• Title/Summary/Keyword: RMSE(root mean square error)

Search Result 665, Processing Time 0.025 seconds

Forecasting Internet Traffic by Using Seasonal GARCH Models

  • Kim, Sahm
    • Journal of Communications and Networks
    • /
    • v.13 no.6
    • /
    • pp.621-624
    • /
    • 2011
  • With the rapid growth of internet traffic, accurate and reliable prediction of internet traffic has been a key issue in network management and planning. This paper proposes an autoregressive-generalized autoregressive conditional heteroscedasticity (AR-GARCH) error model for forecasting internet traffic and evaluates its performance by comparing it with seasonal autoregressive integrated moving average (ARIMA) models in terms of root mean square error (RMSE) criterion. The results indicated that the seasonal AR-GARCH models outperformed the seasonal ARIMA models in terms of forecasting accuracy with respect to the RMSE criterion.

Prediction of the interest spread using VAR model (벡터자기회귀모형에 의한 금리스프레드의 예측)

  • Kim, Junhong;Jin, Dalae;Lee, Jisun;Kim, Suji;Son, Young Sook
    • Journal of the Korean Data and Information Science Society
    • /
    • v.23 no.6
    • /
    • pp.1093-1102
    • /
    • 2012
  • In this paper, we predicted the interest spread using the VAR (vector autoregressive) model. Variables used in the VAR model were selected among 56 domestic and foreign macroeconomic time series through crosscorrelation and Granger causality test. The performance of the VAR model was compared with the univariate time series model, AR (autoregressive) model, in view of MAPE (mean absolute percentage error) and RMSE (root mean square error) of forecasts for the last twelve months.

Sensitivity Analysis for Operation a Reservoir System to Hydrologic Forecast Accuracy (수문학적 예측의 정확도에 따른 저수지 시스템 운영의 민감도 분석)

  • Kim, Yeong-O
    • Journal of Korea Water Resources Association
    • /
    • v.31 no.6
    • /
    • pp.855-862
    • /
    • 1998
  • This paper investigates the impact of the forecast error on performance of a reservoir system for hydropower production. Forecast error is measured as th Root Mean Square Error (RMSE) and parametrically varied within a Generalized Maintenance Of Variance Extension (GMOVE) procedure. A set of transition probabilities are calculated as a function of the RMSE of the GMOVE procedure and then incorporated into a Bayesian Stochastic Dynamic Programming model which derives monthly operating policies and assesses their performance. As a case study, the proposed methodology is applied to the Skagit Hydropower System (SHS) in Washington state. The results show that the system performance is a nonlinear function of RMSE and therefor suggested that continued improvements in the current forecast accuracy correspond to gradually greater increase in performance of the SHS.

  • PDF

Prediction of Blast Vibration in Quarry Using Machine Learning Models (머신러닝 모델을 이용한 석산 개발 발파진동 예측)

  • Jung, Dahee;Choi, Yosoon
    • Tunnel and Underground Space
    • /
    • v.31 no.6
    • /
    • pp.508-519
    • /
    • 2021
  • In this study, a model was developed to predict the peak particle velocity (PPV) that affects people and the surrounding environment during blasting. Four machine learning models using the k-nearest neighbors (kNN), classification and regression tree (CART), support vector regression (SVR), and particle swarm optimization (PSO)-SVR algorithms were developed and compared with each other to predict the PPV. Mt. Yogmang located in Changwon-si, Gyeongsangnam-do was selected as a study area, and 1048 blasting data were acquired to train the machine learning models. The blasting data consisted of hole length, burden, spacing, maximum charge per delay, powder factor, number of holes, ratio of emulsion, monitoring distance and PPV. To evaluate the performance of the trained models, the mean absolute error (MAE), mean square error (MSE), and root mean square error (RMSE) were used. The PSO-SVR model showed superior performance with MAE, MSE and RMSE of 0.0348, 0.0021 and 0.0458, respectively. Finally, a method was proposed to predict the degree of influence on the surrounding environment using the developed machine learning models.

Performance and Root Mean Squared Error of Kernel Relaxation by the Dynamic Change of the Moment (모멘트의 동적 변환에 의한 Kernel Relaxation의 성능과 RMSE)

  • 김은미;이배호
    • Journal of Korea Multimedia Society
    • /
    • v.6 no.5
    • /
    • pp.788-796
    • /
    • 2003
  • This paper proposes using dynamic momentum for squential learning method. Using The dynamic momentum improves convergence speed and performance by the variable momentum, also can identify it in the RMSE(root mean squared error). The proposed method is reflected using variable momentum according to current state. While static momentum is equally influenced on the whole, dynamic momentum algorithm can control the convergence rate and performance. According to the variable change of momentum by training. Unlike former classification and regression problems, this paper confirms both performance and regression rate of the dynamic momentum. Using RMSE(root mean square error ), which is one of the regression methods. The proposed dynamic momentum has been applied to the kernel adatron and kernel relaxation as the new sequential learning method of support vector machine presented recently. In order to show the efficiency of the proposed algorithm, SONAR data, the neural network classifier standard evaluation data, are used. The simulation result using the dynamic momentum has a better convergence rate, performance and RMSE than those using the static moment, respectively.

  • PDF

Analysis of Relationship Between Meteorological Parameters and Solar Radiation at Cheongju (청주지역의 기상요소와 일사량과의 상관관계 분석)

  • Baek, Shin Chul;Shin, Hyoung Sub;Park, Jong Hwa
    • KCID journal
    • /
    • v.19 no.1
    • /
    • pp.87-96
    • /
    • 2012
  • Information of local solar radiation is essential for many field, including water resources management, crop yield estimation, crop growth model, solar energy systems and irrigation and drainage design. Unfortunately, solar radiation measurements are not easily available due to the cost and maintenance and calibration requirements of the measuring equipment and station. Therefore, it is important to elaborate methods to estimate the solar radiation based on readily available meteorological data. In this study, two empirical equations are employed to estimate daily solar radiation using Cheongju Regional Meteorological Office data. Two scenarios are considered: (a) sunshine duration data are available for a given location, or (b) only daily cloudiness index records exist. Simple linear regression with daily sunshine duration and cloudiness index as the dependent variable accounted for 91% and 80%, respectively of the variation of solar radiation(H) at 2011. Daily global solar radiation is highly correlated with sunshine duration. In order to indicate the performance of the models, the statistical test methods of the mean bias error(MBE), root mean square error(RMSE) and correlation coefficient(r) are used. Sunshine duration and cloudiness index can be easily and reliably measured and data are widely available.

  • PDF

A Missing Value Replacement Method for Agricultural Meteorological Data Using Bayesian Spatio-Temporal Model (농업기상 결측치 보정을 위한 통계적 시공간모형)

  • Park, Dain;Yoon, Sanghoo
    • Journal of Environmental Science International
    • /
    • v.27 no.7
    • /
    • pp.499-507
    • /
    • 2018
  • Agricultural meteorological information is an important resource that affects farmers' income, food security, and agricultural conditions. Thus, such data are used in various fields that are responsible for planning, enforcing, and evaluating agricultural policies. The meteorological information obtained from automatic weather observation systems operated by rural development agencies contains missing values owing to temporary mechanical or communication deficiencies. It is known that missing values lead to reduction in the reliability and validity of the model. In this study, the hierarchical Bayesian spatio-temporal model suggests replacements for missing values because the meteorological information includes spatio-temporal correlation. The prior distribution is very important in the Bayesian approach. However, we found a problem where the spatial decay parameter was not converged through the trace plot. A suitable spatial decay parameter, estimated on the bias of root-mean-square error (RMSE), which was determined to be the difference between the predicted and observed values. The latitude, longitude, and altitude were considered as covariates. The estimated spatial decay parameters were 0.041 and 0.039, for the spatio-temporal model with latitude and longitude and for latitude, longitude, and altitude, respectively. The posterior distributions were stable after the spatial decay parameter was fixed. root mean square error (RMSE), mean absolute error (MAE), mean absolute percentage error (MAPE), and bias were calculated for model validation. Finally, the missing values were generated using the independent Gaussian process model.

City Gas Pipeline Pressure Prediction Model (도시가스 배관압력 예측모델)

  • Chung, Won Hee;Park, Giljoo;Gu, Yeong Hyeon;Kim, Sunghyun;Yoo, Seong Joon;Jo, Young-do
    • The Journal of Society for e-Business Studies
    • /
    • v.23 no.2
    • /
    • pp.33-47
    • /
    • 2018
  • City gas pipelines are buried underground. Because of this, pipeline is hard to manage, and can be easily damaged. This research proposes a real time prediction system that helps experts can make decision about pressure anomalies. The gas pipline pressure data of Jungbu City Gas Company, which is one of the domestic city gas suppliers, time variables and environment variables are analysed. In this research, regression models that predicts pipeline pressure in minutes are proposed. Random forest, support vector regression (SVR), long-short term memory (LSTM) algorithms are used to build pressure prediction models. A comparison of pressure prediction models' preformances shows that the LSTM model was the best. LSTM model for Asan-si have root mean square error (RMSE) 0.011, mean absolute percentage error (MAPE) 0.494. LSTM model for Cheonan-si have RMSE 0.015, MAPE 0.668.

A Modulation and Channel State Estimation Algorithm Using the Received Signal Analysis in the Blind Channel (블라인드 채널에서 수신 신호 분석 기법을 사용한 변조 및 채널 상태 추정 알고리즘)

  • Cho, Minhwan;Nam, Haewoon
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.41 no.11
    • /
    • pp.1406-1409
    • /
    • 2016
  • In this paper, we propose the heuristic signal grouping algorithm to estimate channel state value over full blind communication situation which means that there is no information about the modulation scheme and the channel state information between the transmitter and the receiver. Hereafter, using the constellation rotation method and the probability density function(pdf) the modulation scheme is determined to perform automatic modulation classification(AMC). Furthermore, the modulation type and a channel state value estimation capability is evaluated by comparing the proposed scheme with other conventional techniques from the simulation results in terms of the symbol error rate(SER) and the root mean square error (RMSE).

Performance Analysis of Three-Dimensional Radar for Angle and Distance Errors (3차원 레이다 궤적 생성 및 성능 분석)

  • Lim, Hyeongyong;Jang, Yeonsoo;Lee, Taewoo;Hwang, Jaeduck;Yoon, Dongweon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2014.10a
    • /
    • pp.837-839
    • /
    • 2014
  • In radar systems, information of three-dimensional (3D) trajectory is necessary for tracking targets. The information of 3D trajectory for a 3D radar can be obtained by estimating the azimuth angle, the elevation angle, and the distance. The estimated information of the angles and the distance has errors according to received signals. Since these errors affect performances of 3D radar systems, performance analysis of 3D radar for the angles and the distance errors is required. In this paper, the performance of 3D radar systems is analyzed by root mean square error (RMSE) between true trajectory information and the estimated trajectory information according to the angles and the distance errors.

  • PDF