• Title/Summary/Keyword: forecast performance

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Forecasting the Precipitation of the Next Day Using Deep Learning (딥러닝 기법을 이용한 내일강수 예측)

  • Ha, Ji-Hun;Lee, Yong Hee;Kim, Yong-Hyuk
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.2
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    • pp.93-98
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    • 2016
  • For accurate precipitation forecasts the choice of weather factors and prediction method is very important. Recently, machine learning has been widely used for forecasting precipitation, and artificial neural network, one of machine learning techniques, showed good performance. In this paper, we suggest a new method for forecasting precipitation using DBN, one of deep learning techniques. DBN has an advantage that initial weights are set by unsupervised learning, so this compensates for the defects of artificial neural networks. We used past precipitation, temperature, and the parameters of the sun and moon's motion as features for forecasting precipitation. The dataset consists of observation data which had been measured for 40 years from AWS in Seoul. Experiments were based on 8-fold cross validation. As a result of estimation, we got probabilities of test dataset, so threshold was used for the decision of precipitation. CSI and Bias were used for indicating the precision of precipitation. Our experimental results showed that DBN performed better than MLP.

Input Variables Selection of Artificial Neural Network Using Mutual Information (상호정보량 기법을 적용한 인공신경망 입력자료의 선정)

  • Han, Kwang-Hee;Ryu, Yong-Jun;Kim, Tae-Soon;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.43 no.1
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    • pp.81-94
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    • 2010
  • Input variable selection is one of the various techniques for improving the performance of artificial neural network. In this study, mutual information is applied for input variable selection technique instead of correlation coefficient that is widely used. Among 152 variables of RDAPS (Regional Data Assimilation and Prediction System) output results, input variables for artificial neural network are chosen by computing mutual information between rainfall records and RDAPS' variables. At first the rainfall forecast variable of RDAPS result, namely APCP, is included as input variable and the other input variables are selected according to the rank of mutual information and correlation coefficient. The input variables using mutual information are usually those variables about wind velocity such as D300, U925, etc. Several statistical error estimates show that the result from mutual information is generally more accurate than those from the previous research and correlation coefficient. In addition, the artificial neural network using input variables computed by mutual information can effectively reduce the relative errors corresponding to the high rainfall events.

Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taeksoo;Han, Ingoo
    • Proceedings of the Korea Database Society Conference
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    • 1999.06a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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A Study on the Design Management & Future Design Strategy of Philips (Philips사의 디자인경영 및 미래디자인 전략에 대한 연구)

  • 이해묵
    • Archives of design research
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    • v.13 no.4
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    • pp.85-93
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    • 2000
  • Design becomes a source of new competitive power in the boundless global market so-called globalization. The competitive power in business was lied in the technology in 70's and the design was understood as a styling or graphic means. However, the design has become more important means to get the competitive power in business since 1980. World businesses have found the fact that it has a super competitive power to make the product's performance as well as its dignity rather than it is to determine the product's external view or color. The change of design policy in Phillips, one of the world's leading producers of electronic products, is not much different. Design manager's power was limited until 70's. However, Phillips has focused its business strategy on the higher competitive power since 1980 and they welcomed Robert Blaich, vice president of design and development at Herman Miller Inc., to be a member of the company, expanding the importance of design along with restructure while working on the globalization. Meanwhile, Stefano Marzano, a Senior Director in 90's, established a high design concept, working on the strategic futures to get customer-oriented and for successful commercialization. The vision of the future developed over 3 years until 1996 was to forecast 10 years coming up and create a new value while achieving the business target through the design as an innovative design in bracing for the information network era.

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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Building of Prediction Model of Wind Power Generationusing Power Ramp Rate (Power Ramp Rate를 이용한 풍력 발전량 예측모델 구축)

  • Hwang, Mi-Yeong;Kim, Sung-Ho;Yun, Un-Il;Kim, Kwang-Deuk;Ryu, Keun-Ho
    • Journal of the Korea Society of Computer and Information
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    • v.17 no.1
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    • pp.211-218
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    • 2012
  • Fossil fuel is used all over the world and it produces greenhouse gases due to fossil fuel use. Therefore, it cause global warming and is serious environmental pollution. In order to decrease the environmental pollution, we should use renewable energy which is clean energy. Among several renewable energy, wind energy is the most promising one. Wind power generation is does not produce environmental pollution and could not be exhausted. However, due to wind power generation has irregular power output, it is important to predict generated electrical energy accurately for smoothing wind energy supply. There, we consider use ramp characteristic to forecast accurate wind power output. The ramp increase and decrease rapidly wind power generation during in a short time. Therefore, it can cause problem of unbalanced power supply and demand and get damaged wind turbine. In this paper, we make prediction models using power ramp rate as well as wind speed and wind direction to increase prediction accuracy. Prediction model construction algorithm used multilayer neural network. We built four prediction models with PRR, wind speed, and wind direction and then evaluated performance of prediction models. The predicted values, which is prediction model with all of attribute, is nearly to the observed values. Therefore, if we use PRR attribute, we can increase prediction accuracy of wind power generation.

A Competitive Advantage Analysis of Construction Duration through the Comparison of Actual Data of Domestic Construction Firms - Focused on Mix-Use Residential Building and Officetel Building - (건설사별 공기비교를 통한 공기경쟁력 분석 - 주상복합 및 오피스텔 건물을 중심으로 -)

  • Ryu, Han-Guk;Kim, Sun-Kuk;Lee, Hyun-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.7 no.1 s.29
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    • pp.138-147
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    • 2006
  • Construction companies have been interested in the construction duration which importantly affects the performance and the success of the construction projects in accordance with the systemic changes such as five days per week system, introduction of construction duration reduction bidding system and post sale system nowadays. It is also very important to estimate and forecast properly the construction duration as the construction companies compete for the projects in the situation of construction market reduction and the lowest bidding system. Recognizing the importance about the construction duration, the researches about comparing and analyzing or estiamting the construction duration have been performed. However, comparing studies about the construction duraion have been limited to the apartment and office building in domestic area. Many studies about forecasting construction duration have been performed through stochastic analysis and simulations. Little research has been addressed the comparison analysis of the real construction duration about the mix-use building and officetel building which occured according to the changes of the building requirements. Therefore, the objective of this study is to compare and analyze the real construction duration and the hypothetical construction duration about the mix-use building and officetel building of the domestic companies. Moreover, we select the most competitve construction company to get the strengths and analyze the competitive advatages of the construction companies about construction duration.

A Method for Correcting Air-Pressure Data Collected by Mini-AWS (소형 자동기상관측장비(Mini-AWS) 기압자료 보정 기법)

  • Ha, Ji-Hun;Kim, Yong-Hyuk;Im, Hyo-Hyuc;Choi, Deokwhan;Lee, Yong Hee
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.3
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    • pp.182-189
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    • 2016
  • For high accuracy of forecast using numerical weather prediction models, we need to get weather observation data that are large and high dense. Korea Meteorological Administration (KMA) mantains Automatic Weather Stations (AWSs) to get weather observation data, but their installation and maintenance costs are high. Mini-AWS is a very compact automatic weather station that can measure and record temperature, humidity, and pressure. In contrast to AWS, costs of Mini-AWS's installation and maintenance are low. It also has a little space restraints for installing. So it is easier than AWS to install mini-AWS on places where we want to get weather observation data. But we cannot use the data observed from Mini-AWSs directly, because it can be affected by surrounding. In this paper, we suggest a correcting method for using pressure data observed from Mini-AWS as weather observation data. We carried out preconditioning process on pressure data from Mini-AWS. Then they were corrected by using machine learning methods with the aim of adjusting to pressure data of the AWS closest to them. Our experimental results showed that corrected pressure data are in regulation and our correcting method using SVR showed very good performance.

Prediction of Tropical Cyclone Intensity and Track Over the Western North Pacific using the Artificial Neural Network Method (인공신경망 기법을 이용한 태풍 강도 및 진로 예측)

  • Choi, Ki-Seon;Kang, Ki-Ryong;Kim, Do-Woo;Kim, Tae-Ryong
    • Journal of the Korean earth science society
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    • v.30 no.3
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    • pp.294-304
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    • 2009
  • A statistical prediction model for the typhoon intensity and track in the Northwestern Pacific area was developed based on the artificial neural network scheme. Specifically, this model is focused on the 5-day prediction after tropical cyclone genesis, and used the CLIPPER parameters (genesis location, intensity, and date), dynamic parameters (vertical wind shear between 200 and 850hPa, upper-level divergence, and lower-level relative vorticity), and thermal parameters (upper-level equivalent potential temperature, ENSO, 200-hPa air temperature, mid-level relative humidity). Based on the characteristics of predictors, a total of seven artificial neural network models were developed. The best one was the case that combined the CLIPPER parameters and thermal parameters. This case showed higher predictability during the summer season than the winter season, and the forecast error also depended on the location: The intensity error rate increases when the genesis location moves to Southeastern area and the track error increases when it moves to Northwestern area. Comparing the predictability with the multiple linear regression model, the artificial neural network model showed better performance.

Improving QoS using Cellular-IP/PRC in Wireless Internet Environment (Cellular-IP/PRC에서 핸드오프 상태 머신에 의한 QoS 개선)

  • Kim Dong-Hyun
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.9 no.6
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    • pp.1302-1308
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    • 2005
  • Propose Cellular-IP/PRC network with united paging and Cellular IP special duality that use roof information administration cache to secure lake acceptance method in wireless Internet environment and QoS in lesser extent cell environment. When speech quality is secured considering increment of interference to receive in case of suppose that proposed acceptance method grooves base radio station capacity of transfer node is plenty, and moat of contiguity cell transfer node was accepted at groove base radio station with a blow, groove base radio station new trench lake acceptance method based on transmission of a message electric power estimate of transfer node be. Do it so that may apply composing PC(Paging Cache) and RC(Routing Cache) that was used to manage paging and router in radio Internet network in integral management and all nodes as one PRC(Paging Router Cache), and add hand off state machine in transfer node so that can manage hand off of transfer node and Roaming state efficiently, and studies so that achieve connection function at node. Analyze benevolent person who influence on telephone traffic in system environment and forecasts each link currency rank and imbalance degree, forecast most close and important lake interception probability and lake falling off probability, GoS(Grade of Service), efficiency of cell capacity in QoS because applies algorithm proposing based on algorithm use gun send-receive electric power that judge by looking downward link whether currency book was limited and accepts or intercept lake and handles and displays QoS performance improvement.