• Title/Summary/Keyword: Recursive Prediction Method

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Radial basis function network design for chaotic time series prediction (혼돈 시계열의 예측을 위한 Radial Basis 함수 회로망 설계)

  • 신창용;김택수;최윤호;박상희
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.45 no.4
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    • pp.602-611
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    • 1996
  • In this paper, radial basis function networks with two hidden layers, which employ the K-means clustering method and the hierarchical training, are proposed for improving the short-term predictability of chaotic time series. Furthermore the recursive training method of radial basis function network using the recursive modified Gram-Schmidt algorithm is proposed for the purpose. In addition, the radial basis function networks trained by the proposed training methods are compared with the X.D. He A Lapedes's model and the radial basis function network by nonrecursive training method. Through this comparison, an improved radial basis function network for predicting chaotic time series is presented. (author). 17 refs., 8 figs., 3 tabs.

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Real-Time Building Load Prediction by the On-Line Weighted Recursive Least Square Method (실시간 가중 회기최소자승법을 사용한 익일 부하예측)

  • 한도영;이재무
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.12 no.6
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    • pp.609-615
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    • 2000
  • The energy conservation is one of the most important issues in recent years. Especially, the energy conservation through improved control strategies is one of the most highly possible area to be implemented in the near future. The energy conservation of the ice storage system can be accomplished through the improved control strategies. A real time building load prediction algorithm was developed. The expected highest and the lowest outdoor temperature of the next day were used to estimate the next day outdoor temperature profile. The measured dry bulb temperature and the measured building load were used to estimate system parameters by using the on-line weighted recursive least square method. The estimated hourly outdoor temperatures and the estimated hourly system parameters were used to predict the next day hourly building loads. In order to see the effectiveness of the building load prediction algorithm, two different types of building models were selected and analysed. The simulation results show less than 1% in error for the prediction of the next day building loads. Therefore, this algorithm may successfully be used for the development of improved control algorithms of the ice storage system.

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Experimental Study on Long-Term Prediction of Rebar Price Using Deep Learning Recursive Prediction Meothod (딥러닝의 반복적 예측방법을 활용한 철근 가격 장기예측에 관한 실험적 연구)

  • Lee, Yong-Seong;Kim, Kyung-Hwan
    • Korean Journal of Construction Engineering and Management
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    • v.22 no.3
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    • pp.21-30
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    • 2021
  • This study proposes a 5-month rebar price prediction method using the recursive prediction method of deep learning. This approach predicts a long-term point in time by repeating the process of predicting all the characteristics of the input data and adding them to the original data and predicting the next point in time. The predicted average accuracy of the rebar prices for one to five months is approximately 97.24% in the manner presented in this study. Through the proposed method, it is expected that more accurate cost planning will be possible than the existing method by supplementing the systematicity of the price estimation method through human experience and judgment. In addition, it is expected that the method presented in this study can be utilized in studies that predict long-term prices using time series data including building materials other than rebar.

A Study on the Parameter Estimation Algorithm for Nonlinear Systems (비선형 시스템의 계수추정 알고리즘 연구)

  • Lee, Dal-Ho;Seong, Sang-Man
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.7
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    • pp.898-902
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    • 1999
  • In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

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A Fast Algorithm for Real-time Adaptive Notch Filtering

  • Kim, Haeng-Gihl
    • Journal of information and communication convergence engineering
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    • v.1 no.4
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    • pp.189-193
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    • 2003
  • A new algorithm is presented for adaptive notch filtering of narrow band or sine signals for embedded among broad band noise. The notch filter is implemented as a constrained infinite impulse response filter with a minimal number of parameters, Based on the recursive prediction error (RPE) method, the algorithm has the advantages of the fast convergence, accurate results and initial estimate of filter coefficient and its covariance is revealed. A convergence criterion is also developed. By using the information of the noise-to-signal power, the algorithm can self-adjust its initial filter coefficient estimate and its covariance to ensure convergence.

Comparison of long-term forecasting performance of export growth rate using time series analysis models and machine learning analysis (시계열 분석 모형 및 머신 러닝 분석을 이용한 수출 증가율 장기예측 성능 비교)

  • Seong-Hwi Nam
    • Korea Trade Review
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    • v.46 no.6
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    • pp.191-209
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    • 2021
  • In this paper, various time series analysis models and machine learning models are presented for long-term prediction of export growth rate, and the prediction performance is compared and reviewed by RMSE and MAE. Export growth rate is one of the major economic indicators to evaluate the economic status. And It is also used to predict economic forecast. The export growth rate may have a negative (-) value as well as a positive (+) value. Therefore, Instead of using the ReLU function, which is often used for time series prediction of deep learning models, the PReLU function, which can have a negative (-) value as an output value, was used as the activation function of deep learning models. The time series prediction performance of each model for three types of data was compared and reviewed. The forecast data of long-term prediction of export growth rate was deduced by three forecast methods such as a fixed forecast method, a recursive forecast method and a rolling forecast method. As a result of the forecast, the traditional time series analysis model, ARDL, showed excellent performance, but as the time period of learning data increases, the performance of machine learning models including LSTM was relatively improved.

Prediction on the Ratio of Added Value in Industry Using Forecasting Combination based on Machine Learning Method (머신러닝 기법 기반의 예측조합 방법을 활용한 산업 부가가치율 예측 연구)

  • Kim, Jeong-Woo
    • The Journal of the Korea Contents Association
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    • v.20 no.12
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    • pp.49-57
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    • 2020
  • This study predicts the ratio of added value, which represents the competitiveness of export industries in South Korea, using various machine learning techniques. To enhance the accuracy and stability of prediction, forecast combination technique was applied to predicted values of machine learning techniques. In particular, this study improved the efficiency of the prediction process by selecting key variables out of many variables using recursive feature elimination method and applying them to machine learning techniques. As a result, it was found that the predicted value by the forecast combination method was closer to the actual value than the predicted values of the machine learning techniques. In addition, the forecast combination method showed stable prediction results unlike volatile predicted values by machine learning techniques.

Real-time Projectile Motion Trajectory Estimation Considering Air Resistance of Obliquely Thrown Object Using Recursive Least Squares Estimation (비스듬히 던진 물체의 공기저항을 고려한 재귀 최소 자승법 기반 실시간 포물선 운동 궤적 추정)

  • Jeong, Sangyoon;Chwa, Dongkyoung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.3
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    • pp.427-432
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    • 2018
  • This paper uses a recursive least squares method to estimate the projectile motion trajectory of an object in real time. The equations of motion of the object are obtained considering the air resistance which occurs in the actual experiment environment. Because these equations consider air resistance, parameter estimation of nonlinear terms is required. However, nonlinear recursive least squares estimation is not suitable for estimating trajectory of projectile in that it requires a lot of computation time. Therefore, parameter estimation for real-time trajectory prediction is performed by recursive least square estimation after using Taylor series expansion to approximate nonlinear terms to polynomials. The proposed method is verified through experiments by using VICON Bonita motion capture system which can get three dimensional coordinates of projectile. The results indicate that proposed method is more accurate than linear Kalman filter method based on the equations of motion of projectile that does not consider air resistance.

A Study on Design of Neural Network for the Prediction of EEG with Chaotic Characteristics (카오스 특성을 갖는 뇌파신호의 예측을 위한 신경회로망 설계에 관한 연구)

  • Shin, Chang-Yong;Kim, Taek-Soo;Park, Sang-Hui
    • Proceedings of the KOSOMBE Conference
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    • v.1995 no.05
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    • pp.265-269
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    • 1995
  • In this study, we present a training method of radial basis function networks based on recursive modified Gram-Schmidt algorithm for single step prediction of chaotic time series. With single step predictions of Mackey-Glass time series and alpha-rhythm EEG which has chaotic characteristics, the radial basis function network trained by this method is compared with one trained by a classical non-recursive method and the radial basis function model proposed by X.D. He and A. Lapedes. The results show the effectiveness of the training method.

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Recursive Bayesian Filter based Strike Velocity Estimation for Small Caliber Projectile (재귀적 베이시안 필터를 적용한 소화기탄의 충돌속도 추정 연구)

  • Kim, Jong-Hwan;Jo, Seungsik
    • Journal of the Korea Institute of Military Science and Technology
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    • v.19 no.2
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    • pp.177-184
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    • 2016
  • This paper presents a strike velocity estimation using the recursive Bayesian filter that operates both correction and prediction models to probabilistically remove noises of sensors and accurately estimate the strike velocity during the real-time experiments. Four different types of bullets such as 5.56 mm M193, 7.62 mm M80, 5.45 mm 7N10 and 7.62 mm MSC were used to validate the proposed method. Compared to the existing method, the proposed method statistically results in higher stability of the strike velocity estimation as well as its reliability for the ballistic limit velocity computation.