• Title/Summary/Keyword: 비선형 예측

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A Study on an Adaptive Model Predictive Control for Nonlinear Processes using Fuzzy Model (퍼지모델을 이용한 비선형 공정의 적응 모델예측제어에 관한 연구)

  • 박종진;우광방
    • Journal of the Korean Institute of Intelligent Systems
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    • v.6 no.2
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    • pp.97-105
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    • 1996
  • In this paper, an adaptive model predictive controller for nodinear processes using fuzzy model is proposed. Adaptive structure is implemented by recursive fuzzy modeling. The model and control law can be obtained the same as GPC, because the consequent parts of the fuzzy model comprise linear equations of input and output variables. The proposed Adaptive fuzzy model predictive controller (AFMPC) controls nonlinear process well due to the intrinsic nonlinearity of the fuzzy model. When AFMPC's output is variation in the process control input, it maintains zero steady-state offset for a constant reference input and has superior performance. The properties and performance of the proposed control scheme were examined with nonlinear plant by simulation.

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Rainfall runoff prediction using instantaneous unit hydrograph derived by dynamic wave model based (동역학파 기반 순간단위도를 이용한 유출수문곡선 예측)

  • Jeong, Minyeob;Kim, Jongho;Kim, Dae-Hong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.110-110
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    • 2019
  • 유역 강우-유출 과정의 물리적 특성과 비선형성을 반영하여 유출을 예측할 수 있는 새로운 방법을 제시한다. Dynamic wave 이론 기반의 강우-유출 모형과 유역의 지형적, 수문학적 특성을 이용하여 유역의 순간단위도를 S-수문곡선 방법을 통해 유도하였으며, 비선형성을 고려한 유출수문곡선 산정을 위해 순간단위도의 회선적분 시 강우강도별로 달라지는 순간단위도를 반영하였다. 기존 선형 가정에 근거한 단위도 방법이나, kinematic wave 이론 기반의 순간단위도 방법들에 비해 유역 반응의 물리적 특성과 비선형성을 잘 반영할 수 있었으며, 수치 시뮬레이션을 통한 강우유출 예측 방법에 비해 예측에 소요되는 시간이 짧다는 이점을 가졌다. 본 연구에서 제시한 방법에 대한 이상적 유역, 실제 유역에 대한 검증을 진행하였으며 실제 관측결과와 비교해 본 결과 유역의 강우-유출 관계를 정확히 예측하였다는 결론을 얻을 수 있었다.

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Long-term Prediction of Speech Signal Using a Neural Network (신경 회로망을 이용한 음성 신호의 장구간 예측)

  • 이기승
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.6
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    • pp.522-530
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    • 2002
  • This paper introduces a neural network (NN) -based nonlinear predictor for the LP (Linear Prediction) residual. To evaluate the effectiveness of the NN-based nonlinear predictor for LP-residual, we first compared the average prediction gain of the linear long-term predictor with that of the NN-based nonlinear long-term predictor. Then, the effects on the quantization noise of the nonlinear prediction residuals were investigated for the NN-based nonlinear predictor A new NN predictor takes into consideration not only prediction error but also quantization effects. To increase robustness against the quantization noise of the nonlinear prediction residual, a constrained back propagation learning algorithm, which satisfies a Kuhn-Tucker inequality condition is proposed. Experimental results indicate that the prediction gain of the proposed NN predictor was not seriously decreased even when the constrained optimization algorithm was employed.

Nonlinear impact of temperature change on electricity demand: estimation and prediction using partial linear model (기온변화가 전력수요에 미치는 비선형적 영향: 부분선형모형을 이용한 추정과 예측)

  • Park, Jiwon;Seo, Byeongseon
    • The Korean Journal of Applied Statistics
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    • v.32 no.5
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    • pp.703-720
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    • 2019
  • The influence of temperature on electricity demand is increasing due to extreme weather and climate change, and the climate impacts involves nonlinearity, asymmetry and complexity. Considering changes in government energy policy and the development of the fourth industrial revolution, it is important to assess the climate effect more accurately for stable management of electricity supply and demand. This study aims to analyze the effect of temperature change on electricity demand using the partial linear model. The main results obtained using the time-unit high frequency data for meteorological variables and electricity consumption are as follows. Estimation results show that the relationship between temperature change and electricity demand involves complexity, nonlinearity and asymmetry, which reflects the nonlinear effect of extreme weather. The prediction accuracy of in-sample and out-of-sample electricity forecasting using the partial linear model evidences better predictive accuracy than the conventional model based on the heating and cooling degree days. Diebold-Mariano test confirms significance of the predictive accuracy of the partial linear model.

A Comparison of Autoregressive Integrated Moving Average and Artificial Neural Network for Time Series Prediction (자기회귀누적이동평균모형과 신경망모형을 이용한 시계열예측의 비교)

  • Yoon, YeoChang
    • Proceedings of the Korea Information Processing Society Conference
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    • 2011.11a
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    • pp.1516-1519
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    • 2011
  • 예측에 필요한 중요한 자료에는 비선형 자료와 시계열과 같은 선형 자료 등이 있다. 이들 자료는 그 함축적인 관계가 매우 복잡하여 전통적인 통계분석 도구로 식별하는데 어려움이 많다. 신경망 분석은 비모수적 문제나 비선형 곡선 적합능력의 우수성 때문에 현실세계에서의 고유한 복잡성을 다루는 많은 경제 응용 분야에서 널리 이용되고 있다. 신경망은 또한 경제 시계열자료의 예측분야에서도 여러 연구에서 훌륭한 도구로서 적용되고 있다. 전통적으로 우리나라에서 시계열자료의 예측은 선형 자료적 분석을 중심으로 하는 분석도구인 자기회귀누적이동평균(ARIMA)모형을 이용한 시계열분석이 일반적이다. 이 연구에서는 신경망과 ARIMA 모형을 이용하여 한국의 주가변동 자료 및 자동차등록 현황 자료등과 같은 시계열자료를 이용한 예측결과를 비교한다. 연구의 결과는 신경망을 이용한 예측 방법들이 ARIMA 예측 결과보다 통계적으로 작은 오차를 주는 보다 효율적인 방법임을 보여주고 있다.

설계가중치를 이용한 유사 최량선형 비편향 예측

  • 신동윤;신민웅
    • Proceedings of the Korean Statistical Society Conference
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    • 2004.11a
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    • pp.161-164
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    • 2004
  • You 와 Rao (2002)는 소지역 추정시 유사 최량선형 비편향 예측에서 설계 가중 값을 사용하는 방법을 발전시켰다. 특히 소지역 평균들을 추정하기 위하여 유사-최량선형 비편향 예측 추정량을 제안하였다. 우리는 소지역 추정에서 실용적으로 이용되는 몇 가지 추가적인 성질을 연구하였다.

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Nonlinear Prediction using Gamma Multilayered Neural Network (Gamma 다층 신경망을 이용한 비선형 적응예측)

  • Kim Jong-In;Go Il-Hwan;Choi Han-Go
    • Journal of the Institute of Convergence Signal Processing
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    • v.7 no.2
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    • pp.53-59
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    • 2006
  • Dynamic neural networks have been applied to diverse fields requiring temporal signal processing such as system identification and signal prediction. This paper proposes the gamma neural network(GAM), which uses gamma memory kernel in the hidden layer of feedforward multilayered network, to improve dynamics of networks and then describes nonlinear adaptive prediction using the proposed network as an adaptive filter. The proposed network is evaluated in nonlinear signal prediction and compared with feedforword(FNN) and recurrent neural networks(RNN) for the relative comparison of prediction performance. Simulation results show that the GAM network performs better with respect to the convergence speed and prediction accuracy, indicating that it can be a more effective prediction model than conventional multilayered networks in nonlinear prediction for nonstationary signals.

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Settlement Prediction Accuracy Analysis of Weighted Nonlinear Regression Hyperbolic Method According to the Weighting Method (가중치 부여 방법에 따른 가중 비선형 회귀 쌍곡선법의 침하 예측 정확도 분석)

  • Kwak, Tae-Young ;Woo, Sang-Inn;Hong, Seongho ;Lee, Ju-Hyung;Baek, Sung-Ha
    • Journal of the Korean Geotechnical Society
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    • v.39 no.4
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    • pp.45-54
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    • 2023
  • The settlement prediction during the design phase is primarily conducted using theoretical methods. However, measurement-based settlement prediction methods that predict future settlements based on measured settlement data over time are primarily used during construction due to accuracy issues. Among these methods, the hyperbolic method is commonly used. However, the existing hyperbolic method has accuracy issues and statistical limitations. Therefore, a weighted nonlinear regression hyperbolic method has been proposed. In this study, two weighting methods were applied to the weighted nonlinear regression hyperbolic method to compare and analyze the accuracy of settlement prediction. Measured settlement plate data from two sites located in Busan New Port were used. The settlement of the remaining sections was predicted by setting the regression analysis section to 30%, 50%, and 70% of the total data. Thus, regardless of the weight assignment method, the settlement prediction based on the hyperbolic method demonstrated a remarkable increase in accuracy as the regression analysis section increased. The weighted nonlinear regression hyperbolic method predicted settlement more accurately than the existing linear regression hyperbolic method. In particular, despite a smaller regression analysis section, the weighted nonlinear regression hyperbolic method showed higher settlement prediction performance than the existing linear regression hyperbolic method. Thus, it was confirmed that the weighted nonlinear regression hyperbolic method could predict settlement much faster and more accurately.

Combination Prediction for Nonlinear Time Series Data with Intervention (개입 분석 모형 예측력의 비교분석)

  • 김덕기;김인규;이성덕
    • The Korean Journal of Applied Statistics
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    • v.16 no.2
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    • pp.293-303
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    • 2003
  • Under the case that we know the period and the reason of external events, we reviewed the method of model identification, parameter estimation and model diagnosis with the former papers that have been studied about the linear time series model with intervention, and compared with nonlinear time series model such as ARCH, GARCH model that it has been used widely in economic models, and also we compared with the combination prediction method that Tong(1990) introduced.

Numerical simulation of nonlinear wave propagation of irregular waves with Boussinesq equation (Boussinesq 방정식을 이용한 불규칙파의 비선형 파랑전파 수치모의)

  • 한정용;권세영;심재설;전인식
    • Proceedings of the Korean Society of Coastal and Ocean Engineers Conference
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    • 2003.08a
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    • pp.240-244
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    • 2003
  • 파랑의 변형 가운데 천수, 굴절, 회절, 반사를 예측하는 수학적 모형은 크게 두 가지 유형으로 나눌 수 있는데, 첫 번째로 파형경사인 ha(k:파수. $\alpha$:진폭)를 비선형의 매개변수로 하는 Stokes 파랑식이 있고, 두 번째로 상대파고인 $\alpha$/h를 비선형의 매개변수로 하고 상대수심인 kh를 분산성의 매개변수로 하는 천수방정식(Shallow water equation)이 있다. 파랑의 변형 가운데 천수, 굴절만을 예측하고 회절, 반사를 예측하지 못하는 수학적 모형으로는 에너지 이송방정식이 있다. (중략)

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