• Title/Summary/Keyword: fuzzy regression model

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Development of Peak Power Demand Forecasting Model for Special-Day using ELM (ELM을 이용한 특수일 최대 전력수요 예측 모델 개발)

  • Ji, Pyeong-Shik;Lim, Jae-Yoon
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.64 no.2
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    • pp.74-78
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    • 2015
  • With the improvement of living standards and economic development, electricity consumption continues to grow. The electricity is a special energy which is hard to store, so its supply must be consistent with the demand. The objective of electricity demand forecasting is to make best use of electricity energy and provide balance between supply and demand. Hence, it is very important work to forecast electricity demand with higher precision. So, various forecasting methods have been developed. They can be divided into five broad categories such as time series models, regression based model, artificial intelligence techniques and fuzzy logic method without considering special-day effects. Electricity demand patterns on holidays can be often idiosyncratic and cause significant forecasting errors. Such effects are known as special-day effects and are recognized as an important issue in determining electricity demand data. In this research, we developed the power demand forecasting method using ELM(Extreme Learning Machine) for special day, particularly, lunar new year and Chuseok holiday.

A Data Fusion Algorithm for Link Travel Time Estimation (링크 통행시간 추정을 위한 데이터 퓨젼 알고리즘의 개발)

  • 최기수;정연식
    • Journal of Korean Society of Transportation
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    • v.16 no.2
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    • pp.177-195
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    • 1998
  • 지능형교통체계(ITS:Intellegent Transport System)의 구현을 위한 가장 중요한 요소중의 하나는 교통정보의 생성이다. 교통정보의 생성은 루프 검지기, 폐쇄회로(CCTV), probe 차량, 경찰, 통신원 등을 수집된 제보자료들을 분석 및 가공함으로써 이루어진다. 그러나 이들 수집원은 주어진 시간에 있어 모든 네트웍을 통해서 자료가 완전히 수집되어지는 것은 아니다. 즉, 특정 지역에 수집원이 몰려 있는 경우가 있는 반면, 전혀 수집되어지지 않는 지역이 발생할 수도 있다. 이러한 공간적인 불균형적 특성은 동시에 발생한 다량의 자료를 처리하는 기술과 자료가 수집되지 않은 지역에 대한 처리기술을 요하게 된다. 본 논문은 전술한 바와 같은 사항에 대하여 ITS의 진행 단계별로 드러날 수 있는 문제점을 검토하고, 자료통합에 대한 일반적인 개념을 우선 설명한다. 다음에 특정시각에 주어진 자료의 통합을 위해 퍼지선형회귀모형(fuzzy linear regression model)과 데이터 퓨전(data fusion)기법의 내용을 소개하고, 신뢰성있는 단일 교통정보생성을 위한 테이터 퓨전 알고리즘을 제시한다. 또한 제시된 알고리즘을 토대로 가상의 자료를 이용하여 적용가능 봉? 타진해 보았다. 제시되어진 알고리즘은 향후 교통정보 수집환경이 어느 정도 형성된다고 볼 때, 예측치와 실측자료간의 자료검증을 통하여 신뢰도를 가질 경우 보다 광범위하게 사용되어질 수 있을 것으로 판단된다.

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Short-term Forecasting of Power Demand based on AREA (AREA 활용 전력수요 단기 예측)

  • Kwon, S.H.;Oh, H.S.
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.25-30
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    • 2016
  • It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

Development of River Recreation Index Model by Synthesis of Water Quality Parameters (수질인자의 합성에 의한 하천 레크리에이션 지수 모델의 개발)

  • Seo, Il Won;Choi, Soo Yeon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.34 no.5
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    • pp.1395-1408
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    • 2014
  • In this research, a River Recreation Index Model (RRIM) was developed to provide sufficient information on the water quality of rivers to the public in order to secure safety of publics. River Recreation Index (RRI) is an integrated water quality information for recreation activities in rivers and expressed as the point from 0 to 100. The proposed RRIM consisted of two sub models: Fecal Coliform Model (FCM) and Water Quality Index Model (WQIM). FCM predicted Fecal Coliform Grade (FCG) using a logistic regression and WQIM synthesized water quality parameters of, DO, pH, turbidity and chlorophyll a into Water Quality Index (WQI). FCG and WQI were integrated into RRI by the integrating algorithm. The proposed model was applied to upstream of Gangjeong Weir in Nakdong River, and compared with Real Time Water Quality Index (RTWQI) which is the existing water quality information system for recreation use. The results show that calculated RRI reflected change of integrated water quality parameters well. Especially chlorophyll a showed Pearson correlation coefficient -0.85 with RRI. Also, RRIM produced more conservative index than RTWQI because RRI was calculated considering uncertainty of water quality criteria. Further, RRI showed especially low values when fecal coliform was predicted as low grade.

Applications of Fuzzy Theory on The Location Decision of Logistics Facilities (퍼지이론을 이용한 물류단지 입지 및 규모결정에 관한 연구)

  • 이승재;정창무;이헌주
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.75-85
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    • 2000
  • In existing models in optimization, the crisp data improve has been used in the objective or constraints to derive the optimal solution, Besides, the subjective environments are eliminated because the complex and uncertain circumstances were regarded as Probable ambiguity, In other words those optimal solutions in the existing models could be the complete satisfactory solutions to the objective functions in the Process of application for industrial engineering methods to minimize risks of decision-making. As a result of those, decision-makers in location Problems couldn't face appropriately with the variation of demand as well as other variables and couldn't Provide the chance of wide selection because of the insufficient information. So under the circumstance. it has been to develop the model for the location and size decision problems of logistics facility in the use of the fuzzy theory in the intention of making the most reasonable decision in the Point of subjective view under ambiguous circumstances, in the foundation of the existing decision-making problems which must satisfy the constraints to optimize the objective function in strictly given conditions in this study. Introducing the Process used in this study after the establishment of a general mixed integer Programming(MIP) model based upon the result of existing studies to decide the location and size simultaneously, a fuzzy mixed integer Programming(FMIP) model has been developed in the use of fuzzy theory. And the general linear Programming software, LINDO 6.01 has been used to simulate, to evaluate the developed model with the examples and to judge of the appropriateness and adaptability of the model(FMIP) in the real world.

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A Hybrid QFD Framework for New Product Development

  • Tsai, Y-C;Chin, K-S;Yang, J-B
    • International Journal of Quality Innovation
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    • v.3 no.2
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    • pp.138-158
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    • 2002
  • Nowadays, new product development (NPD) is one of the most crucial factors for business success. The manufacturing firms cannot afford the resources in the long development cycle and the costly redesigns. Good product planning is crucial to ensure the success of NPD, while the Quality Function deployment (QFD) is an effective tool to help the decision makers to determine appropriate product specifications in the product planning stage. Traditionally, in the QFD, the product specifications are determined by a rather subjective evaluation, which is based on the knowledge and experience of the decision makers. In this paper, the traditional QFD methodology is firstly reviewed. An improved Hybrid Quality Function Deployment (HQFD) [MSOfficel] then presented to tackle the shortcomings of traditional QFD methodologies in determining the engineering characteristics. A structured questionnaire to collect and analyze the customer requirements, a methodology to establish a QFD record base and effective case retrieval, and a model to more objectively determine the target values of engineering characteristics are also described.

On the prediction of unconfined compressive strength of silty soil stabilized with bottom ash, jute and steel fibers via artificial intelligence

  • Gullu, Hamza;Fedakar, Halil ibrahim
    • Geomechanics and Engineering
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    • v.12 no.3
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    • pp.441-464
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    • 2017
  • The determination of the mixture parameters of stabilization has become a great concern in geotechnical applications. This paper presents an effort about the application of artificial intelligence (AI) techniques including radial basis neural network (RBNN), multi-layer perceptrons (MLP), generalized regression neural network (GRNN) and adaptive neuro-fuzzy inference system (ANFIS) in order to predict the unconfined compressive strength (UCS) of silty soil stabilized with bottom ash (BA), jute fiber (JF) and steel fiber (SF) under different freeze-thaw cycles (FTC). The dosages of the stabilizers and number of freeze-thaw cycles were employed as input (predictor) variables and the UCS values as output variable. For understanding the dominant parameter of the predictor variables on the UCS of stabilized soil, a sensitivity analysis has also been performed. The performance measures of root mean square error (RMSE), mean absolute error (MAE) and determination coefficient ($R^2$) were used for the evaluations of the prediction accuracy and applicability of the employed models. The results indicate that the predictions due to all AI techniques employed are significantly correlated with the measured UCS ($p{\leq}0.05$). They also perform better predictions than nonlinear regression (NLR) in terms of the performance measures. It is found from the model performances that RBNN approach within AI techniques yields the highest satisfactory results (RMSE = 55.4 kPa, MAE = 45.1 kPa, and $R^2=0.988$). The sensitivity analysis demonstrates that the JF inclusion within the input predictors is the most effective parameter on the UCS responses, followed by FTC.

A Study on Identification of the Heat Vulnerability Area Considering Spatial Autocorrelation - Case Study in Daegu (공간적 자기상관성을 고려한 폭염취약지역 도출에 관한 연구 - 대구광역시를 중심으로)

  • Seong, Ji Hoon;Lee, Ki Rim;Kwon, Yong Seok;Han, You Kyung;Lee, Won Hee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.38 no.4
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    • pp.295-304
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    • 2020
  • The IPCC (Intergovernmental Panel on Climate Change) recommended the importance of preventive measures against extreme weather, and heat waves are one of the main themes for establishing preventive measures. In this study, we tried to analyze the heat vulnerable areas by considering not only spatial characteristics but also social characteristics. Energy consumption, popu lation density, normalized difference vegetation index, waterfront distance, solar radiation, and road distribution were examined as variables. Then, by selecting a suitable model, SLM (Spatial Lag Model), available variables were extracted. Then, based on the Fuzzy theory, the degree of vulnerability to heat waves was analyzed for each variable, and six variables were superimposed to finally derive the heat vulnerable area. The study site was selected as the Daegu area where the effects of the heat wave were high. In the case of vulnerable areas, it was confirmed that the existing urban areas are mainly distributed in Seogu, Namgu, and Dalseogu of Daegu, which are less affected by waterside and vegetation. It was confirmed that both spatial and social characteristics should be considered in policy support for reducing heat waves in Daegu.

Effective Drought Prediction Based on Machine Learning (머신러닝 기반 효과적인 가뭄예측)

  • Kim, Kyosik;Yoo, Jae Hwan;Kim, Byunghyun;Han, Kun-Yeun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.326-326
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    • 2021
  • 장기간에 걸쳐 넓은 지역에 대해 발생하는 가뭄을 예측하기위해 많은 학자들의 기술적, 학술적 시도가 있어왔다. 본 연구에서는 복잡한 시계열을 가진 가뭄을 전망하는 방법 중 시나리오에 기반을 둔 가뭄전망 방법과 실시간으로 가뭄을 예측하는 비시나리오 기반의 방법 등을 이용하여 미래 가뭄전망을 실시했다. 시나리오에 기반을 둔 가뭄전망 방법으로는, 3개월 GCM(General Circulation Model) 예측 결과를 바탕으로 2009년도 PDSI(Palmer Drought Severity Index) 가뭄지수를 산정하여 가뭄심도에 대한 단기예측을 실시하였다. 또, 통계학적 방법과 물리적 모델(Physical model)에 기반을 둔 확정론적 수치해석 방법을 이용하여 비시나리오 기반 가뭄을 예측했다. 기존 가뭄을 통계학적 방법으로 예측하기 위해서 시도된 대표적인 방법으로 ARIMA(Autoregressive Integrated Moving Average) 모델의 예측에 대한 한계를 극복하기위해 서포트 벡터 회귀(support vector regression, SVR)와 웨이블릿(wavelet neural network) 신경망을 이용해 SPI를 측정하였다. 최적모델구조는 RMSE(root mean square error), MAE(mean absolute error) 및 R(correlation Coefficient)를 통해 선정하였고, 1-6개월의 선행예보 시간을 갖고 가뭄을 전망하였다. 그리고 SPI를 이용하여, 마코프 연쇄(Markov chain) 및 대수선형모델(log-linear model)을 적용하여 SPI기반 가뭄예측의 정확도를 검증하였으며, 터키의 아나톨리아(Anatolia) 지역을 대상으로 뉴로퍼지모델(Neuro-Fuzzy)을 적용하여 1964-2006년 기간의 월평균 강수량과 SPI를 바탕으로 가뭄을 예측하였다. 가뭄 빈도와 패턴이 불규칙적으로 변하며 지역별 강수량의 양극화가 심화됨에 따라 가뭄예측의 정확도를 높여야 하는 요구가 커지고 있다. 본 연구에서는 복잡하고 비선형성으로 이루어진 가뭄 패턴을 기상학적 가뭄의 정도를 나타내는 표준강수증발지수(SPEI, Standardized Precipitation Evapotranspiration Index)인 월SPEI와 일SPEI를 기계학습모델에 적용하여 예측개선 모형을 개발하고자 한다.

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Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.