• Title/Summary/Keyword: forecast error

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The Performance of Time Series Models to Forecast Short-Term Electricity Demand

  • Park, W.G.;Kim, S.
    • Communications for Statistical Applications and Methods
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    • v.19 no.6
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    • pp.869-876
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    • 2012
  • In this paper, we applied seasonal time series models such as ARIMA, FARIMA, AR-GARCH and Holt-Winters in consideration of seasonality to forecast short-term electricity demand data. The results for performance evaluation on the time series models show that seasonal FARIMA and seasonal Holt-Winters models perform adequately under the criterion of Mean Absolute Percentage Error(MAPE).

Statistical Correction of Numerical Model Forecasts for Typhoon Tracks

  • Sohn, Keon-Tae
    • Communications for Statistical Applications and Methods
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    • v.12 no.2
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    • pp.295-304
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    • 2005
  • This paper concentrates on the prediction of typhoon tracks using the dynamic linear model (DLM) for the statistical correction of the numerical model guidance used in the JMA. The DLM with proposed forecast strategy is applied to reduce their systematic errors using the latest observation. All parameters of the DLM are updated dynamically and backward forecasting is performed to remove the effect of initial values.

Prediction of Power Consumptions Based on Gated Recurrent Unit for Internet of Energy (에너지 인터넷을 위한 GRU기반 전력사용량 예측)

  • Lee, Dong-gu;Sun, Young-Ghyu;Sim, Is-sac;Hwang, Yu-Min;Kim, Sooh-wan;Kim, Jin-Young
    • Journal of IKEEE
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    • v.23 no.1
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    • pp.120-126
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    • 2019
  • Recently, accurate prediction of power consumption based on machine learning techniques in Internet of Energy (IoE) has been actively studied using the large amount of electricity data acquired from advanced metering infrastructure (AMI). In this paper, we propose a deep learning model based on Gated Recurrent Unit (GRU) as an artificial intelligence (AI) network that can effectively perform pattern recognition of time series data such as the power consumption, and analyze performance of the prediction based on real household power usage data. In the performance analysis, performance comparison between the proposed GRU-based learning model and the conventional learning model of Long Short Term Memory (LSTM) is described. In the simulation results, mean squared error (MSE), mean absolute error (MAE), forecast skill score, normalized root mean square error (RMSE), and normalized mean bias error (NMBE) are used as performance evaluation indexes, and we confirm that the performance of the prediction of the proposed GRU-based learning model is greatly improved.

Representation of Model Uncertainty in the Short-Range Ensemble Prediction for Typhoon Rusa (2002) (단기 앙상블 예보에서 모형의 불확실성 표현: 태풍 루사)

  • Kim, Sena;Lim, Gyu-Ho
    • Atmosphere
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    • v.25 no.1
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    • pp.1-18
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    • 2015
  • The most objective way to overcome the limitation of numerical weather prediction model is to represent the uncertainty of prediction by introducing probabilistic forecast. The uncertainty of the numerical weather prediction system developed due to the parameterization of unresolved scale motions and the energy losses from the sub-scale physical processes. In this study, we focused on the growth of model errors. We performed ensemble forecast to represent model uncertainty. By employing the multi-physics scheme (PHYS) and the stochastic kinetic energy backscatter scheme (SKEBS) in simulating typhoon Rusa (2002), we assessed the performance level of the two schemes. The both schemes produced better results than the control run did in the ensemble mean forecast of the track. The results using PHYS improved by 28% and those based on SKEBS did by 7%. Both of the ensemble mean errors of the both schemes increased rapidly at the forecast time 84 hrs. The both ensemble spreads increased gradually during integration. The results based on SKEBS represented model errors very well during the forecast time of 96 hrs. After the period, it produced an under-dispersive pattern. The simulation based on PHYS overestimated the ensemble mean error during integration and represented the real situation well at the forecast time of 120 hrs. The displacement speed of the typhoon based on PHYS was closest to the best track, especially after landfall. In the sensitivity tests of the model uncertainty of SKEBS, ensemble mean forecast was sensitive to the physics parameterization. By adjusting the forcing parameter of SKEBS, the default experiment improved in the ensemble spread, ensemble mean errors, and moving speed.

An Empirical Study on Supply Chain Demand Forecasting Using Adaptive Exponential Smoothing (적응적 지수평활법을 이용한 공급망 수요예측의 실증분석)

  • Kim, Jeong-Il;Cha, Gyeong-Cheon;Jeon, Deok-Bin;Park, Dae-Geun;Park, Seong-Ho;Park, Myeong-Hwan
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2005.05a
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    • pp.658-663
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    • 2005
  • This study presents the empirical results of comparing several demand forecasting methods for Supply Chain Management(SCM). Adaptive exponential smoothing using change detection statistics (Jun) is compared with Trigg and Leach's adaptive methods and SAS time series forecasting systems using weekly SCM demand data. The results show that Jun's method is superior to others in terms of one-step-ahead forecast error and eight-step-ahead forecast error. Based on the results, we conclude that the forecasting performance of SCM solution can be improved by the proposed adaptive forecasting method.

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An Empirical Study on Supply Chain Demand Forecasting Using Adaptive Exponential Smoothing (적응적 지수평활법을 이용한 공급망 수요예측의 실증분석)

  • Kim, Jung-Il;Cha, Kyoung-Cheon;Jun, Duk-Bin;Park, Dae- Keun;Park, Sung-Ho;Park, Myoung-Whan
    • IE interfaces
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    • v.18 no.3
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    • pp.343-349
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    • 2005
  • This study presents the empirical results of comparing several demand forecasting methods for Supply Chain Management(SCM). Adaptive exponential smoothing using change detection statistics (Jun) is compared with Trigg and Leach's adaptive methods and SAS time series forecasting systems using weekly SCM demand data. The results show that Jun's method is superior to others in terms of one-step-ahead forecast error and eight-step-ahead forecast error. Based on the results, we conclude that the forecasting performance of SCM solution can be improved by the proposed adaptive forecasting method.

Application of Urban Stream Discharge Simulation Using Short-term Rainfall Forecast (단기 강우예측 정보를 이용한 도시하천 유출모의 적용)

  • Yhang, Yoo Bin;Lim, Chang Mook;Yoon, Sun Kwon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.59 no.2
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    • pp.69-79
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    • 2017
  • In this study, we developed real-time urban stream discharge forecasting model using short-term rainfall forecasts data simulated by a regional climate model (RCM). The National Centers for Environmental Prediction (NCEP) Climate Forecasting System (CFS) data was used as a boundary condition for the RCM, namely the Global/Regional Integrated Model System(GRIMs)-Regional Model Program (RMP). In addition, we make ensemble (ESB) forecast with different lead time from 1-day to 3-day and its accuracy was validated through temporal correlation coefficient (TCC). The simulated rainfall is compared to observed data, which are automatic weather stations (AWS) data and Tropical Rainfall Measuring Mission (TRMM) Multisatellite Precipitation Analysis (TMPA 3B43; 3 hourly rainfall with $0.25^{\circ}{\times}0.25^{\circ}$ resolution) data over midland of Korea in July 26-29, 2011. Moreover, we evaluated urban rainfall-runoff relationship using Storm Water Management Model (SWMM). Several statistical measures (e.g., percent error of peak, precent error of volume, and time of peak) are used to validate the rainfall-runoff model's performance. The correlation coefficient (CC) and the Nash-Sutcliffe efficiency (NSE) are evaluated. The result shows that the high correlation was lead time (LT) 33-hour, LT 27-hour, and ESB forecasts, and the NSE shows positive values in LT 33-hour, and ESB forecasts. Through this study, it can be expected to utilizing the real-time urban flood alert using short-term weather forecast.

Export Behaviors of the Passenger Cars of Gunsan, Pyeongtaek and Ulsan Port (항만별 승용차 수출 행태: 군산항.평택항.울산항)

  • Mo, Soo-Won
    • Journal of Korea Port Economic Association
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    • v.27 no.2
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    • pp.27-38
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    • 2011
  • The paper aims at examining the behavioral characteristics of the passenger car export of Gunsan, Pyeongtaek, and Ulsan port. This is accomplished by modelling export demand as exchange rate and the Unites States industrial production. All series span the period January 2001 to December 2010. I first show that both the series and the residuals are stationary at the 5 percent significance level. The result cannot reject the null hypothesis of a unit root in each of the level variables and of a unit root for the residuals from the cointegration regression at the 5 percent significance level. I hitherto make use of forecast error decomposition and historical decompositions The forecast error decomposition indicates that car export is endogenous to industrial production and exchange rate. The historical decompositions for the export show that the entire difference between actual export and the base forecast can be attributed to industrial production shocks since exchange rate moves closer to the actual data or the base forecast. It indicates that industrial production outperforms exchange rate in explaining the passenger car exports.

Assessment of Performance on the Asian Dust Generation in Spring Using Hindcast Data in Asian Dust Seasonal Forecasting Model (황사장기예측자료를 이용한 봄철 황사 발생 예측 특성 분석)

  • Kang, Misun;Lee, Woojeong;Chang, Pil-Hun;Kim, Mi-Gyeong;Boo, Kyung-On
    • Atmosphere
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    • v.32 no.2
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    • pp.149-162
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    • 2022
  • This study investigated the prediction skill of the Asian dust seasonal forecasting model (GloSea5-ADAM) on the Asian dust and meteorological variables related to the dust generation for the period of 1991~2016. Additionally, we evaluated the prediction skill of those variables depending on the combination of the initial dates in the sub-seasonal scale for the dust source region affecting South Korea. The Asian dust and meteorological variables (10 m wind speed, 1.5 m relative humidity, and 1.5 m air temperature) from GloSea5-ADAM were compared to that from Synoptic observation and European Centre for medium range weather forecasts reanalysis v5, respectively, based on Mean Bias Error (MBE), Root Mean Square Error (RMSE), and Anomaly Correlation Coefficient (ACC) as evaluation criteria. In general, the Asian dust and meteorological variables in the source region showed high ACC in the prediction scale within one month. For all variables, the use of the initial dates closest to the prediction month led to the best performances based on MBE, RMSE, and ACC, and the performances could be improved by adjusting the number of ensembles considering the combination of the initial date. ACC was as high as 0.4 in Spring when using the closest two initial dates. In particular, the GloSea5-ADAM shows the best performance of Asian dust generation with an ACC of 0.60 in the occurrence frequency of Asian dust in March when using the closest initial dates for initial conditions.

Characteristics of Tropical Cyclones Over the Western North Pacific in 2009 (2009년 태풍 특징)

  • Cha, Eun-Jeong;Kwon, H. Joe;Kim, Sejin
    • Atmosphere
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    • v.20 no.4
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    • pp.451-466
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    • 2010
  • This edition has continued since 2006 tropical cyclone season our effort to provide standard tropical cyclone summaries by the western North Pacific basin and detailed reviews of operationally or meteorologically significant tropical cyclones to document significant challenges and shortfalls in the tropical cyclone warning system to serve as a focal point for research and development efforts. The tropical cyclone season of 2009 in the western North Pacific basin is summarized and the main characteristics of general atmospheric circulation are described. Also, the official track and intensity forecasts of these cyclones are verified. The total number is less than 59-year (1951~2009) average frequency of 26.4. The 2009 western North Pacific season was an inactive one, in which 22 tropical storms generated. Of these, 13 TCs reached typhoon (TY) intensity, while the rest 9 TCs only reached severe tropical storm (STS) and tropical storm (TS) intensity - three STS and six TS storms. On average of 22 TCs in 2009, the Korea Meteorological Administration official track forecast error for 48 hours was 219 km. There was a big challenge for individual cyclones such as 0902 CHAN-HOM, 0909 ETAU, and 0920 LUPIT resulting in significant forecast error, with both intricate tracks and irregular moving speed. There was no tropical cyclone causing significant direct impact to the country. The tropical cyclone season in 2009 began in May with the formation of KUJIRA (0901). In September and October, ten TSs formed in the western North Pacific in response to enhanced convective activity. On the other hand, the TC activity was very weak from June to July. It is found that the unusual anti-cyclonic circulation in the lower level and weak convection near the Philippines are dominant during summertime. The convection and atmospheric circulation in the western North Pacific contributed unfavorable condition for TC activity in the 2009 summertime. Year 2009 has continued the below normal condition since mid 1990s which is apparent in the decadal variability in TC activity.