• Journal of Intelligence and Information Systems
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• v.4 no.1
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• pp.133-147
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• 1998

Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.689-694
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• 2009

In this paper an approach to building fuzzy models for predicting daily and weekly stock prices is presented. Predicting stock prices with traditional time series analysis has proven to be difficult. Fuzzy logic based models have advantage of expressing the input-output relation linguistically, which facilitates the understanding of the system behavior. In building a stock prediction model we bear a burden of selecting most effective indicators for the stock prediction. In this paper information used in traditional candle stick-chart analysis is considered as input variables of our fuzzy models. The fuzzy rules have the premises and the consequents composed of trapezoidal membership functions and nonlinear equations, respectively. DE(Differential Evolution) identifies optimal fuzzy rules through an evolutionary process. The fuzzy models to predict daily and weekly open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) are built, and their performances are demonstrated.

• Structural Engineering and Mechanics
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• v.67 no.2
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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.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.38 no.4
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• pp.142-148
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• 2015

Due to advancements in technology and manufacturing capability, it is not uncommon that life tests yield no or few failures at low stress levels. In these situations it is difficult to analyse lifetime data and make meaningful inferences about product or system reliability. For some products or systems whose performance characteristics degrade over time, a failure is said to have occurred when a performance characteristic crosses a critical threshold. The measurements of the degradation characteristic contain much useful and credible information about product or system reliability. Degradation measurements of the performance characteristics of an unfailed unit at different times can directly relate reliability measures to physical characteristics. Reliability prediction based on physical performance measures can be an efficient and alternative method to estimate for some highly reliable parts or systems. If the degradation process and the distance between the last measurement and a specified threshold can be established, the remaining useful life is predicted in advance. In turn, this prediction leads to just in time maintenance decision to protect systems. In this paper, we describe techniques for mapping product or system which has degrading performance parameter to the associated classical reliability measures in the performance domain. This paper described a general modeling and analysis procedure for reliability prediction based on one dominant degradation performance characteristic considering pseudo degradation performance life trend model. This pseudo degradation trend model is based on probability modeling of a failure mechanism degradation trend and comparison of a projected distribution to pre-defined critical soft failure point in time or cycle.

• Smart Media Journal
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• v.10 no.2
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• pp.16-21
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• 2021

Financial time series analysis plays a very important role economically and socially in modern society and is an important task affecting global development, but due to difficulties such as a lot of noise and uncertainty, financial time series analysis prediction is a difficult research topic. In this paper, we propose a market prediction method (MPIL) by converting unstructured data and structured data into images. For market prediction, it analyzes SNS and news data, which is unstructured data for n days, and converts the market data, which is structured data, to an image with the GADF algorithm, and predicts an ultra-short market that predicts the price of n+1 days through image learning. MPIL has an average accuracy of 56%, which is higher than the 50% average accuracy of the model that predicts the market with LSTM by using sentiment analysis used for existing market forecasting.

• Journal of Advanced Navigation Technology
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• v.24 no.6
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• pp.533-539
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• 2020

Real-time service (RTS) provided by IGS provides correction for GNSS orbit and clock via internet, so it is widely used in fields that require real-time precise positioning. However, the RTS signal may be lost due to an unstable Internet environment. When signal disconnection occurs, signal prediction can be performed using polynomial models. However, the RTS changes rapidly after the GNSS navigation message issue of data (IOD) changes, so it is difficult to predict when signal loss occurs at that point. In this study, we proposed an algorithm to generate continuous RTS correction information by applying the difference in navigation trajectory according to IOD change. The use of this algorithm can improve the accuracy of RTS prediction at IOD changes. After performing optimization studies to improve RTS prediction performance, the predicted RTS trajectory information was applied to precision positioning (PPP). Compared to the conventional method, the position error is significantly reduced, and the error increase along with the signal loss interval increase is reduced.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.17 no.8
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• pp.2016-2029
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• 2023

Accurate prediction of critical illness is significant for ensuring the lives and health of patients. The selection of indicators affects the real-time capability and accuracy of the prediction for critical illness. However, the diversity and complexity of these indicators make it difficult to find potential connections between them and critical illnesses. For the first time, this study proposes an indicator analysis model to extract key indicators from the preoperative and intraoperative clinical indicators and laboratory results of critical illnesses. In this study, preoperative and intraoperative data of heart failure and respiratory failure are used to verify the model. The proposed model processes the datum and extracts key indicators through four parts. To test the effectiveness of the proposed model, the key indicators are used to predict the two critical illnesses. The classifiers used in the prediction are light gradient boosting machine (LightGBM) and eXtreme Gradient Boosting (XGBoost). The predictive performance using key indicators is better than that using all indicators. In the prediction of heart failure, LightGBM and XGBoost have sensitivities of 0.889 and 0.892, and specificities of 0.939 and 0.937, respectively. For respiratory failure, LightGBM and XGBoost have sensitivities of 0.709 and 0.689, and specificity of 0.936 and 0.940, respectively. The proposed model can effectively analyze the correlation between indicators and postoperative critical illness. The analytical results make it possible to find the key indicators for postoperative critical illnesses. This model is meaningful to assist doctors in extracting key indicators in time and improving the reliability and efficiency of prediction.

• Journal of the Korea Society of Computer and Information
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• v.29 no.3
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• pp.1-10
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• 2024

The research on predicting the routes of ships, which constitute the majority of maritime transportation, can detect potential hazards at sea in advance and prevent accidents. Unlike roads, there is no distinct signal system at sea, and traffic management is challenging, making ship route prediction essential for maritime safety. However, the time intervals of the ship route datasets are irregular due to communication disruptions. This study presents a method to adjust the time intervals of data using appropriate interpolation techniques for ship route prediction. Additionally, a deep learning model for predicting ship routes has been developed. This model is an LSTM model that predicts the future GPS coordinates of ships by understanding their movement patterns through real-time route information contained in AIS data. This paper presents a data preprocessing method using linear interpolation and a suitable deep learning model for ship route prediction. The experimental results demonstrate the effectiveness of the proposed method with an MSE of 0.0131 and an Accuracy of 0.9467.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.63 no.7
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• pp.875-882
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• 2014

In this paper, we propose a new parameter estimation method that can deal with the data of multiple time intervals simultaneously. If there are common modes in the multiple time intervals, it is possible to create a new polynomial by summing the coefficients of the prediction error polynomials of each time interval. By calculating the roots of the new polynomial, it is possible to estimate the common modes that exist in each time interval. The accuracy of the proposed parameter estimation method has been proven by using appropriate test signals.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 1996.04a
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• pp.67-70
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• 1996

The values measured at different time and enumerated sequentially by homogenous interval is called time series. Its goal is to predict values in future by analysing the measured values in past. The stastical approach to time series prediction tend to be by a neural approach with difficulties in expressing the reationship among past data. In neural approach, the preblem is the acquisting of the enough training data in advance. The goal of this paper is that such problem is solved by generating another term as virtual term between terms in time series.