• 제목/요약/키워드: Statistical Prediction Model

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Bayesian Typhoon Track Prediction Using Wind Vector Data

  • Han, Minkyu;Lee, Jaeyong
    • Communications for Statistical Applications and Methods
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    • v.22 no.3
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    • pp.241-253
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    • 2015
  • In this paper we predict the track of typhoons using a Bayesian principal component regression model based on wind field data. Data is obtained at each time point and we applied the Bayesian principal component regression model to conduct the track prediction based on the time point. Based on regression model, we applied to variable selection prior and two kinds of prior distribution; normal and Laplace distribution. We show prediction results based on Bayesian Model Averaging (BMA) estimator and Median Probability Model (MPM) estimator. We analysis 8 typhoons in 2006 using data obtained from previous 6 years (2000-2005). We compare our prediction results with a moving-nest typhoon model (MTM) proposed by the Korea Meteorological Administration. We posit that is possible to predict the track of a typhoon accurately using only a statistical model and without a dynamical model.

Prediction of extreme PM2.5 concentrations via extreme quantile regression

  • Lee, SangHyuk;Park, Seoncheol;Lim, Yaeji
    • Communications for Statistical Applications and Methods
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    • v.29 no.3
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    • pp.319-331
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    • 2022
  • In this paper, we develop a new statistical model to forecast the PM2.5 level in Seoul, South Korea. The proposed model is based on the extreme quantile regression model with lasso penalty. Various meteorological variables and air pollution variables are considered as predictors in the regression model, and the lasso quantile regression performs variable selection and solves the multicollinearity problem. The final prediction model is obtained by combining various extreme lasso quantile regression estimators and we construct a binary classifier based on the model. Prediction performance is evaluated through the statistical measures of the performance of a binary classification test. We observe that the proposed method works better compared to the other classification methods, and predicts 'very bad' cases of the PM2.5 level well.

The Development of Ensemble Statistical Prediction Model for Changma Precipitation (장마 강수를 위한 앙상블 통계 예측 모델 개발)

  • Kim, Jin-Yong;Seo, Kyong-Hwan
    • Atmosphere
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    • v.24 no.4
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    • pp.533-540
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    • 2014
  • Statistical forecast models for the prediction of the summertime Changma precipitation have been developed in this study. As effective predictors for the Changma precipitation, the springtime sea surface temperature (SST) anomalies over the North Atlantic (NA1), the North Pacific (NPC) and the tropical Pacific Ocean (CNINO) has been suggested in Lee and Seo (2013). To further improve the performance of the statistical prediction scheme, we select other potential predictors and construct 2 additional statistical models. The selected predictors are the Northern Indian Ocean (NIO) and the Bering Sea (BS) SST anomalies, and the spring Eurasian snow cover anomaly (EUSC). Then, using the total three statistical prediction models, a simple ensemble-mean prediction is performed. The resulting correlation skill score reaches as high as ~0.90 for the last 21 years, which is ~16% increase in the skill compared to the prediction model by Lee and Seo (2013). The EUSC and BS predictors are related to a strengthening of the Okhotsk high, leading to an enhancement of the Changma front. The NIO predictor induces the cyclonic anomalies to the southwest of the Korean peninsula and southeasterly flows toward the peninsula, giving rise to an increase in the Changma precipitation.

Machine Learning vs. Statistical Model for Prediction Modelling: Application in Medical Imaging Research (예측모형의 머신러닝 방법론과 통계학적 방법론의 비교: 영상의학 연구에서의 적용)

  • Leeha Ryu;Kyunghwa Han
    • Journal of the Korean Society of Radiology
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    • v.83 no.6
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    • pp.1219-1228
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    • 2022
  • Clinical prediction models has been increasingly published in radiology research. In particular, as a radiomics research is being actively conducted, the prediction model is developed based on the traditional statistical model, as well as machine learning, to account for the high-dimensional data. In this review, we investigated the statistical and machine learning methods used in clinical prediction model research, and briefly summarized each analytical method for statistical model, machine learning, and statistical learning. Finally, we discussed several considerations for choosing the prediction modeling method.

A Combination and Calibration of Multi-Model Ensemble of PyeongChang Area Using Ensemble Model Output Statistics (Ensemble Model Output Statistics를 이용한 평창지역 다중 모델 앙상블 결합 및 보정)

  • Hwang, Yuseon;Kim, Chansoo
    • Atmosphere
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    • v.28 no.3
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    • pp.247-261
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    • 2018
  • The objective of this paper is to compare probabilistic temperature forecasts from different regional and global ensemble prediction systems over PyeongChang area. A statistical post-processing method is used to take into account combination and calibration of forecasts from different numerical prediction systems, laying greater weight on ensemble model that exhibits the best performance. Observations for temperature were obtained from the 30 stations in PyeongChang and three different ensemble forecasts derived from the European Centre for Medium-Range Weather Forecasts, Ensemble Prediction System for Global and Limited Area Ensemble Prediction System that were obtained between 1 May 2014 and 18 March 2017. Prior to applying to the post-processing methods, reliability analysis was conducted to identify the statistical consistency of ensemble forecasts and corresponding observations. Then, ensemble model output statistics and bias-corrected methods were applied to each raw ensemble model and then proposed weighted combination of ensembles. The results showed that the proposed methods provide improved performances than raw ensemble mean. In particular, multi-model forecast based on ensemble model output statistics was superior to the bias-corrected forecast in terms of deterministic prediction.

A study on the Conceptual Design for the Real-time wind Power Prediction System in Jeju (제주 실시간 풍력발전 출력 예측시스템 개발을 위한 개념설계 연구)

  • Lee, Young-Mi;Yoo, Myoung-Suk;Choi, Hong-Seok;Kim, Yong-Jun;Seo, Young-Jun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.12
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    • pp.2202-2211
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    • 2010
  • The wind power prediction system is composed of a meteorological forecasting module, calculation module of wind power output and HMI(Human Machine Interface) visualization system. The final information from this system is a short-term (6hr ahead) and mid-term (48hr ahead) wind power prediction value. The meteorological forecasting module for wind speed and direction forecasting is a combination of physical and statistical model. In this system, the WRF(Weather Research and Forecasting) model, which is a three-dimensional numerical weather model, is used as the physical model and the GFS(Global Forecasting System) models is used for initial condition forecasting. The 100m resolution terrain data is used to improve the accuracy of this system. In addition, optimization of the physical model carried out using historic weather data in Jeju. The mid-term prediction value from the physical model is used in the statistical method for a short-term prediction. The final power prediction is calculated using an optimal adjustment between the currently observed data and data predicted from the power curve model. The final wind power prediction value is provided to customs using a HMI visualization system. The aim of this study is to further improve the accuracy of this prediction system and develop a practical system for power system operation and the energy market in the Smart-Grid.

REGRESSION WITH CENSORED DATA BY LEAST SQUARES SUPPORT VECTOR MACHINE

  • Kim, Dae-Hak;Shim, Joo-Yong;Oh, Kwang-Sik
    • Journal of the Korean Statistical Society
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    • v.33 no.1
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    • pp.25-34
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    • 2004
  • In this paper we propose a prediction method on the regression model with randomly censored observations of the training data set. The least squares support vector machine regression is applied for the regression function prediction by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed prediction method.

Model Selection for Tree-Structured Regression

  • Kim, Sung-Ho
    • Journal of the Korean Statistical Society
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    • v.25 no.1
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    • pp.1-24
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    • 1996
  • In selecting a final tree, Breiman, Friedman, Olshen, and Stone(1984) compare the prediction risks of a pair of tree, where one contains the other, using the standard error of the prediction risk of the larger one. This paper proposes an approach to selection of a final tree by using the standard error of the difference of the prediction risks between a pair of trees rather than the standard error of the larger one. This approach is compared with CART's for simulated data from a simple regression model. Asymptotic results of the approaches are also derived and compared to each other. Both the asymptotic and the simulation results indicate that final trees by CART tend to be smaller than desired.

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Bayes Prediction Density in Linear Models

  • Kim, S.H.
    • Communications for Statistical Applications and Methods
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    • v.8 no.3
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    • pp.797-803
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    • 2001
  • This paper obtained Bayes prediction density for the spatial linear model with non-informative prior. It showed the results that predictive inferences is completely unaffected by departures from the normality assumption in the direction of the elliptical family and the structure of prediction density is unchanged by more than one additional future observations.

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Interpretation of Data Mining Prediction Model Using Decision Tree

  • Kang, Hyuncheol;Han, Sang-Tae;Choi, Jong-Ho
    • Communications for Statistical Applications and Methods
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    • v.7 no.3
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    • pp.937-943
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    • 2000
  • Data mining usually deal with undesigned massive data containing many variables for which their characteristics and association rules are unknown, therefore it is actually not easy to interpret the results of analysis. In this paper, it is shown that decision tree can be very useful in interpreting data mining prediction model using two real examples.

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