• 제목/요약/키워드: forecasting models

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인공신경망 이론을 이용한 단기 홍수량 예측 (Short-term Flood Forecasting Using Artificial Neural Networks)

  • 강문성;박승우
    • 한국농공학회지
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    • 제45권2호
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    • pp.45-57
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    • 2003
  • An artificial neural network model was developed to analyze and forecast Short-term river runoff from the Naju watershed, in Korea. Error back propagation neural networks (EBPN) of hourly rainfall and runoff data were found to have a high performance In forecasting runoff. The number of hidden nodes were optimized using total error and Bayesian information criterion. Model forecasts are very accurate (i.e., relative error is less than 3% and $R^2$is greater than 0.99) for calibration and verification data sets. Increasing the time horizon for application data sets, thus mating the model suitable for flood forecasting. decreases the accuracy of the model. The resulting optimal EBPN models for forecasting hourly runoff consists of ten rainfall and four runoff data(ANN0410 model) and ten rainfall and ten runoff data(ANN1010 model). Performances of the ANN0410 and ANN1010 models remain satisfactory up to 6 hours (i.e., $R^2$is greater than 0.92).

웨이블릿 패킷변환과 신경망을 결합한 하천수위 예측모델 (River Stage Forecasting Model Combining Wavelet Packet Transform and Artificial Neural Network)

  • 서영민
    • 한국환경과학회지
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    • 제24권8호
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    • pp.1023-1036
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    • 2015
  • A reliable streamflow forecasting is essential for flood disaster prevention, reservoir operation, water supply and water resources management. This study proposes a hybrid model for river stage forecasting and investigates its accuracy. The proposed model is the wavelet packet-based artificial neural network(WPANN). Wavelet packet transform(WPT) module in WPANN model is employed to decompose an input time series into approximation and detail components. The decomposed time series are then used as inputs of artificial neural network(ANN) module in WPANN model. Based on model performance indexes, WPANN models are found to produce better efficiency than ANN model. WPANN-sym10 model yields the best performance among all other models. It is found that WPT improves the accuracy of ANN model. The results obtained from this study indicate that the conjunction of WPT and ANN can improve the efficiency of ANN model and can be a potential tool for forecasting river stage more accurately.

일급수량 예측을 위한 인공지능모형 구축 (Implementation of Daily Water Supply Prediction System by Artificial Intelligence Models)

  • 연인성;전계원;윤석환
    • 상하수도학회지
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    • 제19권4호
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    • pp.395-403
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    • 2005
  • It is very important to forecast water supply for reasonal operation and management of water utilities. In this paper, water supply forecasting models using artificial intelligence are developed. Artificial intelligence models shows better results by using Temperature(t), water supply discharge (t-1) and water supply discharge (t-2), which are expressed by neural network(LMNNWS; Levenberg-Marquardt Neural Network for Water Supply, MDNNWS; MoDular Neural Network for Water Supply) and neuro fuzzy(ANASWS; Adaptive Neuro-Fuzzy Inference Systems for Water Supply). ANFISWS model which is applied for water supply forecasting shows stable application to the variable water supply data. As results, MDNNWS model shows the highest overall accuracy among proposed water supply forecasting models and the lowest estimation error with the order of ANFISWS, LMNNWS model.

최적 환경제어를 위한 한국형 돈사 모델 개발 - 일관경영 - (Development of Korean Pig-housing Models for the Optimum Control of Environmental Systems - Farrow to Finish Operation -)

  • 유재일;주정유;김성철;박종수;장동일;장홍희;임영일
    • 한국축산시설환경학회지
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    • 제4권2호
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    • pp.113-126
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    • 1998
  • This study was conducted to develop pig-housings based on the forecasting models of swine production, the weather conditions, and so on in Korea. The Korean pig-housings were developed according to the following basis : 1. They should be suitable to domestic weather conditions. 2. They should be designed based on the forecasting models of swine production of farrow to finish operation among the forecasting models of swine production in Korea. 3. Proper environments should be offered to pigs according to the growth. 4. The environmental control, the treatment of swine wastewater, and so on should be interrelated. 5. Manual energy should be saved by effective arrangements of pig-housings. In the future, performance test of the Korean pig-housings and development of facility automation systems which are suitable to these should be accomplished.

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인공지능기법을 이용한 기업부도 예측 (Forecasting Corporate Bankruptcy with Artificial Intelligence)

  • 오우석;김진화
    • 산업융합연구
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    • 제15권1호
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    • pp.17-32
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    • 2017
  • The purpose of this study is to evaluate financial models that can predict corporate bankruptcy with diverse studies on evaluation models. The study uses discriminant analysis, logistic model, decision tree, neural networks as analyses tools with 18 input variables as major financial factors. The study found meaningful variables such as current ratio, return on investment, ordinary income to total assets, total debt turn over rate, interest expenses to sales, net working capital to total assets and it also found that prediction performance of suggested method is a bit low compared to that in literature review. It is because the studies in the past uses the data set on the listed companies or companies audited from outside. And this study uses data on the companies whose credibility is not verified enough. Another finding is that models based on decision tree analysis and discriminant analysis showed the highest performance among many bankruptcy forecasting models.

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투자와 수출 및 환율의 고용에 대한 의사결정 나무, 랜덤 포레스트와 그래디언트 부스팅 머신러닝 모형 예측 (Investment, Export, and Exchange Rate on Prediction of Employment with Decision Tree, Random Forest, and Gradient Boosting Machine Learning Models)

  • 이재득
    • 무역학회지
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    • 제46권2호
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    • pp.281-299
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    • 2021
  • This paper analyzes the feasibility of using machine learning methods to forecast the employment. The machine learning methods, such as decision tree, artificial neural network, and ensemble models such as random forest and gradient boosting regression tree were used to forecast the employment in Busan regional economy. The following were the main findings of the comparison of their predictive abilities. First, the forecasting power of machine learning methods can predict the employment well. Second, the forecasting values for the employment by decision tree models appeared somewhat differently according to the depth of decision trees. Third, the predictive power of artificial neural network model, however, does not show the high predictive power. Fourth, the ensemble models such as random forest and gradient boosting regression tree model show the higher predictive power. Thus, since the machine learning method can accurately predict the employment, we need to improve the accuracy of forecasting employment with the use of machine learning methods.

기상 변수를 고려한 모델에 의한 단기 최대전력수요예측 (Short-term Peak Power Demand Forecasting using Model in Consideration of Weather Variable)

  • 고희석;이충식;최종규;지봉호
    • 융합신호처리학회논문지
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    • 제2권3호
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    • pp.73-78
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    • 2001
  • 특수일 부하를 예측하기 위하여 BP 신경회로망 모형과 다중 회귀모형을 구성한다. 신경회로망 모형은 패턴 변환비를 이용하고, 다중회귀 모형은 평일 환산비를 이용하여 특수일 부하를 예측한다. 주간 피크 부하예측 모형에 패턴 변환비를 이용하여 짧고 긴 특수일 부하를 예측 한 결과 주간 평균 오차율이 1∼2[%]로 나와 본 기법의 적합성을 확인할 수 있다. 하지만, 패턴 변환비 방법으로는 하계의 특수일 부하 예측은 어려웠다. 따라서 기온-습도, 불쾌지수 등을 설명변수로 하는 다중 회귀 모형을 구성하고 평일 환산비를 이용하여 하계의 특수일 부하를 예측한다. 평일만의 예측 모형과 예측 결과를 비교해 보면 월 평균 오차율이 비슷하게 나와 이용한 방법의 적합성을 확인하였다. 그리고, 통계적 검정을 통해 구성한 예측 모형의 유효성을 입증할 수 있었다. 이로서 본 연구에서 제시한 특수일 부하를 예측하는 기법의 적합성을 확인함으로서 피크 부하 예측시 큰 난점 중의 하나가 해결되었다.

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Support Vector Regression에 기반한 전력 수요 예측 (Electricity Demand Forecasting based on Support Vector Regression)

  • 이형로;신현정
    • 산업공학
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    • 제24권4호
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    • pp.351-361
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    • 2011
  • Forecasting of electricity demand have difficulty in adapting to abrupt weather changes along with a radical shift in major regional and global climates. This has lead to increasing attention to research on the immediate and accurate forecasting model. Technically, this implies that a model requires only a few input variables all of which are easily obtainable, and its predictive performance is comparable with other competing models. To meet the ends, this paper presents an energy demand forecasting model that uses the variable selection or extraction methods of data mining to select only relevant input variables, and employs support vector regression method for accurate prediction. Also, it proposes a novel performance measure for time-series prediction, shift index, followed by description on preprocessing procedure. A comparative evaluation of the proposed method with other representative data mining models such as an auto-regression model, an artificial neural network model, an ordinary support vector regression model was carried out for obtaining the forecast of monthly electricity demand from 2000 to 2008 based on data provided by Korea Energy Economics Institute. Among the models tested, the proposed method was shown promising results than others.

장기기억 특성과 이분산성을 고려한 인터넷 트래픽 예측을 위한 시계열 모형 연구 (A Study on the Short Term Internet Traffic Forecasting Models on Long-Memory and Heteroscedasticity)

  • 손흥구;김삼용
    • 응용통계연구
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    • 제26권6호
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    • pp.1053-1061
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    • 2013
  • 본 논문은, 장기기억 특성과 이분산성을 고려한 인터넷 트래픽 예측 모형을 제안하고자 한다. 트래픽 과부하를 대비하기 위해서, 트래픽 용량은 트래픽의 예측치와 트래픽의 변동 크기에 따라 트래픽의 최대용량을 설정하여야 한다. 이를 위하여 교내 트래픽 자료 중 교내로 들어오는 트래픽과 교외로 나가는 트래픽에 이분산성과 장기기억 모형의 유용성을 확인하였다. 이에 대하여 AR-GARCH 모형, ARMA-GARCH 모형과 장기기억모형인 Fractional ARIMA와 장기기억과 이분산성을 고려한 Fractional ARMA-GARCH 모형을 적용하여 모형의 예측성능을 비교하였다.

시계열 모형을 활용한 일사량 예측 연구 (Solar radiation forecasting by time series models)

  • 서유민;손흥구;김삼용
    • 응용통계연구
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    • 제31권6호
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    • pp.785-799
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    • 2018
  • 신재생에너지 산업이 발전함에 따라 태양광 발전에 대한 중요성이 확대되고 있다. 태양광 발전량을 정확히 예측하기 위해서는 일사량 예측이 필수적이다. 본 논문에서는 태양광 패널이 존재하는 청주와 광주 지역을 선정하여 기상포털에서 제공하는 시간별 기상 데이터를 수집하여 연구하였다. 일사량 예측을 위하여 시계열 모형인 ARIMA, ARIMAX, seasonal ARIMA, seasonal ARIMAX, ARIMA-GARCH, ARIMAX-GARCH, seasonal ARIMA-GARCH, seasonal ARIMAX-GARCH 모형을 비교하였다. 본 연구에서는 모형의 예측 성능을 비교하고자 mean absolute error와 root mean square error를 사용하였다. 모형들의 예측 성능 비교 결과 일사량만 고려하였을 때는 이분산 문제를 고려한 seasonal ARIMA-GARCH 모형이 우수한 성능을 나타냈고, 외생변수를 활용한 ARIMAX 모형으로 일사량 예측을 한 경우가 가장 좋은 예측력을 나타냈다.