• Title/Summary/Keyword: RMSE(Root Mean Squared Error)

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Fuzzy System and Knowledge Information for Stock-Index Prediction

  • Kim, Hae-Gyun;Bae, Hyeon;Kim, Sung-Shin
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.172.6-172
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    • 2001
  • In recent years, many attempts have been made to predict the behavior of bonds, currencies, stock, or other economic markets. Most previous experiments used multilayer perceptrons(MLP) for stock market forecasting, The Kospi 200 Index is modeled using different neural networks and fuzzy system predictions. In this paper, a multilayer perceptron architecture, a dynamic polynomial neural network(DPNN) and a fuzzy system are used to predict the Kospi 200 index. The results of prediction is compared with the root mean squared error(RMSE) and the scatter plot. The results show that the fuzzy system is performing slightly better than DPNN and MLP. We can develop the desired fuzzy system by learning methods ...

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Analysis of the Timing of Spoken Korean Using a Classification and Regression Tree (CART) Model

  • Chung, Hyun-Song;Huckvale, Mark
    • Speech Sciences
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    • v.8 no.1
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    • pp.77-91
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    • 2001
  • This paper investigates the timing of Korean spoken in a news-reading speech style in order to improve the naturalness of durations used in Korean speech synthesis. Each segment in a corpus of 671 read sentences was annotated with 69 segmental and prosodic features so that the measured duration could be correlated with the context in which it occurred. A CART model based on the features showed a correlation coefficient of 0.79 with an RMSE (root mean squared prediction error) of 23 ms between actual and predicted durations in reserved test data. These results are comparable with recent published results in Korean and similar to results found in other languages. An analysis of the classification tree shows that phrasal structure has the greatest effect on the segment duration, followed by syllable structure and the manner features of surrounding segments. The place features of surrounding segments only have small effects. The model has application in Korean speech synthesis systems.

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A Comparative Study on the Prediction of KOSPI 200 Using Intelligent Approaches

  • Bae, Hyeon;Kim, Sung-Shin;Kim, Hae-Gyun;Woo, Kwang-Bang
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.3 no.1
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    • pp.7-12
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    • 2003
  • In recent years, many attempts have been made to predict the behavior of bonds, currencies, stock or other economic markets. Most previous experiments used the neural network models for the stock market forecasting. The KOSPI 200 (Korea Composite Stock Price Index 200) is modeled by using different neural networks and fuzzy logic. In this paper, the neural network, the dynamic polynomial neural network (DPNN) and the fuzzy logic employed for the prediction of the KOSPI 200. The prediction results are compared by the root mean squared error (RMSE) and scatter plot, respectively. The results show that the performance of the fuzzy system is little bit worse than that of the DPNN but better than that of the neural network. We can develop the desired fuzzy system by optimization methods.

Stock-Index Prediction using Fuzzy System and Knowledge Information (퍼지시스템과 지식정보를 이용한 주가지수 예측)

  • Kim, Hae-Gyun;Kim, Sung-Shin
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2030-2032
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    • 2001
  • In recent years, many attempts have been made to predict the behavior of bonds, currencies, stock, or other economic markets. Most previous experiments used multilayer perceptrons(MLP) for stock market forecasting. The Kospi 200 Index is modeled using different neural networks and fuzzy system predictions. In this paper, a multilayer perceptron architecture, a dynamic polynomial neural network(DPNN) and a fuzzy system are used to predict the Kospi 200 index. The results of prediction is compared with the root mean squared error(RMSE) and the scatter plot. Results show that both networks can be trained to predict the index. And the fuzzy system is performing slightly better than DPNN and MLP.

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Comparison of Stock Price Forecasting Performance by Ensemble Combination Method (앙상블 조합 방법에 따른 주가 예측 성능 비교)

  • Yang, Huyn-Sung;Park, Jun;So, Won-Ho;Sim, Chun-Bo
    • Proceedings of the Korea Information Processing Society Conference
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    • 2022.05a
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    • pp.524-527
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    • 2022
  • 본 연구에서는 머신러닝(Machine Learning, ML)과 딥러닝(Deep Learning, DL) 모델을 앙상블(Ensemble)하여 어떠한 주가 예측 방법이 우수한지에 대한 연구를 하고자 한다. 연구에 사용된 모델은 하이퍼파라미터(Hyperparameter) 조정을 통하여 최적의 결과를 출력한다. 앙상블 방법은 머신러닝과 딥러닝 모델의 앙상블, 머신러닝 모델의 앙상블, 딥러닝 모델의 앙상블이다. 세 가지 방법으로 얻은 결과를 평균 제곱근 오차(Root Mean Squared Error, RMSE)로 비교 분석하여 최적의 방법을 찾고자 한다. 제안한 방법은 주가 예측 연구의 시간과 비용을 절약하고, 최적 성능 모델 판별에 도움이 될 수 있다고 사료된다.

Short-Term Prediction of Vehicle Speed on Main City Roads using the k-Nearest Neighbor Algorithm (k-Nearest Neighbor 알고리즘을 이용한 도심 내 주요 도로 구간의 교통속도 단기 예측 방법)

  • Rasyidi, Mohammad Arif;Kim, Jeongmin;Ryu, Kwang Ryel
    • Journal of Intelligence and Information Systems
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    • v.20 no.1
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    • pp.121-131
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    • 2014
  • Traffic speed is an important measure in transportation. It can be employed for various purposes, including traffic congestion detection, travel time estimation, and road design. Consequently, accurate speed prediction is essential in the development of intelligent transportation systems. In this paper, we present an analysis and speed prediction of a certain road section in Busan, South Korea. In previous works, only historical data of the target link are used for prediction. Here, we extract features from real traffic data by considering the neighboring links. After obtaining the candidate features, linear regression, model tree, and k-nearest neighbor (k-NN) are employed for both feature selection and speed prediction. The experiment results show that k-NN outperforms model tree and linear regression for the given dataset. Compared to the other predictors, k-NN significantly reduces the error measures that we use, including mean absolute percentage error (MAPE) and root mean square error (RMSE).

Improvement of Vegetation Index Image Simulations by Applying Accumulated Temperature

  • Park, Jin Sue;Park, Wan Yong;Eo, Yang Dam
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.38 no.2
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    • pp.97-107
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    • 2020
  • To analyze temporal and spatial changes in vegetation, it is necessary to determine the associated continuous distribution and conduct growth observations using time series data. For this purpose, the normalized difference vegetation index, which is calculated from optical images, is employed. However, acquiring images under cloud cover and rainfall conditions is challenging; therefore, time series data may often be unavailable. To address this issue, La et al. (2015) developed a multilinear simulation method to generate missing images on the target date using the obtained images. This method was applied to a small simulation area, and it employed a simple analysis of variables with lower constraints on the simulation conditions (where the environmental characteristics at the moment of image capture are considered as the variables). In contrast, the present study employs variables that reflect the growth characteristics of vegetation in a greater simulation area, and the results are compared with those of the existing simulation method. By applying the accumulated temperature, the average coefficient of determination (R2) and RMSE (Root Mean-Squared Error) increased and decreased by 0.0850 and 0.0249, respectively. Moreover, when data were unavailable for the same season, R2 and RMSE increased and decreased by 0.2421 and 0.1289, respectively.

A comparative study on applicability and efficiency of machine learning algorithms for modeling gamma-ray shielding behaviors

  • Bilmez, Bayram;Toker, Ozan;Alp, Selcuk;Oz, Ersoy;Icelli, Orhan
    • Nuclear Engineering and Technology
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    • v.54 no.1
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    • pp.310-317
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    • 2022
  • The mass attenuation coefficient is the primary physical parameter to model narrow beam gamma-ray attenuation. A new machine learning based approach is proposed to model gamma-ray shielding behavior of composites alternative to theoretical calculations. Two fuzzy logic algorithms and a neural network algorithm were trained and tested with different mixture ratios of vanadium slag/epoxy resin/antimony in the 0.05 MeV-2 MeV energy range. Two of the algorithms showed excellent agreement with testing data after optimizing adjustable parameters, with root mean squared error (RMSE) values down to 0.0001. Those results are remarkable because mass attenuation coefficients are often presented with four significant figures. Different training data sizes were tried to determine the least number of data points required to train sufficient models. Data set size more than 1000 is seen to be required to model in above 0.05 MeV energy. Below this energy, more data points with finer energy resolution might be required. Neuro-fuzzy models were three times faster to train than neural network models, while neural network models depicted low RMSE. Fuzzy logic algorithms are overlooked in complex function approximation, yet grid partitioned fuzzy algorithms showed excellent calculation efficiency and good convergence in predicting mass attenuation coefficient.

Dynamic deflection monitoring method for long-span cable-stayed bridge based on bi-directional long short-term memory neural network

  • Yi-Fan Li;Wen-Yu He;Wei-Xin Ren;Gang Liu;Hai-Peng Sun
    • Smart Structures and Systems
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    • v.32 no.5
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    • pp.297-308
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    • 2023
  • Dynamic deflection is important for evaluating the performance of a long-span cable-stayed bridge, and its continuous measurement is still cumbersome. This study proposes a dynamic deflection monitoring method for cable-stayed bridge based on Bi-directional Long Short-term Memory (BiLSTM) neural network taking advantages of the characteristics of spatial variation of cable acceleration response (CAR) and main girder deflection response (MGDR). Firstly, the relationship between the spatial and temporal variation of the CAR and the MGDR is described based on the geometric deformation of the bridge. Then a data-driven relational model based on BiLSTM neural network is established using CAR and MGDR data, and it is further used to monitor the MGDR via measuring the CAR. Finally, numerical simulations and field test are conducted to verify the proposed method. The root mean squared error (RMSE) of the numerical simulations are less than 4 while the RMSE of the field test is 1.5782, which indicate that it provides a cost-effective and convenient method for real-time deflection monitoring of cable-stayed bridges.

Predictive Analysis of Fire Risk Factors in Gyeonggi-do Using Machine Learning (머신러닝을 이용한 경기도 화재위험요인 예측분석)

  • Seo, Min Song;Castillo Osorio, Ever Enrique;Yoo, Hwan Hee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.6
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    • pp.351-361
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    • 2021
  • The seriousness of fire is rising because fire causes enormous damage to property and human life. Therefore, this study aims to predict various risk factors affecting fire by fire type. The predictive analysis of fire factors was carried out targeting Gyeonggi-do, which has the highest number of fires in the country. For the analysis, using machine learning methods SVM (Support Vector Machine), RF (Random Forest), GBRT (Gradient Boosted Regression Tree) the accuracy of each model was presented with a high fit model through MAE (Mean Absolute Error) and RMSE (Root Mean Squared Error), and based on this, predictive analysis of fire factors in Gyeonggi-do was conducted. In addition, using machine learning methods such as SVM (Support Vector Machine), RF (Random Forest), and GBRT (Gradient Boosted Regression Tree), the accuracy of each model was presented with a high-fit model through MAE and RMSE. Predictive analysis of occurrence factors was achieved. Based on this, as a result of comparative analysis of three machine learning methods, the RF method showed a MAE = 1.765 and RMSE = 1.876, as well as the MAE and RMSE verification and test data were very similar with a difference between MAE = 0.046 and RMSE = 0.04 showing the best predictive results. The results of this study are expected to be used as useful data for fire safety management allowing decision makers to identify the sequence of dangers related to the factors affecting the occurrence of fire.