• Title/Summary/Keyword: Time prediction

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Nonlinear Prediction of Time Series Using Multilayer Neural Networks of Hybrid Learning Algorithm (하이브리드 학습알고리즘의 다층신경망을 이용한 시급수의 비선형예측)

  • 조용현;김지영
    • Proceedings of the IEEK Conference
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    • 1998.10a
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    • pp.1281-1284
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    • 1998
  • This paper proposes an efficient time series prediction of the nonlinear dynamical discrete-time systems using multilayer neural networks of a hybrid learning algorithm. The proposed learning algorithm is a hybrid backpropagation algorithm based on the steepest descent for high-speed optimization and the dynamic tunneling for global optimization. The proposed algorithm has been applied to the y00 samples of 700 sequences to predict the next 100 samples. The simulation results shows that the proposed algorithm has better performances of the convergence and the prediction, in comparision with that using backpropagation algorithm based on the gradient descent for multilayer neural network.

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EWMA Based Fusion for Time Series Forecasting (시계열 예측을 위한 EWMA 퓨전)

  • Shin, Hyung Won;Sohn, So Young
    • Journal of Korean Institute of Industrial Engineers
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    • v.28 no.2
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    • pp.171-177
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    • 2002
  • In this paper, we propose a new data fusion method to improve the performance of individual prediction models for time series data. Individual models used are ARIMA and neural network and their results are combined based on the weight reflecting the inverse of EWMA of squared prediction error of each individual model. Monte Carlo simulation is used to identify the situation where the proposed approach can take a vintage point over typical fusion methods which utilize MSE for weight. Study results indicate the following: EWMA performs better than MSE fusion when the data size is large with a relatively big amplitude, which is often observed in intra-cranial pressure data. Additionally, EWMA turns out to be a best choice among MSE fusion and the two individual prediction models when the data size is large with relatively small random noises, often appearing in tax revenue data.

A Reliability Prediction Method for Weapon Systems using Support Vector Regression (지지벡터회귀분석을 이용한 무기체계 신뢰도 예측기법)

  • Na, Il-Yong
    • Journal of the Korea Institute of Military Science and Technology
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    • v.16 no.5
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    • pp.675-682
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    • 2013
  • Reliability analysis and prediction of next failure time is critical to sustain weapon systems, concerning scheduled maintenance, spare parts replacement and maintenance interventions, etc. Since 1981, many methodology derived from various probabilistic and statistical theories has been suggested to do that activity. Nowadays, many A.I. tools have been used to support these predictions. Support Vector Regression(SVR) is a nonlinear regression technique extended from support vector machine. SVR can fit data flexibly and it has a wide variety of applications. This paper utilizes SVM and SVR with combining time series to predict the next failure time based on historical failure data. A numerical case using failure data from the military equipment is presented to demonstrate the performance of the proposed approach. Finally, the proposed approach is proved meaningful to predict next failure point and to estimate instantaneous failure rate and MTBF.

Time Series Prediction Using a Multi-layer Neural Network with Low Pass Filter Characteristics (저주파 필터 특성을 갖는 다층 구조 신경망을 이용한 시계열 데이터 예측)

  • Min-Ho Lee
    • Journal of Advanced Marine Engineering and Technology
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    • v.21 no.1
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    • pp.66-70
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    • 1997
  • In this paper a new learning algorithm for curvature smoothing and improved generalization for multi-layer neural networks is proposed. To enhance the generalization ability a constraint term of hidden neuron activations is added to the conventional output error, which gives the curvature smoothing characteristics to multi-layer neural networks. When the total cost consisted of the output error and hidden error is minimized by gradient-descent methods, the additional descent term gives not only the Hebbian learning but also the synaptic weight decay. Therefore it incorporates error back-propagation, Hebbian, and weight decay, and additional computational requirements to the standard error back-propagation is negligible. From the computer simulation of the time series prediction with Santafe competition data it is shown that the proposed learning algorithm gives much better generalization performance.

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Aircraft Arrival Time Prediction via Modeling Vectored Area Navigation Arrivals (관제패턴 모델링을 통한 도착예정시간 예측기법 연구)

  • Hong, Sungkwon;Lee, Keumjin
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.22 no.2
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    • pp.1-8
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    • 2014
  • This paper introduces a new framework of predicting the arrival time of an aircraft by incorporating the probabilistic information of what type of trajectory pattern will be applied by human air traffic controllers. The proposed method is based on identifying the major patterns of vectored trajectories and finding the statistical relationship of those patterns with various traffic complexity factors. The proposed method is applied to the traffic scenarios in real operations to demonstrate its performances.

A Case Study of Aircraft Taxi Fuel Consumption Prediction Model (A380 Case) (항공기 지상 활주 연료소모량 예측모델 사례연구 (A380 중심))

  • Jang, Sungwoo;Lee, Youngjae;Yoo, Kwang Eui
    • Journal of the Korean Society for Aviation and Aeronautics
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    • v.28 no.2
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    • pp.29-35
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    • 2020
  • In this paper, we established a prediction model of fuel consumption at the aircraft's taxi operation. To look for countermeasures to reduce fuel consumption and carbon emissions, Airbus A380's actual ground taxi data was used. As a result, the number of stops or turnings during the taxi operation was not related to fuel consumption. It was confirmed that the amount of fuel consumption in the taxi operation was the taxi time and the thrust change. It can be confirmed that ground control optimization, which is the result of close cooperation between the control organization and the airline, is absolutely necessary to reduce taxi time and minimize the occurrence of thrust change events.

Electricity Price Prediction Model Based on Simultaneous Perturbation Stochastic Approximation

  • Ko, Hee-Sang;Lee, Kwang-Y.;Kim, Ho-Chan
    • Journal of Electrical Engineering and Technology
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    • v.3 no.1
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    • pp.14-19
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    • 2008
  • The paper presents an intelligent time series model to predict uncertain electricity market price in the deregulated industry environment. Since the price of electricity in a deregulated market is very volatile, it is difficult to estimate an accurate market price using historically observed data. The parameter of an intelligent time series model is obtained based on the simultaneous perturbation stochastic approximation (SPSA). The SPSA is flexible to use in high dimensional systems. Since prediction models have their modeling error, an error compensator is developed as compensation. The SPSA based intelligent model is applied to predict the electricity market price in the Pennsylvania-New Jersey-Maryland (PJM) electricity market.

Prediction of Paroxysmal Atrial Fibrillation using Time-domain Analysis and Random Forest

  • Lee, Seung-Hwan;Kang, Dong-Won;Lee, Kyoung-Joung
    • Journal of Biomedical Engineering Research
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    • v.39 no.2
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    • pp.69-79
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    • 2018
  • The present study proposes an algorithm that can discriminate between normal subjects and paroxysmal atrial fibrillation (PAF) patients, which is conducted using electrocardiogram (ECG) without PAF events. For this, time-domain features and random forest classifier are used. Time-domain features are obtained from Poincare plot, Lorenz plot of ${\delta}RR$ interval, and morphology analysis. Afterward, three features are selected in total through feature selection. PAF patients and normal subjects are classified using random forest. The classification result showed that sensitivity and specificity were 81.82% and 95.24% respectively, the positive predictive value and negative predictive value were 96.43% and 76.92% respectively, and accuracy was 87.04%. The proposed algorithm had an advantage in terms of the computation requirement compared to existing algorithm, so it has suggested applicability in the more efficient prediction of PAF.

Optimal Interval Censoring Design for Reliability Prediction of Electronic Packages (전자패키지 신뢰성 예측을 위한 최적 구간중도절단 시험 설계)

  • Kwon, Daeil;Shin, Insun
    • Journal of the Microelectronics and Packaging Society
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    • v.22 no.2
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    • pp.1-4
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    • 2015
  • Qualification includes all activities to demonstrate that a product meets and exceeds the reliability goals. Manufacturers need to spend time and resources for the qualification processes under the pressure of reducing time to market, as well as offering a competitive price. Failure to qualify a product could result in economic loss such as warranty and recall claims and the manufacturer could lose the reputation in the market. In order to provide valid and reliable qualification results, manufacturers are required to make extra effort based on the operational and environmental characteristics of the product. This paper discusses optimal interval censoring design for reliability prediction of electronic packages under limited time and resources. This design should provide more accurate assessment of package capability and thus deliver better reliability prediction.

Effect of Carbonation Threshold Depth on the Initiation Time of Corrosion at the Concrete Durability Design (콘크리트의 내구성 설계시 탄산화 임계깊이가 철근부식 개시시기에 미치는 영향에 관한 연구)

  • Yang, Jae-Won;Lee, Sang-Hyun;Song, Hun;Lee, Han-Seung
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2010.05a
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    • pp.229-230
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    • 2010
  • The Carbonation, one of the main deterioration factors of concrete, reduces capacity of members with providing rebar corrosion environment. Consequently it suggested standards of all countries of world, carbonation depth prediction equation of respective researchers and time to rebar corrosion initiation. As a result of carbonation depth prediction equation calculation, difference of time to rebar corrosion initiation is 149 years and difference of carbonation depth prediction equation is 162 years when water cement ratio is 50%. So a study on rebar corrosion with carbonation depth will need existing reliable data and verifications by experiment.

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