• 제목/요약/키워드: RMSE(Root Mean Squared Error)

검색결과 141건 처리시간 0.025초

Fuzzy System and Knowledge Information for Stock-Index Prediction

  • Kim, Hae-Gyun;Bae, Hyeon;Kim, Sung-Shin
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2001년도 ICCAS
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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
    • 음성과학
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    • 제8권1호
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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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    • 제3권1호
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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.

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

  • 김해균;김성신
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2001년도 하계학술대회 논문집 D
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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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앙상블 조합 방법에 따른 주가 예측 성능 비교 (Comparison of Stock Price Forecasting Performance by Ensemble Combination Method)

  • 양현성;박준;소원호;심춘보
    • 한국정보처리학회:학술대회논문집
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    • 한국정보처리학회 2022년도 춘계학술발표대회
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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.

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

  • 모하메드 아리프 라시이디;김정민;류광렬
    • 지능정보연구
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    • 제20권1호
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    • pp.121-131
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    • 2014
  • 교통속도는 교통 문제를 해결하기 위한 중요한 지표 중 하나이다. 이를 이용하여 교통혼잡 탐지, 주행 시간 예측, 도로 설계와 같은 다양한 문제 해결에 활용할 수 있다. 따라서 정확한 교통속도 예측은 지능형 교통 시스템의 개발에 있어 필수적인 요소라고 할 수 있다. 본 논문에서는 대한민국 부산시의 특정 도로를 대상으로 교통 속도에 대한 분석 및 예측을 수행하였다. 과거 연구에서는 대상 도로의 속도 예측을 위해 과거 대상 도로의 교통속도 이력 데이터만을 사용하였다. 그러나 실제 대상 도로의 교통 상황은 인접한 도로의 교통 상황의 영향을 받게 된다. 따라서 본 논문에서는 실제 부산시의 과거 교통속도 이력 데이터를 기반으로 대상 도로와 인접 도로를 모두 고려하여 교통속도 예측 모델의 학습을 위한 속성을 추출하였다. 이와 같이 후보 속성들을 추출 한 후 선형 회귀 (linear regression), 모델 트리 (model tree) 및 k-nearest neighbor (k-NN) 기법을 이용하여 속성의 부분집합 선택 (feature subset selection)과 교통속도 예측 모델 생성을 수행하였다. 실험 결과 주어진 교통 데이터에서 k-NN 기법은 선형 회귀 및 모델 트리 기법에 비해 평균절대백분율오차 (mean absolute percent error, MAPE)와 제곱근평균제곱오차 (root mean squared error, RMSE) 측면에서 더 나은 성능을 보임을 확인하였다.

Improvement of Vegetation Index Image Simulations by Applying Accumulated Temperature

  • Park, Jin Sue;Park, Wan Yong;Eo, Yang Dam
    • 한국측량학회지
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    • 제38권2호
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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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    • 제54권1호
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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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    • 제32권5호
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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.

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

  • 서민송;에베르 엔리케 카스티요 오소리오;유환희
    • 한국측량학회지
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    • 제39권6호
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    • pp.351-361
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    • 2021
  • 화재는 막대한 재산과 인명피해를 초래하고 있으며 크고 작은 화재가 지속해서 발생하고 있다. 따라서 본 연구는 화재 유형별로 화재에 영향을 미치는 각종 위험요인을 예측하고자 한다. 전국에서 화재 발생 건수가 가장 많은 경기도를 대상으로 화재발생위험요인 예측분석을 실시하였다. 또한, 머신러닝 방법인 SVM, RF, GBRT를 활용하여 각 모형의 정확성을 MAE,RMSE를 통해 적합도가 높은 모형을 제시하였으며 이를 토대로 경기도 화재발생요인 예측분석을 실시하였다. 머신러닝 방법 3가지를 비교분석한 결과 RF가 MAE 1.517, RMSE 1.820으로 나타났으며 MAE, RMSE 검증데이터 및 시험데이터의 경우 MAE값 0.024, RMSE값 0.12의 차이로 매우 유사하게 나타나 가장 우수한 예측력으로 나타났다. RF기법을 적용하여 분석한 결과 공통적으로 발화장소가 화재발생에 가장 큰 영향을 주는 위험요인으로 나타났다. 이러한 연구 결과는 화재발생에 영향을 주는 요인들의 위험순서를 파악하여 화재안전관리의 유용한 자료로 활용될 것으로 예상된다.