• Title/Summary/Keyword: prediction error method

Search Result 1,125, Processing Time 0.217 seconds

Prediction for the Error of Hole Eccentricity in Hole-drilling Method Using Neural Network (신경회로망을 이용한 구멍뚫기법의 편심 오차 예측)

  • Kim, Cheol;Yang, Won-Ho;Chung, Ki-Hyun;Hyun, Cheol-Seung
    • Proceedings of the KSME Conference
    • /
    • 2001.06a
    • /
    • pp.956-963
    • /
    • 2001
  • The measurement of residual stresses by the hole-drilling method has been commonly used to evaluate residual stresses in structural members. In this method, eccentricity can usually occur between the hole center and rosette gage center. In this study, the error due to the hole eccentricity is predicted using the artificial neural network. The neural network has trained training examples of stress ratio, normalized eccentricity, off-centered direction and stress error using backpropagation loaming process. The prediction results of the error using the trained neural network are good agreement with FE analyzed ones.

  • PDF

An ARMA Model Identification Method By Direct Whitening Of Prediction Error and Its Application to Estimation of Gyroscope Random Error (예측오차 직접 백색화에 의한 ARMA 모델 식별 기법 및 자이로 불규칙오차 추정에의 적용)

  • Seong, Sang-Man;Lee, Dal-Ho
    • The Transactions of the Korean Institute of Electrical Engineers D
    • /
    • v.54 no.7
    • /
    • pp.423-427
    • /
    • 2005
  • In this paper, we proposed a new ARMA model identification which estimate the parameters to make the current prediction error uncorrelated with the past one. As good properties of the proposed method, we show the uniqueness, consistency of the estimate and asymptotic normality of the estimation error. Via simulation results, we show that the proposed method give good estimates for various systems which have different power spectrum. Moreover, the estimation of gyroscope random errors shows that the proposed method is applicable to the real data.

Development of Structural Analysis and Construction Management System for Composite Cable Stayed Bridges (합성형 사장교의 시공단계해석 및 시공관리 시스템 개발)

  • 서주원;박정일;김남식;심옥진
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 1994.10a
    • /
    • pp.95-102
    • /
    • 1994
  • This paper presents a Cable Stayed Bridge Construction Management System, which consists of Structural System Identification Method (SSIM), Error Sensitivity Analysis and Optimum Error Adjustment & Prediction System. The 1st System Identification Method builds an error influence matrix using the linear superposition of each error modes. The 2nd SSIM also considers the second error mode term, which shows good error factor estimation. The optimal cable adjustment can be accomplished within the allowable range of both cable tension and camber. The Post processor, constituted with Motif and GL library on SGI platform, is useful for monitoring construction stage management by displaying construction data, adjustment and prediction results at each construction step.

  • PDF

A Study of Estimation Method for Auto-Regressive Model with Non-Normal Error and Its Prediction Accuracy (비정규 오차를 고려한 자기회귀모형의 추정법 및 예측성능에 관한 연구)

  • Lim, Bo Mi;Park, Cheong-Sool;Kim, Jun Seok;Kim, Sung-Shick;Baek, Jun-Geol
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.39 no.2
    • /
    • pp.109-118
    • /
    • 2013
  • We propose a method for estimating coefficients of AR (autoregressive) model which named MLPAR (Maximum Likelihood of Pearson system for Auto-Regressive model). In the present method for estimating coefficients of AR model, there is an assumption that residual or error term of the model follows the normal distribution. In common cases, we can observe that the error of AR model does not follow the normal distribution. So the normal assumption will cause decreasing prediction accuracy of AR model. In the paper, we propose the MLPAR which does not assume the normal distribution of error term. The MLPAR estimates coefficients of auto-regressive model and distribution moments of residual by using pearson distribution system and maximum likelihood estimation. Comparing proposed method to auto-regressive model, results are shown to verify improved performance of the MLPAR in terms of prediction accuracy.

Blind Equalization with Arbitrary Decision Delay using One-Step Forward Prediction Error Filters (One-step 순방향 추정 오차 필터를 이용한 임의의 결정지연을 갖는 블라인드 등화)

  • Ahn, Kyung-seung;Baik, Heung-ki
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.28 no.2C
    • /
    • pp.181-192
    • /
    • 2003
  • Blind equalization of communication channel is important because it does not need training signal, nor does it require a priori channel information. So, we can increase the bandwidth efficiency. The linear prediction error method is perhaps the most attractive in practice due to the insensitive to blind channel equalizer length mismatch as well as for its simple adaptive implementation. Unfortunately, the previous one-step prediction error method is known to be limited in arbitrary decision delay. In this paper, we propose method for fractionally spaced blind equalizer with arbitrary decision delay using one-step forward prediction error filter from second-order statistics of the received signals for SIMO channel. Our algorithm utilizes the forward prediction error as training signal and computes the best decision delay from all possible decision delay. Simulation results are presented to demonstrate the performance of our proposed algorithm.

Prediction Intervals for Day-Ahead Photovoltaic Power Forecasts with Non-Parametric and Parametric Distributions

  • Fonseca, Joao Gari da Silva Junior;Ohtake, Hideaki;Oozeki, Takashi;Ogimoto, Kazuhiko
    • Journal of Electrical Engineering and Technology
    • /
    • v.13 no.4
    • /
    • pp.1504-1514
    • /
    • 2018
  • The objective of this study is to compare the suitability of a non-parametric and 3 parametric distributions in the characterization of prediction intervals of photovoltaic power forecasts with high confidence levels. The prediction intervals of the forecasts are calculated using a method based on recent past data similar to the target forecast input data, and on a distribution assumption for the forecast error. To compare the suitability of the distributions, prediction intervals were calculated using the proposed method and each of the 4 distributions. The calculations were done for one year of day-ahead forecasts of hourly power generation of 432 PV systems. The systems have different sizes and specifications, and are installed in different locations in Japan. The results show that, in general, the non-parametric distribution assumption for the forecast error yielded the best prediction intervals. For example, with a confidence level of 85% the use of the non-parametric distribution assumption yielded a median annual forecast error coverage of 86.9%. This result was close to the one obtained with the Laplacian distribution assumption (87.8% of coverage for the same confidence level). Contrasting with that, using a Gaussian and Hyperbolic distributions yielded median annual forecast error coverage of 89.5% and 90.5%.

Application of Neyman-Pearson Theorem and Bayes' Rule to Bankruptcy Prediction (네이만-피어슨 정리와 베이즈 규칙을 이용한 기업도산의 가능성 예측)

  • Chang, Kyung;Kwon, Youngsig
    • Journal of Korean Society for Quality Management
    • /
    • v.22 no.3
    • /
    • pp.179-190
    • /
    • 1994
  • Financial variables have been used in bankruptcy prediction. Despite of possible errors in prediction, most existing approaches do not consider the causal time sequence of prediction activity and bankruptcy phenomena. This paper proposes a prediction method using Neyman-Pearson Theorem and Bayes' rule. The proposed method uses posterior probability concept and determines a prediction policy with appropriate error rate.

  • PDF

Relative Error Prediction via Penalized Regression (벌점회귀를 통한 상대오차 예측방법)

  • Jeong, Seok-Oh;Lee, Seo-Eun;Shin, Key-Il
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.6
    • /
    • pp.1103-1111
    • /
    • 2015
  • This paper presents a new prediction method based on relative error incorporated with a penalized regression. The proposed method consists of fully data-driven procedures that is fast, simple, and easy to implement. An example of real data analysis and some simulation results were given to prove that the proposed approach works in practice.

Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
    • /
    • v.13 no.2
    • /
    • pp.107-113
    • /
    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

  • PDF

The Computer Fault Prediction and Diagnosis Fuzzy Expert System (컴퓨터 고장 예측 및 진단 퍼지 전문가 시스템)

  • 최성운
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.23 no.54
    • /
    • pp.155-165
    • /
    • 2000
  • The fault diagnosis is a systematic and unified method to find based on the observing data resulting in noises. This paper presents the fault prediction and diagnosis using fuzzy expert system technique to manipulate the uncertainties efficiently in predictive perspective. We apply a fuzzy event tree analysis to the computer system, and build up the fault prediction and diagnosis using fuzzy expert system that predicts and diagnoses the error of the system in the advance of error.

  • PDF