• Title/Summary/Keyword: Standard Error of Prediction

Search Result 324, Processing Time 0.037 seconds

A Study of Air Freight Forecasting Using the ARIMA Model (ARIMA 모델을 이용한 항공운임예측에 관한 연구)

  • Suh, Sang-Sok;Park, Jong-Woo;Song, Gwangsuk;Cho, Seung-Gyun
    • Journal of Distribution Science
    • /
    • v.12 no.2
    • /
    • pp.59-71
    • /
    • 2014
  • Purpose - In recent years, many firms have attempted various approaches to cope with the continual increase of aviation transportation. The previous research into freight charge forecasting models has focused on regression analyses using a few influence factors to calculate the future price. However, these approaches have limitations that make them difficult to apply into practice: They cannot respond promptly to small price changes and their predictive power is relatively low. Therefore, the current study proposes a freight charge-forecasting model using time series data instead a regression approach. The main purposes of this study can thus be summarized as follows. First, a proper model for freight charge using the autoregressive integrated moving average (ARIMA) model, which is mainly used for time series forecast, is presented. Second, a modified ARIMA model for freight charge prediction and the standard process of determining freight charge based on the model is presented. Third, a straightforward freight charge prediction model for practitioners to apply and utilize is presented. Research design, data, and methodology - To develop a new freight charge model, this study proposes the ARIMAC(p,q) model, which applies time difference constantly to address the correlation coefficient (autocorrelation function and partial autocorrelation function) problem as it appears in the ARIMA(p,q) model and materialize an error-adjusted ARIMAC(p,q). Cargo Account Settlement Systems (CASS) data from the International Air Transport Association (IATA) are used to predict the air freight charge. In the modeling, freight charge data for 72 months (from January 2006 to December 2011) are used for the training set, and a prediction interval of 23 months (from January 2012 to November 2013) is used for the validation set. The freight charge from November 2012 to November 2013 is predicted for three routes - Los Angeles, Miami, and Vienna - and the accuracy of the prediction interval is analyzed using mean absolute percentage error (MAPE). Results - The result of the proposed model shows better accuracy of prediction because the MAPE of the error-adjusted ARIMAC model is 10% and the MAPE of ARIMAC is 11.2% for the L.A. route. For the Miami route, the proposed model also shows slightly better accuracy in that the MAPE of the error-adjusted ARIMAC model is 3.5%, while that of ARIMAC is 3.7%. However, for the Vienna route, the accuracy of ARIMAC is better because the MAPE of ARIMAC is 14.5% and the MAPE of the error-adjusted ARIMAC model is 15.7%. Conclusions - The accuracy of the error-adjusted ARIMAC model appears better when a route's freight charge variance is large, and the accuracy of ARIMA is better when the freight charge variance is small or has a trend of ascent or descent. From the results, it can be concluded that the ARIMAC model, which uses moving averages, has less predictive power for small price changes, while the error-adjusted ARIMAC model, which uses error correction, has the advantage of being able to respond to price changes quickly.

Soft computing techniques in prediction Cr(VI) removal efficiency of polymer inclusion membranes

  • Yaqub, Muhammad;EREN, Beytullah;Eyupoglu, Volkan
    • Environmental Engineering Research
    • /
    • v.25 no.3
    • /
    • pp.418-425
    • /
    • 2020
  • In this study soft computing techniques including, Artificial Neural Network (ANN) and Adaptive Neuro-Fuzzy Inference System (ANFIS) were investigated for the prediction of Cr(VI) transport efficiency by novel Polymer Inclusion Membranes (PIMs). Transport experiments carried out by varying parameters such as time, film thickness, carrier type, carier rate, plasticizer type, and plasticizer rate. The predictive performance of ANN and ANFIS model was evaluated by using statistical performance criteria such as Root Mean Standard Error (RMSE), Mean Absolute Error (MAE), and Coefficient of Determination (R2). Moreover, Sensitivity Analysis (SA) was carried out to investigate the effect of each input on PIMs Cr(VI) removal efficiency. The proposed ANN model presented reliable and valid results, followed by ANFIS model results. RMSE and MAE values were 0.00556, 0.00163 for ANN and 0.00924, 0.00493 for ANFIS model in the prediction of Cr(VI) removal efficiency on testing data sets. The R2 values were 0.973 and 0.867 on testing data sets by ANN and ANFIS, respectively. Results show that the ANN-based prediction model performed better than ANFIS. SA demonstrated that time; film thickness; carrier type and plasticizer type are major operating parameters having 33.61%, 26.85%, 21.07% and 8.917% contribution, respectively.

The Effect of Input Variables Clustering on the Characteristics of Ensemble Machine Learning Model for Water Quality Prediction (입력자료 군집화에 따른 앙상블 머신러닝 모형의 수질예측 특성 연구)

  • Park, Jungsu
    • Journal of Korean Society on Water Environment
    • /
    • v.37 no.5
    • /
    • pp.335-343
    • /
    • 2021
  • Water quality prediction is essential for the proper management of water supply systems. Increased suspended sediment concentration (SSC) has various effects on water supply systems such as increased treatment cost and consequently, there have been various efforts to develop a model for predicting SSC. However, SSC is affected by both the natural and anthropogenic environment, making it challenging to predict SSC. Recently, advanced machine learning models have increasingly been used for water quality prediction. This study developed an ensemble machine learning model to predict SSC using the XGBoost (XGB) algorithm. The observed discharge (Q) and SSC in two fields monitoring stations were used to develop the model. The input variables were clustered in two groups with low and high ranges of Q using the k-means clustering algorithm. Then each group of data was separately used to optimize XGB (Model 1). The model performance was compared with that of the XGB model using the entire data (Model 2). The models were evaluated by mean squared error-ob servation standard deviation ratio (RSR) and root mean squared error. The RSR were 0.51 and 0.57 in the two monitoring stations for Model 2, respectively, while the model performance improved to RSR 0.46 and 0.55, respectively, for Model 1.

Studies on 5 Protein Fractions Prediction of Forage Legume Mixture by NIRS

  • Lee, Hyo-Won;Jang, Sungkwon;Lee, Hyo-Jin;Park, Hyung-Soo
    • Journal of The Korean Society of Grassland and Forage Science
    • /
    • v.34 no.3
    • /
    • pp.214-218
    • /
    • 2014
  • This study was conducted to assess the feasibility of near-infrared reflectance spectroscopy (NIRS) as a rapid and reliable method for the estimation of crude protein (CP) fractions in forage legume mixtures (sudangrass and pea mixture, and kidney bean and potato mixture). A total of 178 samples were collected and their spectral reflectance obtained in the range of 400~2,500 nm. Of these, 50 samples were selected for calibration and validation, and 35 samples were used for calibration of the data set, and the modified partial least square regression (MPLSR) analysis was performed. The correlation coefficient ($r^2$) and the standard error of cross-validation (SECV) of the calibration models in the CP fractions, A, B1, B2, B3, and C, were 0.94 (1.05), 0.92 (0.74), 0.96 (0.95), 0.91 (0.42), and 0.83 (0.38), respectively. Fifteen samples were used for equation validation, and the $r^2$ and the standard error of prediction (SEP) were 0.87 (1.45), 0.91 (0.49), 0.94 (1.13), 0.36 (0.96), and 0.74 (0.67), respectively. This study showed that NIRS could be an effective tool for the rapid and precise estimation of CP fractions in forage legume mixtures.

Precision Measurement of Water Content in Soil Using Dual RF Impedance Changes (고주파의 2개 주파수 임피던스 변화를 이용한 토양내 수분함량 정밀측정)

  • 김기복;김상천;주대성;윤동진
    • Journal of Biosystems Engineering
    • /
    • v.28 no.4
    • /
    • pp.369-376
    • /
    • 2003
  • This study was conducted to develop a precision measurement method of water content in soil (find sand and silty sand) using dual RF impedance changes. The electrically stable perpendicular plate capacitive sensor was fabricated and utilized to sense the water content in soil. Crystal oscillators of 5 and 20 MHz and related circuits were designed to detect the capacitance changes of a perpendicular plate capacitive sensor with soil samples at various volumetric water contents. A multiple regression model for volumetric water content having dual oscillation frequency changes at 5 and 20 MHz as independent variables resulted in coefficient of determination of 0.963 and standard error calibration of 0.030 cm$^3$/cm$^3$ for calibration and coefficient of determination of 0.966, standard error of prediction of 0.027 cm$^3$/cm$^3$ and bias of 0.001 cm$^3$/cm$^3$ for prediction.

Prediction of Barge Ship Roll Response Amplitude Operator Using Machine Learning Techniques

  • Lim, Jae Hwan;Jo, Hyo Jae
    • Journal of Ocean Engineering and Technology
    • /
    • v.34 no.3
    • /
    • pp.167-179
    • /
    • 2020
  • Recently, the increasing importance of artificial intelligence (AI) technology has led to its increased use in various fields in the shipbuilding and marine industries. For example, typical scenarios for AI include production management, analyses of ships on a voyage, and motion prediction. Therefore, this study was conducted to predict a response amplitude operator (RAO) through AI technology. It used a neural network based on one of the types of AI methods. The data used in the neural network consisted of the properties of the vessel and RAO values, based on simulating the in-house code. The learning model consisted of an input layer, hidden layer, and output layer. The input layer comprised eight neurons, the hidden layer comprised the variables, and the output layer comprised 20 neurons. The RAO predicted with the neural network and an RAO created with the in-house code were compared. The accuracy was assessed and reviewed based on the root mean square error (RMSE), standard deviation (SD), random number change, correlation coefficient, and scatter plot. Finally, the optimal model was selected, and the conclusion was drawn. The ultimate goals of this study were to reduce the difficulty in the modeling work required to obtain the RAO, to reduce the difficulty in using commercial tools, and to enable an assessment of the stability of medium/small vessels in waves.

Measurement of Soil Organic Matter Using Near Infra-Red Reflectance (근적외선 반사도를 이용한 토양 유기물 함량 측정)

  • 조성인;배영민;양희성;최상현
    • Journal of Biosystems Engineering
    • /
    • v.26 no.5
    • /
    • pp.475-480
    • /
    • 2001
  • Sensing soil organic matter is crucial for precision farming and environment friendly agriculture. Near infra-red(NIR) was utilized to measure the soil organic matter. Multivariate calibration methods, including stepwise multiple linear regression(MLR), principal components recession(PCR) and partial least squares regression(PLS), were applied to soil spectral reflectance data to predict the organic matter content. The effect of soil particle size and water content was studied. The range of soil organic matter contents was from 0.5 to 11%. Near infrared (NIR) region from 700 to 2,500nm was applied. For uniform soil particle size, result had good correlation (R$\^$2/ = 0.984, standard error of prediction= 0.596). The effect of soil particle size could be eliminated with 1st order derivative of the NIR signal. However. moist soil had a little lower correlation. R$\^$2/ was 0.95 and standard error of prediction was 0.94% using the PLS method. The results showed the possibility of soil organic matter measurement using NIR reflectance on the field.

  • PDF

Application of Fourier Transform Near-Infrared Spectroscopy for Prediction Model Development of Total Dietary Fiber Content in Milled Rice (백미의 총 식이섬유함량 예측 모델 개발을 위한 퓨리에변환 근적외선분광계의 적용)

  • Lee Jin-Cheol;Yoon Yeon-Hee;Eun Jong-Bang
    • Food Science and Preservation
    • /
    • v.12 no.6
    • /
    • pp.608-612
    • /
    • 2005
  • Fourier transform-near infrared (FT-NIR) spectroscopy is a simple, rapid, non-destructive technique which can be used to make quantitative analysis of chemical composition in grain. An interest in total dietary fiber (TDF) of grain such as rice has been increased due to its beneficial effects for health. Since measuring methods for TDF content were highly depending on experimental technique and time consumptions, the application of FT-NIR spectroscopy to determine TDF content in milled rice. Results of enzymatic-gravimetric method were $1.17-1.92\%$ Partial least square (PLS) regression on raw NIR spectra to predict TDF content was developed Accuracy of prediction model for TDF content was certified for regression coefficient (r), standard error of estimation (SEE) and standard error of prediction (SEP). The r, SEE and SEP were 0.9705, 0.0464, and 0.0604, respectively. The results indicated that FT-NIR techniques could be very useful in the food industry and rice processing complex for determination of TDF in milled rice on real time analysis.

Optimization of Soil Contamination Distribution Prediction Error using Geostatistical Technique and Interpretation of Contributory Factor Based on Machine Learning Algorithm (지구통계 기법을 이용한 토양오염 분포 예측 오차 최적화 및 머신러닝 알고리즘 기반의 영향인자 해석)

  • Hosang Han;Jangwon Suh;Yosoon Choi
    • Economic and Environmental Geology
    • /
    • v.56 no.3
    • /
    • pp.331-341
    • /
    • 2023
  • When creating a soil contamination map using geostatistical techniques, there are various sources that can affect prediction errors. In this study, a grid-based soil contamination map was created from the sampling data of heavy metal concentrations in soil in abandoned mine areas using Ordinary Kriging. Five factors that were judged to affect the prediction error of the soil contamination map were selected, and the variation of the root mean squared error (RMSE) between the predicted value and the actual value was analyzed based on the Leave-one-out technique. Then, using a machine learning algorithm, derived the top three factors affecting the RMSE. As a result, it was analyzed that Variogram Model, Minimum Neighbors, and Anisotropy factors have the largest impact on RMSE in the Standard interpolation. For the variogram models, the Spherical model showed the lowest RMSE, while the Minimum Neighbors had the lowest value at 3 and then increased as the value increased. In the case of Anisotropy, it was found to be more appropriate not to consider anisotropy. In this study, through the combined use of geostatistics and machine learning, it was possible to create a highly reliable soil contamination map at the local scale, and to identify which factors have a significant impact when interpolating a small amount of soil heavy metal data.