• Title/Summary/Keyword: Time Series Data Prediction

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User Modeling based Time-Series Analysis for Context Prediction in Ubiquitous Computing Environment (유비쿼터스 컴퓨팅 환경에서 컨텍스트 예측을 위한 시계열 분석 기반 사용자 모델링)

  • Choi, Young-Hwan;Lee, Sang-Yong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.655-660
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    • 2009
  • The context prediction algorithms are not suitable to provide real-time personalized service for users in context-awareness environment. The algorithms have problems like time delay in training data processing and the difficulties of implementation in real-time environment. In this paper, we propose a prediction algorithm with user modeling to shorten of processing time and to improve the prediction accuracy in the context prediction algorithm. The algorithm uses moving path of user contexts for context prediction and generates user model by time-series analysis of user's moving path. And that predicts the user context with the user model by sequence matching method. We compared our algorithms with the prediction algorithms by processing time and prediction accuracy. As the result, the prediction accuracy of our algorithm is similar to the prediction algorithms, and processing time is reduced by 40% in real time service environment.

A Research for Imputation Method of Photovoltaic Power Missing Data to Apply Time Series Models (태양광 발전량 데이터의 시계열 모델 적용을 위한 결측치 보간 방법 연구)

  • Jeong, Ha-Young;Hong, Seok-Hoon;Jeon, Jae-Sung;Lim, Su-Chang;Kim, Jong-Chan;Park, Chul-Young
    • Journal of Korea Multimedia Society
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    • v.24 no.9
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    • pp.1251-1260
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    • 2021
  • This paper discusses missing data processing using simple moving average (SMA) and kalman filter. Also SMA and kalman predictive value are made a comparative study. Time series analysis is a generally method to deals with time series data in photovoltaic field. Photovoltaic system records data irregularly whenever the power value changes. Irregularly recorded data must be transferred into a consistent format to get accurate results. Missing data results from the process having same intervals. For the reason, it was imputed using SMA and kalman filter. The kalman filter has better performance to observed data than SMA. SMA graph is stepped line graph and kalman filter graph is a smoothing line graph. MAPE of SMA prediction is 0.00737%, MAPE of kalman prediction is 0.00078%. But time complexity of SMA is O(N) and time complexity of kalman filter is O(D2) about D-dimensional object. Accordingly we suggest that you pick the best way considering computational power.

Prediction for Nonlinear Time Series Data using Neural Network (신경망을 이용한 비선형 시계열 자료의 예측)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.10 no.9
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    • pp.357-362
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    • 2012
  • We have compared and predicted for non-linear time series data which are real data having different variences using GRCA(1) model and neural network method. In particular, using Korea Composite Stock Price Index rate, mean square errors of prediction are obtained in genaralized random coefficient autoregressive model and neural network method. Neural network method prove to be better in short-term forecasting, however GRCA(1) model perform well in long-term forecasting.

Performance Comparison of LSTM-Based Groundwater Level Prediction Model Using Savitzky-Golay Filter and Differential Method (Savitzky-Golay 필터와 미분을 활용한 LSTM 기반 지하수 수위 예측 모델의 성능 비교)

  • Keun-San Song;Young-Jin Song
    • Journal of the Semiconductor & Display Technology
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    • v.22 no.3
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    • pp.84-89
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    • 2023
  • In water resource management, data prediction is performed using artificial intelligence, and companies, governments, and institutions continue to attempt to efficiently manage resources through this. LSTM is a model specialized for processing time series data, which can identify data patterns that change over time and has been attempted to predict groundwater level data. However, groundwater level data can cause sen-sor errors, missing values, or outliers, and these problems can degrade the performance of the LSTM model, and there is a need to improve data quality by processing them in the pretreatment stage. Therefore, in pre-dicting groundwater data, we will compare the LSTM model with the MSE and the model after normaliza-tion through distribution, and discuss the important process of analysis and data preprocessing according to the comparison results and changes in the results.

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An Application of GP-based Prediction Model to Sunspots

  • Yano, Hiroshi;Yoshihara, Ikuo;Numata, Makoto;Aoyama, Tomoo;Yasunaga, Moritoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.523-523
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    • 2000
  • We have developed a method to build time series prediction models by Genetic Programming (GP). Our proposed CP includes two new techniques. One is the parameter optimization algorithm, and the other is the new mutation operator. In this paper, the sunspot prediction experiment by our proposed CP was performed. The sunspot prediction is good benchmark, because many researchers have predicted them with various kinds of models. We make three experiments. The first is to compare our proposed method with the conventional methods. The second is to investigate about the relation between a model-building period and prediction precision. In the first and the second experiments, the long-term data of annual sunspots are used. The third is to try the prediction using monthly sunspots. The annual sunspots are a mean of the monthly sunspots. The behaviors of the monthly sunspot cycles in tile annual sunspot data become invisible. In the long-term data of the monthly sunspots, the behavior appears and is complicated. We estimate that the monthly sunspot prediction is more difficult than the annual sunspot prediction. The usefulness of our method in time series prediction is verified by these experiments.

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Relationships Between the Characteristics of the Business Data Set and Forecasting Accuracy of Prediction models (시계열 데이터의 성격과 예측 모델의 예측력에 관한 연구)

  • 이원하;최종욱
    • Journal of Intelligence and Information Systems
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    • v.4 no.1
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    • pp.133-147
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    • 1998
  • Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

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A Study on Time Series Cross-Validation Techniques for Enhancing the Accuracy of Reservoir Water Level Prediction Using Automated Machine Learning TPOT (자동기계학습 TPOT 기반 저수위 예측 정확도 향상을 위한 시계열 교차검증 기법 연구)

  • Bae, Joo-Hyun;Park, Woon-Ji;Lee, Seoro;Park, Tae-Seon;Park, Sang-Bin;Kim, Jonggun;Lim, Kyoung-Jae
    • Journal of The Korean Society of Agricultural Engineers
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    • v.66 no.1
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    • pp.1-13
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    • 2024
  • This study assessed the efficacy of improving the accuracy of reservoir water level prediction models by employing automated machine learning models and efficient cross-validation methods for time-series data. Considering the inherent complexity and non-linearity of time-series data related to reservoir water levels, we proposed an optimized approach for model selection and training. The performance of twelve models was evaluated for the Obong Reservoir in Gangneung, Gangwon Province, using the TPOT (Tree-based Pipeline Optimization Tool) and four cross-validation methods, which led to the determination of the optimal pipeline model. The pipeline model consisting of Extra Tree, Stacking Ridge Regression, and Simple Ridge Regression showed outstanding predictive performance for both training and test data, with an R2 (Coefficient of determination) and NSE (Nash-Sutcliffe Efficiency) exceeding 0.93. On the other hand, for predictions of water levels 12 hours later, the pipeline model selected through time-series split cross-validation accurately captured the change pattern of time-series water level data during the test period, with an NSE exceeding 0.99. The methodology proposed in this study is expected to greatly contribute to the efficient generation of reservoir water level predictions in regions with high rainfall variability.

MPIL: Market prediction through image learning of unstructured and structured data (비정형, 정형 데이터의 이미지 학습을 활용한 시장예측)

  • Lee, Yoon Seon;Lee, Ju Hong;Choi, Bum Ghi;Song, Jae Won
    • Smart Media Journal
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    • v.10 no.2
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    • pp.16-21
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    • 2021
  • Financial time series analysis plays a very important role economically and socially in modern society and is an important task affecting global development, but due to difficulties such as a lot of noise and uncertainty, financial time series analysis prediction is a difficult research topic. In this paper, we propose a market prediction method (MPIL) by converting unstructured data and structured data into images. For market prediction, it analyzes SNS and news data, which is unstructured data for n days, and converts the market data, which is structured data, to an image with the GADF algorithm, and predicts an ultra-short market that predicts the price of n+1 days through image learning. MPIL has an average accuracy of 56%, which is higher than the 50% average accuracy of the model that predicts the market with LSTM by using sentiment analysis used for existing market forecasting.

Multivariate Time Series Analysis for Rainfall Prediction with Artificial Neural Networks

  • Narimani, Roya;Jun, Changhyun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.135-135
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    • 2021
  • In water resources management, rainfall prediction with high accuracy is still one of controversial issues particularly in countries facing heavy rainfall during wet seasons in the monsoon climate. The aim of this study is to develop an artificial neural network (ANN) for predicting future six months of rainfall data (from April to September 2020) from daily meteorological data (from 1971 to 2019) such as rainfall, temperature, wind speed, and humidity at Seoul, Korea. After normalizing these data, they were trained by using a multilayer perceptron (MLP) as a class of the feedforward ANN with 15,000 neurons. The results show that the proposed method can analyze the relation between meteorological datasets properly and predict rainfall data for future six months in 2020, with an overall accuracy over almost 70% and a root mean square error of 0.0098. This study demonstrates the possibility and potential of MLP's applications to predict future daily rainfall patterns, essential for managing flood risks and protecting water resources.

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A Study of Big Time Series Data Compression based on CNN Algorithm (CNN 기반 대용량 시계열 데이터 압축 기법연구)

  • Sang-Ho Hwang;Sungho Kim;Sung Jae Kim;Tae Geun Kim
    • IEMEK Journal of Embedded Systems and Applications
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    • v.18 no.1
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    • pp.1-7
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    • 2023
  • In this paper, we implement a lossless compression technique for time-series data generated by IoT (Internet of Things) devices to reduce the disk spaces. The proposed compression technique reduces the size of the encoded data by selectively applying CNN (Convolutional Neural Networks) or Delta encoding depending on the situation in the Forecasting algorithm that performs prediction on time series data. In addition, the proposed technique sequentially performs zigzag encoding, splitting, and bit packing to increase the compression ratio. We showed that the proposed compression method has a compression ratio of up to 1.60 for the original data.