년도 학술발표회
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    • pp.197-197
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    • 2016
  • Forecasting future drought events in a region plays a major role in water management and risk assessment of drought occurrences. The creeping characteristics of drought make it possible to mitigate drought's effects with accurate forecasting models. Drought forecasts are inevitably plagued by uncertainties, making it necessary to derive forecasts in a probabilistic framework. In this study, a new probabilistic scheme is proposed to forecast droughts, in which a discrete-time finite state-space hidden Markov model (HMM) is used aggregated with the Representative Concentration Pathway 8.5 (RCP) precipitation projection (HMM-RCP). The 3-month standardized precipitation index (SPI) is employed to assess the drought severity over the selected five stations in South Kore. A reversible jump Markov chain Monte Carlo algorithm is used for inference on the model parameters which includes several hidden states and the state specific parameters. We perform an RCP precipitation projection transformed SPI (RCP-SPI) weight-corrected post-processing for the HMM-based drought forecasting to derive a probabilistic forecast that considers uncertainties. Results showed that the HMM-RCP forecast mean values, as measured by forecasting skill scores, are much more accurate than those from conventional models and a climatology reference model at various lead times over the study sites. In addition, the probabilistic forecast verification technique, which includes the ranked probability skill score and the relative operating characteristic, is performed on the proposed model to check the performance. It is found that the HMM-RCP provides a probabilistic forecast with satisfactory evaluation for different drought severity categories, even with a long lead time. The overall results indicate that the proposed HMM-RCP shows a powerful skill for probabilistic drought forecasting.

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계절별 저수지 유입량의 확률예측 (Probabilistic Forecasting of Seasonal Inflow to Reservoir)

  • 강재원
    • 한국환경과학회지
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    • 제22권8호
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    • pp.965-977
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    • 2013
  • Reliable long-term streamflow forecasting is invaluable for water resource planning and management which allocates water supply according to the demand of water users. It is necessary to get probabilistic forecasts to establish risk-based reservoir operation policies. Probabilistic forecasts may be useful for the users who assess and manage risks according to decision-making responding forecasting results. Probabilistic forecasting of seasonal inflow to Andong dam is performed and assessed using selected predictors from sea surface temperature and 500 hPa geopotential height data. Categorical probability forecast by Piechota's method and logistic regression analysis, and probability forecast by conditional probability density function are used to forecast seasonal inflow. Kernel density function is used in categorical probability forecast by Piechota's method and probability forecast by conditional probability density function. The results of categorical probability forecasts are assessed by Brier skill score. The assessment reveals that the categorical probability forecasts are better than the reference forecasts. The results of forecasts using conditional probability density function are assessed by qualitative approach and transformed categorical probability forecasts. The assessment of the forecasts which are transformed to categorical probability forecasts shows that the results of the forecasts by conditional probability density function are much better than those of the forecasts by Piechota's method and logistic regression analysis except for winter season data.

Leave-one-out Bayesian model averaging for probabilistic ensemble forecasting

  • Kim, Yongdai;Kim, Woosung;Ohn, Ilsang;Kim, Young-Oh
    • Communications for Statistical Applications and Methods
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    • 제24권1호
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    • pp.67-80
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    • 2017
  • Over the last few decades, ensemble forecasts based on global climate models have become an important part of climate forecast due to the ability to reduce uncertainty in prediction. Moreover in ensemble forecast, assessing the prediction uncertainty is as important as estimating the optimal weights, and this is achieved through a probabilistic forecast which is based on the predictive distribution of future climate. The Bayesian model averaging has received much attention as a tool of probabilistic forecasting due to its simplicity and superior prediction. In this paper, we propose a new Bayesian model averaging method for probabilistic ensemble forecasting. The proposed method combines a deterministic ensemble forecast based on a multivariate regression approach with Bayesian model averaging. We demonstrate that the proposed method is better in prediction than the standard Bayesian model averaging approach by analyzing monthly average precipitations and temperatures for ten cities in Korea.

전력부하의 확률가정적 최적예상식의 유도 및 전산프로그래밍에 관한 연구 (Study on a Probabilistic Load Forecasting Formula and Its Algorithm)

  • 고명삼
    • 전기의세계
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    • 제22권2호
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    • pp.28-32
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    • 1973
  • System modeling is applied in developing a probabilistic linear estimator for the load of an electric power system for the purpose of short term load forecasting. The model assumer that the load in given by the suns of a periodic discrete time serier with a period of 24 hour and a residual term such that the output of a discrete time dynamical linear system driven by a white random process and a deterministic input. And also we have established the main forecasting algorithms, which are essemtally the Kalman filter-predictor equations.

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가뭄의 전이 현상을 고려한 수문학적 가뭄에 대한 베이지안 네트워크 기반 확률 예측 (Bayesian networks-based probabilistic forecasting of hydrological drought considering drought propagation)

  • 신지예;권현한;이주헌;김태웅
    • 한국수자원학회논문집
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    • 제50권11호
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    • pp.769-779
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    • 2017
  • 최근 우리나라에서 빈번하게 발생되는 가뭄으로 인하여 많은 피해가 발생하고 있으며, 이에 대한 사전대응의 필요성이 커지고 있다. 가뭄에 대한 효과적인 사전대응을 위해서는 신뢰성 있는 가뭄 예측 정보가 필수적이다. 본 연구에서는 수문학적 가뭄에 대한 확률론적 예측을 수행하기 위하여 가뭄의 전이현상을 베이지안 네트워크 모형에 반영하였다. 가뭄의 전이현상을 고려한 베이지안 네트워크 기반의 가뭄 예측 모형(PBNDF)은 과거, 현재, 미래에 대한 다중 모형 앙상블 예측결과와 가뭄전이 관계를 결합하여 새로운 수문학적 가뭄 예측 결과를 생산하도록 구축되었다. 본 연구에서 PBNDF 모형은 파머수문학적 가뭄지수를 활용하여 낙동강 유역의 10개 지점을 대상으로 가뭄을 확률적으로 예측하는데 적용되었다. PBNDF 모형의 ROC 분석 결과 ROC 점수가 0.5 이상의 유의한 결과를 나타내 실제 예측 모형으로 활용가능하다는 것을 확인할 수 있었다. 또한, 기존에 개발된 모형(지속성 예측, 베이지안 네트워크 예측 모형)과 평균제곱오차의 제곱근(RMSE), 기술 점수(SS)를 활용하여 비교를 수행하였으며, 그 결과 PBNDF 모형의 RMSE는 상대적으로 낮은 값을 가지며, SS는 약 0.1~0.15 정도 높은 것으로 나타나 예측성능이 향상되었다는 것을 확인할 수 있었다.

확률론적 추정 기법을 적용한 주거형 오피스텔의 최적 분양가 산정 모델 개발 기초연구 (A Basic Study on Estimation Model Development by Applying Probabilistic Forecasting Method for Determining Optimal Price of Residential Officetel)

  • 장준호;김태희;하선근;손기영
    • 한국건축시공학회:학술대회논문집
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    • 한국건축시공학회 2017년도 추계 학술논문 발표대회
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    • pp.191-192
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    • 2017
  • In response to the economic depression, the demand for fixed rent income has increased according to the easing construction regulations. it caused indiscriminated investment to stakeholders. This leads to oversupply in the multi-family Housing market and increases unsold housing and vacancy rates except specific area such as Gangnam-gu.In order to solve this issue, although studies on the optimization price of apartment houses has been conducted, the study is insufficient regarding on residential officetel. Therefore, the objective is to suggest a basic study on optimal price estimation model development by using probabilistic forecasting method in planning phase. To achieve the objective, first, variables are defined such as expenses, financial costs, income, etc. Second, causal loop diagram is suggested. Third, basic optimization prices estimation model is developed. In the future, this study can be used as one of decision making tools in planning phase of officetel development projects.

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Forecasting Project Cost and Time using Fuzzy Set Theory and Contractors' Judgment

  • Alshibani, Adel
    • 국제학술발표논문집
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    • The 6th International Conference on Construction Engineering and Project Management
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    • pp.174-178
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    • 2015
  • This paper presents a new method for forecasting construction project cost and time at completion or at any intermediate time horizon of the project duration. The method is designed to overcome identified limitations of current applications of earned value method in forecasting project cost and time. The proposed method usesfuzzy set theory to model uncertainties associated with project performance and it integrates the earned value technique and the contractors' judgement. The fuzzy set theory is applied as an alternative approach to deterministic and probabilistic methods. Using fuzzy set theory allows contractors to: (1) perform risk analysis for different scenarios of project performance indices, and (2) perform different scenarios expressing vagueness and imprecision of forecasted project cost and time using a set of measures and indices. Unlike the current applications of Earned Value Method(EVM), The proposed method has a numberof interesting features: (1) integrating contractors' judgement in forecasting project performance; (2) enabling contractors to evaluate the risk associated with cost overrun in much simpler method comparing with that of simulation, and (3) accounting for uncertainties involved in the forecasting project cost.

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효율적인 수자원관리를 위한 범주형 확률장기예보의 예측력 평가 및 정량화 (Assessment of predictability of categorical probabilistic long-term forecasts and its quantification for efficient water resources management)

  • 손찬영;정예림;한수희;조영현
    • 한국수자원학회논문집
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    • 제50권8호
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    • pp.563-577
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    • 2017
  • 기후변화로 인해 강수의 불확실성이 증가하는 현 시점에서 효율적인 물 관리를 위한 계절예측 및 기상 예보의 활용은 필수적이다. 본 연구에서는 기상청에서 2014년 6월부터 시행하고 있는 범주형 확률장기예보를 Hit Rate, Reliability Diagram, Relative Operating Curve (ROC)의 평가지표를 활용하여 예측력을 검증하였고, 추가적으로 확률예보를 활용하여 정량적인 예측 강수량을 생산하는 기법을 제안하였다. 확률장기예보의 예측력 검증결과 최대 48%의 예측력을 갖는 것을 확인할 수 있었다. 확률예보를 활용하여 예측 강수량을 추정한 결과, 정량적으로 관측 자료와 유사하게 모의되는 것을 확인할 수 있었으며 예측 적합도 평가결과 100%의 정확도를 가진 예보의 경우 최대 0.98, 실제 예보의 경우 최대 0.71의 상관계수를 보였다. 본 연구에서 제안하는 확률예보를 활용한 예측 강수량 추출기법은 강수의 불확실성을 고려한 물 관리를 가능하게 해줄 것으로 판단되며 효율적인 수자원 장기 이수계획 및 저수지 운영의 의사결정지원 등에 활용 가능할 것으로 기대된다.

확률적 시스템 다이나믹스를 이용한 정책구조 수립 방법론과 그 응용 (The Development and Application of Policy Formulation Methodology Using Probabilistic System Dynamics)

  • 조형래;이진주
    • 한국경영과학회지
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    • 제8권2호
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    • pp.9-25
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    • 1983
  • A new approach to cross impact analysis using probabilistic system dynamics(PSD) is presented in this article. The previous models using PSD consist of system dynamics models as a basis which are interacting with cross impact analysis (CIA) sectors. In this model, the policy impact analysis part is separated from the CIA sectors and is constituted an independent subsectors of the model. The policy subsector is designed to separate the policy impact and provide feedback both to the system dynamics base model and cross impact analysis sectors. The new technique is applied to the forecasting, assessment and policy formulation of air pollution in Seoul metropolitan area in 2,000. The results show that the new tool consider policy effects more effectively than the previous PSD models.

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