• Title/Summary/Keyword: Time Series Data Prediction

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LSTM-based Sales Forecasting Model

  • Hong, Jun-Ki
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.4
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    • pp.1232-1245
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    • 2021
  • In this study, prediction of product sales as they relate to changes in temperature is proposed. This model uses long short-term memory (LSTM), which has shown excellent performance for time series predictions. For verification of the proposed sales prediction model, the sales of short pants, flip-flop sandals, and winter outerwear are predicted based on changes in temperature and time series sales data for clothing products collected from 2015 to 2019 (a total of 1,865 days). The sales predictions using the proposed model show increases in the sale of shorts and flip-flops as the temperature rises (a pattern similar to actual sales), while the sale of winter outerwear increases as the temperature decreases.

Design of Fuzzy Prediction System based on Dual Tuning using Enhanced Genetic Algorithms (강화된 유전알고리즘을 이용한 이중 동조 기반 퍼지 예측시스템 설계 및 응용)

  • Bang, Young-Keun;Lee, Chul-Heui
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.1
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    • pp.184-191
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    • 2010
  • Many researchers have been considering genetic algorithms to system optimization problems. Especially, real-coded genetic algorithms are very effective techniques because they are simpler in coding procedures than binary-coded genetic algorithms and can reduce extra works that increase the length of chromosome for wide search space. Thus, this paper presents a fuzzy system design technique to improve the performance of the fuzzy system. The proposed system consists of two procedures. The primary tuning procedure coarsely tunes fuzzy sets of the system using the k-means clustering algorithm of which the structure is very simple, and then the secondary tuning procedure finely tunes the fuzzy sets using enhanced real-coded genetic algorithms based on the primary procedure. In addition, this paper constructs multiple fuzzy systems using a data preprocessing procedure which is contrived for reflecting various characteristics of nonlinear data. Finally, the proposed fuzzy system is applied to the field of time series prediction and the effectiveness of the proposed techniques are verified by simulations of typical time series examples.

On the Fuzzy Membership Function of Fuzzy Support Vector Machines for Pattern Classification of Time Series Data (퍼지서포트벡터기계의 시계열자료 패턴분류를 위한 퍼지소속 함수에 관한 연구)

  • Lee, Soo-Yong
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.6
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    • pp.799-803
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    • 2007
  • In this paper, we propose a new fuzzy membership function for FSVM(Fuzzy Support Vector Machines). We apply a fuzzy membership to each input point of SVM and reformulate SVM into fuzzy SVM (FSVM) such that different input points can make different contributions to the learning of decision surface. The proposed method enhances the SVM in reducing the effect of outliers and noises in data points. This paper compares classification and estimated performance of SVM, FSVM(1), and FSVM(2) model that are getting into the spotlight in time series prediction.

Prediction of Electricity Sales by Time Series Modelling (시계열모형에 의한 전력판매량 예측)

  • Son, Young Sook
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.419-430
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    • 2014
  • An accurate prediction of electricity supply and demand is important for daily life, industrial activities, and national management. In this paper electricity sales is predicted by time series modelling. Real data analysis shows the transfer function model with cooling and heating days as an input time series and a pulse function as an intervention variable outperforms other time series models for the root mean square error and the mean absolute percentage error.

Outlier prediction in sensor network data using periodic pattern (주기 패턴을 이용한 센서 네트워크 데이터의 이상치 예측)

  • Kim, Hyung-Il
    • Journal of Sensor Science and Technology
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    • v.15 no.6
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    • pp.433-441
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    • 2006
  • Because of the low power and low rate of a sensor network, outlier is frequently occurred in the time series data of sensor network. In this paper, we suggest periodic pattern analysis that is applied to the time series data of sensor network and predict outlier that exist in the time series data of sensor network. A periodic pattern is minimum period of time in which trend of values in data is appeared continuous and repeated. In this paper, a quantization and smoothing is applied to the time series data in order to analyze the periodic pattern and the fluctuation of each adjacent value in the smoothed data is measured to be modified to a simple data. Then, the periodic pattern is abstracted from the modified simple data, and the time series data is restructured according to the periods to produce periodic pattern data. In the experiment, the machine learning is applied to the periodic pattern data to predict outlier to see the results. The characteristics of analysis of the periodic pattern in this paper is not analyzing the periods according to the size of value of data but to analyze time periods according to the fluctuation of the value of data. Therefore analysis of periodic pattern is robust to outlier. Also it is possible to express values of time attribute as values in time period by restructuring the time series data into periodic pattern. Thus, it is possible to use time attribute even in the general machine learning algorithm in which the time series data is not possible to be learned.

Time Series Data Cleaning Method Based on Optimized ELM Prediction Constraints

  • Guohui Ding;Yueyi Zhu;Chenyang Li;Jinwei Wang;Ru Wei;Zhaoyu Liu
    • Journal of Information Processing Systems
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    • v.19 no.2
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    • pp.149-163
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    • 2023
  • Affected by external factors, errors in time series data collected by sensors are common. Using the traditional method of constraining the speed change rate to clean the errors can get good performance. However, they are only limited to the data of stable changing speed because of fixed constraint rules. Actually, data with uneven changing speed is common in practice. To solve this problem, an online cleaning algorithm for time series data based on dynamic speed change rate constraints is proposed in this paper. Since time series data usually changes periodically, we use the extreme learning machine to learn the law of speed changes from past data and predict the speed ranges that change over time to detect the data. In order to realize online data repair, a dual-window mechanism is proposed to transform the global optimal into the local optimal, and the traditional minimum change principle and median theorem are applied in the selection of the repair strategy. Aiming at the problem that the repair method based on the minimum change principle cannot correct consecutive abnormal points, through quantitative analysis, it is believed that the repair strategy should be the boundary of the repair candidate set. The experimental results obtained on the dataset show that the method proposed in this paper can get a better repair effect.

Kalman-Filter Estimation and Prediction for a Spatial Time Series Model (공간시계열 모형의 칼만필터 추정과 예측)

  • Lee, Sung-Duck;Han, Eun-Hee;Kim, Duck-Ki
    • Communications for Statistical Applications and Methods
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    • v.18 no.1
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    • pp.79-87
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    • 2011
  • A spatial time series model was used for analyzing the method of spatial time series (not the ARIMA model that is popular for analyzing spatial time series) by using chicken pox data which is a highly contagious disease and grid data due to ARIMA not reflecting the spatial processes. Time series model contains a weighting matrix, because that spatial time series model influences the time variation as well as the spatial location. The weighting matrix reflects that the more geographically contiguous region has the higher spatial dependence. It is hypothesized that the weighting matrix gives neighboring areas the same influence in the study of the spatial time series model. Therefore, we try to present the conclusion with a weighting matrix in a way that gives the same weight to existing neighboring areas in the study of the suitability of the STARMA model, spatial time series model and STBL model, in the comparative study of the predictive power for statistical inference, and the results. Furthermore, through the Kalman-Filter method we try to show the superiority of the Kalman-Filter method through a parameter assumption and the processes of prediction.

A Statistical Correction of Point Time Series Data of the NCAM-LAMP Medium-range Prediction System Using Support Vector Machine (서포트 벡터 머신을 이용한 NCAM-LAMP 고해상도 중기예측시스템 지점 시계열 자료의 통계적 보정)

  • Kwon, Su-Young;Lee, Seung-Jae;Kim, Man-Il
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.23 no.4
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    • pp.415-423
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    • 2021
  • Recently, an R-based point time series data validation system has been established for the statistical post processing and improvement of the National Center for AgroMeteorology-Land Atmosphere Modeling Package (NCAM-LAMP) medium-range prediction data. The time series verification system was used to compare the NCAM-LAMP with the AWS observations and GDAPS medium-range prediction model data operated by Korea Meteorological Administration. For this comparison, the model latitude and longitude data closest to the observation station were extracted and a total of nine points were selected. For each point, the characteristics of the model prediction error were obtained by comparing the daily average of the previous prediction data of air temperature, wind speed, and hourly precipitation, and then we tried to improve the next prediction data using Support Vector Machine( SVM) method. For three months from August to October 2017, the SVM method was used to calibrate the predicted time series data for each run. It was found that The SVM-based correction was promising and encouraging for wind speed and precipitation variables than for temperature variable. The correction effect was small in August but considerably increased in September and October. These results indicate that the SVM method can contribute to mitigate the gradual degradation of medium-range predictability as the model boundary data flows into the model interior.

Dam Sensor Outlier Detection using Mixed Prediction Model and Supervised Learning

  • Park, Chang-Mok
    • International journal of advanced smart convergence
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    • v.7 no.1
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    • pp.24-32
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    • 2018
  • An outlier detection method using mixed prediction model has been described in this paper. The mixed prediction model consists of time-series model and regression model. The parameter estimation of the prediction model was performed using supervised learning and a genetic algorithm is adopted for a learning method. The experiments were performed in artificial and real data set. The prediction performance is compared with the existing prediction methods using artificial data. Outlier detection is conducted using the real sensor measurements in a dam. The validity of the proposed method was shown in the experiments.

A Study on Intermittent Demand Forecasting of Patriot Spare Parts Using Data Mining (데이터 마이닝을 이용한 패트리어트 수리부속의 간헐적 수요 예측에 관한 연구)

  • Park, Cheonkyu;Ma, Jungmok
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.3
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    • pp.234-241
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    • 2021
  • By recognizing the importance of demand forecasting, the military is conducting many studies to improve the prediction accuracy for repair parts. Demand forecasting for repair parts is becoming a very important factor in budgeting and equipment availability. On the other hand, the demand for intermittent repair parts that have not constant sizes and intervals with the time series model currently used in the military is difficult to predict. This paper proposes a method to improve the prediction accuracy for intermittent repair parts of the Patriot. The authors collected intermittent repair parts data by classifying the demand types of 701 repair parts from 2013 to 2019. The temperature and operating time identified as external factors that can affect the failure were selected as input variables. The prediction accuracy was measured using both time series models and data mining models. As a result, the prediction accuracy of the data mining models was higher than that of the time series models, and the multilayer perceptron model showed the best performance.