• 제목/요약/키워드: Time-series data prediction

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A Development of Water Demand Forecasting Model Based on Wavelet Transform and Support Vector Machine (Wavelet Transform 방법과 SVM 모형을 활용한 상수도 수요량 예측기법 개발)

  • Kwon, Hyun-Han;Kim, Min-Ji;Kim, Oon Gi
    • Journal of Korea Water Resources Association
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    • v.45 no.11
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    • pp.1187-1199
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    • 2012
  • A hybrid forecasting scheme based on wavelet decomposition coupled to a support vector machine model is presented for water demand series that exhibit nonlinear behavior. The use of wavelet transform followed by the SVM model of each leading component is explored as a model for water demand data. The proposed forecasting model yields better results than a traditional ARIMA time series forecasting model in terms of self-prediction problem as well as reproducing the properties of the observed water demand data by making use of the advantages of wavelet transform and SVM model. The proposed model can be used to substantially and significantly improve the water demand forecasting and utilized in a real operation.

A Study of Exchange rate Prediction Model using Model-based (모델기반 방법론을 이용한 환율예측 모형 연구)

  • Jeon, Jin-Ho;Moon, Seok-Hwan;Lee, Chae-Rin
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2012.10a
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    • pp.547-549
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    • 2012
  • Forex trading participants, due to the intensified economic internationalization exchange risk avoidance measures are needed. In this research, Model suitable for estimation of time-series data, such as stock prices and exchange rates, through the concealment of HMM and estimate the short-term exchange rate forecasting model is applied to the prediction of the future. Estimated by applying the optimal model if the real exchange rate data for a certain period of the future will be able to predict the movement aspect of it. Alleged concealment of HMM. For the estimation of the model to accurately estimate the number of states of the model via Bayesian Information Criterion was confirmed as a model predictive aspect of physical exercise aspect and predict the movement of the two curves were similar.

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Application of sequence to sequence learning based LSTM model (LSTM-s2s) for forecasting dam inflow (Sequence to Sequence based LSTM (LSTM-s2s)모형을 이용한 댐유입량 예측에 대한 연구)

  • Han, Heechan;Choi, Changhyun;Jung, Jaewon;Kim, Hung Soo
    • Journal of Korea Water Resources Association
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    • v.54 no.3
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    • pp.157-166
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    • 2021
  • Forecasting dam inflow based on high reliability is required for efficient dam operation. In this study, deep learning technique, which is one of the data-driven methods and has been used in many fields of research, was manipulated to predict the dam inflow. The Long Short-Term Memory deep learning with Sequence-to-Sequence model (LSTM-s2s), which provides high performance in predicting time-series data, was applied for forecasting inflow of Soyang River dam. Various statistical metrics or evaluation indicators, including correlation coefficient (CC), Nash-Sutcliffe efficiency coefficient (NSE), percent bias (PBIAS), and error in peak value (PE), were used to evaluate the predictive performance of the model. The result of this study presented that the LSTM-s2s model showed high accuracy in the prediction of dam inflow and also provided good performance for runoff event based runoff prediction. It was found that the deep learning based approach could be used for efficient dam operation for water resource management during wet and dry seasons.

Data-driven Model Prediction of Harmful Cyanobacterial Blooms in the Nakdong River in Response to Increased Temperatures Under Climate Change Scenarios (기후변화 시나리오의 기온상승에 따른 낙동강 남세균 발생 예측을 위한 데이터 기반 모델 시뮬레이션)

  • Gayeon Jang;Minkyoung Jo;Jayun Kim;Sangjun Kim;Himchan Park;Joonhong Park
    • Journal of Korean Society on Water Environment
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    • v.40 no.3
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    • pp.121-129
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    • 2024
  • Harmful cyanobacterial blooms (HCBs) are caused by the rapid proliferation of cyanobacteria and are believed to be exacerbated by climate change. However, the extent to which HCBs will be stimulated in the future due to increased temperature remains uncertain. This study aims to predict the future occurrence of cyanobacteria in the Nakdong River, which has the highest incidence of HCBs in South Korea, based on temperature rise scenarios. Representative Concentration Pathways (RCPs) were used as the basis for these scenarios. Data-driven model simulations were conducted, and out of the four machine learning techniques tested (multiple linear regression, support vector regressor, decision tree, and random forest), the random forest model was selected for its relatively high prediction accuracy. The random forest model was used to predict the occurrence of cyanobacteria. The results of boxplot and time-series analyses showed that under the worst-case scenario (RCP8.5 (2100)), where temperature increases significantly, cyanobacterial abundance across all study areas was greatly stimulated. The study also found that the frequencies of HCB occurrences exceeding certain thresholds (100,000 and 1,000,000 cells/mL) increased under both the best-case scenario (RCP2.6 (2050)) and worst-case scenario (RCP8.5 (2100)). These findings suggest that the frequency of HCB occurrences surpassing a certain threshold level can serve as a useful diagnostic indicator of vulnerability to temperature increases caused by climate change. Additionally, this study highlights that water bodies currently susceptible to HCBs are likely to become even more vulnerable with climate change compared to those that are currently less susceptible.

Development of the Demand Forecasting and Product Recommendation Method to Support the Small and Medium Distribution Companies based on the Product Recategorization (중소유통기업지원을 위한 상품 카테고리 재분류 기반의 수요예측 및 상품추천 방법론 개발)

  • Sangil Lee;Yeong-WoongYu;Dong-Gil Na
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.47 no.2
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    • pp.155-167
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    • 2024
  • Distribution and logistics industries contribute some of the biggest GDP(gross domestic product) in South Korea and the number of related companies are quarter of the total number of industries in the country. The number of retail tech companies are quickly increased due to the acceleration of the online and untact shopping trend. Furthermore, major distribution and logistics companies try to achieve integrated data management with the fulfillment process. In contrast, small and medium distribution companies still lack of the capacity and ability to develop digital innovation and smartization. Therefore, in this paper, a deep learning-based demand forecasting & recommendation model is proposed to improve business competitiveness. The proposed model is developed based on real sales transaction data to predict future demand for each product. The proposed model consists of six deep learning models, which are MLP(multi-layers perception), CNN(convolution neural network), RNN(recurrent neural network), LSTM(long short term memory), Conv1D-BiLSTM(convolution-long short term memory) for demand forecasting and collaborative filtering for the recommendation. Each model provides the best prediction result for each product and recommendation model can recommend best sales product among companies own sales list as well as competitor's item list. The proposed demand forecasting model is expected to improve the competitiveness of the small and medium-sized distribution and logistics industry.

A Study on the Disaggregation Method of Time Series Data (시계열 자료의 분할에 관한 사례 연구)

  • Moon, Sungho;Lee, Jeong-Hyeong
    • Journal of Digital Convergence
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    • v.12 no.6
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    • pp.155-160
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    • 2014
  • When we collect marketing data, we can only obtain the bimonthly or quarterly data but the monthly data be available. If we evaluate or predict monthly market condition or establish monthly marketing strategies, we need to disaggregate these bimonthly or quarterly data to the monthly data. In this paper, for bimonthly or quarterly data, we introduce some methods of disaggregation to monthly data. These disaggregation methods include the simple average method, the growth rate method, the weighting method by the judgment of experts, and variable decomposition method using 12 month moving cumulative sum. In this paper, we applied variable decomposition method to disaggregate for bimonthly data of sum of electronics sales in a European country. We, also, introduce how to use this method to predict the future data.

Development of Grid Based Distributed Rainfall-Runoff Model with Finite Volume Method (유한체적법을 이용한 격자기반의 분포형 강우-유출 모형 개발)

  • Choi, Yun-Seok;Kim, Kyung-Tak;Lee, Jin-Hee
    • Journal of Korea Water Resources Association
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    • v.41 no.9
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    • pp.895-905
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    • 2008
  • To analyze hydrologic processes in a watershed requires both various geographical data and hydrological time series data. Recently, not only geographical data such as DEM(Digital Elevation Model) and hydrologic thematic map but also hydrological time series from numerical weather prediction and rainfall radar have been provided as grid data, and there are studies on hydrologic analysis using these grid data. In this study, GRM(Grid based Rainfall-runoff Model) which is physically-based distributed rainfall-runoff model has been developed to simulate short term rainfall-runoff process effectively using these grid data. Kinematic wave equation is used to simulate overland flow and channel flow, and Green-Ampt model is used to simulate infiltration process. Governing equation is discretized by finite volume method. TDMA(TriDiagonal Matrix Algorithm) is applied to solve systems of linear equations, and Newton-Raphson iteration method is applied to solve non-linear term. Developed model was applied to simplified hypothetical watersheds to examine model reasonability with the results from $Vflo^{TM}$. It was applied to Wicheon watershed for verification, and the applicability to real site was examined, and simulation results showed good agreement with measured hydrographs.

Clustering and classification to characterize daily electricity demand (시간단위 전력사용량 시계열 패턴의 군집 및 분류분석)

  • Park, Dain;Yoon, Sanghoo
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.2
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    • pp.395-406
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    • 2017
  • The purpose of this study is to identify the pattern of daily electricity demand through clustering and classification. The hourly data was collected by KPS (Korea Power Exchange) between 2008 and 2012. The time trend was eliminated for conducting the pattern of daily electricity demand because electricity demand data is times series data. We have considered k-means clustering, Gaussian mixture model clustering, and functional clustering in order to find the optimal clustering method. The classification analysis was conducted to understand the relationship between external factors, day of the week, holiday, and weather. Data was divided into training data and test data. Training data consisted of external factors and clustered number between 2008 and 2011. Test data was daily data of external factors in 2012. Decision tree, random forest, Support vector machine, and Naive Bayes were used. As a result, Gaussian model based clustering and random forest showed the best prediction performance when the number of cluster was 8.

Evaluating the groundwater prediction using LSTM model (LSTM 모형을 이용한 지하수위 예측 평가)

  • Park, Changhui;Chung, Il-Moon
    • Journal of Korea Water Resources Association
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    • v.53 no.4
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    • pp.273-283
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    • 2020
  • Quantitative forecasting of groundwater levels for the assessment of groundwater variation and vulnerability is very important. To achieve this purpose, various time series analysis and machine learning techniques have been used. In this study, we developed a prediction model based on LSTM (Long short term memory), one of the artificial neural network (ANN) algorithms, for predicting the daily groundwater level of 11 groundwater wells in Hankyung-myeon, Jeju Island. In general, the groundwater level in Jeju Island is highly autocorrelated with tides and reflected the effects of precipitation. In order to construct an input and output variables based on the characteristics of addressing data, the precipitation data of the corresponding period was added to the groundwater level data. The LSTM neural network was trained using the initial 365-day data showing the four seasons and the remaining data were used for verification to evaluate the fitness of the predictive model. The model was developed using Keras, a Python-based deep learning framework, and the NVIDIA CUDA architecture was implemented to enhance the learning speed. As a result of learning and verifying the groundwater level variation using the LSTM neural network, the coefficient of determination (R2) was 0.98 on average, indicating that the predictive model developed was very accurate.

Development of Deep-Learning-Based Models for Predicting Groundwater Levels in the Middle-Jeju Watershed, Jeju Island (딥러닝 기법을 이용한 제주도 중제주수역 지하수위 예측 모델개발)

  • Park, Jaesung;Jeong, Jiho;Jeong, Jina;Kim, Ki-Hong;Shin, Jaehyeon;Lee, Dongyeop;Jeong, Saebom
    • The Journal of Engineering Geology
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    • v.32 no.4
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    • pp.697-723
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    • 2022
  • Data-driven models to predict groundwater levels 30 days in advance were developed for 12 groundwater monitoring stations in the middle-Jeju watershed, Jeju Island. Stacked long short-term memory (stacked-LSTM), a deep learning technique suitable for time series forecasting, was used for model development. Daily time series data from 2001 to 2022 for precipitation, groundwater usage amount, and groundwater level were considered. Various models were proposed that used different combinations of the input data types and varying lengths of previous time series data for each input variable. A general procedure for deep-learning-based model development is suggested based on consideration of the comparative validation results of the tested models. A model using precipitation, groundwater usage amount, and previous groundwater level data as input variables outperformed any model neglecting one or more of these data categories. Using extended sequences of these past data improved the predictions, possibly owing to the long delay time between precipitation and groundwater recharge, which results from the deep groundwater level in Jeju Island. However, limiting the range of considered groundwater usage data that significantly affected the groundwater level fluctuation (rather than using all the groundwater usage data) improved the performance of the predictive model. The developed models can predict the future groundwater level based on the current amount of precipitation and groundwater use. Therefore, the models provide information on the soundness of the aquifer system, which will help to prepare management plans to maintain appropriate groundwater quantities.