• 제목/요약/키워드: Time Series Prediction Model

검색결과 583건 처리시간 0.026초

Predicting the core thermal hydraulic parameters with a gated recurrent unit model based on the soft attention mechanism

  • Anni Zhang;Siqi Chun;Zhoukai Cheng;Pengcheng Zhao
    • Nuclear Engineering and Technology
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    • 제56권6호
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    • pp.2343-2351
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    • 2024
  • Accurately predicting the thermal hydraulic parameters of a transient reactor core under different working conditions is the first step toward reactor safety. Mass flow rate and temperature are important parameters of core thermal hydraulics, which have often been modeled as time series prediction problems. This study aims to achieve accurate and continuous prediction of core thermal hydraulic parameters under instantaneous conditions, as well as test the feasibility of a newly constructed gated recurrent unit (GRU) model based on the soft attention mechanism for core parameter predictions. Herein, the China Experimental Fast Reactor (CEFR) is used as the research object, and CEFR 1/2 core was taken as subject to carry out continuous predictive analysis of thermal parameters under transient conditions., while the subchannel analysis code named SUBCHANFLOW is used to generate the time series of core thermal-hydraulic parameters. The GRU model is used to predict the mass flow and temperature time series of the core. The results show that compared to the adaptive radial basis function neural network, the GRU network model produces better prediction results. The average relative error for temperature is less than 0.5 % when the step size is 3, and the prediction effect is better within 15 s. The average relative error of mass flow rate is less than 5 % when the step size is 10, and the prediction effect is better in the subsequent 12 s. The GRU model not only shows a higher prediction accuracy, but also captures the trends of the dynamic time series, which is useful for maintaining reactor safety and preventing nuclear power plant accidents. Furthermore, it can provide long-term continuous predictions under transient reactor conditions, which is useful for engineering applications and improving reactor safety.

Multivariate GARCH and Its Application to Bivariate Time Series

  • Choi, M.S.;Park, J.A.;Hwang, S.Y.
    • Journal of the Korean Data and Information Science Society
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    • 제18권4호
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    • pp.915-925
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    • 2007
  • Multivariate GARCH has been useful to model dynamic relationships between volatilities arising from each component series of multivariate time series. Methodologies including EWMA(Exponentially weighted moving-average model), DVEC(Diagonal VEC model), BEKK and CCC(Constant conditional correlation model) models are comparatively reviewed for bivariate time series. In addition, these models are applied to evaluate VaR(Value at Risk) and to construct joint prediction region. To illustrate, bivariate stock prices data consisting of Samsung Electronics and LG Electronics are analysed.

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

  • 최영환;이상용
    • 한국지능시스템학회논문지
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    • 제19권5호
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    • pp.655-660
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    • 2009
  • 기존의 예측 알고리즘들은 실시간 환경에서 학습 데이터 처리에서 오는 시간지연 문제, 구현의 어려움 등으로 개인화된 실시간 서비스를 제공하는 컨텍스트 인식 환경에서 사용하기에 적합하지 않다. 본 논문에서는 사용자 모델을 이용하여 컨텍스트 예측 알고리즘의 처리시간 단축과 예측 정확도를 향상시키기 위한 연구를 제안한다. 컨텍스트 예측을 위하여 사용자의 컨텍스트 중에서 이동경로를 사용한다. 이동경로를 기반으로 시계열 분석 방법을 통하여 사용자 모델을 생성하고, 생성된 사용자 모델을 시퀀스 매칭 방법을 이용하여 사용자의 컨텍스트를 예측한다. 기존 예측 알고리즘과 본 연구에서 제안한 예측 알고리즘을 시뮬레이션을 통하여 처리시간 및 예측 정확도를 비교한 결과, 실시간 서비스 환경에서 예측 정확도는 기존 예측 알고리즘들과 비슷한 결과를 보였고, 처리시간은 사용자 모델을 사용한 경우가 시퀀스 매칭을 사용한 경우보다 평균 40% 정도 감소시킬 수 있음을 알 수 있었다.

전이함수잡음모형에 의한 공주지점의 용존산소 예측 (Forecasting of Dissolved Oxygen at Kongju Station using a Transfer Function Noise Model)

  • 류병로;조정석;한양수
    • 한국환경과학회지
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    • 제8권3호
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    • pp.349-354
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    • 1999
  • The transfer function was introduced to establish the prediction method for the DO concentration at the intaking point of Kongju Water Works System. In the mose cases we analyze a single time series without explicitly using information contained in the related time series. In many forecasting situations, other events will systematically influence the series to be forecasted(the dependent variables), and therefore, there is need to go beyond a univariate forecasting model. Thus, we must bulid a forecasting model that incorporates more than one time series and introduces explicitly the dynamic characteristics of the system. Such a model is called a multiple time series model or transfer function model. The purpose of this study is to develop the stochastic stream water quality model for the intaking station of Kongju city waterworks in Keum river system. The performance of the multiplicative ARIMA model and the transfer function noise model were examined through comparisons between the historical and generated monthly dissolved oxygen series. The result reveal that the transfer function noise model lead to the improved accuracy.

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하천 홍수 예측을 위한 CNN 기반의 수위 예측 모델 구현 (Implementation of CNN-based water level prediction model for river flood prediction)

  • 조민우;김수진;정회경
    • 한국정보통신학회논문지
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    • 제25권11호
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    • pp.1471-1476
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    • 2021
  • 수해는 홍수나 해일을 유발하여 막대한 인명과 재산의 피해를 초래할 수 있다. 이에 대해 홍수 예측을 통한 빠른 대피 결정으로 피해를 줄일 수 있으며, 해당 분야에서는 시계열 데이터를 활용하여 홍수를 예측하려는 연구들도 많이 진행되고 있다. 본 논문에서는 CNN 기반의 시계열 예측 모델을 제안한다. 하천의 수위와 강수량을 사용하여 CNN 기반의 수위 예측 모델을 구현하였고, 시계열 예측에 많이 사용되는 LSTM, GRU 모델과 비교하여 성능을 확인하였다. 또한 입력 데이터의 크기에 따른 성능 차이를 확인하여 보완해야 할 점을 찾을 수 있었고, LSTM과 GRU보다 더 좋은 성능을 낼 수 있다는 것을 확인하였다. 이를 통해 홍수 예측을 위한 초기 연구로서 활용할 수 있을 것으로 사료된다.

A new model approach to predict the unloading rock slope displacement behavior based on monitoring data

  • Jiang, Ting;Shen, Zhenzhong;Yang, Meng;Xu, Liqun;Gan, Lei;Cui, Xinbo
    • Structural Engineering and Mechanics
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    • 제67권2호
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    • pp.105-113
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    • 2018
  • To improve the prediction accuracy of the strong-unloading rock slope performance and obtain the range of variation in the slope displacement, a new displacement time-series prediction model is proposed, called the fuzzy information granulation (FIG)-genetic algorithm (GA)-back propagation neural network (BPNN) model. Initially, a displacement time series is selected as the training samples of the prediction model on the basis of an analysis of the causes of the change in the slope behavior. Then, FIG is executed to partition the series and obtain the characteristic parameters of every partition. Furthermore, the later characteristic parameters are predicted by inputting the earlier characteristic parameters into the GA-BPNN model, where a GA is used to optimize the initial weights and thresholds of the BPNN; in the process, the numbers of input layer nodes, hidden layer nodes, and output layer nodes are determined by a trial method. Finally, the prediction model is evaluated by comparing the measured and predicted values. The model is applied to predict the displacement time series of a strong-unloading rock slope in a hydropower station. The engineering case shows that the FIG-GA-BPNN model can obtain more accurate predicted results and has high engineering application value.

Prediction Model of Real Estate Transaction Price with the LSTM Model based on AI and Bigdata

  • Lee, Jeong-hyun;Kim, Hoo-bin;Shim, Gyo-eon
    • International Journal of Advanced Culture Technology
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    • 제10권1호
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    • pp.274-283
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    • 2022
  • Korea is facing a number difficulties arising from rising housing prices. As 'housing' takes the lion's share in personal assets, many difficulties are expected to arise from fluctuating housing prices. The purpose of this study is creating housing price prediction model to prevent such risks and induce reasonable real estate purchases. This study made many attempts for understanding real estate instability and creating appropriate housing price prediction model. This study predicted and validated housing prices by using the LSTM technique - a type of Artificial Intelligence deep learning technology. LSTM is a network in which cell state and hidden state are recursively calculated in a structure which added cell state, which is conveyor belt role, to the existing RNN's hidden state. The real sale prices of apartments in autonomous districts ranging from January 2006 to December 2019 were collected through the Ministry of Land, Infrastructure, and Transport's real sale price open system and basic apartment and commercial district information were collected through the Public Data Portal and the Seoul Metropolitan City Data. The collected real sale price data were scaled based on monthly average sale price and a total of 168 data were organized by preprocessing respective data based on address. In order to predict prices, the LSTM implementation process was conducted by setting training period as 29 months (April 2015 to August 2017), validation period as 13 months (September 2017 to September 2018), and test period as 13 months (December 2018 to December 2019) according to time series data set. As a result of this study for predicting 'prices', there have been the following results. Firstly, this study obtained 76 percent of prediction similarity. We tried to design a prediction model of real estate transaction price with the LSTM Model based on AI and Bigdata. The final prediction model was created by collecting time series data, which identified the fact that 76 percent model can be made. This validated that predicting rate of return through the LSTM method can gain reliability.

머신러닝 기반 시계열 예측 시스템 비교 및 최적 예측 시스템 구현 (Comparison and Implementation of Optimal Time Series Prediction Systems Using Machine Learning)

  • 한용희;고방원
    • 한국정보전자통신기술학회논문지
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    • 제17권4호
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    • pp.183-189
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    • 2024
  • 본 연구는 시계열 데이터를 효과적으로 예측하기 위해 데이터를 Seasonal-Trend Decomposition on Loess 을 통해 추세, 계절성, 잔차 성분으로 분해한 후 추세 성분에는 ARIMA, 계절성 성분에는 Fourier Series Regression, 잔차 성분에는 XGBoost를 적용하는 하이브리드 예측 모델을 제안하였다. 또한, ARIMA, XGBoost, LSTM, EMD-ARIMA, CEEMDAN-LSTM 모델을 포함한 성능 비교 실험을 수행하여 각 모델의 예측 성능을 평가하였다. 실험 결과, 제안된 하이브리드 모델은 MAPE, MAAPE, RMSE 지표에서 각각 3.8%, 3.5%, 0.35로 가장 좋은 평가 지표 값을 보이며 기존의 단일 모델보다 우수한 성능을 보였다.

자기 회귀 웨이블릿 신경 회로망을 이용한 비선형 혼돈 시계열의 예측에 관한 연구 (A Study on the Prediction of the Nonlinear Chaotic Time Series Using a Self-Recurrent Wavelet Neural Network)

  • 이혜진;박진배;최윤호
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 하계학술대회 논문집 D
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    • pp.2209-2211
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    • 2004
  • Unlike the wavelet neural network, since a mother wavelet layer of the self-recurrent wavelet neural network (SRWNN) is composed of self-feedback neurons, it has the ability to store past information of the wavelet. Therefore we propose the prediction method for the nonlinear chaotic time series model using a SRWNN. The SRWNN model is learned for the modeling of a function such that the inputs arc known values of the time series and the output is the value in the future. The parameters of the network are tuned to minimize the difference between the nonlinear mapping of the chaotic time series and the output of SRWNN using the gradient-descent method for the adaptive backpropagation algorithm. Through the computer simulations, we demonstrate the feasibility and the effectiveness of our method for the prediction of the logistic map and the Mackey-Glass delay-differential equation as a nonlinear chaotic time series.

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마코프 모델에 기반한 시계열 자료의 모델링 및 예측 (Modeling and Prediction of Time Series Data based on Markov Model)

  • 조영희;이계성
    • 한국컴퓨터정보학회논문지
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    • 제16권2호
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    • pp.225-233
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    • 2011
  • 주식 가격이나 경제 지표, 사회적 현상의 추세나 변화 등은 통상 시간에 따라 변화하기 때문에 시계열 자료로 구분된다. 시계열 자료는 시간 축에 대해 변화하는 자료의 표현 가치뿐 아니라 그 변화 추세나 향후 방향성까지 제시할 수 있다는 점에서 이에 대한 방법론에 대해 많은 연구와 노력이 지속되어 왔다. 본 논문에서는 전통적으로 예측 모형을 구축하여 예측하는 방법을 취하되 그 모형이 복잡하고 정교한 모델을 활용하여 예측 정확도를 높이려는 시도와는 달리 자료 클러스터링 방법과 자료 구간 선정을 통해 예측정확도를 높이려 시도하였다. 기본 모델은 마코프 모델이다. 구간별 유사 구간을 추출하여 모델링하는 구간별 모델링 방법과 클러스터링을 통한 그룹별 모델링을 통해 모델의 예측정확도를 개선하려 시도하였다. 실험을 통해 클러스터링을 거친 그룹별 마코프 모델이 정확도를 개선 시켰으나 예측율은 현저히 떨어지는 결과를 낳았다.