• Title/Summary/Keyword: 시계열 예측모델

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A Study on Data-driven Modeling Employing Stratification-related Physical Variables for Reservoir Water Quality Prediction (취수원 수질예측을 위한 성층 물리변수 활용 데이터 기반 모델링 연구)

  • Hyeon June Jang;Ji Young Jung;Kyung Won Joo;Choong Sung Yi;Sung Hoon Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.143-143
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    • 2023
  • 최근 대청댐('17), 평림댐('19) 등 광역 취수원에서 망간의 먹는 물 수질기준(0.05mg/L 이하) 초과 사례가 발생되어, 다수의 민원이 제기되는 등 취수원의 망간 관리 중요성이 부각되고 있다. 특히, 동절기 전도(Turn-over)시기에 고농도 망간이 발생되는 경우가 많은데, 현재 정수장에서는 망간을 처리하기 위해 유입구간에 필터를 설치하고 주기적으로 교체하는 방식으로 처리하고 있다. 그러나 단기간에 고농도 망간 다량 유입 시 처리용량의 한계 등 정수장에서의 공정관리가 어려워지므로 사전 예측에 의한 대응 체계 고도화가 필요한 실정이다. 본 연구는 광역취수원인 주암댐을 대상으로 망간 예측의 정확도 향상 및 예측기간 확대를 위해 다양한 머신러닝 기법들을 적용하여 비교 분석하였으며, 독립변수 및 초매개변수 최적화를 진행하여 모형의 정확도를 개선하였다. 머신러닝 모형은 수심별 탁도, 저수위, pH, 수온, 전기전도도, DO, 클로로필-a, 기상, 수문 자료 등의 독립변수와 화순정수장에 유입된 망간 농도를 종속변수로 각 변수에 해당하는 실측치를 학습데이터로 사용하였다. 그리고 데이터기반 모형의 정확도를 개선하기 위해서 성층의 수준을 판별하는 지표로서 PEA(Potential Energy Anomaly)를 도입하여 데이터 분석에 활용하고자 하였다. 분석 결과, 망간 유입률은 계절 주기에 따라 농도가 달라지는 것을 확인하였고 동절기 전도시점과 하절기 장마기간 난류생성 시기에 저층의 고농도 망간이 유입이 되는 것을 분석하였다. 또한, 두 시기의 망간 농도의 변화 패턴이 상이하므로 예측 모델은 각 계절별로 구축해 학습을 진행함으로써 예측의 정확도를 향상할 수 있었다. 다양한 머신러닝 모델을 구축하여 성능 비교를 진행한 결과, 동절기에는 Gradient Boosting Machine, 하절기에는 eXtreme Gradient Boosting의 기법이 우수하여 추론 모델로 활용하고자 하였다. 선정 모델을 통한 단기 수질예측 결과, 전도현상 발생 시기에 대한 추종 및 예측력이 기존의 데이터 모형만 적용했을 경우대비 약 15% 이상 예측 효율이 향상된 것으로 나타났다. 본 연구는 머신러닝 모델을 활용한 망간 농도 예측으로 정수장의 신속한 대응 체계 마련을 지원하고, 수처리 공정의 효율성을 높이는 데 기여할 것으로 기대되며, 후속 연구로 과거 시계열 자료 활용 및 물리모형과의 연결 등을 통해 모델의 신뢰성을 제고 할 계획이다.

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Development of a Deep Learning-based Midterm PM2.5 Prediction Model Adapting to Trend Changes (경향성 변화에 대응하는 딥러닝 기반 초미세먼지 중기 예측 모델 개발)

  • Dong Jun Min;Hyerim Kim;Sangkyun Lee
    • The Transactions of the Korea Information Processing Society
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    • v.13 no.6
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    • pp.251-259
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    • 2024
  • Fine particulate matter, especially PM2.5 with a diameter of less than 2.5 micrometers, poses significant health and economic risks. This study focuses on the Seoul region of South Korea, aiming to analyze PM2.5 data and trends from 2017 to 2022 and develop a mid-term prediction model for PM2.5 concentrations. Utilizing collected and produced air quality and weather data, reanalysis data, and numerical model prediction data, this research proposes an ensemble evaluation method capable of adapting to trend changes. The ensemble method proposed in this study demonstrated superior performance in predicting PM2.5 concentrations, outperforming existing models by an average F1 Score of approximately 42.16% in 2019, 58.92% in 2021, and 34.79% in 2022 for future 3 to 6-day predictions. The model maintains performance under changing environmental conditions, offering stable predictions and presenting a mid-term prediction model that extends beyond the capabilities of existing deep learning-based short-term PM2.5 forecasts.

Effective Drought Prediction Based on Machine Learning (머신러닝 기반 효과적인 가뭄예측)

  • Kim, Kyosik;Yoo, Jae Hwan;Kim, Byunghyun;Han, Kun-Yeun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.326-326
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    • 2021
  • 장기간에 걸쳐 넓은 지역에 대해 발생하는 가뭄을 예측하기위해 많은 학자들의 기술적, 학술적 시도가 있어왔다. 본 연구에서는 복잡한 시계열을 가진 가뭄을 전망하는 방법 중 시나리오에 기반을 둔 가뭄전망 방법과 실시간으로 가뭄을 예측하는 비시나리오 기반의 방법 등을 이용하여 미래 가뭄전망을 실시했다. 시나리오에 기반을 둔 가뭄전망 방법으로는, 3개월 GCM(General Circulation Model) 예측 결과를 바탕으로 2009년도 PDSI(Palmer Drought Severity Index) 가뭄지수를 산정하여 가뭄심도에 대한 단기예측을 실시하였다. 또, 통계학적 방법과 물리적 모델(Physical model)에 기반을 둔 확정론적 수치해석 방법을 이용하여 비시나리오 기반 가뭄을 예측했다. 기존 가뭄을 통계학적 방법으로 예측하기 위해서 시도된 대표적인 방법으로 ARIMA(Autoregressive Integrated Moving Average) 모델의 예측에 대한 한계를 극복하기위해 서포트 벡터 회귀(support vector regression, SVR)와 웨이블릿(wavelet neural network) 신경망을 이용해 SPI를 측정하였다. 최적모델구조는 RMSE(root mean square error), MAE(mean absolute error) 및 R(correlation Coefficient)를 통해 선정하였고, 1-6개월의 선행예보 시간을 갖고 가뭄을 전망하였다. 그리고 SPI를 이용하여, 마코프 연쇄(Markov chain) 및 대수선형모델(log-linear model)을 적용하여 SPI기반 가뭄예측의 정확도를 검증하였으며, 터키의 아나톨리아(Anatolia) 지역을 대상으로 뉴로퍼지모델(Neuro-Fuzzy)을 적용하여 1964-2006년 기간의 월평균 강수량과 SPI를 바탕으로 가뭄을 예측하였다. 가뭄 빈도와 패턴이 불규칙적으로 변하며 지역별 강수량의 양극화가 심화됨에 따라 가뭄예측의 정확도를 높여야 하는 요구가 커지고 있다. 본 연구에서는 복잡하고 비선형성으로 이루어진 가뭄 패턴을 기상학적 가뭄의 정도를 나타내는 표준강수증발지수(SPEI, Standardized Precipitation Evapotranspiration Index)인 월SPEI와 일SPEI를 기계학습모델에 적용하여 예측개선 모형을 개발하고자 한다.

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An Accurate Cryptocurrency Price Forecasting using Reverse Walk-Forward Validation (역순 워크 포워드 검증을 이용한 암호화폐 가격 예측)

  • Ahn, Hyun;Jang, Baekcheol
    • Journal of Internet Computing and Services
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    • v.23 no.4
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    • pp.45-55
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    • 2022
  • The size of the cryptocurrency market is growing. For example, market capitalization of bitcoin exceeded 500 trillion won. Accordingly, many studies have been conducted to predict the price of cryptocurrency, and most of them have similar methodology of predicting stock prices. However, unlike stock price predictions, machine learning become best model in cryptocurrency price predictions, conceptually cryptocurrency has no passive income from ownership, and statistically, cryptocurrency has at least three times higher liquidity than stocks. Thats why we argue that a methodology different from stock price prediction should be applied to cryptocurrency price prediction studies. We propose Reverse Walk-forward Validation (RWFV), which modifies Walk-forward Validation (WFV). Unlike WFV, RWFV measures accuracy for Validation by pinning the Validation dataset directly in front of the Test dataset in time series, and gradually increasing the size of the Training dataset in front of it in time series. Train data were cut according to the size of the Train dataset with the highest accuracy among all measured Validation accuracy, and then combined with Validation data to measure the accuracy of the Test data. Logistic regression analysis and Support Vector Machine (SVM) were used as the analysis model, and various algorithms and parameters such as L1, L2, rbf, and poly were applied for the reliability of our proposed RWFV. As a result, it was confirmed that all analysis models showed improved accuracy compared to existing studies, and on average, the accuracy increased by 1.23%p. This is a significant improvement in accuracy, given that most of the accuracy of cryptocurrency price prediction remains between 50% and 60% through previous studies.

Comparison of Spatio-temporal Fusion Models of Multiple Satellite Images for Vegetation Monitoring (식생 모니터링을 위한 다중 위성영상의 시공간 융합 모델 비교)

  • Kim, Yeseul;Park, No-Wook
    • Korean Journal of Remote Sensing
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    • v.35 no.6_3
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    • pp.1209-1219
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    • 2019
  • For consistent vegetation monitoring, it is necessary to generate time-series vegetation index datasets at fine temporal and spatial scales by fusing the complementary characteristics between temporal and spatial scales of multiple satellite data. In this study, we quantitatively and qualitatively analyzed the prediction accuracy of time-series change information extracted from spatio-temporal fusion models of multiple satellite data for vegetation monitoring. As for the spatio-temporal fusion models, we applied two models that have been widely employed to vegetation monitoring, including a Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM) and an Enhanced Spatial and Temporal Adaptive Reflectance Fusion Model (ESTARFM). To quantitatively evaluate the prediction accuracy, we first generated simulated data sets from MODIS data with fine temporal scales and then used them as inputs for the spatio-temporal fusion models. We observed from the comparative experiment that ESTARFM showed better prediction performance than STARFM, but the prediction performance for the two models became degraded as the difference between the prediction date and the simultaneous acquisition date of the input data increased. This result indicates that multiple data acquired close to the prediction date should be used to improve the prediction accuracy. When considering the limited availability of optical images, it is necessary to develop an advanced spatio-temporal model that can reflect the suggestions of this study for vegetation monitoring.

An Electric Load Forecasting Scheme with High Time Resolution Based on Artificial Neural Network (인공 신경망 기반의 고시간 해상도를 갖는 전력수요 예측기법)

  • Park, Jinwoong;Moon, Jihoon;Hwang, Eenjun
    • KIPS Transactions on Software and Data Engineering
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    • v.6 no.11
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    • pp.527-536
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    • 2017
  • With the recent development of smart grid industry, the necessity for efficient EMS(Energy Management System) has been increased. In particular, in order to reduce electric load and energy cost, sophisticated electric load forecasting and efficient smart grid operation strategy are required. In this paper, for more accurate electric load forecasting, we extend the data collected at demand time into high time resolution and construct an artificial neural network-based forecasting model appropriate for the high time resolution data. Furthermore, to improve the accuracy of electric load forecasting, time series data of sequence form are transformed into continuous data of two-dimensional space to solve that problem that machine learning methods cannot reflect the periodicity of time series data. In addition, to consider external factors such as temperature and humidity in accordance with the time resolution, we estimate their value at the time resolution using linear interpolation method. Finally, we apply the PCA(Principal Component Analysis) algorithm to the feature vector composed of external factors to remove data which have little correlation with the power data. Finally, we perform the evaluation of our model through 5-fold cross-validation. The results show that forecasting based on higher time resolution improve the accuracy and the best error rate of 3.71% was achieved at the 3-min resolution.

Water Level Forecasting based on Deep Learning: A Use Case of Trinity River-Texas-The United States (딥러닝 기반 침수 수위 예측: 미국 텍사스 트리니티강 사례연구)

  • Tran, Quang-Khai;Song, Sa-kwang
    • Journal of KIISE
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    • v.44 no.6
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    • pp.607-612
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    • 2017
  • This paper presents an attempt to apply Deep Learning technology to solve the problem of forecasting floods in urban areas. We employ Recurrent Neural Networks (RNNs), which are suitable for analyzing time series data, to learn observed data of river water and to predict the water level. To test the model, we use water observation data of a station in the Trinity river, Texas, the U.S., with data from 2013 to 2015 for training and data in 2016 for testing. Input of the neural networks is a 16-record-length sequence of 15-minute-interval time-series data, and output is the predicted value of the water level at the next 30 minutes and 60 minutes. In the experiment, we compare three Deep Learning models including standard RNN, RNN trained with Back Propagation Through Time (RNN-BPTT), and Long Short-Term Memory (LSTM). The prediction quality of LSTM can obtain Nash Efficiency exceeding 0.98, while the standard RNN and RNN-BPTT also provide very high accuracy.

Pedestrian GPS Trajectory Prediction Deep Learning Model and Method

  • Yoon, Seung-Won;Lee, Won-Hee;Lee, Kyu-Chul
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.8
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    • pp.61-68
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    • 2022
  • In this paper, we propose a system to predict the GPS trajectory of a pedestrian based on a deep learning model. Pedestrian trajectory prediction is a study that can prevent pedestrian danger and collision situations through notifications, and has an impact on business such as various marketing. In addition, it can be used not only for pedestrians but also for path prediction of unmanned transportation, which is receiving a lot of spotlight. Among various trajectory prediction methods, this paper is a study of trajectory prediction using GPS data. It is a deep learning model-based study that predicts the next route by learning the GPS trajectory of pedestrians, which is time series data. In this paper, we presented a data set construction method that allows the deep learning model to learn the GPS route of pedestrians, and proposes a trajectory prediction deep learning model that does not have large restrictions on the prediction range. The parameters suitable for the trajectory prediction deep learning model of this study are presented, and the model's test performance are presented.

Recurrent Neural Network based Prediction System of Agricultural Photovoltaic Power Generation (영농형 태양광 발전소에서 순환신경망 기반 발전량 예측 시스템)

  • Jung, Seol-Ryung;Koh, Jin-Gwang;Lee, Sung-Keun
    • The Journal of the Korea institute of electronic communication sciences
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    • v.17 no.5
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    • pp.825-832
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    • 2022
  • In this paper, we discuss the design and implementation of predictive and diagnostic models for realizing intelligent predictive models by collecting and storing the power output of agricultural photovoltaic power generation systems. Our model predicts the amount of photovoltaic power generation using RNN, LSTM, and GRU models, which are recurrent neural network techniques specialized for time series data, and compares and analyzes each model with different hyperparameters, and evaluates the performance. As a result, the MSE and RMSE indicators of all three models were very close to 0, and the R2 indicator showed performance close to 1. Through this, it can be seen that the proposed prediction model is a suitable model for predicting the amount of photovoltaic power generation, and using this prediction, it was shown that it can be utilized as an intelligent and efficient O&M function in an agricultural photovoltaic system.

Groundwater Level Prediction using ANFIS Algorithm (딥러닝을 이용한 하천 유량 예측 알고리즘)

  • Bak, Gwi-Man;Oh, Se-Rang;Park, Geun-Ho;Bae, Young-Chul
    • The Journal of the Korea institute of electronic communication sciences
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    • v.16 no.6
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    • pp.1239-1248
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    • 2021
  • In this paper, we present FDNN algorithm to perform prediction based on academic understanding. In order to apply prediction based on academic understanding rather than data-dependent prediction to deep learning, we constructed algorithm based on mathematical and hydrology. We construct a model that predicts flow rate of a river as an input of precipitation, and measure the model's performance through K-fold cross validation.