• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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• pp.368-368
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• 2000

In this paper, we present forecasting ozone concentration with decision support system. Since the mechanism of ozone concentration is highly complex, nonlinear, and nonstationary, modeling of ozone prediction system has many problems and results of prediction are not good performance so far. Forecasting ozone concentration with decision support system is acquired to information from human knowledge and experiment data. Fuzzy clustering method uses the acquisition and dynamic polynomial neural network gives us a good performance for ozone prediction with ability of superior data approximation and self-organization.

• The Journal of Asian Finance, Economics and Business
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• 제9권7호
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• pp.1-15
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• 2022

Combining the strength of both Mixed Data Sampling (MIDAS) Regression and realized variance measures, this paper seeks to investigate two objectives: (1) evaluate the post-sample performance of the proposed weekly Realized Variance-MIDAS (RVar-MIDAS) in one-week ahead volatility forecasting against the established Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model and the less explored but robust STES (Smooth Transition Exponential Smoothing) methods. (2) comparing forecast error performance between realized variance and squared residuals measures as a proxy for actual volatility. Data of seven private equity mutual fund indices (generated from 57 individual funds) from two different time periods (with and without financial crisis) are applied to 21 models. Robustness of the post-sample volatility forecasting of all models is validated by the Model Confidence Set (MCS) Procedures and revealed: (1) The weekly RVar-MIDAS model emerged as the best model, outperformed the robust DAILY-STES methods, and the weekly DAILY-GARCH models, particularly during a volatile period. (2) models with realized variance measured in estimation and as a proxy for actual volatility outperformed those using squared residual. This study contributes an empirical approach to one-week ahead volatility forecasting of mutual funds return, which is less explored in past literature on financial volatility forecasting compared to stocks volatility.

• International Journal of Advanced Culture Technology
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• 제11권4호
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• pp.393-405
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• 2023

Accurate prediction of wind speed and power is vital for enhancing the efficiency of wind energy systems. Numerous solutions have been implemented to date, demonstrating their potential to improve forecasting. Among these, deep learning is perceived as a revolutionary approach in the field. However, despite their effectiveness, the noise present in the collected data remains a significant challenge. This noise has the potential to diminish the performance of these algorithms, leading to inaccurate predictions. In response to this, this study explores a novel feature engineering approach. This approach involves altering the data input shape in both Convolutional Neural Network-Long Short-Term Memory (CNN-LSTM) and Autoregressive models for various forecasting horizons. The results reveal substantial enhancements in model resilience against noise resulting from step increases in data. The approach could achieve an impressive 83% accuracy in predicting unseen data up to the 24th steps. Furthermore, this method consistently provides high accuracy for short, mid, and long-term forecasts, outperforming the performance of individual models. These findings pave the way for further research on noise reduction strategies at different forecasting horizons through shape-wise feature engineering.

• 한국안전학회지
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• 제39권1호
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• pp.70-81
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• 2024

With heavy rainfall due to extreme weather causing increasing damage, the importance of urban flood forecasting continues to grow. To forecast urban flooding accurately and promptly, a sewer network and surface grid with appropriate detail are necessary. However, for urban areas with complex storm sewer networks and terrain structures, high-resolution grids and detailed networks can significantly prolong the analysis. Therefore, determining an appropriate level of network simplification and a suitable surface grid resolution is essential to secure the golden time for urban flood forecasting. In this study, InfoWorks ICM, a software program capable of 1D-2D coupled simulation, was used to examine urban flood forecasting performance for storm sewer networks with various levels of simplification and different surface grid resolutions. The inundation depth, inundation area, and simulation time were analyzed for each simplification level. Based on the analysis, the simulation time was reduced by up to 65% upon simplifying the storm sewer networks and by up to 96% depending on the surface grid resolution; further, the inundation area was overestimated as the grid resolution increased. This study provides insights into optimizing the simplification level and surface grid resolution for storm sewer networks to ensure efficient and accurate urban flood forecasting.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2015년도 제46회 하계학술대회
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• pp.300-301
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• 2015

Accurate and robust load forecasting model plays very important role in power system operation. In case of short-term electric load forecasting, its results offer standard to decide a price of electricity and also can be used shaving peak. For this reason, various models have been developed to improve accuracy of load forecasting. This paper proposes a newly forecasting model for weather sensitive season including temperature and Cooling Degree Hour(C.D.H) data as an input. This Forecasting model consists of previous electric load and preprocessed temperature, constant, parameter. It optimizes load forecasting model to fit actual load by PSO and results are compared to Holt-Winters and Artificial Neural Network. Proposing method shows better performance than comparison groups.

• 산업경영시스템학회지
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• 제23권59호
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• pp.43-51
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• 2000

Many organizations are currently adjusting the statistical forecasts with qualitative factors. However, so for a few forecasting system with adjustment process have been developed. They have difficulties in managing knowledge and estimating the quantity of adjustment. In this study, the forecasting support system adopting the frame based knowledge representation and containing the decision making scheme for adjustment is proposed to overcome these difficulties. According to the experiments, the proposed system improves the forecasting performance on gasoline case.

• Journal of Electrical Engineering and Technology
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• 제9권6호
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• pp.1812-1821
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• 2014

Wind has been a rapidly growing renewable power source for the last twenty years. Since wind behavior is chaotic in nature, its forecasting is not easy. At the same time, developing an accurate forecasting method is essential when wind farms are integrated into the power grid. In fact, wind speed forecasting tools can solve issues related to grid stability and reserve allocation. In this paper 30 hours ahead wind speed profile forecast is proposed using Adaptive Wavelet Neural Network (AWNN). The implemented AWNN uses a Mexican hat mother Wavelet, and Morlet Mother Wavelet for seven, eight and nine levels decompositions. For wind speed forecasting, the time series data on wind speed has been gathered from the National Renewable Energy Laboratory (NREL) website. In this work, hourly averaged 10-min wind speed data sets for the year 2004 in the Midwest ISO region (site number 7263) is taken for analysis. Data sets are normalized in the range of [-1, 1] to improve the training performance of forecasting models. Total 8760 samples were taken for this forecasting analysis. After the forecasting phase, statistical parameters are calculated to evaluate system accuracy, comparing different configurations.

• 한국농공학회논문집
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• 제59권3호
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• pp.97-110
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• 2017

This study investigates the efficiencies of machine learning models, including artificial neural network (ANN), generalized regression neural network (GRNN), adaptive neuro-fuzzy inference system (ANFIS) and random forest (RF), for reservoir water level forecasting in the Chungju Dam, South Korea. The models' efficiencies are assessed based on model efficiency indices and graphical comparison. The forecasting results of the models are dependent on lead times and the combination of input variables. For lead time t = 1 day, ANFIS1 and ANN6 models yield superior forecasting results to RF6 and GRNN6 models. For lead time t = 5 days, ANN1 and RF6 models produce better forecasting results than ANFIS1 and GRNN3 models. For lead time t = 10 days, ANN3 and RF1 models perform better than ANFIS3 and GRNN3 models. It is found that ANN model yields the best performance for all lead times, in terms of model efficiency and graphical comparison. These results indicate that the optimal combination of input variables and forecasting models depending on lead times should be applied in reservoir water level forecasting, instead of the single combination of input variables and forecasting models for all lead times.

• 대기
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• 제19권3호
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• pp.269-287
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• 2009

CAT (clear-air turbulence) forecasting algorithm, the Graphical Turbulence Guidance (GTG) system developed at NCAR (national center for atmospheric research), is evaluated with available observations (e.g., pilot reports; PIREPs) reported in South Korea during the recent 5 years (2003-2008, excluding 2005). The GTG system includes several steps. First, 44 CAT indices are calculated in the domain of the Regional Data Assimilation and Prediction System (RDAPS) analysis data with 30 km horizontal grid spacing provided by KMA (Korean Meteorological Administration). Second, 10 indices that performed ten best forecasting scores are selected. Finally, 10 indices are combined by measuring the score based on the probability of detection, which is calculated using PIREPs exclusively of moderate-or-greater intensity. In order to investigate the best performance of the GTG system in Korea, various statistical examinations and sensitivity tests of the GTG system are performed by yearly and seasonally classified PIREPs. Performances of the GTG system based on yearly distributed PIREPs have annual variations because the compositions of indices are different from each year. Seasonal forecasting is generally better than yearly forecasting, because selected CAT indices in each season represent meteorological condition much more properly than applying the selected CAT indices to all seasons. Wintertime forecasting is the best among the four seasonal forecastings. This is likely due to that the GTG system consists of many CAT indices related to the jet stream, and turbulence associated with the jet stream can be activated mostly in wintertime under strong jet magnitude. On the other hand, summertime forecasting skill is much less than other seasons. Compared with current operational CAT prediction system (KITFA; Korean Integrated Turbulence Forecasting System), overall performance of the GTG system is better when CAT indices are selected seasonally.

• 응용통계연구
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• 제23권2호
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• pp.249-261
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• 2010

Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.