• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.1386-1388
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• 1996

In this paper, a recurrent neural network using polynomial is proposed for electric load forecasting. Since the proposed algorithm is based on the bilinear polynomial, it can model nonlinear systems with much more parsimony than the higher order neural networks based on the Volterra series. The proposed Bilinear Recurrent Neural Network(BLRNN) is compared with Multilayer Perceptron Type Neural Network(MLPNN) for electric load forecasting problems. The results show that the BLRNN is robust and outperforms the MLPNN in terms of forecasting accuracy.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2000.11a
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• pp.489-497
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• 2000

After IMF situation, the money market environment is changing rapidly. Therefore, many companies including financial institutions and many individual investors are concerned about forecasting the money market, and they make an effort to insure the various profit and hedge methods using derivatives like option, futures and swap. In this research, we developed a prototype of forecasting system for KOSPI 200 option, especially call option, trading using artificial neural networks(ANN), To avoid the overfitting problem and the problem involved int the choice of ANN structure and parameters, we employed the ANN ensemble approach. We conducted two types of simulation. One is conducted with the hold signals taken into account, and the other is conducted without hold signals. Even though our models show low accuracy for the sample set extracted from the data collected in the early stage of IMF situation, they perform better in terms of profit and stability than the model that uses only the theoretical price.

• Journal of the Korean Institute of Intelligent Systems
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• v.14 no.5
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• pp.533-538
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• 2004

This paper proposes a systematic method to develop short-term electrical load forecasting systems using neuro-fuzzy models. The proposed system predicts the electrical loads with the lead times of 1 hour, 24 hour, and 168 hour. To do so, the load forecasting system first builds an initial structure off-line for each hour of four day types and then stores the resultant initial structures in the initial structure bank. 96 initial structures are constructed for each prediction lead time. Whenever a prediction needs to be made, the proposed system initializes the neuro-fuzzy model with the appropriate initial structure stored and trains the initialized prediction modell. To improve the performance of the prediction system in terms of accuracy and reliability at the same time, the prediction model employs only two inputs. It makes possible to interpret the fuzzy rules to be learned. In order to demonstrate the viability of the proposed method, we develop a load forecasting system by using the real load data collected during 1996 and 1997 at KEPCO. Simulation results reveal that the prediction system developed in this paper can achieve a remarkable improvement on both accuracy and reliability

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.259-259
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• 2016

This study examined Artificial Neurons Networks model (ANNs) for forecast flash discharge at Southern part of Thailand by using rainfall data and discharge data. The Sungai Kolok River Basin has meant the border crossing between Thailand and Malaysia which watershed drains an area lies in Thailand 691.88 square kilometer from over all 2,175 square kilometer. The river originates in mountainous area of Waeng district then flow through Gulf of Thailand at Narathiwat Province, which the river length is approximately 103 kilometers. Almost every year, flooding seems to have increased in frequency and magnitude which is highly non-linear and complicated phenomena. The purpose of this study is to forecast runoff on Sungai Kolok at X.119A gauge station (Sungai Kolok district, Narathiwat province) for 3 days in advance by using Artificial Neural Networks model (ANNs). 3 daily rainfall stations and 2 daily runoff station have been measured by Royal Irrigation Department and Meteorological Department during flood period 2000-2014 were used as input data. In order to check an accuracy of forecasting, forecasted runoff were compared with observed data by pursuing Coefficient of determination ($R^2$). The result of the first day gets the highest accuracy and then decreased in day 2 and day 3, consequently. $R^2$values for first day, second day and third day of runoff forecasting is 0.71, 0.62 and 0.49 respectively. The results confirmed that the ANNs model can be used when the range of collected dataset is short and real-time operated. In conclusion, the ANNs model is suitable to runoff forecasting during flood incident of Sungai Kolok river because it is straightforward model and require with only a few parameters for simulation.

• Journal of The Korean Society of Agricultural Engineers
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• v.63 no.1
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• pp.11-25
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• 2021

The objective of this study was to analyze the impact of activation functions on flood forecasting model based on Artificial neural networks (ANNs). The traditional activation functions, the sigmoid and tanh functions, were compared with the functions which have been recently recommended for deep neural networks; the ReLU, leaky ReLU, and ELU functions. The flood forecasting model based on ANNs was designed to predict real-time runoff for 1 to 6-h lead time using the rainfall and runoff data of the past nine hours. The statistical measures such as R2, Nash-Sutcliffe Efficiency (NSE), Root Mean Squared Error (RMSE), the error of peak time (ETp), and the error of peak discharge (EQp) were used to evaluate the model accuracy. The tanh and ELU functions were most accurate with R2=0.97 and RMSE=30.1 (㎥/s) for 1-h lead time and R2=0.56 and RMSE=124.6~124.8 (㎥/s) for 6-h lead time. We also evaluated the learning speed by using the number of epochs that minimizes errors. The sigmoid function had the slowest learning speed due to the 'vanishing gradient problem' and the limited direction of weight update. The learning speed of the ELU function was 1.2 times faster than the tanh function. As a result, the ELU function most effectively improved the accuracy and speed of the ANNs model, so it was determined to be the best activation function for ANNs-based flood forecasting.

• Journal of Korean Society of Forest Science
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• v.84 no.2
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• pp.121-130
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• 1995

Forecasting accuracy is examined in the context of Michigan travel demand. Eight different annual models are used to forecast up to two years ahead, and nine different quarterly models up to four quarters. In the evaluation of annual models' performance, multiple regression performed better than the other methods in both the one year and two year forecasts. For quarterly models, Winters exponential smoothing and the Box-Jenkins method performed better than naive 1 s in the first quarter ahead, but these methods in the second, third, and fourth quarters ahead performed worse than naive 1 s. The sophisticated models did not outperform simpler models in producing quarterly forecasts. The best model, multiple regression, performed slightly better when fitted to quarterly rather than annual data: however, it is not possible to strongly recommend quarterly over annual models since the improvement in performance was slight in the case of multiple regression and inconsistent across the other models. As one would expect, accuracy declines as the forecasting time horizon is lengthened in the case of annual models, but the accuracy of quarterly models did not confirm this result.

• International Journal of Computer Science & Network Security
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• v.23 no.8
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• pp.190-198
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• 2023

To enhance customer satisfaction for higher profits, an e-commerce sector can establish a continuous relationship and acquire new customers. Utilize machine-learning models to analyse their customer's behavioural evidence to produce their competitive advantage to the e-commerce platform by helping to improve overall satisfaction. These models will forecast customers who will churn and churn causes. Forecasts are used to build unique business strategies and services offers. This work is intended to develop a machine-learning model that can accurately forecast retainable customers of the entire e-commerce customer data. Developing predictive models classifying different imbalanced data effectively is a major challenge in collected data and machine learning algorithms. Build a machine learning model for solving class imbalance and forecast customers. The satisfaction accuracy is used for this research as evaluation metrics. This paper aims to enable to evaluate the use of different machine learning models utilized to forecast satisfaction. For this research paper are selected three analytical methods come from various classifications of learning. Classifier Selection, the efficiency of various classifiers like Random Forest, Logistic Regression, SVM, and Gradient Boosting Algorithm. Models have been used for a dataset of 8000 records of e-commerce websites and apps. Results indicate the best accuracy in determining satisfaction class with both gradient-boosting algorithm classifications. The results showed maximum accuracy compared to other algorithms, including Gradient Boosting Algorithm, Support Vector Machine Algorithm, Random Forest Algorithm, and logistic regression Algorithm. The best model developed for this paper to forecast satisfaction customers and accuracy achieve 88 %.

• Journal of Korea Water Resources Association
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• v.44 no.10
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• pp.843-851
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• 2011

In hydrology, it is appropriate to use probabilistic method for forecasting mid/long term streamflow due to the uncertainty of input data. Through this study, it is expanded mid/long term forecasting system more effectively adding priory process function based on PDF-ratio method to the RRFS-ESP system for Guem River Basin. For implementing this purpose, weight is estimated using probabilistic weather forecasting information from KMA. Based on these results, ESP probability is updated per scenario. Through the estimated result per method, the average forecast score using ESP method is higher than that of naive forecasting and it confirmed that ESP method results in appropriate score for RRFS-ESP system. It is also shown that the score of ESP method applying revised inflow scenario using probabilistic weather forecasting is higher than that of ESP method. As a results, it will be improved the accuracy of forecasting using probabilistic weather forecasting.

• Journal of Korea Water Resources Association
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• v.44 no.7
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• pp.523-536
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• 2011

The objective of this study is to develop the data driven model for the flood forecasting that are improved the problems of the existing hydrological model for flood forecasting in medium and small streams. Neuro-Fuzzy flood forecasting model which linked the Takagi-Sugeno fuzzy inference theory with neural network, that can forecast flood only by using the rainfall and flood level and discharge data without using lots of physical data that are necessary in existing hydrological rainfall-runoff model is established. The accuracy of flood forecasting using this model is determined by temporal distribution and number of used rainfall and water level as input data. So first of all, the various combinations of input data were constructed by using rainfall and water level to select optimal input data combination for applying Neuro-Fuzzy flood forecasting model. The forecasting results of each combination are compared and optimal input data combination for real-time flood forecasting is determined.

• The Korean Journal of Applied Statistics
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• v.28 no.6
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• pp.1235-1243
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• 2015

Increased data volume in the ICT area has increased the importance of forecasting accuracy for internet traffic. Forecasting results may have paper plans for traffic management and control. In this paper, we propose combined forecasts based on several time series models such as Seasonal ARIMA and Taylor's adjusted Holt-Winters and Fractional ARIMA(FARIMA). In combined forecasting methods, we use simple-combined method, MSE based method (Armstrong, 2001), Ordinary Least Squares (OLS) method and Equality Restricted Least Squares (ERLS) method. The results show that the Seasonal ARIMA model outperforms in 3 hours ahead forecasts and that combined forecasts outperform in longer periods.