• Journal of the Korean Geotechnical Society
• /
• v.40 no.2
• /
• pp.65-79
• /
• 2024

This study employs traditional statistical auto-regressive integrated moving average (ARIMA) and deep learning-based long short-term memory (LSTM) models to predict the deformation of earth retaining walls using inclinometer data from excavation sites. It compares the predictive capabilities of both models. The ARIMA model excels in analyzing linear patterns as time progresses, while the LSTM model is adept at handling complex nonlinear patterns and long-term dependencies in the data. This research includes preprocessing of inclinometer measurement data, performance evaluation across various data lengths and input conditions, and demonstrates that the LSTM model provides statistically significant improvements in prediction accuracy over the ARIMA model. The findings suggest that LSTM models can effectively assess the stability of retaining walls at excavation sites. Additionally, this study is expected to contribute to the development of safety monitoring systems at excavation sites and the advancement of time series prediction models.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
• /
• 2022.06a
• /
• pp.110-110
• /
• 2022

본 연구는 자율운항 선박의 원격 고장 진단 기법 개발의 일부로 수행되었다. 특히, 엔진 연료 계통 장비로부터 계측된 시계열 데이터로부터 상태 진단을 위한 알고리즘 구현 결과를 제시하였다. 엔진 연료 펌프와 청정기를 가진 육상 실험 장비로부터 진동 시계열 데이터 계측하였으며, 이상 감지, 고장 분류 및 고장 예측이 가능한 심층 학습(Deep Learning) 및 기계 학습(Machine Learning) 알고리즘을 구현하였다. 육상 실험 장비에 고장 유형 별로 인위적인 고장을 발생시켜 특징적인 진동 신호를 계측하여, 인공 지능 학습에 이용하였다. 계측된 신호 데이터는 선행 발생한 사건의 신호가 후행 사건에 영향을 미치는 특성을 가지고 있으므로, 시계열에 내포된 고장 상태는 시간 간의 선후 종속성을 반영할 수 있는 학습 알고리즘을 제시하였다. 고장 사건의 시간 종속성을 반영할 수 있도록 순환(Recurrent) 계열의 RNN(Recurrent Neural Networks), LSTM(Long Short-Term Memory models)의 모델과 합성곱 연산 (Convolution Neural Network)을 기반으로 하는 Conv1D 모델을 적용하여 예측 정확성을 비교하였다. 특히, 합성곱 계열의 RNN LSTM 모델이 고차원의 순차적 자연어 언어 처리에 장점을 보이는 모델임을 착안하여, 신호의 시간 종속성을 학습에 반영할 수 있는 합성곱 계열의 Conv1 알고리즘을 고장 예측에 사용하였다. 또한 기계 학습 모델의 효율성을 감안하여 XGBoost를 추가로 적용하여 고장 예측을 시도하였다. 최종적으로 연료 펌프와 청정기의 진동 신호로부터 Conv1D 모델과 XGBoost 모델의 고장 예측 성능 결과를 비교하였다

• Journal of the Korea Institute of Information and Communication Engineering
• /
• v.25 no.11
• /
• pp.1471-1476
• /
• 2021

Flood damage can cause floods or tsunamis, which can result in enormous loss of life and property. In this regard, damage can be reduced by making a quick evacuation decision through flood prediction, and many studies are underway in this field to predict floods using time series data. In this paper, we propose a CNN-based time series prediction model. A CNN-based water level prediction model was implemented using the river level and precipitation, and the performance was confirmed by comparing it with the LSTM and GRU models, which are often used for time series prediction. In addition, by checking the performance difference according to the size of the input data, it was possible to find the points to be supplemented, and it was confirmed that better performance than LSTM and GRU could be obtained. Through this, it is thought that it can be utilized as an initial study for flood prediction.

• Journal of the Korean Society of Marine Environment & Safety
• /
• v.29 no.5
• /
• pp.505-511
• /
• 2023

In the present study, a deep learning model was established to predict the motion response of small fishing vessels. Hydrodynamic performances were evaluated for two small fishing vessels for the dataset of deep learning model. The deep learning model of the Long Short-Term Memory (LSTM) which is one of the recurrent neural network was utilized. The input data of LSTM model consisted of time series of six(6) degrees of freedom motions and wave height and the output label was selected as the time series data of six(6) degrees of freedom motions. The hyperparameter and input window length studies were performed to optimize LSTM model. The time series motion response according to different wave direction was predicted by establised LSTM. The predicted time series motion response showed good overall agreement with the analysis results. As the length of the time series increased, differences between the predicted values and analysis results were increased, which is due to the reduced influence of long-term data in the training process. The overall error of the predicted data indicated that more than 85% of the data showed an error within 10%. The established LSTM model is expected to be utilized in monitoring and alarm systems for small fishing vessels.

• Journal of the Korea Society of Computer and Information
• /
• v.28 no.8
• /
• pp.67-75
• /
• 2023

Stock price prediction is an important topic extensively discussed in the financial market, but it is considered a challenging subject due to numerous factors that can influence it. In this research, performance was compared and analyzed by applying time series prediction models (LSTM, GRU) and non-time series prediction models (RF, SVR, KNN, LGBM) that do not take into account the temporal dependence of data into stock price prediction. In addition, various data such as stock price data, technical indicators, financial statements indicators, buy sell indicators, short selling, and foreign indicators were combined to find optimal predictors and analyze major factors affecting stock price prediction by industry. Through the hyperparameter optimization process, the process of improving the prediction performance for each algorithm was also conducted to analyze the factors affecting the performance. As a result of feature selection and hyperparameter optimization, it was found that the forecast accuracy of the time series prediction algorithm GRU and LSTM+GRU was the highest.

• Journal of the military operations research society of Korea
• /
• v.37 no.1
• /
• pp.39-48
• /
• 2011

To predict the shelf-life of ammunition stockpiled in intermediate have practical meaning as a core value of combat support. This research is to Predict the shelf-life of ammunition by applying time series analysis based on report from ASRP of the 155mm, KD541 performed for 6 years. This study applied time series analysis using 'Mini-tab program' to measure the amount of stabilizer as time passes by is different from the other one that uses regression analysis. The average shelf-life of KD541 drawn by time series analysis was 43 years and the lowest shelf-life assessed on the 95% confidence level was 35 years.

• The Journal of the Institute of Internet, Broadcasting and Communication
• /
• v.23 no.2
• /
• pp.103-111
• /
• 2023

This paper proposes a new data correction technique that transforms anomalies in time series data into normal values. With the recent development of IT technology, a vast amount of time-series data is being collected through sensors. However, due to sensor failures and abnormal environments, most of time-series data contain a lot of anomalies. If we build a predictive model using original data containing anomalies as it is, we cannot expect highly reliable predictive performance. Therefore, we utilizes the LSTM-GAN model to detect anomalies in the original time series data, and combines DTW (Dynamic Time Warping) and GAN techniques to replace the anomaly data with normal data in partitioned window units. The basic idea is to construct a GAN model serially by applying the statistical information of the window with normal distribution data adjacent to the window containing the detected anomalies to the DTW so as to generate normal time-series data. Through experiments using open NAB data, we empirically prove that our proposed method outperforms the conventional two correction methods.

• Proceedings of the Korea Information Processing Society Conference
• /
• 2006.05a
• /
• pp.23-26
• /
• 2006

기존의 데이터 마이닝 예측 기법 중 회귀분석은 학습 단계에서 생성된 모델을 변경 없이 새로운 데이터에 적용하였다. 그러나 시계열 데이터에 모델 변경 없이 동일하게 적용하면 시간이 지남에 따라 정확도가 낮아지는 단점이 있다. 따라서 이 논문에서는 시간에 따라 변화하는 시계열데이터의 특성을 고려하여 점진적으로 회귀 모델을 갱신하는 기법을 제안한다. 이 기법은 입력되는 모든 데이터를 회귀 모델에 적용하여 점진적으로 모델을 갱신한다. 제안된 기법의 타당성은 RME(Relative Mean Error)와 RMSE(Root Mean Square Error)를 이용하여 측정하였다. 정확도 측정 실험 결과 제안 기법인 IMQR(Incremental Multiple Quadratic Regression) 기법이 MLR(Multiple Linear Regression), MQR(Multiple Quadratic Regression), SVR(Support Vector Regression) 기법에 비해 RME 가 평균 2%, RMSE 가 평균 0.02 정도 우수한 결과를 얻었다.

• Proceedings of the Korean Society of Computer Information Conference
• /
• 2018.07a
• /
• pp.141-142
• /
• 2018

기존 데이터의 패턴 예측에는 통계를 기반으로 한 수학적 모델이 주로 사용되었으나 새로운 데이터에 대한 피드백이 부족하기 때문에 장기간의 데이터 예측에 한계가 있다. 또한 데이터의 특성이 다양하고 복잡한 경우에는 수학적 모델의 결합 및 계산과정이 어려워진다. 따라서 본 논문에서는 데이터의 학습 및 예측에 기존 정적 모델이 아닌 기계학습 중 시계열 데이터 분석 (Time Series Analysis) 을 기반으로 연구를 진행하였다. 기계학습은 복잡한 특성을 가진 데이터를 학습하여 미래의 데이터 값을 예측하거나 분류하는데 있어서 정확도 및 처리시간 측면에서의 성능을 향상시킬 수 있다.

• The KIPS Transactions:PartB
• /
• v.9B no.4
• /
• pp.421-428
• /
• 2002

The local prediction method utilizing embedding vector loses the prediction power when the parameter r estimation is not exact for predicting the chaos time series induced from the high order differential equation. In spite of the fact that there have been a lot of suggestions regarding how to estimate the delay time ($\tau$), no specific method is proposed to apply to any time series. The inclinded linear model, which utilizes inclinded netter, yields satisfying degree of prediction power without estimating exact delay time ($\tau$). The usefulness of this approach has been indicated not only theoretically but also in practical situation when the method w8s applied to economical time series analysis.