• 제목/요약/키워드: Traditional forecasting

검색결과 144건 처리시간 0.035초

데이터 가중 성능을 갖는 GMDH 알고리즘 및 전력 수요 예측에의 응용 (GMDH Algorithm with Data Weighting Performance and Its Application to Power Demand Forecasting)

  • 신재호;홍연찬
    • 제어로봇시스템학회논문지
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    • 제12권7호
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    • pp.631-636
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    • 2006
  • In this paper, an algorithm of time series function forecasting using GMDH(group method of data handling) algorithm that gives more weight to the recent data is proposed. Traditional methods of GMDH forecasting gives same weights to the old and recent data, but by the point of view that the recent data is more important than the old data to forecast the future, an algorithm that makes the recent data contribute more to training is proposed for more accurate forecasting. The average error rate of electric power demand forecasting by the traditional GMDH algorithm which does not use data weighting algorithm is 0.9862 %, but as the result of applying the data weighting GMDH algorithm proposed in this paper to electric power forecasting demand the average error rate by the algorithm which uses data weighting algorithm and chooses the best data weighting rate is 0.688 %. Accordingly in forecasting the electric power demand by GMDH the proposed method can acquire the reduced error rate of 30.2 % compared to the traditional method.

12개 미래 예측 한의약 정책 과제의 실현 평가 연구 (Assessment of the Forecasting Studies on 12 Traditional Korean Medicine Policy Realization)

  • 박주영;신현규
    • 대한예방한의학회지
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    • 제17권1호
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    • pp.65-76
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    • 2013
  • Objectives : Aim of this study is to contribute to establishment of the Traditional Korean Medicine (TKM) policies in the future. Final assessment for 12 of the forecasting projects was carried out on the TKM policies that deduced by professionals in 1996 whether or not to realize in 2013. Methods : We investigated governmental and private research projects, reports and papers, and laws and systems on the forecasting projects. We reviewed them through the Traditional Korean Medicine Information Portal OASIS (http://oasis.kiom.re.kr), Korean studies Information Service System (KISS) (http://kiss.kstudy.com/) and DBpia (http://www.dbpia.co.kr/), Akomnews(http://www.akomnews.com/), THE MINJOK MEDICINE NEWS(http://www.mjmedi.com/), Ministry of Government Legislation(http://www.law.go.kr/). Results : Of the 12 forecasting projects, five were judged as 'realization', four were as 'partial realization' and three were as 'un-realization', The realization rate was 75.0%. Three un-realized projects included the TKM insurance coverage for various herbal medicines, leadership secure on medical technicians and commercialization of the TKM managing system on senior medicare policy. Realization of the future forecasting TKM policy projects was decided depending on conditions such as the importance, domestic capability levels, principal agents, methods and restrains. Conclusions : Continuous studies and new developed forecasting projects for the TKM policies will be required to realize the projects in the future.

시스템다이내믹스를 활용한 종합 주가지수 예측 모델 연구 (System Dynamics Approach for the Forecasting KOSPI)

  • 조강래;정관용
    • 한국시스템다이내믹스연구
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    • 제8권2호
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    • pp.175-190
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    • 2007
  • Stock market volatility largely depends on firms' value and growth opportunities. However, with the globalization of world economy, the effect of the synchronization in major countries is gaining its importance. Also, domestically, the business cycle and cash market of the country are additional factors needed to be considered. The main purpose of this research is to attest the application and usefulness of System Dynamics as a general stock market forecasting tool. Throughout this research, System Dynamics suggests a conceptual model for forecasting a KOSPI(Korea Composite Stock Price Index), taking the factors of the composite stock price indexes in traditional researches. In conclusion of this research, System Dynamics was proved to bean appropriate model for forecasting the volatility and direction of a stock market as a whole. With its timely adaptability, System Dynamic overcomes the limit of traditional statistic models.

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단기 전력수요예측 정확도 개선을 위한 대표기온 산정방안 (Representative Temperature Assessment for Improvement of Short-Term Load Forecasting Accuracy)

  • 임종훈;김시연;박정도;송경빈
    • 조명전기설비학회논문지
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    • 제27권6호
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    • pp.39-43
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    • 2013
  • The current representative temperature selection method with five cities cannot reflect the sufficient regional climate characteristics. In this paper, the new representative temperature selection method is proposed with the consideration of eight representative cities. The proposed method considered the recent trend of power sales, the climate characteristics and population distribution to improve the accuracy of short-term load forecasting. Case study results for the accuracy of short-term load forecasting are compared for the traditional temperature weights of five cities and the proposed temperature weights of eight cities. The simulation results show that the proposed method provides more accurate results than the traditional method.

사례기반 추론기법과 인공신경망을 이용한 서비스 수요예측 프레임워크 (A Hybrid Forecasting Framework based on Case-based Reasoning and Artificial Neural Network)

  • 황유섭
    • 지능정보연구
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    • 제18권4호
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    • pp.43-57
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    • 2012
  • 제조업에 있어서 판매 후 서비스 건수와 내용 등은 향후 서비스 제공을 위한 자원배분의 효율성 증진과 서비스 품질 향상을 위해서도 매우 중요한 정보이다. 따라서 기업들은 향후 발생하는 판매 후 서비스에 대해 정확히 예측하고 그에 따라 적절히 대처하는 능력을 확보할 필요성이 제조업을 중심으로 증가하고 있다. 그러나 실제로 이들 기업들이 활용하고 있는 서비스 수요예측 방법들은 전통적인 통계적인 예측기법이거나, 시뮬레이션을 기반한 기법들이다. 예를 들면, 전통적인 통계적인 예측기법으로는 회귀분석(regression analysis)의 경우, 다양한 제품모델에 대한 판매 후 서비스 발생 패턴이 선형적인 관계가 매우 적음에도 불구하고 선형으로 가정하여 추정한다는 점과 적정한 회귀식을 가정하여야 되며, 이러한 가정이 실제 경영환경에서는 매우 어렵다는 점 등이 기존의 예측기법들의 한계점으로 지적되고 있다. 본 연구에서는 디지털 TV 모델을 생산 판매 하는 A사의 사례연구를 통하여 최근 인공지능연구에서 각광을 받고 있는 사례기반추론(case-based reasoning; CBR) 기법을 활용한 서비스 수요예측 프레임워크를 제안하고자 한다. 또한, 사례기반추론에서 핵심적인 역할 중 하나인 유사 사례추출 방법에 있어서 가장 일반적인 nearest-neighbor 방법 이외의 유사 사례추출 방법을 제안하고자 한다. 특히, 본 연구에서 제안하는 유사 사례추출 방법은 인공신경망(artificial neural network)을 활용한 자기조직화지도(Self-Organizing Maps : SOM) 군집화 기법을 활용한 유사 사례추출 방식으로 이를 활용한 서비스 수요예측 프레임워크에 구현하고, 실제 기업의 판매 후 서비스 데이터를 활용하여 본 연구에서 제안하는 서비스 수요 예측 프레임워크의 유효성을 실증적으로 검증하고자 한다.

한국과 미국간 항공기 탑승객 수 예측을 위한 뉴럴네트웍의 응용

  • 남경두
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1995년도 추계학술대회발표논문집; 서울대학교, 서울; 30 Sep. 1995
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    • pp.334-343
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    • 1995
  • In recent years, neural networks have been developed as an alternative to traditional statistical techniques. In this study, a neural network model was compared to traditional forecasting models in terms of their capabilities to forecast passenger traffic for flights between U.S. and Korea. The results show that the forecasting ability of the neural networks was superior to the traditional models. In terms of accuracy, the performance of the neural networks was quite encouraging. Using mean absolute deviation, the neural network performed best. The new technique is easy to learn and apply with commercial neural network software. Therefore, airline decision makers should benefit from using neural networks in forecasting passenger loads.

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Agent Oriented Business Forecasting

  • Shen, Zhiqi;Gay, Robert
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2001년도 The Pacific Aisan Confrence On Intelligent Systems 2001
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    • pp.156-163
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    • 2001
  • Business forecasting is vital to the success of business. There has been an increasing demand for building business forecasting software system to assist human being to do forecasting. However, the uncertain and complex nature makes is a challenging work to analyze, design and implement software solutions for business forecasting. Traditional forecasting systems in which their models are trained based on small collection of historical data could not meet such challenges at the information explosion over the Internet. This paper presents an agent oriented business forecasting approach for building intelligent business forecasting software systems with high reusability. Although agents have been applied successfully to many application domains. little work has been reported to use the emerging agent oriented technology of this paper is that it explores how agent can be used to help human to manage various business forecasting processes in the whole business forecasting life cycle.

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Time-Series Forecasting Based on Multi-Layer Attention Architecture

  • Na Wang;Xianglian Zhao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권1호
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    • pp.1-14
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    • 2024
  • Time-series forecasting is extensively used in the actual world. Recent research has shown that Transformers with a self-attention mechanism at their core exhibit better performance when dealing with such problems. However, most of the existing Transformer models used for time series prediction use the traditional encoder-decoder architecture, which is complex and leads to low model processing efficiency, thus limiting the ability to mine deep time dependencies by increasing model depth. Secondly, the secondary computational complexity of the self-attention mechanism also increases computational overhead and reduces processing efficiency. To address these issues, the paper designs an efficient multi-layer attention-based time-series forecasting model. This model has the following characteristics: (i) It abandons the traditional encoder-decoder based Transformer architecture and constructs a time series prediction model based on multi-layer attention mechanism, improving the model's ability to mine deep time dependencies. (ii) A cross attention module based on cross attention mechanism was designed to enhance information exchange between historical and predictive sequences. (iii) Applying a recently proposed sparse attention mechanism to our model reduces computational overhead and improves processing efficiency. Experiments on multiple datasets have shown that our model can significantly increase the performance of current advanced Transformer methods in time series forecasting, including LogTrans, Reformer, and Informer.

Long-Term Forecasting by Wavelet-Based Filter Bank Selections and Its Application

  • Lee, Jeong-Ran;Lee, You-Lim;Oh, Hee-Seok
    • 응용통계연구
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    • 제23권2호
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    • pp.249-261
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    • 2010
  • Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.

한의학 미래예측(2000년~2010년) 문헌 분야 실현 최종 평가 (Final Assessment Year of Realized on Forecasting Studies of the Literature Sector on Traditional Korean Medicine (2000-2010))

  • 신현규;김용진
    • 대한한의학원전학회지
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    • 제26권1호
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    • pp.85-98
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    • 2013
  • Objectives : Final assessment of realized on forecasting studies of the literature sector on traditional Korean medicine (2000-2010) revealed results as follows. Methods : We investigated the related peer-reviewed papers and research project reports through Oriental Medicine Advanced Searching Integrated System(OASIS) of Korea Institute of Oriental Medicine(KIOM) and several publishers. Results : Of total five projects, two were realized and three were partially done. The projects 'It wil be standardized by establishing the concept of traditional Korean medical terms' and 'CDs containing traditional medicine books from China, Japan and Korea wiil be released' were decided to be realized. In addition to those, the projects 'Systematic database will be build up for TKM books', 'translation and annotation versions on TKM old books will be completed', and 'A wide range of literature related to traditional medicine of each Asian countries' were concluded to be partially realized. Five projects on predicting TKM in the year 2006-2007 analyzed in 1996 were evaluated as realized or partially realized. Likewise, the five predictions should be reviewed whether it will be necessary in the future after assessment on their realization. Conclusion : Furthermore, it should be studies if the new projects are needed for the future in addition to the existing challenges.