• 제목/요약/키워드: Value of Forecast

검색결과 354건 처리시간 0.021초

Chaotic Forecast of Time-Series Data Using Inverse Wavelet Transform

  • Matsumoto, Yoshiyuki;Yabuuchi, Yoshiyuki;Watada, Junzo
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 2003년도 ISIS 2003
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    • pp.338-341
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    • 2003
  • Recently, the chaotic method is employed to forecast a near future of uncertain phenomena. This method makes it possible by restructuring an attractor of given time-series data in multi-dimensional space through Takens' embedding theory. However, many economical time-series data are not sufficiently chaotic. In other words, it is hard to forecast the future trend of such economical data on the basis of chaotic theory. In this paper, time-series data are divided into wave components using wavelet transform. It is shown that some divided components of time-series data show much more chaotic in the sense of correlation dimension than the original time-series data. The highly chaotic nature of the divided component enables us to precisely forecast the value or the movement of the time-series data in near future. The up and down movement of TOPICS value is shown so highly predicted by this method as 70%.

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의사결정트리를 활용한 황사예보의 경제적 가치 분석-의약품 재고관리문제를 중심으로 (Economic Value Analysis of Asian Dust Forecasts Using Decision Tree-Focused on Medicine Inventory Management)

  • 윤승철;이기광
    • 산업경영시스템학회지
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    • 제37권1호
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    • pp.120-126
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    • 2014
  • This paper deals with the economic value analysis of meteorological forecasts for a hypothetical inventory decision-making situation in the pharmaceutical industry. The value of Asian dust (AD) forecasts is assessed in terms of the expected value of profits by using a decision tree, which is transformed from the specific payoff structure. The forecast user is assumed to determine the inventory level by considering base profit, inventory cost, and lost sales cost. We estimate the information value of AD forecasts by comparing the two cases of decision-making with or without the AD forecast. The proposed method is verified for the real data of AD forecasts and events in Seoul during the period 2004~2008. The results indicate that AD forecasts can provide the forecast users with benefits, which have various ranges of values according to the relative rate of inventory and lost sales cost.

Structural monitoring and maintenance by quantitative forecast model via gray models

  • C.C. Hung;T. Nguyen
    • Structural Monitoring and Maintenance
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    • 제10권2호
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    • pp.175-190
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    • 2023
  • This article aims to quantitatively predict the snowmelt in extreme cold regions, considering a combination of grayscale and neural models. The traditional non-equidistant GM(1,1) prediction model is optimized by adjusting the time-distance weight matrix, optimizing the background value of the differential equation and optimizing the initial value of the model, and using the BP neural network for the first. The adjusted ice forecast model has an accuracy of 0.984 and posterior variance and the average forecast error value is 1.46%. Compared with the GM(1,1) and BP network models, the accuracy of the prediction results has been significantly improved, and the quantitative prediction of the ice sheet is more accurate. The monitoring and maintenance of the structure by quantitative prediction model by gray models was clearly demonstrated in the model.

불확실성 정보가 맥주배송게임 기반의 공급사슬 수행도에 미치는 영향 평가 : 기상정보 사례를 중심으로 (The Effect of Uncertain Information on Supply Chain Performance in a Beer Distribution Game-A Case of Meterological Forecast Information)

  • 이기광;김인겸;고광근
    • Journal of Information Technology Applications and Management
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    • 제14권4호
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    • pp.139-158
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    • 2007
  • Information sharing is key to effective supply chain management. In reality, however, it is impossible to get perfect information. Accordingly, only uncertain information can be accessed in business environment, and thus it is important to deal with the uncertainties of information in managing supply chains. This study adopts meteorological forecast as a typical uncertain information. The meteorological events may affect the demands for various weather-sensitive goods, such as beer, ices, clothes, electricity etc. In this study, a beer distribution game is modified by introducing meterological forecast information provided in a probabilistic format. The behavior patterns of the modified beer supply chains are investigated. for two conditions using the weather forecast with or without an information sharing. A value score is introduced to generalize the well-known performance measures employed in the study of supply chains, i.e.. inventory, backlog, and deviation of orders. The simulation result showed that meterological forecast information used in an information sharing environment was more effective than without information sharing, which emphasizes the synergy of uncertain information added to the information sharing environment.

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항만 컨테이너 처리능력의 통계적 예측에 관한 연구 (A Study of Dynamic Forecast on Port Container Handling Capacity)

  • Feng, Zhan-Qing;Lee, Su-Ho
    • 한국항해항만학회지
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    • 제26권2호
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    • pp.161-166
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    • 2002
  • 컨테이너 처리량(CHC)은 항만의 능력을 나타내는 중요한 지표다. 그러나 중국항만의 컨테이너 처리능력에 대한 연구는 부족하며, 연구결과 또한 예측치와 실제치와의 차이가 크다. 이는 컨테이너처리량이 다양한 경제적인 측면을 내포하고 있고 예측모델의 선택이 매우 어렵다는데 기인한다. 대체로 지금까지 사용되어왔던 회귀분석, 신경망분석 등은 과거행태모델을 벗어나지 못하고 있어 경제체제나 항만물동량의 동태적변화에 대한 고려가 결여되어 있다. 따라서 본 논문에서는 동태적 보정인과모델을 사용한 동태적 예측법을 사용해 보았고 그 결과 보다 신뢰성이 높고 현실성이 있는 연구결과를 도출할 수 있었다.

범주형 광역화 모델에 의한 초미세먼지 예보 개선 (Improvement of PM2.5 Forecast by Categorical Wide Area Model)

  • 이기훈;권희용
    • 한국멀티미디어학회논문지
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    • 제25권3호
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    • pp.468-475
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    • 2022
  • Currently, fine dust forecast models are operated by dividing the country into 19 regions. Therefore, it is important to reduce the learning time and the number of models as well as accurate forecast performance to operate lots of forecast models. In this paper, we develop a categorical wide area model that outputs forecast results categorically and integrates the regions with similar regional characteristics. The proposed model improved the convergence rate by 223 times compared to the existing model, which outputs at a single concentration value, and reduced the number of forecast models by a third.

Development of Forecast Algorithm for Coronal Mass Ejection Speed and Arrival Time Based on Propagation Tracking by Interplanetary Scintillation g-Value

  • Park, Sa-Rah;Jeon, Ho-Cheol;Kim, Rok-soon;Kim, Jong-Hyeon;Kim, Seung-Jin;Cho, Junghee;Jang, Soojeong
    • Journal of Astronomy and Space Sciences
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    • 제37권1호
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    • pp.43-50
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    • 2020
  • We have developed an algorithm for tracking coronal mass ejection (CME) propagation that allows us to estimate CME speed and its arrival time at Earth. The algorithm may be used either to forecast the CME's arrival on the day of the forecast or to update the CME tracking information for the next day's forecast. In our case study, we successfully tracked CME propagation using the algorithm based on g-values of interplanetary scintillation (IPS) observation provided by the Institute for Space-Earth Environmental Research (ISEE). We were able to forecast the arrival time (Δt = 0.30 h) and speed (Δv = 20 km/s) of a CME event on October 2, 2000. From the CME-interplanetary CME (ICME) pairs provided by Cane & Richardson (2003), we selected 50 events to evaluate the algorithm's forecast capability. Average errors for arrival time and speed were 11.14 h and 310 km/s, respectively. Results demonstrated that g-values obtained continuously from any single station observation were able to be used as a proxy for CME speed. Therefore, our algorithm may give stable daily forecasts of CME position and speed during propagation in the region of 0.2-1 AU using the IPS g-values, even if IPS velocity observations are insufficient. We expect that this algorithm may be widely accepted for use in space weather forecasting in the near future.

LSTM을 활용한 풍력발전예측에 영향을 미치는 요인분석 (Analysis on Factors Influencing on Wind Power Generation Using LSTM)

  • 이송근;최준영
    • KEPCO Journal on Electric Power and Energy
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    • 제6권4호
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    • pp.433-438
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    • 2020
  • Accurate forecasting of wind power is important for grid operation. Wind power has intermittent and nonlinear characteristics, which increases the uncertainty in wind power generation. In order to accurately predict wind power generation with high uncertainty, it is necessary to analyze the factors affecting wind power generation. In this paper, 6 factors out of 11 are selected for more accurate wind power generation forecast. These are wind speed, sine value of wind direction, cosine value of wind direction, local pressure, ground temperature, and history data of wind power generated.

남한 강수 기후와 이분 범주 예보 검증 지수 (The Precipitation Climate of South Korea and the Dichotomous Categorical Verification Indices)

  • 임규호
    • 대기
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    • 제29권5호
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    • pp.615-626
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    • 2019
  • To find any effects of precipitation climate on the forecast verification methods, we processed the hourly records of precipitation over South Korea. We examined their relationship between the climate and the methods of verification. Precipitation is an intermittent process in South Korea, generally less than an hour or so. Percentile ratio of precipitation period against the entire period of the records is only 14% in the hourly amounts of precipitation. The value of the forecast verification indices heavily depends on the climate of rainfall. The direct comparison of the index values might force us to have a mistaken appraisal on the level of the forecast capability of a weather forecast center. The size of the samples for verification is not crucial as long as it is large enough to satisfy statistical stability. Our conclusion is still temporal rather than conclusive. We may need the amount of precipitation per minute for the confirmation of the present results.