• Title/Summary/Keyword: Time-series Model

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A Study on the Simulation of Monthly Discharge by Markov Model (Markov모형에 의한 월유출량의 모의발생에 관한 연구)

  • 이순혁;홍성표
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.31 no.4
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    • pp.31-49
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    • 1989
  • It is of the most urgent necessity to get hydrological time series of long duration for the establishment of rational design and operation criterion for the Agricultural hydraulic structures. This study was conducted to select best fitted frequency distribution for the monthly runoff and to simulate long series of generated flows by multi-season first order Markov model with comparison of statistical parameters which are derivated from observed and sy- nthetic flows in the five watersheds along Geum river basin. The results summarized through this study are as follows. 1. Both two parameter gamma and two parameter lognormal distribution were judged to be as good fitted distributions for monthly discharge by Kolmogorov-Smirnov method for goodness of fit test in all watersheds. 2. Statistical parameters were obtained from synthetic flows simulated by two parameter gamma distribution were closer to the results from observed flows than those of two para- meter lognormal distribution in all watersheds. 3. In general, fluctuation for the coefficient of variation based on two parameter gamma distribution was shown as more good agreement with the observed flow than that of two parameter lognormal distribution. Especially, coefficient of variation based on two parameter lognormal distribution was quite closer to that of observed flow during June and August in all years. 4. Monthly synthetic flows based on two parameter gamma distribution are considered to give more reasonably good results than those of two parameter lognormal distribution in the multi-season first order Markov model in all watersheds. 5. Synthetic monthly flows with 100 years for eack watershed were sjmulated by multi- season first order Markov model based on two parameter gamma distribution which is ack- nowledged to fit the actual distribution of monthly discharges of watersheds. Simulated sy- nthetic monthly flows may be considered to be contributed to the long series of discharges as an input data for the development of water resources. 6. It is to be desired that generation technique of synthetic flow in this study would be compared with other simulation techniques for the objective time series.

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Numerical Analysis of Si-based Photovoltaic Modules with Different Interconnection Methods

  • Park, Chihong;Yoon, Nari;Min, Yong-Ki;Ko, Jae-Woo;Lim, Jong-Rok;Jang, Dong-Sik;Ahn, Jae-Hyun;Ahn, Hyungkeun
    • Transactions on Electrical and Electronic Materials
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    • v.15 no.2
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    • pp.103-111
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    • 2014
  • This paper investigates the output powers of PV modules by predicting three unknown parameters: reverse saturation current, and series and shunt resistances. A theoretical model using the non-uniform physical parameters of solar cells, including the temperature coefficients, voltage, current, series and shunt resistances, is proposed to obtain the I-V characteristics of PV modules. The solar irradiation effect is included in the model to improve the accuracy of the output power. Analytical and Newton methods are implemented in MATLAB to calculate a module output. Experimental data of the non-uniform solar cells for both serial and parallel connections are used to extend the implementation of the model based on the I-V equation of the equivalent circuit of the cells and to extend the application of the model to m by n modules configuration. Moreover, the theoretical model incorporates, for the first time, the variations of series and shunt resistances, reverse saturation current and irradiation for easy implementation in real power generation. Finally, this model can be useful in predicting the degradation of a PV system because of evaluating the variations of series and shunt resistances, which are critical in the reliability analysis of PV power generation.

Reproduction of wind speed time series in a two-dimensional numerical multiple-fan wind tunnel using deep reinforcement learning

  • Qingshan Yang;Zhenzhi Luo;Ke Li;Teng Wu
    • Wind and Structures
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    • v.39 no.4
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    • pp.271-285
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    • 2024
  • The multiple-fan wind tunnel is an important facility for reproducing target wind field. Existing control methods for the multiple-fan wind tunnel can generate wind speeds that satisfy the target statistical characteristics of a wind field (e.g., power spectrum). However, the frequency-domain features cannot well represent the nonstationary winds of extreme storms (e.g., downburst). Therefore, this study proposes a multiple-fan wind tunnel control scheme based on Deep Reinforcement Learning (DRL), which will completely transform into a data-driven closed-loop control problem, to reproduce the target wind field in the time domain. Specifically, the control scheme adopts the Deep Deterministic Policy Gradient (DDPG) paradigm in which the strong fitting ability of Deep Neural Networks (DNN) is utilized. It can establish the complex relationship between the target wind speed time series and the current control strategy in the DRL-agent. To address the fluid memory effect of the wind field, this study innovatively designs the system state and control reward to improve the reproduction performance based on historical data. To validate the performance of the model, we established a simplified flow field based on Navier Stokes equations to simulate a two-dimensional numerical multiple-fan wind tunnel environment. Using the strategy of DRL decision maker, we generated a wind speed time series with minor error from the target under low Reynolds number conditions. This is the first time that the AI methods have been used to generate target wind speed time series in a multiple-fan wind tunnel environment. The hyperparameters in the DDPG paradigm are analyzed to identify a set of optimal parameters. With these efforts, the trained DRL-agent can simultaneously reproduce the wind speed time series in multiple positions.

Time-series Mapping and Uncertainty Modeling of Environmental Variables: A Case Study of PM10 Concentration Mapping (시계열 환경변수 분포도 작성 및 불확실성 모델링: 미세먼지(PM10) 농도 분포도 작성 사례연구)

  • Park, No-Wook
    • Journal of the Korean earth science society
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    • v.32 no.3
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    • pp.249-264
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    • 2011
  • A multi-Gaussian kriging approach extended to space-time domain is presented for uncertainty modeling as well as time-series mapping of environmental variables. Within a multi-Gaussian framework, normal score transformed environmental variables are first decomposed into deterministic trend and stochastic residual components. After local temporal trend models are constructed, the parameters of the models are estimated and interpolated in space. Space-time correlation structures of stationary residual components are quantified using a product-sum space-time variogram model. The ccdf is modeled at all grid locations using this space-time variogram model and space-time kriging. Finally, e-type estimates and conditional variances are computed from the ccdf models for spatial mapping and uncertainty analysis, respectively. The proposed approach is illustrated through a case of time-series Particulate Matter 10 ($PM_{10}$) concentration mapping in Incheon Metropolitan city using monthly $PM_{10}$ concentrations at 13 stations for 3 years. It is shown that the proposed approach would generate reliable time-series $PM_{10}$ concentration maps with less mean bias and better prediction capability, compared to conventional spatial-only ordinary kriging. It is also demonstrated that the conditional variances and the probability exceeding a certain thresholding value would be useful information sources for interpretation.

Prediction of Time Histories of Seismic Ground Motion using Genetic Programming

  • YOSHIHARA, Ikuo;Inaba, Masaaki;AOYAMA, Tomoo;Yasunaga, Moritoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 1999.10a
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    • pp.226-229
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    • 1999
  • We have been developing a method to build models for time series using Genetic Programming. The proposed method has been applied to various kinds of time series e.g. computer-generated chaos, natural phenomena, and financial market indices etc. Now we apply the prediction method to time histories of seismic ground motion i.e. one-step-ahead prediction of seismographic amplitude. Waves of earthquakes are composed of P-waves and S-waves. They propagate in different speeds and have different characteristics. It is believed that P-waves arrive firstly and S-waves arrive secondly. Simulations were performed based on real data of Hyuganada earthquake which broke out at southern part of Kyushuu Island in Japan. To our surprise, prediction model built using the earthquake waves in early time can enough precisely predict main huge waves in later time. Lots of experiments lead us to conclude that every slice of data involves P-wave and S-wave. The simulation results suggest the GP-based prediction method can be utilized in alarm systems or dispatch systems in an emergency.

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Artificial neural network algorithm comparison for exchange rate prediction

  • Shin, Noo Ri;Yun, Dai Yeol;Hwang, Chi-gon
    • International Journal of Internet, Broadcasting and Communication
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    • v.12 no.3
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    • pp.125-130
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    • 2020
  • At the end of 1997, the volatility of the exchange rate intensified as the nation's exchange rate system was converted into a free-floating exchange rate system. As a result, managing the exchange rate is becoming a very important task, and the need for forecasting the exchange rate is growing. The exchange rate prediction model using the existing exchange rate prediction method, statistical technique, cannot find a nonlinear pattern of the time series variable, and it is difficult to analyze the time series with the variability cluster phenomenon. And as the number of variables to be analyzed increases, the number of parameters to be estimated increases, and it is not easy to interpret the meaning of the estimated coefficients. Accordingly, the exchange rate prediction model using artificial neural network, rather than statistical technique, is presented. Using DNN, which is the basis of deep learning among artificial neural networks, and LSTM, a recurrent neural network model, the number of hidden layers, neurons, and activation function changes of each model found the optimal exchange rate prediction model. The study found that although there were model differences, LSTM models performed better than DNN models and performed best when the activation function was Tanh.

Anomaly Detection of Machining Process based on Power Load Analysis (전력 부하 분석을 통한 절삭 공정 이상탐지)

  • Jun Hong Yook;Sungmoon Bae
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.4
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    • pp.173-180
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    • 2023
  • Smart factory companies are installing various sensors in production facilities and collecting field data. However, there are relatively few companies that actively utilize collected data, academic research using field data is actively underway. This study seeks to develop a model that detects anomalies in the process by analyzing spindle power data from a company that processes shafts used in automobile throttle valves. Since the data collected during machining processing is time series data, the model was developed through unsupervised learning by applying the Holt Winters technique and various deep learning algorithms such as RNN, LSTM, GRU, BiRNN, BiLSTM, and BiGRU. To evaluate each model, the difference between predicted and actual values was compared using MSE and RMSE. The BiLSTM model showed the optimal results based on RMSE. In order to diagnose abnormalities in the developed model, the critical point was set using statistical techniques in consultation with experts in the field and verified. By collecting and preprocessing real-world data and developing a model, this study serves as a case study of utilizing time-series data in small and medium-sized enterprises.

Banded vector heterogeneous autoregression models (밴드구조 VHAR 모형)

  • Sangtae Kim;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.6
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    • pp.529-545
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    • 2023
  • This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

DQ Synchronous Reference Frame Model of a Series-Parallel Tuned Inductive Power Transfer System (직렬-병렬 공진 무선전력전송 시스템의 동기 좌표계 모델)

  • Noh, Eun-Chong;Lee, Sang-Min;Lee, Seung-Hwan
    • The Transactions of the Korean Institute of Power Electronics
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    • v.25 no.6
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    • pp.477-483
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    • 2020
  • This study proposes a DQ synchronous reference frame model of a series-parallel tuned inductive power transfer (SP-IPT) system. The wireless power transmission system experiences control difficulty because the transmitter-side controller cannot directly measure the receiver-side load voltages and currents. Therefore, a control-oriented circuit model that shows the dynamics of the IPT system is required to achieve a well-behaved controller. In this study, an equivalent circuit model of the SP-IPT system in a synchronously rotating reference frame is proposed using the single-phase DQ transformation technique. The proposed circuit model is helpful in modeling the dynamics of the voltages and currents of the transmitter- and receiver-side resonant tanks and loads. The proposed circuit model is evaluated using frequency- and time-domain simulation results.

A Reexamination on the Influence of Fine-particle between Districts in Seoul from the Perspective of Information Theory (정보이론 관점에서 본 서울시 지역구간의 미세먼지 영향력 재조명)

  • Lee, Jaekoo;Lee, Taehoon;Yoon, Sungroh
    • KIISE Transactions on Computing Practices
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    • v.21 no.2
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    • pp.109-114
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    • 2015
  • This paper presents a computational model on the transfer of airborne fine particles to analyze the similarities and influences among the 25 districts in Seoul by quantifying a time series data collected from each district. The properties of each district are driven with the model of a time series of the fine particle concentrations, and the calculation of edge-based weights are carried out with the transfer entropies between all pairs of the districts. We applied a modularity-based graph clustering technique to detect the communities among the 25 districts. The result indicates the discovered clusters correspond to a high transfer-entropy group among the communities with geographical adjacency or high in-between traffic volumes. We believe that this approach can be further extended to the discovery of significant flows of other indicators causing environmental pollution.