• Title/Summary/Keyword: Time Series Forecast Analysis

Search Result 185, Processing Time 0.024 seconds

Nonlinear damage detection using linear ARMA models with classification algorithms

  • Chen, Liujie;Yu, Ling;Fu, Jiyang;Ng, Ching-Tai
    • Smart Structures and Systems
    • /
    • v.26 no.1
    • /
    • pp.23-33
    • /
    • 2020
  • Majority of the damage in engineering structures is nonlinear. Damage sensitive features (DSFs) extracted by traditional methods from linear time series models cannot effectively handle nonlinearity induced by structural damage. A new DSF is proposed based on vector space cosine similarity (VSCS), which combines K-means cluster analysis and Bayesian discrimination to detect nonlinear structural damage. A reference autoregressive moving average (ARMA) model is built based on measured acceleration data. This study first considers an existing DSF, residual standard deviation (RSD). The DSF is further advanced using the VSCS, and then the advanced VSCS is classified using K-means cluster analysis and Bayes discriminant analysis, respectively. The performance of the proposed approach is then verified using experimental data from a three-story shear building structure, and compared with the results of existing RSD. It is demonstrated that combining the linear ARMA model and the advanced VSCS, with cluster analysis and Bayes discriminant analysis, respectively, is an effective approach for detection of nonlinear damage. This approach improves the reliability and accuracy of the nonlinear damage detection using the linear model and significantly reduces the computational cost. The results indicate that the proposed approach is potential to be a promising damage detection technique.

전자제품 수요 예측 모델 개발에 관한 연구

  • 전치혁;고제석;서대석
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 1990.04a
    • /
    • pp.125-139
    • /
    • 1990
  • This paper presents a forecasting method for domestic demand of electric home appliances. Because of lack of data, some popular methods such as time series analysis may not be appropriate to forecast such a demand domestically. We suggest a systematic and practical method by considering structural parameters and variables which determine the actual demand. We use this model to forecast the demand of color TV. Since the parameters in our model may be variant according to the change of economic environment, our model leads the user to develop a dynamic model to be used in the well-known System Dynamics Approach.

  • PDF

Flood Stage Forecasting using Class Segregation Method of Time Series Data (시계열자료의 계층분리기법을 이용한 하천유역의 홍수위 예측)

  • Kim, Sung-Weon
    • 한국방재학회:학술대회논문집
    • /
    • 2008.02a
    • /
    • pp.669-673
    • /
    • 2008
  • In this study, the new methodology which combines Kohonen self-organizing map(KSOM) neural networks model and the conventional neural networks models such as feedforward neural networks model and generalized neural networks model is introduced to forecast flood stage in Nakdong river, Republic of Korea. It is possible to train without output data in KSOM neural networks model. KSOM neural networks model is used to classify the input data before it combines with the conventional neural networks model. Four types of models such as SOM-FFNNM-BP, SOM-GRNNM-GA, FFNNM-BP, and GRNNM-GA are used to train and test performances respectively. From the statistical analysis for training and testing performances, SOM-GRNNM-GA shows the best results compared with the other models such as SOM-FFNNM-BP, FFNNM-BP, and GRNNM-GA and FFNNM-BP shows vice-versa. From this study, we can suggest the new methodology to forecast flood stage and construct flood warning system in river basin.

  • PDF

LSTM-based Deep Learning for Time Series Forecasting: The Case of Corporate Credit Score Prediction (시계열 예측을 위한 LSTM 기반 딥러닝: 기업 신용평점 예측 사례)

  • Lee, Hyun-Sang;Oh, Sehwan
    • The Journal of Information Systems
    • /
    • v.29 no.1
    • /
    • pp.241-265
    • /
    • 2020
  • Purpose Various machine learning techniques are used to implement for predicting corporate credit. However, previous research doesn't utilize time series input features and has a limited prediction timing. Furthermore, in the case of corporate bond credit rating forecast, corporate sample is limited because only large companies are selected for corporate bond credit rating. To address limitations of prior research, this study attempts to implement a predictive model with more sample companies, which can adjust the forecasting point at the present time by using the credit score information and corporate information in time series. Design/methodology/approach To implement this forecasting model, this study uses the sample of 2,191 companies with KIS credit scores for 18 years from 2000 to 2017. For improving the performance of the predictive model, various financial and non-financial features are applied as input variables in a time series through a sliding window technique. In addition, this research also tests various machine learning techniques that were traditionally used to increase the validity of analysis results, and the deep learning technique that is being actively researched of late. Findings RNN-based stateful LSTM model shows good performance in credit rating prediction. By extending the forecasting time point, we find how the performance of the predictive model changes over time and evaluate the feature groups in the short and long terms. In comparison with other studies, the results of 5 classification prediction through label reclassification show good performance relatively. In addition, about 90% accuracy is found in the bad credit forecasts.

Development of AIRWARE System by EUREKA E!3266-EUROENVIRON WEBAIR SYSTEM (EUREKA E!3266 (EUROENVIRON WEBAIR SYSTEM)에 의한 대기질 모델링 시스템 (AIRWARE) 개발)

  • Lee, Hern-Chang;Jung, Jae-Chil;Fedra, Kurt;Kim, Dong-Young;Kim, Tai-Jin
    • Journal of Korean Society for Atmospheric Environment
    • /
    • v.25 no.2
    • /
    • pp.167-174
    • /
    • 2009
  • The AIRWARE System was developed from one of the EUREKA PROJECT E!3266-EUROENVIRON WEBAIR System. The AIRWARE can nowcast and forecast the air quality of Seoul and Gyeonggi-do regions. To nowcast and forecast concentration of pollutants, MM5, AERMOD/CAMx, and SMOKE Models were used for each meteorologic data, measured data, and emission data. All DB were constructed for 2001 year. The episode analysis and time series analysis were accomplished to analyze the AIRWARE reliability. The simulated results were very well agreed with measured result for measured pollutants and meteorological data. The developed AIRWARE system can analyze with real-time, support web-based air quality information. This information can used with policy data to manage the air quality and prepare reduction plan in air impact assessment or air environmental plan.

Cluster Analysis of Daily Electricity Demand with t-SNE

  • Min, Yunhong
    • Journal of the Korea Society of Computer and Information
    • /
    • v.23 no.5
    • /
    • pp.9-14
    • /
    • 2018
  • For an efficient management of electricity market and power systems, accurate forecasts for electricity demand are essential. Since there are many factors, either known or unknown, determining the realized loads, it is difficult to forecast the demands with the past time series only. In this paper we perform a cluster analysis on electricity demand data collected from Jan. 2000 to Dec. 2017. Our purpose of clustering on electricity demand data is that each cluster is expected to consist of data whose latent variables are same or similar values. Then, if properly clustered, it is possible to develop an accurate forecasting model for each cluster separately. To validate the feasibility of this approach for building better forecasting models, we clustered data with t-SNE. To apply t-SNE to time series data effectively, we adopt the dynamic time warping as a similarity measure. From the result of experiments, we found that several clusters are well observed and each cluster can be interpreted as a mix of well-known factors such as trends, seasonality and holiday effects and other unknown factors. These findings can motivate the approaches which build forecasting models with respect to each cluster independently.

Spatial Pattern and Trend Analysis of Parking-related Electronic Civil Complaints in Jinju-Si (진주시 주차관련 전자민원의 공간패턴분석 및 추이분석)

  • Won, Tae-Hong;Seo, Min-Song;Yoo, Hwan-Hee
    • Journal of Cadastre & Land InformatiX
    • /
    • v.47 no.1
    • /
    • pp.5-14
    • /
    • 2017
  • Korea, which has undergone a rapid urbanization, faces various problems such as the management of facilities, safety, environment and transportation. To solve civil complaints, local governments receive electronic complaints, but complaints are increasing. Therefore, this study conducted the spatial distribution pattern analysis and the trend analysis by presenting location data on spatial information through Geo-coding by collecting electronic civil petition data over the last 10 years targeting Jinju city. Using the ARIMA model, this study predicted the occurrence of complaints over the next two years (2016~2017) through a time series forecast analysis. As a result, the complaints related to illegal parking were the highest, the complaint related to noise was the second highest, and the complaints related to illegal garbage dumping was the third highest. In addition, the analysis of the spatial distribution pattern shows that the largest hot spot was formed in the central commercial district every year. As a result of the time series forecasting analysis for the crackdown of the illegal parking, complaints increased slightly. To compare the predicted value and the actual data showed a similar pattern. It is judged that this study will be utilized to establish effective countermeasures against civil complaints.

Electric Vehicle Technology Trends Forecast Research Using the Paper and Patent Data (논문 및 특허 데이터를 활용한 전기자동차 기술 동향 예측 연구)

  • Gu, Ja-Wook;Lee, Jong-Ho;Chung, Myoung-Sug;Lee, Joo-yeoun
    • Journal of Digital Convergence
    • /
    • v.15 no.2
    • /
    • pp.165-172
    • /
    • 2017
  • In this paper, we analyze the research / technology trends of electric vehicles from 2001 to 2014, through keyword analysis using paper data published in SCIE or SSCI Journal on electric vehicles, time series analysis using patent data by IPC, and network analysis using nodeXL. also we predicted promising technologies of electric vehicles using one of the prediction methods, weighted moving average method. As a result of this study, battery technology among the electric vehicle component technologies appeared as a promising technology.

SUNSPOT AREA PREDICTION BASED ON COMPLEMENTARY ENSEMBLE EMPIRICAL MODE DECOMPOSITION AND EXTREME LEARNING MACHINE

  • Peng, Lingling
    • Journal of The Korean Astronomical Society
    • /
    • v.53 no.6
    • /
    • pp.139-147
    • /
    • 2020
  • The sunspot area is a critical physical quantity for assessing the solar activity level; forecasts of the sunspot area are of great importance for studies of the solar activity and space weather. We developed an innovative hybrid model prediction method by integrating the complementary ensemble empirical mode decomposition (CEEMD) and extreme learning machine (ELM). The time series is first decomposed into intrinsic mode functions (IMFs) with different frequencies by CEEMD; these IMFs can be divided into three groups, a high-frequency group, a low-frequency group, and a trend group. The ELM forecasting models are established to forecast the three groups separately. The final forecast results are obtained by summing up the forecast values of each group. The proposed hybrid model is applied to the smoothed monthly mean sunspot area archived at NASA's Marshall Space Flight Center (MSFC). We find a mean absolute percentage error (MAPE) and a root mean square error (RMSE) of 1.80% and 9.75, respectively, which indicates that: (1) for the CEEMD-ELM model, the predicted sunspot area is in good agreement with the observed one; (2) the proposed model outperforms previous approaches in terms of prediction accuracy and operational efficiency.

Detecting Nonlinearity of Hydrologic Time Series by BDS Statistic and DVS Algorithm (BDS 통계와 DVS 알고리즘을 이용한 수문시계열의 비선형성 분석)

  • Choi, Kang Soo;Kyoung, Min Soo;Kim, Soo Jun;Kim, Hung Soo
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.29 no.2B
    • /
    • pp.163-171
    • /
    • 2009
  • Classical linear models have been generally used to analyze and forecast hydrologic time series. However, there is growing evidence of nonlinear structure in natural phenomena and hydrologic time series associated with their patterns and fluctuations. Therefore, the classical linear techniques for time series analysis and forecasting may not be appropriate for nonlinear processes. In recent, the BDS (Brock-Dechert-Scheinkman) statistic instead of conventional techniques has been used for detecting nonlinearity of time series. The BDS statistic was derived from the statistical properties of the correlation integral which is used to analyze chaotic system and has been effectively used for distinguishing nonlinear structure in dynamic system from random structures. DVS (Deterministic Versus Stochastic) algorithm has been used for detecting chaos and stochastic systems and for forecasting of chaotic system. This study showed the DVS algorithm can be also used for detecting nonlinearity of the time series. In this study, the stochastic and hydrologic time series are analyzed to detect their nonlinearity. The linear and nonlinear stochastic time series generated from ARMA and TAR (Threshold Auto Regressive) models, a daily streamflow at St. Johns river near Cocoa, Florida, USA and Great Salt Lake Volume (GSL) data, Utah, USA are analyzed, daily inflow series of Soyang dam and the results are compared. The results showed the BDS statistic is a powerful tool for distinguishing between linearity and nonlinearity of the time series and DVS plot can be also effectively used for distinguishing the nonlinearity of the time series.