• 제목/요약/키워드: prediction change

검색결과 1,918건 처리시간 0.029초

주가지수예측에서의 변환시점을 반영한 이단계 신경망 예측모형 (Two-Stage Forecasting Using Change-Point Detection and Artificial Neural Networks for Stock Price Index)

  • 오경주;김경재;한인구
    • Asia pacific journal of information systems
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    • 제11권4호
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    • pp.99-111
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    • 2001
  • The prediction of stock price index is a very difficult problem because of the complexity of stock market data. It has been studied by a number of researchers since they strongly affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network(BPN). Finally, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

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슈라우드 임펠러에서 누설 유동이 압축기 성능에 미치는 영향에 대한 수치해석적 연구 (Numerical Prediction of a Performance Change in a Compressor Shrouded Impeller with Cavity Leakage Flow)

  • 최민욱;주원구;박준영;윤의수;최상규
    • 한국유체기계학회 논문집
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    • 제15권3호
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    • pp.64-69
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    • 2012
  • Generally the Shrouded type impeller is considered to free from the loss of tip leakage flow, but it is actually not possible to complete sealing between the rotating impeller and the sealing which is stay still. As a result, there is the possibility of flow leaking between impeller exit to entrance, especially with high pressure ratio compressor machine. The Cavity leakage flow is expected to influence negative effect on a machine performance and also inner flow structure. In this study, Impeller with shroud-casing gap leakage flow is simulated by numerical method (Using CFX 12.1). The influence of leakage flow on compressor performance and efficiency will be analysed, also detail flowfield change will posted.

Comparing Fault Prediction Models Using Change Request Data for a Telecommunication System

  • Park, Young-Sik;Yoon, Byeong-Nam;Lim, Jae-Hak
    • ETRI Journal
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    • 제21권3호
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    • pp.6-15
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    • 1999
  • Many studies in the software reliability have attempted to develop a model for predicting the faults of a software module because the application of good prediction models provides the optimal resource allocation during the development period. In this paper, we consider the change request data collected from the field test of the software module that incorporate a functional relation between the faults and some software metrics. To this end, we discuss the general aspect if regression method, the problem of multicollinearity and the measures of model evaluation. We consider four possible regression models including two stepwise regression models and two nonlinear models. Four developed models are evaluated with respect to the predictive quality.

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시계열 Landsat 영상과 CA-Markov기법을 이용한 미래 토지이용 변화 예측 (Prediction of Future Land use Using Times Series Landsat Images Based on CA (Cellular Automata)-Markov Technique)

  • 이용준;박근애;김성준
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2007년도 춘계학술대회 논문집
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    • pp.55-60
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    • 2007
  • The purpose of this study is to evaluate the temporal land cover change by gradual urbanization of Gyeongan-cheon watershed. This study used the five land use of Landsat TM satellite images(l987, 1991, 2001, 2004) which were classified by maximum likelihood method. The five land use maps examine its accuracy by error matrix and administrative district statistics. This study analyze land use patterns in the past using time.series Landsat satellite images, and predict 2004 year land use using a CA-Markov combined CA(Cellular Automata) and Markov process, and examine its appropriateness. Finally, predict 2030, 2060 year land use maps by CA-Markov model were constructed from the classified images.

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강원도 산간 지역 하천을 대상으로 한 강우강도에 따른 수위 변동 관계식 작성 (Relational expression of rainfall intensity by the water level fluctuate in the mountain region river of Gang won-do)

  • 최한규;공지혁;이익상;조현종;박제완
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2011년도 학술발표회
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    • pp.154-159
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    • 2011
  • As the need for predicting the flood stage of river from torrential downpouring caused by climate change is increasingly emphasized, the study, centered on the area of Gangwon-do Inje-gun and Jeongseon-gun of local river, is to develop peak water level regression equation by rainfall. Through the correlation between rainfall and peak water level, it is confirmed that rainfall according to duration and peak water level have a high correlation coefficient. Based on this, a relational expression of rainfall and peak water level is verified and then the adequacy of the calculated expression is analyzed and the result shows that a very accurate prediction is not easy to achieve but a rough prediction of the change of water level at each point is possible.

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지방하천 유역의 지속시간별 강우강도와 첨두수위 관계식 산정 (Evaluation of Relationship between Rainfall Intensity for Duration of Watersheds and Peak Water Levels of Local Rivers)

  • 최한규;공지혁;백효선
    • 산업기술연구
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    • 제31권A호
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    • pp.71-78
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    • 2011
  • As the need for predicting the flood stage of river from torrential downpouring caused by climate change is increasingly emphasized, the study, centered on the area of Gangwon-do Inje-gun and Jeongseon-gun of local river, is to develop peak water level regression equation by rainfall. Through the correlation between rainfall and peak water level, it is confirmed that rainfall according to duration and peak water level have a high correlation coefficient. Based on this, a relational expression of rainfall and peak water level is verified and then the adequacy of the calculated expression is analyzed and the result shows that a very accurate prediction is not easy to achieve but a rough prediction of the change of water level at each point is possible.

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생태계모델을 이용한 울산만의 수질 시뮬레이션 (A Numerical Simulation of Marine Water Quality in Ulsan Bay using an Ecosystem Model)

    • 한국항만학회지
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    • 제12권2호
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    • pp.313-322
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    • 1998
  • The distributions of chemical oxygen demand (COD) and suspended solid (SS) in Ulsan Bay were simulated and reproduced by a numerical ecosystem model for the practical application to the management of marine water quality and the prediction of water quality change due to coastal developments or the constructions of breakwater and marine facilities. Comparing the computed with the observed data of COD and SS in Ulsan bay the results of simulation were found to be good enough to satisfy the practical applications.

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수분손상에 민감한 포장된 제품의 저장수명 예측 (Shelf Life Prediction for Packaged Produce Sensitive to Moisture Damage)

  • 이종현
    • 한국포장학회지
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    • 제4권1호
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    • pp.23-32
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    • 1997
  • The change in moisture content of moisture sensitive products in moisture-semipermeable packages was investigated for the purpose of predicting the shelf life of a product-package combination. A mathematical model, and a computer program based on the physiochemical properties of the product and the moisture permeability of the package was developed. The moisture content for products in moisture-semipermeable packages was determined under various environmental conditions and the results were compared with the predicted values by means of the simulation model. These experimental studies demonstrated that the prediction of the change in moisture content of packaged products over time by the simulation model is accurate, within a practical range of temperature and relative humidity values. The developed semi-empirical model is considered to have applications in industry, since it provides product shelf life information for a range of temperature and relative humidity conditions, with a limited number of experimentally obtained data points.

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A Study on Modeling of Spatial Land-use Prediction

  • Kim, Eui-Hong
    • 대한원격탐사학회지
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    • 제1권1호
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    • pp.53-61
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    • 1985
  • The purpose of the study is to establish models of land use prediction system for development and management of land resources using remotely sensed data as well as ancillary data in the context of multi-disciplinary approach in the application to CheJoo Island. The model adopts multi-date processing techniques and is a spatial/temporal land-use projection strategy emerged as a synthesis of the probability transition model and the discriminant-annlysis model. A discriminant model is applied to all pixels in CheJoo landscape plane to predict the most likely change in land use. The probability transition model provides the number of these pixels that will convert to different land use in a gives future time increment. The synthetic model predicts the future change in land use and its volume of pixels in the landscape plane.

Service-Life Prediction of Reinforced Concrete Structures under Corrosive Environment

  • Shimomura, Takumi
    • Corrosion Science and Technology
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    • 제4권5호
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    • pp.171-177
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    • 2005
  • A comprehensive framework for numerical simulation of time-dependent performance change of reinforced concrete (RC) structures subjected to chloride attack is presented in this paper. The system is composed of simplified computational models for transport of moisture and chloride ions in concrete pore structure and crack, corrosion of reinforcement in concrete and mechanical behavior of RC member with reinforcement corrosion. Service-life of RC structures under various conditions is calculated.