• Title/Summary/Keyword: Time prediction

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Prediction Intervals for Nonlinear Time Series Models Using the Bootstrap Method (붓스트랩을 이용한 비선형 시계열 모형의 예측구간)

  • 이성덕;김주성
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.219-228
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    • 2004
  • In this paper we construct prediction intervals for nonlinear time series models using the bootstrap. We compare these prediction intervals to traditional asymptotic prediction intervals using quasi-score estimation function and M-quasi-score estimating function comprising bounded functions. Simulation results show that the bootstrap method leads to improved accuracy. The accuracy of the bootstrap is empirically demonstrated with the consumer price index.

An Experimental Study on the Creep and Shrinkage for the Segment Concrete in PSC Box Girder Bridge (PSC 박스거더 교량에 사용된 세그먼트 콘크리트의 크리프 및 건조수축에 관한 실험적 연구)

  • 최한태;윤영수;이만섭
    • Journal of the Korea Concrete Institute
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    • v.11 no.3
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    • pp.23-34
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    • 1999
  • In designing PSC box girder bridge, the dead load, prestressing force, creep and shrinkage of concrete are the main factors which influence the camber and deflection of segmental concrete structure under construction. Among these factors the creep and shrinkage are the functions of the time-dependent property which, therefore, must considered with time. The prediction model for estimating creep and shrinkage of concrete has been suggested by ACI, CEB/FIP, JSCE and KSCE design code. In this study the creep and shrinkage test were carried out for four curing ages of concrete which was applied to the pretressed concrete box-girder bridge at a construction site, and the results of test were compared to the values of prediction by the design code. Shrinkage test shows that the test results are similar to KSCE-96 and JSCE-96 but very higher than other prediction model and creep test results are generally similar to ACI-209 and DSCE-96 but lower than other prediction models in contrast to shrinkage test.

Design of HCBKA-Based IT2TSK Fuzzy Prediction System (HCBKA 기반 IT2TSK 퍼지 예측시스템 설계)

  • Bang, Young-Keun;Lee, Chul-Heui
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.60 no.7
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    • pp.1396-1403
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    • 2011
  • It is not easy to analyze the strong nonlinear time series and effectively design a good prediction system especially due to the difficulties in handling the potential uncertainty included in data and prediction method. To solve this problem, a new design method for fuzzy prediction system is suggested in this paper. The proposed method contains the followings as major parts ; the first-order difference detection to extract the stable information from the nonlinear characteristics of time series, the fuzzy rule generation based on the hierarchically classifying clustering technique to reduce incorrectness of the system parameter identification, and the IT2TSK fuzzy logic system to reasonably handle the potential uncertainty of the series. In addition, the design of the multiple predictors is considered to reflect sufficiently the diverse characteristics concealed in the series. Finally, computer simulations are performed to verify the performance and the effectiveness of the proposed prediction system.

Study on the Economic Analysis for Non-Prediction Algorithm with the Energy Storage System (에너지저장장치 도입 시 비예측 알고리즘의 경제성 분석에 관한 연구)

  • Hong, Jong-Seok;Kang, Byoung-Wook;Chai, Hui-Seok;Kim, Jae-Chul
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.29 no.5
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    • pp.94-99
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    • 2015
  • Prediction algorithm of the energy storage system in accordance with the load pattern can cause economic loss in case of a failure prediction. In addition, algorithm that uses TOU(Time of Use) based on the revelation by the power electric charge which covers most simply is an inefficient operation because it is only for the purpose of reducing the peak power. In this paper, we introduced a non-prediction algorithm with a conventional TOU in order to solve this problem operating the energy storage system economic and efficient.

A Study on the Optimization of a Contracted Power Prediction Model for Convenience Store using XGBoost Regression (XGBoost 회귀를 활용한 편의점 계약전력 예측 모델의 최적화에 대한 연구)

  • Kim, Sang Min;Park, Chankwon;Lee, Ji-Eun
    • Journal of Information Technology Services
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    • v.21 no.4
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    • pp.91-103
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    • 2022
  • This study proposes a model for predicting contracted power using electric power data collected in real time from convenience stores nationwide. By optimizing the prediction model using machine learning, it will be possible to predict the contracted power required to renew the contract of the existing convenience store. Contracted power is predicted through the XGBoost regression model. For the learning of XGBoost model, the electric power data collected for 16 months through a real-time monitoring system for convenience stores nationwide were used. The hyperparameters of the XGBoost model were tuned using the GridesearchCV, and the main features of the prediction model were identified using the xgb.importance function. In addition, it was also confirmed whether the preprocessing method of missing values and outliers affects the prediction of reduced power. As a result of hyperparameter tuning, an optimal model with improved predictive performance was obtained. It was found that the features of power.2020.09, power.2021.02, area, and operating time had an effect on the prediction of contracted power. As a result of the analysis, it was found that the preprocessing policy of missing values and outliers did not affect the prediction result. The proposed XGBoost regression model showed high predictive performance for contract power. Even if the preprocessing method for missing values and outliers was changed, there was no significant difference in the prediction results through hyperparameters tuning.

Extended KNN Imputation Based LOF Prediction Algorithm for Real-time Business Process Monitoring Method (실시간 비즈니스 프로세스 모니터링 방법론을 위한 확장 KNN 대체 기반 LOF 예측 알고리즘)

  • Kang, Bok-Young;Kim, Dong-Soo;Kang, Suk-Ho
    • The Journal of Society for e-Business Studies
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    • v.15 no.4
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    • pp.303-317
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    • 2010
  • In this paper, we propose a novel approach to fault prediction for real-time business process monitoring method using extended KNN imputation based LOF prediction. Existing rule-based approaches to process monitoring has some limitations like late alarm for fault occurrence or no indicators about real-time progress, since there exist unobserved attributes according to the monitoring phase during process executions. To improve these limitations, we propose an algorithm for LOF prediction by adopting the imputation method to assume unobserved attributes. LOF of ongoing instance is calculated by assuming next probable progresses after the monitoring phase, which is conducted during entire monitoring phases so that we can predict the abnormal termination of the ongoing instance. By visualizing the real-time progress in terms of the probability on abnormal termination, we can provide more proactive operations to opportunities or risks during the real-time monitoring.

Predictability of the Seasonal Simulation by the METRI 3-month Prediction System (기상연구소 3개월 예측시스템의 예측성 평가)

  • Byun, Young-Hwa;Song, Jee-Hye;Park, Suhee;Lim, Han-Chul
    • Atmosphere
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    • v.17 no.1
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    • pp.27-44
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    • 2007
  • The purpose of this study is to investigate predictability of the seasonal simulation by the METRI (Meteorological Research Institute) AGCM (Atmospheric General Circulation Model), which is a long-term prediction model for the METRI 3-month prediction system. We examine the performance skill of climate simulation and predictability by the analysis of variance of the METRI AGCM, focusing on the precipitation, 850 hPa temperature, and 500 hPa geopotential height. According to the result, the METRI AGCM shows systematic errors with seasonal march, and represents large errors over the equatorial region, compared to the observation. Also, the response of the METRI AGCM by the variation of the sea surface temperature is obvious for the wintertime and springtime. However, the METRI AGCM does not show the significant ENSO-related signal in autumn. In case of prediction over the east Asian region, errors between the prediction results and the observation are not quite large with the lead-time. However, in the predictability assessment using the analysis of variance method, longer lead-time makes the prediction better, and the predictability becomes better in the springtime.

Evaluation on the Creep Life Prediction Using Initial Strain Method (초기 연신율법을 이용한 크리프 수명예측 평가)

  • Kong, Yu-Sik;Lim, Man-Bae;Lee, Sang-Pill;Yoon, Han-Ki;Oh, Sae-Kyoo
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.6
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    • pp.1069-1076
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    • 2002
  • The high temperature creep behavior of heat machine systems such as aircraft engines, boilers and turbines in power plants and nuclear reactor components have been considered as an important and needful fact. There are considerable research results available for the design of high temperature tube materials in power plants. However, few studies on the Initial Strain Method (ISM) capable of securing repair, maintenance, cost loss and life loss have been made. In this method, 3 long time prediction Of high temperature creep characteristics can be dramatically induced through a short time experiment. The purpose of present study is to investigate the high temperature creep lift of Udimet 720, SCM 440-STD61 and 1Cr-0.5Mo steel using the ISM. The creep test was performed at 40$0^{\circ}C$ to $700^{\circ}C$ under a pure loading. In the prediction of creep life for each materials, the equation of ISM was superior of Larson-Miller Parameter(LMP). Especially, the long time prediction of creep life was identified to improve the reliability.

ARMA-based data prediction method and its application to teleoperation systems (ARMA기반의 데이터 예측기법 및 원격조작시스템에서의 응용)

  • Kim, Heon-Hui
    • Journal of Advanced Marine Engineering and Technology
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    • v.41 no.1
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    • pp.56-61
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    • 2017
  • This paper presents a data prediction method and its application to haptic-based teleoperation systems. In general, time delays inevitably occur during data transmission in a network environment, which degrades the overall performance of haptic-based teleoperation systems. To address this situation, this paper proposes an autoregressive moving average (ARMA) model-based data prediction algorithm for estimating model parameters and predicting future data recursively in real time. The proposed method was applied to haptic data captured every 5 ms while bilateral haptic interaction was carried out by two users with an object in a virtual space. The results showed that the prediction performance of the proposed method had an error of less than 1 ms when predicting position-level data 100 ms ahead.

Prediction model of surface subsidence for salt rock storage based on logistic function

  • Wang, Jun-Bao;Liu, Xin-Rong;Huang, Yao-Xian;Zhang, Xi-Cheng
    • Geomechanics and Engineering
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    • v.9 no.1
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    • pp.25-37
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    • 2015
  • To predict the surface subsidence of salt rock storage, a new surface subsidence basin model is proposed based on the Logistic function from the phenomenological perspective. Analysis shows that the subsidence curve on the main section of the model is S-shaped, similar to that of the actual surface subsidence basin; the control parameter of the subsidence curve shape can be changed to allow for flexible adjustment of the curve shape. By using this model in combination with the MMF time function that reflects the single point subsidence-time relationship of the surface, a new dynamic prediction model of full section surface subsidence for salt rock storage is established, and the numerical simulation calculation results are used to verify the availability of the new model. The prediction results agree well with the numerical simulation results, and the model reflects the continued development of surface subsidence basin over time, which is expected to provide some insight into the prediction and visualization research on surface subsidence of salt rock storage.