• Journal of Information Processing Systems
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• 제11권1호
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• pp.39-56
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• 2015

Continuous multi-interval prediction (CMIP) is used to continuously predict the trend of a data stream based on various intervals simultaneously. The continuous integrated hierarchical temporal memory (CIHTM) network performs well in CMIP. However, it is not suitable for CMIP in real-time mode, especially when the number of prediction intervals is increased. In this paper, we propose a real-time integrated hierarchical temporal memory (RIHTM) network by introducing a new type of node, which is called a Zeta1FirstSpecializedQueueNode (ZFSQNode), for the real-time continuous multi-interval prediction (RCMIP) of data streams. The ZFSQNode is constructed by using a specialized circular queue (sQUEUE) together with the modules of original hierarchical temporal memory (HTM) nodes. By using a simple structure and the easy operation characteristics of the sQUEUE, entire prediction operations are integrated in the ZFSQNode. In particular, we employed only one ZFSQNode in each level of the RIHTM network during the prediction stage to generate different intervals of prediction results. The RIHTM network efficiently reduces the response time. Our performance evaluation showed that the RIHTM was satisfied to continuously predict the trend of data streams with multi-intervals in the real-time mode.

• 한국지능시스템학회논문지
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• 제19권5호
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• pp.655-660
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• 2009

기존의 예측 알고리즘들은 실시간 환경에서 학습 데이터 처리에서 오는 시간지연 문제, 구현의 어려움 등으로 개인화된 실시간 서비스를 제공하는 컨텍스트 인식 환경에서 사용하기에 적합하지 않다. 본 논문에서는 사용자 모델을 이용하여 컨텍스트 예측 알고리즘의 처리시간 단축과 예측 정확도를 향상시키기 위한 연구를 제안한다. 컨텍스트 예측을 위하여 사용자의 컨텍스트 중에서 이동경로를 사용한다. 이동경로를 기반으로 시계열 분석 방법을 통하여 사용자 모델을 생성하고, 생성된 사용자 모델을 시퀀스 매칭 방법을 이용하여 사용자의 컨텍스트를 예측한다. 기존 예측 알고리즘과 본 연구에서 제안한 예측 알고리즘을 시뮬레이션을 통하여 처리시간 및 예측 정확도를 비교한 결과, 실시간 서비스 환경에서 예측 정확도는 기존 예측 알고리즘들과 비슷한 결과를 보였고, 처리시간은 사용자 모델을 사용한 경우가 시퀀스 매칭을 사용한 경우보다 평균 40% 정도 감소시킬 수 있음을 알 수 있었다.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2005년도 학술대회 논문집 정보 및 제어부문
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• pp.622-624
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• 2005

This paper proposes a time series prediction method for the nonllinear system using the fuzzy system and its genetic algorithm, At first, we obtain the optimal fuzzy membership function using the genetic algorithm. With the optimal fuzzy rules and its input differences, a better time prediction series system may be obtained. We obtain a good result for the time prediction of the electric load.

• Asia-Pacific Journal of Atmospheric Sciences
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• 제54권4호
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• pp.611-622
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• 2018

Observed climate data are processed under the assumption that their time series are stationary, as in multi-step temperature and precipitation prediction, which usually leads to low prediction accuracy. If a climate system model is based on a single prediction model, the prediction results contain significant uncertainty. In order to overcome this drawback, this study uses a method that integrates ensemble prediction and a stepwise regression model based on a mean-valued generation function. In addition, it utilizes empirical mode decomposition (EMD), which is a new method of handling time series. First, a non-stationary time series is decomposed into a series of intrinsic mode functions (IMFs), which are stationary and multi-scale. Then, a different prediction model is constructed for each component of the IMF using numerical ensemble prediction combined with stepwise regression analysis. Finally, the results are fit to a linear regression model, and a short-term climate prediction system is established using the Visual Studio development platform. The model is validated using temperature data from February 1957 to 2005 from 88 weather stations in Guangxi, China. The results show that compared to single-model prediction methods, the EMD and ensemble prediction model is more effective for forecasting climate change and abrupt climate shifts when using historical data for multi-step prediction.

• Journal of information and communication convergence engineering
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• 제21권1호
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• pp.82-89
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• 2023

Various machine-learning models may yield high predictive power for massive time series for time series prediction. However, these models are prone to instability in terms of computational cost because of the high dimensionality of the feature space and nonoptimized hyperparameter settings. Considering the potential risk that model training with a high-dimensional feature set can be time-consuming, we evaluate a feature-importance-based feature selection method to derive a tradeoff between predictive power and computational cost for time series prediction. We used two machine learning techniques for performance evaluation to generate prediction models from a retail sales dataset. First, we ranked the features using impurity- and Local Interpretable Model-agnostic Explanations (LIME) -based feature importance measures in the prediction models. Then, the recursive feature elimination method was applied to eliminate unimportant features sequentially. Consequently, we obtained a subset of features that could lead to reduced model training time while preserving acceptable model performance.

• 한국항공운항학회지
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• 제23권3호
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• pp.28-34
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• 2015

An analysis method of trajectory prediction has been suggested and the developed trajectory prediction module, which is an important functional component of the Arrival Manager (AMAN) of Jeju airport, has been tested by applying the suggested method. The objective of this method is to improve prediction performance of the trajectory prediction module. The trajectory prediction module predicts the trajectories based on the real-time track data and flight plans. Therefore, the suggested analysis method includes the simulation framework which is based on real-time playback, recording, and graphic display systems for testing. Besides, the definition of time error, which is a important index for the time based scheduling system, such as AMAN, is included in the suggested analysis method. An example of arrival time prediction accuracy improvement through the suggested analysis method has also been presented.

• Journal of Positioning, Navigation, and Timing
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• 제9권2호
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• pp.89-98
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• 2020

Prediction of clock behaviors is necessary to generate very high stable system time which is essential for a satellite navigation system. For the purpose, we applied the Auto-Regressive Integrated Moving Average (ARIMA) model to the prediction of two hydrogen masers' behaviors with respect to the rapid Coordinated Universal Time (UTCr). Using the packaged programming language R, we made an analysis and prediction of time series data of [UTCr - clocks]. The maximum variation width of the residuals which were obtained by the difference between the predicted and measured values, was 6.2 ns for 106 days. This variation width was just one-sixth of [UTCr-UTC (KRIS)] published by the BIPM for the same period. Since the two hydrogen masers were found to be strongly correlated, we applied the Vector Auto-Regressive Moving Average (VARMA) model for more accurate prediction. The result showed that the prediction accuarcy was improved by two times for one hydrogen maser.

• Smart Structures and Systems
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• 제14권6호
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• pp.1269-1289
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• 2014

With the sub-stepping technique, the numerical analysis in real-time dynamic hybrid testing is split into the response analysis and signal generation tasks. Two target computers that operate in real-time may be assigned to implement these two tasks, respectively, for fully extending the simulation scale of the numerical substructure. In this case, the integration time-step of solving the dynamic response of the numerical substructure can be dozens of times bigger than the sampling time-step of the controller. The time delay between the real and desired feedback forces becomes more striking, which challenges the well-developed delay compensation methods in real-time dynamic hybrid testing. This paper focuses on displacement prediction and force correction for delay compensation in the real-time dynamic hybrid testing with a large integration time-step. A new displacement prediction scheme is proposed based on recently-developed explicit integration algorithms and compared with several commonly-used prediction procedures. The evaluation of its prediction accuracy is carried out theoretically, numerically and experimentally. Results indicate that the accuracy and effectiveness of the proposed prediction method are of significance.

• Journal of the Korean Data and Information Science Society
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• 제14권2호
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• pp.265-274
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• 2003

Time series data are influenced by the external events such as holiday, strike, oil shock, and political change, so the external events cause a sudden change to the time series data. We regard the observation as outlier that occurred as a result of external events. In general, it is called intervention if we know the period and the reason of external events, and it makes an analyst difficult to establish a time series model. Therefore, it is important that we analyze the styles and effects of intervention. In this paper, we considered the linear time series model with invention and compared with nonlinear time series models such as ARCH, GARCH model and also we compared with the combination prediction method that Tong(1990) introduced. In the practical case study, we compared prediction power with RMSE among linear, nonlinear time series model with intervention and combination prediction method.

• 대한원격탐사학회:학술대회논문집
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• 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume II
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• pp.635-638
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• 2006

Regression of conventional prediction techniques in data mining uses the model which is generated from the training step. This model is applied to new input data without any change. If this model is applied directly to time series, the rate of prediction accuracy will be decreased. This paper proposes an incremental regression for time series prediction like typhoon track prediction. This technique considers the characteristic of time series which may be changed over time. It is composed of two steps. The first step executes a fractional process for applying input data to the regression model. The second step updates the model by using its information as new data. Additionally, the model is maintained by only recent data in a queue. This approach has the following two advantages. It maintains the minimum information of the model by using a matrix, so space complexity is reduced. Moreover, it prevents the increment of error rate by updating the model over time. Accuracy rate of the proposed method is measured by RME(Relative Mean Error) and RMSE(Root Mean Square Error). The results of typhoon track prediction experiment are performed by the proposed technique IMLR(Incremental Multiple Linear Regression) is more efficient than those of MLR(Multiple Linear Regression) and SVR(Support Vector Regression).