• The Transactions of The Korean Institute of Electrical Engineers
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• v.59 no.6
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• pp.1159-1166
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• 2010

To improve prediction quality of a nonlinear prediction system, the system's capability for uncertainty of nonlinear data should be satisfactory. This paper presents a TSK fuzzy prediction system that can consider and deal with the uncertainty of nonlinear data sufficiently. In the design procedures of the proposed system, HCBKA(Hierarchical Correlationship-Based K-means clustering Algorithm) was used to generate the accurate fuzzy rule base that can control output according to input efficiently, and the first-order difference method was applied to reflect various characteristics of the nonlinear data. Also, multiple prediction systems were designed to analyze the prediction tendencies of each difference data generated by the difference method. In addition, to enhance the prediction quality of the proposed system, an error compensation method was proposed and it compensated the prediction error of the systems suitably. Finally, the prediction performance of the proposed system was verified by simulating two typical time series examples.

• Journal of Ocean Engineering and Technology
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• v.24 no.6
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• pp.97-102
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• 2010

This paper deals with the variability of short term creep rupture time based on previous creep rupture tests and the statistical methodology of the creep life prediction. The results of creep tests performed using constant uniaxial stresses at 600, 650, and $700^{\circ}C$ elevated temperatures were used for a statistical analysis of the inter-specimen variability of the short term creep rupture time. Even under carefully controlled identical testing conditions, the observed short-term creep rupture time showed obvious inter-specimen variability. The statistical aspect of the short term creep rupture time was analyzed using a Weibull statistical analysis. The effect of creep stress on the variability of the creep rupture time was decreased with an increase in the stress level. The effect of the temperature on the variability also decreased with increasing temperature. A long term creep life prediction method that considers this statistical variability is presented. The presented method is in good agreement with the Lason-Miller Parameter (LMP) life prediction method.

• The Transactions of the Korean Institute of Electrical Engineers D
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• v.50 no.5
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• pp.233-240
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• 2001

This paper presents a time series prediction method using a fuzzy rule-based system. Extracting fuzzy rules by performing a simple one-pass operation on the training data is quite attractive because it is easy to understand, verify, and extend. The simplest method is probably to relate an estimate, x(n+k), with past data such as x(n), x(n-1), ..x(n-m), where k and m are prefixed positive integers. The relation is represented by fuzzy if-then rules, where the past data stand for premise part and the predicted value for consequence part. However, a serious problem of the method is that it cannot handle nonstationary data whose long-term mean is varying. To cope with this, a new training method is proposed, which utilizes the difference of consecutive data in a time series. In this paper, typical previous works relating time series prediction are briefly surveyed and a new method is proposed to overcome the difficulty of prediction nonstationary data. Finally, computer simulations are illustrated to show the improved results for various time series.

• Journal of the Korean Society for Aviation and Aeronautics
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• v.26 no.2
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• pp.39-46
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• 2018

Departure Manager (DMAN) is a tool to optimize the departure sequence and to suggest appropriate take-off time and off-block time of each departure aircraft to the air traffic controllers. To that end, Variable Taxi Time (VTT), which is time duration of the aircraft from the stand to the runway, should be estimated. In this paper, a study for development of VTT prediction algorithm based on machine learning techniques is presented. The factors affecting aircraft taxi speeds were identified through the analysis of historical traffic data on the airport surface. The prediction model suggested in this study consists of several sub-models that reflect different types of surface maneuvers based on the analysis result. The prediction performance of the proposed method was evaluated using the actual operational data.

• Industrial Engineering and Management Systems
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• v.14 no.3
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• pp.312-317
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• 2015

The dynamic system approach in time series has been used in many real problems. Based on Taken's embedding theorem, we can build the predictive function where input is the time delay coordinates vector which consists of the lagged values of the observed series and output is the future values of the observed series. Although the time delay coordinates vector from multivariate time series brings more information than the one from univariate time series, it can exhibit statistical redundancy which disturbs the performance of the prediction function. We apply dimension reduction techniques to solve this problem and analyze the effect of this approach for prediction. Our experiment uses delayed Lorenz series; least squares support vector regression approximates the predictive function. The result shows that linearly preserving projection improves the prediction performance.

• Communications for Statistical Applications and Methods
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• v.28 no.1
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• pp.39-57
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• 2021

Time series prediction is an area of great interest to many people. Algorithms for time series prediction are widely used in many fields such as stock price, temperature, energy and weather forecast; in addtion, classical models as well as recurrent neural networks (RNNs) have been actively developed. After introducing the attention mechanism to neural network models, many new models with improved performance have been developed; in addition, models using attention twice have also recently been proposed, resulting in further performance improvements. In this paper, we consider time series prediction by introducing attention twice to an RNN model. The proposed model is a method that introduces H-attention and T-attention for output value and time step information to select useful information. We conduct experiments on stock price, temperature and energy data and confirm that the proposed model outperforms existing models.

• The KIPS Transactions:PartA
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• v.11A no.4
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• pp.243-250
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• 2004

Monitoring is used to see if a real-time system provides a service on time. Generally, monitoring for real-time focuses on investigating the current status of a real-time system. To support a stable performance of a real-time system, it should have not only a function to see the current status of real-time process but also a function to predict executions of real-time processes, however. The legacy prediction model has some limitation to apply it to a real-time monitoring. First, it performs a static prediction after a real-time process finished. Second, it needs a statistical pre-analysis before a prediction. Third, transition probability and data about clustering is not based on the current data. We propose the execution prediction model based on learning algorithm to solve these problems and apply it to real-time monitoring. This model gets rid of unnecessary pre-processing and supports a precise prediction based on current data. In addition, this supports multi-level prediction by a trend analysis of past execution data. Most of all, We designed the model to support dynamic prediction which is performed within a real-time process' execution. The results from some experiments show that the judgment accuracy is greater than 80% if the size of a training set is set to over 10, and, in the case of the multi-level prediction, that the prediction difference of the multi-level prediction is minimized if the number of execution is bigger than the size of a training set. The execution prediction model proposed in this model has some limitation that the model used the most simplest learning algorithm and that it didn't consider the multi-regional space model managing CPU, memory and I/O data. The execution prediction model based on a learning algorithm proposed in this paper is used in some areas related to real-time monitoring and control.

• Journal of Positioning, Navigation, and Timing
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• v.13 no.1
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• pp.111-115
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• 2024

This study builds a machine learning model optimized for clocks among various techniques in the field of artificial intelligence and applies it to clock stabilization or synchronization technology based on atomic clock noise characteristics. In addition, the possibility of providing stable source clock data is confirmed through the characteristics of machine learning predicted values during holdover of atomic clocks. The proposed machine learning model is evaluated by comparing its performance with the AutoRegressive Integrated Moving Average (ARIMA) model, an existing statistical clock prediction model. From the results of the analysis, the prediction model proposed in this study (MSE: 9.47476) has a lower MSE value than the ARIMA model (MSE: 221.2622), which means that it provides more accurate predictions. The prediction accuracy is based on understanding the complex nature of data that changes over time and how well the model reflects this. The application of a machine learning prediction model can be seen as a way to overcome the limitations of the statistical-based ARIMA model in time series prediction and achieve improved prediction performance.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.1
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• pp.25-33
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• 2009

Recently, the TS fuzzy models that include the linear equations in the consequent part are widely used for time series forecasting, and the prediction performance of them is somewhat dependent on the characteristics of time series such as stationariness. Thus, a new prediction method is suggested in this paper which is especially effective to nonstationary time series prediction. First, data preprocessing is introduced to extract the patterns and regularities of time series well, and then multiple model TS fuzzy predictors are constructed. Next, an appropriate model is chosen for each input data by an adaptive model selection mechanism based on rough sets, and the prediction is going. Finally, the error compensation procedure is added to improve the performance by decreasing the prediction error. Computer simulations are performed on typical cases to verify the effectiveness of the proposed method. It may be very useful for the prediction of time series with uncertainty and/or nonstationariness because it handles and reflects better the characteristics of data.

• Journal of Korean Society for Quality Management
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• v.47 no.3
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• pp.497-508
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• 2019

Purpose: The purpose of this study is to overcome limitations of conventional studies that to predict Baltic Dry Index (BDI). The study proposed applications of Artificial Neural Network (ANN) named Long Short-Term Memory (LSTM) to predict BDI. Methods: The BDI time-series prediction was carried out through eight variables related to the dry bulk market. The prediction was conducted in two steps. First, identifying the goodness of fitness for the BDI time-series of specific ANN models and determining the network structures to be used in the next step. While using ANN's generalization capability, the structures determined in the previous steps were used in the empirical prediction step, and the sliding-window method was applied to make a daily (one-day ahead) prediction. Results: At the empirical prediction step, it was possible to predict variable y(BDI time series) at point of time t by 8 variables (related to the dry bulk market) of x at point of time (t-1). LSTM, known to be good at learning over a long period of time, showed the best performance with higher predictive accuracy compared to Multi-Layer Perceptron (MLP) and Recurrent Neural Network (RNN). Conclusion: Applying this study to real business would require long-term predictions by applying more detailed forecasting techniques. I hope that the research can provide a point of reference in the dry bulk market, and furthermore in the decision-making and investment in the future of the shipping business as a whole.