• 제목/요약/키워드: Short-term forecasting

검색결과 414건 처리시간 0.031초

추석과 설날 연휴에 대한 전력수요예측 알고리즘 개선 (An Improvement Algorithm of the Daily Peak Load Forecasting for Korean Thanksgiving Day and the Lunar New Year's Day)

  • 구본석;백영식;송경빈
    • 대한전기학회논문지:시스템및제어부문D
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    • 제51권10호
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    • pp.453-459
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    • 2002
  • This paper proposes an improved algorithm of the daily peak load forecasting for Korean Thanksgiving Day and the Lunar New Year's day. So far, many studies on the short-term load forecasting have been made to improve the accuracy of the load forecasting. However, the large errors of the load forecasting occur i case of Korean Thanksgiving Day and the Lunar New Year's Day. In order to reduce the errors of the load forecasting, the fuzzy linear regression method is introduced and a good selection method of the past load pattern is presented. Test results show that the proposed algorithm improves the accuracy of the load forecasting.

Stock Forecasting Using Prophet vs. LSTM Model Applying Time-Series Prediction

  • Alshara, Mohammed Ali
    • International Journal of Computer Science & Network Security
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    • 제22권2호
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    • pp.185-192
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    • 2022
  • Forecasting and time series modelling plays a vital role in the data analysis process. Time Series is widely used in analytics & data science. Forecasting stock prices is a popular and important topic in financial and academic studies. A stock market is an unregulated place for forecasting due to the absence of essential rules for estimating or predicting a stock price in the stock market. Therefore, predicting stock prices is a time-series problem and challenging. Machine learning has many methods and applications instrumental in implementing stock price forecasting, such as technical analysis, fundamental analysis, time series analysis, statistical analysis. This paper will discuss implementing the stock price, forecasting, and research using prophet and LSTM models. This process and task are very complex and involve uncertainty. Although the stock price never is predicted due to its ambiguous field, this paper aims to apply the concept of forecasting and data analysis to predict stocks.

단기 측정 인터넷 트래픽 예측을 위한 모형 성능 비교 연구 (A Study on Performance Analysis of Short Term Internet Traffic Forecasting Models)

  • 하명호;손흥구;김삼용
    • Communications for Statistical Applications and Methods
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    • 제19권3호
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    • pp.415-422
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    • 2012
  • 본 연구에서는 단기에 측정되는 트래픽 자료를 예측하기 위하여 Holt-Winters, Fractional Seasonal ARIMA, AR-GARCH, Seasonal AR-GARCH 모형을 사용하여 각 모형의 예측 성능을 비교하고자 한다. 예측에 이용된 시계열 모형에 대해 소개하고, 실제 트래픽 자료에 적용하여 트래픽 자료를 분석한 결과 Holt-Winters방법이 예측력 측면에서 가장 우수하였다.

실시간 물 관리 운영을 위한 유역 유출 모의 모형 개발 (Development of Basin-wide runoff Analysis Model for Integrated Real-time Water Management)

  • 황만하;맹승진;고익환;박정인;류소라
    • 한국농공학회:학술대회논문집
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    • 한국농공학회 2003년도 학술발표논문집
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    • pp.507-510
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    • 2003
  • The development of a basin-wide runoff analysis model is to analysis monthly and daily hydrologic runoff components including surface runoff, subsurface runoff, return flow, etc. at key operation station in the targeted basin. A short-term water demand forecasting technology will be developed taking into account the patterns of municipal, industrial and agricultural water uses. For the development and utilization of runoff analysis model, relevant basin information including historical precipitation and river water stage data, geophysical basin characteristics, and water intake and consumptions needs to be collected and stored into the hydrologic database of Integrated Real-time Water Information System. The well-known SSARR model was selected for the basis of continuous daily runoff model for forecasting short and long-term natural flows.

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역전파 신경회로망 기반의 단기시장가격 예측 (Locational Marginal Price Forecasting Using Artificial Neural Network)

  • 송병선;이정규;박종배;신중린
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 하계학술대회 논문집 A
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    • pp.698-700
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    • 2004
  • Electric power restructuring offers a major change to the vertically integrated utility monopoly. Deregulation has had a great impact on the electric power industry in various countries. Bidding competition is one of the main transaction approaches after deregulation. The energy trading levels between market participants is largely dependent on the short-term price forecasts. This paper presents the short-term System Marginal Price (SMP) forecasting implementation using backpropagation Neural Network in competitive electricity market. Demand and SMP that supplied from Korea Power Exchange (KPX) are used by a input data and then predict SMP. It needs to analysis the input data for accurate prediction.

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온도를 변수로 갖는 단기부하예측에서의 TAR(Threshold Autoregressive) 모델 도입 (Introduction of TAR(Threshold Autoregressive) Model for Short-Term Load Forecasting including Temperature Variable)

  • 이경훈;이윤호;김진오
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2000년도 추계학술대회 논문집 학회본부 A
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    • pp.184-186
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    • 2000
  • This paper proposes the introduction of TAR(Threshold Autoregressive) model for short-term load forecasting including temperature variable. TAR model is a piecewise linear autoregressive model. In the scatter diagram of daily peak load versus daily maximum or minimum temperature, we can find out that the load-temperature relationship has a negative slope in lower regime and a positive slope in upper regime due to the heating and cooling load, respectively. In this paper, daily peak load was forecasted by applying TAR model using this load-temperature characteristic in these regimes. The results are compared with those of linear and quadratic regression models.

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NARX 신경망을 이용한 동·하계 단기부하예측에 관한 연구 (Short-term Electric Load Forecasting in Winter and Summer Seasons using a NARX Neural Network)

  • 정희명;박준호
    • 전기학회논문지
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    • 제66권7호
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    • pp.1001-1006
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    • 2017
  • In this study the NARX was proposed as a novel approach to forecast electric load more accurately. The NARX model is a recurrent dynamic network. ISO-NewEngland dataset was employed to evaluate and validate the proposed approach. Obtained results were compared with NAR network and some other popular statistical methods. This study showed that the proposed approach can be applied to forecast electric load and NARX has high potential to be utilized in modeling dynamic systems effectively.

대기상태를 고려한 단기부하예측에 관한 연구 (A study of short-term load forecasting in consideration of the weather conditions)

  • 김준현;황갑주
    • 전기의세계
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    • 제31권5호
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    • pp.368-374
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    • 1982
  • This paper describes a combined algorithm for short-term-load forecating. One of the specific features of this algorithm is that the base, weather sensitive and residual components are predicted respectively. The base load is represented by the exponential smoothing approach and residual load is represented by the Box-Jenkins methodology. The weather sensitive load models are developed according to the information of temperature and discomfort index. This method was applied to Korea Electric Company and results for test periods up to three years are given.

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FORECASTING GOLD FUTURES PRICES CONSIDERING THE BENCHMARK INTEREST RATES

  • Lee, Donghui;Kim, Donghyun;Yoon, Ji-Hun
    • 충청수학회지
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    • 제34권2호
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    • pp.157-168
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    • 2021
  • This study uses the benchmark interest rate of the Federal Open Market Committee (FOMC) to predict gold futures prices. For the predictions, we used the support vector machine (SVM) (a machine-learning model) and the long short-term memory (LSTM) deep-learning model. We found that the LSTM method is more accurate than the SVM method. Moreover, we applied the Boruta algorithm to demonstrate that the FOMC benchmark interest rates correlate with gold futures.

기상예보를 고려한 관개용 저수지의 최적 조작 모형(II) -모형의 구성- (Optimal Reservoir Operation Models for Paddy Rice Irrigation with Weather Forecasts (II) -Model Development-)

  • 김병진;박승우
    • 한국농공학회지
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    • 제36권2호
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    • pp.44-55
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    • 1994
  • This paper describes the development of real-time irrigation reservoir operation models that adequately allocate available water resources for paddy rice irrigation. Water requirement deficiency index(WRDI) was proposed as a guide to evaluate the operational performance of release schemes by comparing accumulated differences between daily release requirements for irrigated areas and actual release amounts. Seven reservoir release rules were developed, which are constant release rate method (CRR), mean storage curve method(MSC), frequency analysis method of reservoir storage rate(FAS), storage requirement curve method(SRC), constant optimal storage rate method (COS), ten-day optimal storage rate method(TOS), and release optimization method(ROM). Long-term forecasting reservoir operation model(LFROM) was formulated to find an optimal release scheme which minimizes WRDIs with long-term weather generation. Rainfall sequences, rainfall amount, and evaporation amount throughout the growing season were to be forecasted and the results used as an input for the model. And short-term forecasting reservoir operation model(SFROM) was developed to find an optimal release scheme which minimizes WRDIs with short-term weather forecasts. The model uses rainfall sequences forecasted by the weather service, and uses rainfall and evaporation amounts generated according to rainfall sequences.

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