• 제목/요약/키워드: case series

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Bayesian Neural Network with Recurrent Architecture for Time Series Prediction

  • Hong, Chan-Young;Park, Jung-Hun;Yoon, Tae-Sung;Park, Jin-Bae
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.631-634
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    • 2004
  • In this paper, the Bayesian recurrent neural network (BRNN) is proposed to predict time series data. Among the various traditional prediction methodologies, a neural network method is considered to be more effective in case of non-linear and non-stationary time series data. A neural network predictor requests proper learning strategy to adjust the network weights, and one need to prepare for non-linear and non-stationary evolution of network weights. The Bayesian neural network in this paper estimates not the single set of weights but the probability distributions of weights. In other words, we sets the weight vector as a state vector of state space method, and estimates its probability distributions in accordance with the Bayesian inference. This approach makes it possible to obtain more exact estimation of the weights. Moreover, in the aspect of network architecture, it is known that the recurrent feedback structure is superior to the feedforward structure for the problem of time series prediction. Therefore, the recurrent network with Bayesian inference, what we call BRNN, is expected to show higher performance than the normal neural network. To verify the performance of the proposed method, the time series data are numerically generated and a neural network predictor is applied on it. As a result, BRNN is proved to show better prediction result than common feedforward Bayesian neural network.

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Correlation analysis and time series analysis of Ground-water inflow rate into tunnel of Seoul subway system

  • 김성준;이강근;염병우
    • 한국지하수토양환경학회:학술대회논문집
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    • 한국지하수토양환경학회 2003년도 추계학술발표회
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    • pp.254-257
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    • 2003
  • Statistical analysis is performed to estimate the correlations between geological or geographical factor and groundwater inflow rates in the Seoul subway system. Correlation analysis shows that among several geological and geographical factors fractures and streams have most strong effects on inflow rate into tunnels. In particular, subway line 5∼8 are affected more by these factors than subway line 1∼4. Time series analysis is carried out to forecast groundwater inflow rate. Time series analysis is a useful empirical method for simulation and forecasts in case that physical model can not be applied to. The time series of groundwater inflow rates is calculated using the observation data. Transfer function-noise model is applied with the precipitation data as input variables. For time series analysis, statistical methods are performed to identify proper model and autoregressive-moving average models are applied to evaluation of inflow rate. Each model is identified to satisfy the lowest value of information criteria. Results show that the values by result equations are well fitted with the actual inflow rate values. The selected models could give a good explanation of inflow rates variation into subway tunnels.

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Design and Implementation of Mathematics Textbooks in Support of Effective Teaching for Secondary Schools: A Chinese Case

  • PENG, Aihui;SONG, Naiqing
    • 한국수학교육학회지시리즈D:수학교육연구
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    • 제19권4호
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    • pp.247-265
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    • 2015
  • Mathematics textbook plays a significant role in shaping students' learning of mathematics. Logic, rigor and abstraction as typical features of the formalization of mathematics, dominate mathematics textbooks around the world, which is regarded as one of the important origins of students' learning difficulties in mathematics. An innovative series of Chinese mathematic textbooks is presented in this paper. Supported by the supplementary materials excerpts from the textbooks, it gives a comprehensive theoretical analysis of the principles of design and implementation of this series of mathematics textbooks. The effectiveness of this series of textbooks is demonstrated by student achievement and secondary research data. It shows that series of Chinese mathematic textbooks has largely decreased students' learning difficulties in mathematics and enhance classroom teaching efficiency. It suggests that prioritizing the essence of mathematics and reducing abstraction is an important notion for mathematics textbook design and implementation.

VAR와 그래프이론을 이용한 시계열의 인과성 분석 -미국 대두 가격 사례분석- (Time-Series Causality Analysis using VAR and Graph Theory: The Case of U.S. Soybean Markets)

  • 박호정;윤원철
    • 자원ㆍ환경경제연구
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    • 제12권4호
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    • pp.687-708
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    • 2003
  • VAR(벡터자기회귀)에서 모형의 식별가정에 관한 주된 비판은 변수의 나열순서에 따라 결과가 달라진다는 것이다. 본 논문은 Swanson and Granger (1997) 이후 시계열 분석에 활발히 적용되기 시작한 그래프이론이 이와 같은 임의식별 문제를 해결함으로써, 자원가격의 가격발현과정을 이해하는데 유용한 수단임을 보여준다. 모형이 이론적 방법론을 소개한 후, 미국 대두의 지역 베이시스를 이용한 실증추정 결과를 제시한다.

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경매 시스템에서 시계열 분석에 기반한 낙찰 예정가 추천 방법 (Reserve Price Recommendation Methods for Auction Systems Based on Time Series Analysis)

  • 고민정;이용규
    • Journal of Information Technology Applications and Management
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    • 제12권1호
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    • pp.141-155
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    • 2005
  • It is very important that sellers provide reasonable reserve prices for auction items in internet auction systems. Recently, an agent has been proposed to generate reserve prices automatically based on the case similarity of information retrieval theory and the moving average of time series analysis. However, one problem of the previous approaches is that the recent trend of auction prices is not well reflected on the generated reserve prices, because it simply provides the bid price of the most similar item or an average price of some similar items using the past auction data. In this paper. in order to overcome the problem. we propose a method that generates reserve prices based on the moving average. the exponential smoothing, and the least square of time series analysis. Through performance experiments. we show that the successful bid rate of the new method can be increased by preventing sellers from making unreasonable reserve prices compared with the previous methods.

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Reliability for Series and Parallel Systems in Bivariate Pareto Model : Random Censorship Case

  • Cho, Jang-Sik;Cho, Kil-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.461-469
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    • 2003
  • In this paper, we consider the series and parallel system which include two components. We assume that the lifetimes of two components follow the bivariate Pareto model with random censored data. We obtain the estimators and approximated confidence intervals of the reliabilities for series and parallel systems based on maximum likelihood estimator and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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Interfacial Boundary Estimation in Stratified Flow of Two Immiscible Liquids Using Hybrid-type Fourier Series

  • Kim, Bong Seok;Choi, Bong-Yeol;Kim, Kyung Youn
    • 전기전자학회논문지
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    • 제18권4호
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    • pp.463-470
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    • 2014
  • In stratified flows of two immiscible liquids, due to the vibration in a pipe, the shape of the interface is not always periodic and it causes the different end points of the interfacial boundary. In this case the performance is not good. To solve this, in this paper, the hybrid-type Fourier series is proposed, which consists of both the polynomial and the trigonometric terms. Under the stationary interfacial boundary during acquiring a full set of voltage data, the performance of the proposed method is evaluated through the numerical experiments. The results show that the proposed method performs better than the conventional Fourier series in estimating the interfacial boundary.

A reducible case of double hypergeometric series involving the riemann $zeta$-function

  • Park, Junesang;H. M. Srivastava
    • 대한수학회보
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    • 제33권1호
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    • pp.107-110
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    • 1996
  • Usng the Pochhammer symbol $(\lambda)_n$ given by $$ (1.1) (\lambda)_n = {1, if n = 0 {\lambda(\lambda + 1) \cdots (\lambda + n - 1), if n \in N = {1, 2, 3, \ldots}, $$ we define a general double hypergeometric series by [3, pp.27] $$ (1.2) F_{q:s;\upsilon}^{p:r;u} [\alpha_1, \ldots, \alpha_p : \gamma_1, \ldots, \gamma_r; \lambda_1, \ldots, \lambda_u;_{x,y}][\beta_1, \ldots, \beta_q : \delta_1, \ldots, \delta_s; \mu_1, \ldots, \mu_v; ] = \sum_{l,m = 0}^{\infty} \frac {\prod_{j=1}^{q} (\beta_j)_{l+m} \prod_{j=1}^{s} (\delta_j)_l \prod_{j=1}^{v} (\mu_j)_m)}{\prod_{j=1}^{p} (\alpha_j)_{l+m} \prod_{j=1}^{r} (\gamma_j)_l \prod_{j=1}^{u} (\lambda_j)_m} \frac{l!}{x^l} \frac{m!}{y^m} $$ provided that the double series converges.

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D-UPFC Application as the Series Power Device in the Massive Roof-top PVs and Domestic Loads

  • Lee, Kyungsoo
    • Current Photovoltaic Research
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    • 제4권4호
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    • pp.131-139
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    • 2016
  • This paper shows the series power device in the massive roof-top PVs and domestic loads. D-UPFC as the series power device controls the distribution voltage during voltage rise (or fall) condition. D-UPFC consists of the bi-directional ac-ac converter and the transformer. In order to verify the D-UPFC voltage control, the distribution model is used in the case study. D-UPFC enables the voltage control in the distribution voltage range. Dynamic voltage control from voltage rise and voltage fall conditions is performed. Scaled-down experimental test of the D-UPFC is verified the voltage control and it is well performed without high voltage spikes in the inductive load.