• Title/Summary/Keyword: Time-series Model

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Time-Series Estimation based AI Algorithm for Energy Management in a Virtual Power Plant System

  • Yeonwoo LEE
    • Korean Journal of Artificial Intelligence
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    • v.12 no.1
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    • pp.17-24
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    • 2024
  • This paper introduces a novel approach to time-series estimation for energy load forecasting within Virtual Power Plant (VPP) systems, leveraging advanced artificial intelligence (AI) algorithms, namely Long Short-Term Memory (LSTM) and Seasonal Autoregressive Integrated Moving Average (SARIMA). Virtual power plants, which integrate diverse microgrids managed by Energy Management Systems (EMS), require precise forecasting techniques to balance energy supply and demand efficiently. The paper introduces a hybrid-method forecasting model combining a parametric-based statistical technique and an AI algorithm. The LSTM algorithm is particularly employed to discern pattern correlations over fixed intervals, crucial for predicting accurate future energy loads. SARIMA is applied to generate time-series forecasts, accounting for non-stationary and seasonal variations. The forecasting model incorporates a broad spectrum of distributed energy resources, including renewable energy sources and conventional power plants. Data spanning a decade, sourced from the Korea Power Exchange (KPX) Electrical Power Statistical Information System (EPSIS), were utilized to validate the model. The proposed hybrid LSTM-SARIMA model with parameter sets (1, 1, 1, 12) and (2, 1, 1, 12) demonstrated a high fidelity to the actual observed data. Thus, it is concluded that the optimized system notably surpasses traditional forecasting methods, indicating that this model offers a viable solution for EMS to enhance short-term load forecasting.

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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    • 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.

Application of Multi-periodic Harmonic Model for Classification of Multi-temporal Satellite Data: MODIS and GOCI Imagery

  • Jung, Myunghee;Lee, Sang-Hoon
    • Korean Journal of Remote Sensing
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    • v.35 no.4
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    • pp.573-587
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    • 2019
  • A multi-temporal approach using remotely sensed time series data obtained over multiple years is a very useful method for monitoring land covers and land-cover changes. While spectral-based methods at any particular time limits the application utility due to instability of the quality of data obtained at that time, the approach based on the temporal profile can produce more accurate results since data is analyzed from a long-term perspective rather than on one point in time. In this study, a multi-temporal approach applying a multi-periodic harmonic model is proposed for classification of remotely sensed data. A harmonic model characterizes the seasonal variation of a time series by four parameters: average level, frequency, phase, and amplitude. The availability of high-quality data is very important for multi-temporal analysis.An satellite image usually have many unobserved data and bad-quality data due to the influence of observation environment and sensing system, which impede the analysis and might possibly produce inaccurate results. Harmonic analysis is also very useful for real-time data reconstruction. Multi-periodic harmonic model is applied to the reconstructed data to classify land covers and monitor land-cover change by tracking the temporal profiles. The proposed method is tested with the MODIS and GOCI NDVI time series over the Korean Peninsula for 5 years from 2012 to 2016. The results show that the multi-periodic harmonic model has a great potential for classification of land-cover types and monitoring of land-cover changes through characterizing annual temporal dynamics.

A Method to Filter Out the Effect of River Stage Fluctuations using Time Series Model for Forecasting Groundwater Level and its Application to Groundwater Recharge Estimation (지하수위 시계열 예측 모델 기반 하천수위 영향 필터링 기법 개발 및 지하수 함양률 산정 연구)

  • Yoon, Heesung;Park, Eungyu;Kim, Gyoo-Bum;Ha, Kyoochul;Yoon, Pilsun;Lee, Seung-Hyun
    • Journal of Soil and Groundwater Environment
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    • v.20 no.3
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    • pp.74-82
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    • 2015
  • A method to filter out the effect of river stage fluctuations on groundwater level was designed using an artificial neural network-based time series model of groundwater level prediction. The designed method was applied to daily groundwater level data near the Gangjeong-Koryeong Barrage in the Nakdong river. Direct prediction time series models were successfully developed for both cases of before and after the barrage construction using past measurement data of rainfall, river stage, and groundwater level as inputs. The correlation coefficient values between observed and predicted data were over 0.97. Using the time series models the effect of river stage on groundwater level data was filtered out by setting a constant value for river stage inputs. The filtered data were applied to the hybrid water table fluctuation method in order to estimate the groundwater recharge. The calculated ratios of groundwater recharge to precipitation before and after the barrage construction were 11.0% and 4.3%, respectively. It is expected that the proposed method can be a useful tool for groundwater level prediction and recharge estimation in the riverside area.

A study on time series linkage in the Household Income and Expenditure Survey (가계동향조사 지출부문 시계열 연계 방안에 관한 연구)

  • Kim, Sihyeon;Seong, Byeongchan;Choi, Young-Geun;Yeo, In-kwon
    • The Korean Journal of Applied Statistics
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    • v.35 no.4
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    • pp.553-568
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    • 2022
  • The Household Income and Expenditure Survey is a representative survey of Statistics Korea, which aims to measure and analyze national income and consumption levels and their changes by understanding the current state of household balances. Recently, the disconnection problem in these time series caused by the large-scale reorganization of the survey methods in 2017 and 2019 has become an issue. In this study, we model the characteristics of the time series in the Household Income and Expenditure Survey up to 2016, and use the modeling to compute forecasts for linking the expenditures in 2017 and 2018. In order to evenly reflect the characteristics across all expenditure item series and to reduce the impact of a specific forecast model, we synthesize a total of 8 models such as regression models, time series models, and machine learning techniques. In particular, the noteworthy aspect of this study is that it improves the forecast by using the optimal combination technique that can exactly reflect the hierarchical structure of the Household Income and Expenditure Survey without loss of information as in the top-down or bottom-up methods. As a result of applying the proposed method to forecast expenditure series from 2017 to 2019, it contributed to the recovery of time series linkage and improved the forecast. In addition, it was confirmed that the hierarchical time series forecasts by the optimal combination method make linkage results closer to the actual survey series.

Performance Comparison of LSTM-Based Groundwater Level Prediction Model Using Savitzky-Golay Filter and Differential Method (Savitzky-Golay 필터와 미분을 활용한 LSTM 기반 지하수 수위 예측 모델의 성능 비교)

  • Keun-San Song;Young-Jin Song
    • Journal of the Semiconductor & Display Technology
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    • v.22 no.3
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    • pp.84-89
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    • 2023
  • In water resource management, data prediction is performed using artificial intelligence, and companies, governments, and institutions continue to attempt to efficiently manage resources through this. LSTM is a model specialized for processing time series data, which can identify data patterns that change over time and has been attempted to predict groundwater level data. However, groundwater level data can cause sen-sor errors, missing values, or outliers, and these problems can degrade the performance of the LSTM model, and there is a need to improve data quality by processing them in the pretreatment stage. Therefore, in pre-dicting groundwater data, we will compare the LSTM model with the MSE and the model after normaliza-tion through distribution, and discuss the important process of analysis and data preprocessing according to the comparison results and changes in the results.

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Visualization Tool of Distortion-Free Time-Series Matching (왜곡 제거 시계열 매칭의 시각화 도구)

  • Moon, Seongwoo;Lee, Sanghun;Kim, Bum-Soo;Moon, Yang-Sae
    • KIPS Transactions on Software and Data Engineering
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    • v.4 no.9
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    • pp.377-384
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    • 2015
  • In this paper we propose a visualization tool for distortion-free time-series matching. Supporting distortion-free is a very important factor in time-series matching to get more accurate matching results. In this paper, we visualize the result of time-series matching, which removes various time-series distortions such as noise, offset translation, amplitude scaling, and linear trend by using moving average, normalization, linear detrending transformations, respectively. The proposed visualization tool works as a client-server model. The client sends a user-selected time-series, of which distortions are removed, to the server and visualizes the matching results. The server efficiently performs the distortion-free time-series matching on the multi-dimensional R*-tree index. By visualizing the matching result as five different charts, we can more easily and more intuitively understand the matching result.

Bivariate long range dependent time series forecasting using deep learning (딥러닝을 이용한 이변량 장기종속시계열 예측)

  • Kim, Jiyoung;Baek, Changryong
    • The Korean Journal of Applied Statistics
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    • v.32 no.1
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    • pp.69-81
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    • 2019
  • We consider bivariate long range dependent (LRD) time series forecasting using a deep learning method. A long short-term memory (LSTM) network well-suited to time series data is applied to forecast bivariate time series; in addition, we compare the forecasting performance with bivariate fractional autoregressive integrated moving average (FARIMA) models. Out-of-sample forecasting errors are compared with various performance measures for functional MRI (fMRI) data and daily realized volatility data. The results show a subtle difference in the predicted values of the FIVARMA model and VARFIMA model. LSTM is computationally demanding due to hyper-parameter selection, but is more stable and the forecasting performance is competitively good to that of parametric long range dependent time series models.

Power Consumption Forecasting Scheme for Educational Institutions Based on Analysis of Similar Time Series Data (유사 시계열 데이터 분석에 기반을 둔 교육기관의 전력 사용량 예측 기법)

  • Moon, Jihoon;Park, Jinwoong;Han, Sanghoon;Hwang, Eenjun
    • Journal of KIISE
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    • v.44 no.9
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    • pp.954-965
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    • 2017
  • A stable power supply is very important for the maintenance and operation of the power infrastructure. Accurate power consumption prediction is therefore needed. In particular, a university campus is an institution with one of the highest power consumptions and tends to have a wide variation of electrical load depending on time and environment. For this reason, a model that can accurately predict power consumption is required for the effective operation of the power system. The disadvantage of the existing time series prediction technique is that the prediction performance is greatly degraded because the width of the prediction interval increases as the difference between the learning time and the prediction time increases. In this paper, we first classify power data with similar time series patterns considering the date, day of the week, holiday, and semester. Next, each ARIMA model is constructed based on the classified data set and a daily power consumption forecasting method of the university campus is proposed through the time series cross-validation of the predicted time. In order to evaluate the accuracy of the prediction, we confirmed the validity of the proposed method by applying performance indicators.