• Title/Summary/Keyword: time series prediction

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Development of Western Cherry Fruit Fly, Rhagoletis indifferens Curran (Diptera: Tephritidae), after Overwintering in the Pacific North West Area of USA (미국 북서부지역에 발생하는 서부양벚과실파리의 발생 월동 후 발생 동태에 관한 연구)

  • Song, Yoo-Han;Ahn, Kwang-Bok
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.9 no.4
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    • pp.217-227
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    • 2007
  • The western cherry fruit fly, Rhagoletis indifferens Curran (Diptera:Tephritidae), is the most important pest of cultivated cherries in the Pacific Northwest area of the United States, being widely distributed throughout Oregon, Washington, Montana, Utah, Idaho, Colorado and parts of Nevada. The control of R. indifferens has been based on calendar sprays after its first emergence because of their zero tolerance for quarantine. Therefore, a good prediction model is needed for the spray timing. This study was conducted to obtain the empirical population dynamic information of R. indifferens after overwintering in the major cherry growing area of the Pacific Northwest of the United States, where the information is critically needed to develop and validate the prediction model of the fruit fly. Adult fly populations were monitored by using yellow sticky and emergence traps. Larvae growth and density in fruits were observed by fruit sampling and the pupal growth and density were monitored by pupal collection traps. The first adult was emerged around mid May and a large number of adults were caught in early June. A fruit had more than one larva from mid June to early July. A large number of pupae were caught in early July. The pupae were collected in various period of time to determine the effect of pupation timing and the soil moisture content during the winter. A series of population density data collected in each of the developmental stage were analyzed and organized to provide more reliable validation information for the population dynamic models.

Value of Ensemble Streamflow Forecasts for Reservoir Operations during the Drawdown Period (이수기 저수지 운영을 위한 앙상블 유량예측의 효용성)

  • Eum, Hyung-Il;Ko, Ick-Hwan;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.39 no.3 s.164
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    • pp.187-198
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    • 2006
  • Korea Water Resources Corporation(KOWACO) has developed the Integrated Real-time Water Management System(IRWMS) that calculates monthly optimal ending target storages by using Sampling Stochastic Dynamic Programming(SSDP) with Ensemble Streamflow Prediction(ESP) running on the $1^{st}$ day of each month. This system, however, has a shortcoming: it cannot reflect the hydrolmeteorologic variations in the middle of the month. To overcome this drawback, in this study updated ESP forecasts three times each month by using the observed precipitation series from the $1^{st}$ day of the month to the forecast day and the historical precipitation ensemble for the remaining days. The improved accuracy and its effect on the reservoir operations were quantified as a result. SSDP/ESP21 that reflects within-a-month hydrolmeteorologic states saves $1\;X\;10^6\;m^3$ in water shortage on average than SSDP/ESP01. In addition, the simulation result demonstrated that the effect of ESP accuracy on the reduction of water shortage became more important when the total runoff was low during the drawdown period.

Fundamental Study on Algorithm Development for Prediction of Smoke Spread Distance Based on Deep Learning (딥러닝 기반의 연기 확산거리 예측을 위한 알고리즘 개발 기초연구)

  • Kim, Byeol;Hwang, Kwang-Il
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.1
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    • pp.22-28
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    • 2021
  • This is a basic study on the development of deep learning-based algorithms to detect smoke before the smoke detector operates in the event of a ship fire, analyze and utilize the detected data, and support fire suppression and evacuation activities by predicting the spread of smoke before it spreads to remote areas. Proposed algorithms were reviewed in accordance with the following procedures. As a first step, smoke images obtained through fire simulation were applied to the YOLO (You Only Look Once) model, which is a deep learning-based object detection algorithm. The mean average precision (mAP) of the trained YOLO model was measured to be 98.71%, and smoke was detected at a processing speed of 9 frames per second (FPS). The second step was to estimate the spread of smoke using the coordinates of the boundary box, from which was utilized to extract the smoke geometry from YOLO. This smoke geometry was then applied to the time series prediction algorithm, long short-term memory (LSTM). As a result, smoke spread data obtained from the coordinates of the boundary box between the estimated fire occurrence and 30 s were entered into the LSTM learning model to predict smoke spread data from 31 s to 90 s in the smoke image of a fast fire obtained from fire simulation. The average square root error between the estimated spread of smoke and its predicted value was 2.74.

A Comparative study on smoothing techniques for performance improvement of LSTM learning model

  • Tae-Jin, Park;Gab-Sig, Sim
    • Journal of the Korea Society of Computer and Information
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    • v.28 no.1
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    • pp.17-26
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    • 2023
  • In this paper, we propose a several smoothing techniques are compared and applied to increase the application of the LSTM-based learning model and its effectiveness. The applied smoothing technique is Savitky-Golay, exponential smoothing, and weighted moving average. Through this study, the LSTM algorithm with the Savitky-Golay filter applied in the preprocessing process showed significant best results in prediction performance than the result value shown when applying the LSTM model to Bitcoin data. To confirm the predictive performance results, the learning loss rate and verification loss rate according to the Savitzky-Golay LSTM model were compared with the case of LSTM used to remove complex factors from Bitcoin price prediction, and experimented with an average value of 20 times to increase its reliability. As a result, values of (3.0556, 0.00005) and (1.4659, 0.00002) could be obtained. As a result, since crypto-currencies such as Bitcoin have more volatility than stocks, noise was removed by applying the Savitzky-Golay in the data preprocessing process, and the data after preprocessing were obtained the most-significant to increase the Bitcoin prediction rate through LSTM neural network learning.

An Empirical Study on the Cryptocurrency Investment Methodology Combining Deep Learning and Short-term Trading Strategies (딥러닝과 단기매매전략을 결합한 암호화폐 투자 방법론 실증 연구)

  • Yumin Lee;Minhyuk Lee
    • Journal of Intelligence and Information Systems
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    • v.29 no.1
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    • pp.377-396
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    • 2023
  • As the cryptocurrency market continues to grow, it has developed into a new financial market. The need for investment strategy research on the cryptocurrency market is also emerging. This study aims to conduct an empirical analysis on an investment methodology of cryptocurrency that combines short-term trading strategy and deep learning. Daily price data of the Ethereum was collected through the API of Upbit, the Korean cryptocurrency exchange. The investment performance of the experimental model was analyzed by finding the optimal parameters based on past data. The experimental model is a volatility breakout strategy(VBS), a Long Short Term Memory(LSTM) model, moving average cross strategy and a combined model. VBS is a short-term trading strategy that buys when volatility rises significantly on a daily basis and sells at the closing price of the day. LSTM is suitable for time series data among deep learning models, and the predicted closing price obtained through the prediction model was applied to the simple trading rule. The moving average cross strategy determines whether to buy or sell when the moving average crosses. The combined model is a trading rule made by using derived variables of the VBS and LSTM model using AND/OR for the buy conditions. The result shows that combined model is better investment performance than the single model. This study has academic significance in that it goes beyond simple deep learning-based cryptocurrency price prediction and improves investment performance by combining deep learning and short-term trading strategies, and has practical significance in that it shows the applicability in actual investment.

Estimating time-varying parameters for monthly water balance model using particle filter: assimilation of stream flow data (입자 필터를 이용한 월 물 수지 모형의 시간변화 매개변수 추정: 하천유량 자료의 동화)

  • Choi, Jeonghyeon;Kim, Sangdan
    • Journal of Korea Water Resources Association
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    • v.54 no.6
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    • pp.365-379
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    • 2021
  • Hydrological model parameters are essential for model simulation and can vary over time due to topography, climatic conditions, climate change and human activity. Consequently, the use of fixed parameters can lead to inaccurate stream flow simulations. The aim of this study is to investigate an appropriate method of estimating time-varying parameters using stream flow observations, and how the simulation efficiency changes when stream flow data are assimilated into the model. The data assimilation method can be used to automatically estimate the parameters of a hydrological model by adapting to a variety of changing environments. Stream flow observations were assimilated into a two parameter monthly water balance model using a particle filter. The simulation results using the time-varying parameters by the data assimilation method were compared with the simulation results using the fixed parameters by the SCEM method. First, we conducted synthesis experiments based on various scenarios to investigate if the particle filter method can adequately track parameters that change over time. After that, it was applied to actual watersheds and compared with the predictive performance of stream flow when using parameters that change with time and fixed parameters. The conclusions obtained through this study are as follows: (1) The predictive performance of the overall monthly stream flow time series was similar between the particle filter method and the SCEM method. (2) The monthly runoff prediction performance in the period except the rainy season was better in the simulation by the periodically changing parameters using the data assimilation method. (3) Uncertainty in the observational data of stream flow used for assimilation played an important role in the predictive performance of the particle filter.

Assessing Sustained Drought Impacts on the Han River Basin Water Supply System Using Stochastic Streamflows (추계학적 모의유량을 이용한 한강수계 용수공급시스템의 장기지속가뭄 영향 평가)

  • Cha, Hyeung-Sun;Lee, Gwang-Man;Jung, Kwan-Sue
    • Journal of Korea Water Resources Association
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    • v.45 no.5
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    • pp.481-493
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    • 2012
  • The Uncertainty of drought events can be regarded as supernatural phenomena so that the uncertainty of water supply system will be also uncontrollable. Decision making for water supply system operation must be dealt with in consideration of hydrologic uncertainty conditions. When ultimate small quantity of precipitation or streamflow lasts, water supply system might be impacted as well as stream pollution, aqua- ecosystem degradation, reservoir dry-up and river aesthetic waste etc. In case of being incapable of supplying water owing to continuation of severe drought, it can make the damage very serious beyond our prediction. This study analyzes comprehensively sustained drought impacts on the Han River Basin Water Supply System. Drought scenarios consisted of several sustained times and return periods for 5 sub-watersheds are generated using a stochastic hydrologic time series model. The developed drought scenarios are applied to assess water supply performance at the Paldang Dam. The results show that multi-year drought events reflecting spatial hydrologic diversity need to be examined in order to recognize variation of the unexpected drought impacts.

Development of Grid Based Distributed Rainfall-Runoff Model with Finite Volume Method (유한체적법을 이용한 격자기반의 분포형 강우-유출 모형 개발)

  • Choi, Yun-Seok;Kim, Kyung-Tak;Lee, Jin-Hee
    • Journal of Korea Water Resources Association
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    • v.41 no.9
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    • pp.895-905
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    • 2008
  • To analyze hydrologic processes in a watershed requires both various geographical data and hydrological time series data. Recently, not only geographical data such as DEM(Digital Elevation Model) and hydrologic thematic map but also hydrological time series from numerical weather prediction and rainfall radar have been provided as grid data, and there are studies on hydrologic analysis using these grid data. In this study, GRM(Grid based Rainfall-runoff Model) which is physically-based distributed rainfall-runoff model has been developed to simulate short term rainfall-runoff process effectively using these grid data. Kinematic wave equation is used to simulate overland flow and channel flow, and Green-Ampt model is used to simulate infiltration process. Governing equation is discretized by finite volume method. TDMA(TriDiagonal Matrix Algorithm) is applied to solve systems of linear equations, and Newton-Raphson iteration method is applied to solve non-linear term. Developed model was applied to simplified hypothetical watersheds to examine model reasonability with the results from $Vflo^{TM}$. It was applied to Wicheon watershed for verification, and the applicability to real site was examined, and simulation results showed good agreement with measured hydrographs.

Comparison of physics-based and data-driven models for streamflow simulation of the Mekong river (메콩강 유출모의를 위한 물리적 및 데이터 기반 모형의 비교·분석)

  • Lee, Giha;Jung, Sungho;Lee, Daeeop
    • Journal of Korea Water Resources Association
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    • v.51 no.6
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    • pp.503-514
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    • 2018
  • In recent, the hydrological regime of the Mekong river is changing drastically due to climate change and haphazard watershed development including dam construction. Information of hydrologic feature like streamflow of the Mekong river are required for water disaster prevention and sustainable water resources development in the river sharing countries. In this study, runoff simulations at the Kratie station of the lower Mekong river are performed using SWAT (Soil and Water Assessment Tool), a physics-based hydrologic model, and LSTM (Long Short-Term Memory), a data-driven deep learning algorithm. The SWAT model was set up based on globally-available database (topography: HydroSHED, landuse: GLCF-MODIS, soil: FAO-Soil map, rainfall: APHRODITE, etc) and then simulated daily discharge from 2003 to 2007. The LSTM was built using deep learning open-source library TensorFlow and the deep-layer neural networks of the LSTM were trained based merely on daily water level data of 10 upper stations of the Kratie during two periods: 2000~2002 and 2008~2014. Then, LSTM simulated daily discharge for 2003~2007 as in SWAT model. The simulation results show that Nash-Sutcliffe Efficiency (NSE) of each model were calculated at 0.9(SWAT) and 0.99(LSTM), respectively. In order to simply simulate hydrological time series of ungauged large watersheds, data-driven model like the LSTM method is more applicable than the physics-based hydrological model having complexity due to various database pressure because it is able to memorize the preceding time series sequences and reflect them to prediction.

Analysis on the Correlation between Hydrological Data and Raw Water Turbidity of Han River Basin (한강수계의 수문자료와 원수탁도의 상관관계 분석)

  • Jeong, Anchul;Kang, Taeun;Kim, Seongwon;Jung, Kwansue
    • Journal of Korea Water Resources Association
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    • v.49 no.1
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    • pp.1-9
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    • 2016
  • A correlation analysis between raw water turbidity at two wide-area water treatment plants and hydrological data was conducted for efficient water supply, design and management of water treatment plant. Both correlation analysis and principal component analysis were conducted using hydrological time series data such as inflow discharge, outflow discharge, and rainfall at dam basin of intake station of wide-area water treatment plants. And, forecasting of change in turbidity was conducted using regression equation for turbidity prediction. The raw water turbidity of two water treatment plants was strongly related to time series of discharge. The raw water turbidity of Chungju water treatment plant is strongly related to outflow discharge at Chungju dam (0.708). Whereas, the raw water turbidity of Wabu water treatment plant is strongly related to inflow discharge at Paldang dam (0.805). Similar trends between turbidity forecasting result using regression equation and calculation result using estimation equation on Korea water supply facilities standard were obtained. The result of this study can provide basic data for construction and management of water treatment plant.