• Title/Summary/Keyword: 시계열 예측모델

Search Result 429, Processing Time 0.025 seconds

Motion generation using Center of Mass (무게중심을 활용한 모션 생성 기술)

  • Park, Geuntae;Sohn, Chae Jun;Lee, Yoonsang
    • Journal of the Korea Computer Graphics Society
    • /
    • v.26 no.2
    • /
    • pp.11-19
    • /
    • 2020
  • When a character's pose changes, its center of mass(COM) also changes. The change of COM has distinctive patterns corresponding to various motion types like walking, running or sitting. Thus the motion type can be predicted by using COM movement. We propose a motion generator that uses character's center of mass information. This generator can generate various motions without annotated action type labels. Thus dataset for training and running can be generated full-automatically. Our neural network model takes the motion history of the character and its center of mass information as inputs and generates a full-body pose for the current frame, and is trained using simple Convolutional Neural Network(CNN) that performs 1D convolution to deal with time-series motion data.

Vibration Data Denoising and Performance Comparison Using Denoising Auto Encoder Method (Denoising Auto Encoder 기법을 활용한 진동 데이터 전처리 및 성능비교)

  • Jang, Jun-gyo;Noh, Chun-myoung;Kim, Sung-soo;Lee, Soon-sup;Lee, Jae-chul
    • Journal of the Korean Society of Marine Environment & Safety
    • /
    • v.27 no.7
    • /
    • pp.1088-1097
    • /
    • 2021
  • Vibration data of mechanical equipment inevitably have noise. This noise adversely af ects the maintenance of mechanical equipment. Accordingly, the performance of a learning model depends on how effectively the noise of the data is removed. In this study, the noise of the data was removed using the Denoising Auto Encoder (DAE) technique which does not include the characteristic extraction process in preprocessing time series data. In addition, the performance was compared with that of the Wavelet Transform, which is widely used for machine signal processing. The performance comparison was conducted by calculating the failure detection rate. For a more accurate comparison, a classification performance evaluation criterion, the F-1 Score, was calculated. Failure data were detected using the One-Class SVM technique. The performance comparison, revealed that the DAE technique performed better than the Wavelet Transform technique in terms of failure diagnosis and error rate.

Developing Cryptocurrency Trading Strategies with Time Series Forecasting Model (시계열 예측 모델을 활용한 암호화폐 투자 전략 개발)

  • Hyun-Sun Kim;Jae Joon Ahn
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.46 no.4
    • /
    • pp.152-159
    • /
    • 2023
  • This study endeavors to enrich investment prospects in cryptocurrency by establishing a rationale for investment decisions. The primary objective involves evaluating the predictability of four prominent cryptocurrencies - Bitcoin, Ethereum, Litecoin, and EOS - and scrutinizing the efficacy of trading strategies developed based on the prediction model. To identify the most effective prediction model for each cryptocurrency annually, we employed three methodologies - AutoRegressive Integrated Moving Average (ARIMA), Long Short-Term Memory (LSTM), and Prophet - representing traditional statistics and artificial intelligence. These methods were applied across diverse periods and time intervals. The result suggested that Prophet trained on the previous 28 days' price history at 15-minute intervals generally yielded the highest performance. The results were validated through a random selection of 100 days (20 target dates per year) spanning from January 1st, 2018, to December 31st, 2022. The trading strategies were formulated based on the optimal-performing prediction model, grounded in the simple principle of assigning greater weight to more predictable assets. When the forecasting model indicates an upward trend, it is recommended to acquire the cryptocurrency with the investment amount determined by its performance. Experimental results consistently demonstrated that the proposed trading strategy yields higher returns compared to an equal portfolio employing a buy-and-hold strategy. The cryptocurrency trading model introduced in this paper carries two significant implications. Firstly, it facilitates the evolution of cryptocurrencies from speculative assets to investment instruments. Secondly, it plays a crucial role in advancing deep learning-based investment strategies by providing sound evidence for portfolio allocation. This addresses the black box issue, a notable weakness in deep learning, offering increased transparency to the model.

Comparison of Models for Stock Price Prediction Based on Keyword Search Volume According to the Social Acceptance of Artificial Intelligence (인공지능의 사회적 수용도에 따른 키워드 검색량 기반 주가예측모형 비교연구)

  • Cho, Yujung;Sohn, Kwonsang;Kwon, Ohbyung
    • Journal of Intelligence and Information Systems
    • /
    • v.27 no.1
    • /
    • pp.103-128
    • /
    • 2021
  • Recently, investors' interest and the influence of stock-related information dissemination are being considered as significant factors that explain stock returns and volume. Besides, companies that develop, distribute, or utilize innovative new technologies such as artificial intelligence have a problem that it is difficult to accurately predict a company's future stock returns and volatility due to macro-environment and market uncertainty. Market uncertainty is recognized as an obstacle to the activation and spread of artificial intelligence technology, so research is needed to mitigate this. Hence, the purpose of this study is to propose a machine learning model that predicts the volatility of a company's stock price by using the internet search volume of artificial intelligence-related technology keywords as a measure of the interest of investors. To this end, for predicting the stock market, we using the VAR(Vector Auto Regression) and deep neural network LSTM (Long Short-Term Memory). And the stock price prediction performance using keyword search volume is compared according to the technology's social acceptance stage. In addition, we also conduct the analysis of sub-technology of artificial intelligence technology to examine the change in the search volume of detailed technology keywords according to the technology acceptance stage and the effect of interest in specific technology on the stock market forecast. To this end, in this study, the words artificial intelligence, deep learning, machine learning were selected as keywords. Next, we investigated how many keywords each week appeared in online documents for five years from January 1, 2015, to December 31, 2019. The stock price and transaction volume data of KOSDAQ listed companies were also collected and used for analysis. As a result, we found that the keyword search volume for artificial intelligence technology increased as the social acceptance of artificial intelligence technology increased. In particular, starting from AlphaGo Shock, the keyword search volume for artificial intelligence itself and detailed technologies such as machine learning and deep learning appeared to increase. Also, the keyword search volume for artificial intelligence technology increases as the social acceptance stage progresses. It showed high accuracy, and it was confirmed that the acceptance stages showing the best prediction performance were different for each keyword. As a result of stock price prediction based on keyword search volume for each social acceptance stage of artificial intelligence technologies classified in this study, the awareness stage's prediction accuracy was found to be the highest. The prediction accuracy was different according to the keywords used in the stock price prediction model for each social acceptance stage. Therefore, when constructing a stock price prediction model using technology keywords, it is necessary to consider social acceptance of the technology and sub-technology classification. The results of this study provide the following implications. First, to predict the return on investment for companies based on innovative technology, it is most important to capture the recognition stage in which public interest rapidly increases in social acceptance of the technology. Second, the change in keyword search volume and the accuracy of the prediction model varies according to the social acceptance of technology should be considered in developing a Decision Support System for investment such as the big data-based Robo-advisor recently introduced by the financial sector.

Forecasting and Analysis of Air Meteorological Service Charge using ARIMA-Intervention Time Series Model (ARIMA-개입모델을 이용한 항공기상정보 사용료 징수액 추정 및 적정성 연구)

  • Kim, Kwang-Ok;Park, Sung-Sik
    • Journal of the Korean Society for Aviation and Aeronautics
    • /
    • v.26 no.3
    • /
    • pp.9-22
    • /
    • 2018
  • Korea meteorological administration(KMA) has started to levy air meteorological service charge on both national and foreign carriers since 2005. The charge has grown on 2010 and 2014 twice. However, KMA has still kept asking airlines to agree with another increase in the charge due to the low cost of goods recovery ratio of 7%. The air meteorological charge has changed from 2,210 KRW at the beginning to 11,400 KRW as of June 2018. According to ARIMA intervention time series analysis, it was proven national carriers would make a payment of 831 million KRW 2018 and 1,024 million KRW 2019, showing 186.2% and 123.2% increase compared to last year respectively. The total amount of charge for both national LCC and foreign airlines was aggregated up to 1,952 million KRW 2019, 227% bigger than the charge paid at 2017. Considering the 50% increase of consumer price index last decade, the increased charge would impair the global competitiveness of national carriers. It could be suggested that current air meteorological charge scheme be improved to apply overseas trend and for national carriers to have a competitive advantage in global aviation market.

The study of foreign exchange trading revenue model using decision tree and gradient boosting (외환거래에서 의사결정나무와 그래디언트 부스팅을 이용한 수익 모형 연구)

  • Jung, Ji Hyeon;Min, Dae Kee
    • Journal of the Korean Data and Information Science Society
    • /
    • v.24 no.1
    • /
    • pp.161-170
    • /
    • 2013
  • The FX (Foreign Exchange) is a form of exchange for the global decentralized trading of international currencies. The simple sense of Forex is simultaneous purchase and sale of the currency or the exchange of one country's currency for other countries'. We can find the consistent rules of trading by comparing the gradient boosting method and the decision trees methods. Methods such as time series analysis used for the prediction of financial markets have advantage of the long-term forecasting model. On the other hand, it is difficult to reflect the rapidly changing price fluctuations in the short term. Therefore, in this study, gradient boosting method and decision tree method are applied to analyze the short-term data in order to make the rules for the revenue structure of the FX market and evaluated the stability and the prediction of the model.

Analysis of Water Quality Variation by Lowering of Water Level in Gangjeong-Goryong Weirin Nakdong River (낙동강 강정고령보 수위저하 운영에 따른 수질 변동특성 분석)

  • Park, Dae-Yeon;Park, Hyung-Seok;Kim, Sung-Jin;Chung, Se-Woong
    • Journal of Environmental Impact Assessment
    • /
    • v.28 no.3
    • /
    • pp.245-262
    • /
    • 2019
  • The objectives of this study were to construct a three-dimensional water quality model (EFDC) for the river reach between Chilgok Weir and Gangjeong-Goryong Weir (GGW) located in Nakdong River, and evaluate the effect of hydraulic changes, such as water level and flow velocity, on the control of water quality and algae biomass. After calibration, the model accurately simulated the temporal changes of the upper and lower water temperatures that collected every 10 minutes, and appropriately reproduced changes in organic matter, nitrogen, phosphorus, and cyanobacteria. However, the simulated values were overestimated for the diatoms and green algae cell density, possibly due to the uncertainties of the parameters associated with algae metabolism and the lack of zooplankton predation function in the simulations. As a result of scenario simulation of running the water level of GGW from EL. 19.44 m to EL. 14.90 m (4.54 m drop), Chl-a and algae cell density decreased significantly.In particular,the cyanobacteria on the surface layer, which causes algal bloom, declined by 56.1% in the low water level scenario compared to the existing management level. The results of this study are in agreement with the previous studies that maintenance of critical flow velocity is effective for controlling cyanobacteria, and imply that hydraulic control such as decrease of water level and residence time in GGW is an alternative to limit the overgrowth of algae.

Classification Method of Multi-State Appliances in Non-intrusive Load Monitoring Environment based on Gramian Angular Field (Gramian angular field 기반 비간섭 부하 모니터링 환경에서의 다중 상태 가전기기 분류 기법)

  • Seon, Joon-Ho;Sun, Young-Ghyu;Kim, Soo-Hyun;Kyeong, Chanuk;Sim, Issac;Lee, Heung-Jae;Kim, Jin-Young
    • The Journal of the Institute of Internet, Broadcasting and Communication
    • /
    • v.21 no.3
    • /
    • pp.183-191
    • /
    • 2021
  • Non-intrusive load monitoring is a technology that can be used for predicting and classifying the type of appliances through real-time monitoring of user power consumption, and it has recently got interested as a means of energy-saving. In this paper, we propose a system for classifying appliances from user consumption data by combining GAF(Gramian angular field) technique that can be used for converting one-dimensional data to the two-dimensional matrix with convolutional neural networks. We use REDD(residential energy disaggregation dataset) that is the public appliances power data and confirm the classification accuracy of the GASF(Gramian angular summation field) and GADF(Gramian angular difference field). Simulation results show that both models showed 94% accuracy on appliances with binary-state(on/off) and that GASF showed 93.5% accuracy that is 3% higher than GADF on appliances with multi-state. In later studies, we plan to increase the dataset and optimize the model to improve accuracy and speed.

Evaluation of Temperature and Precipitation over CORDEX-EA Phase 2 Domain using Regional Climate Model HadGEM3-RA (HadGEM3-RA 지역기후모델을 이용한 CORDEX 동아시아 2단계 지역의 기온과 강수 모의 평가)

  • Byon, Jae-Young;Kim, Tae-Jun;Kim, Jin-Uk;Kim, Do-Hyun
    • Journal of the Korean earth science society
    • /
    • v.43 no.3
    • /
    • pp.367-385
    • /
    • 2022
  • This study evaluates the temperature and precipitation results in East Asia simulated from the Hadley Centre Global Environmental Model version 3 regional climate model (HadGEM3-RA) developed by the UK Met Office. The HadGEM3-RA is conducted in the Coordinated Regional climate Downscaling Experiment-East Asia (CORDEX-EA) Phase II domain for 15 year (2000-2014). The spatial distribution of rainbands produced from the HadGEM3-RA by the summer monsoon is in good agreement with the Asian Precipitation Highly Resolved Observational Data Integration Towards Evaluation of water resources (APRODITE) data over the East Asia. But, precipitation amount is overestimated in Southeast Asia and underestimated over the Korean Peninsula. In particular, the simulated summer rainfall and APRODITE data show the least correlation coefficient and the maximum value of root mean square error in South Korea. Prediction of temperature in Southeast Asia shows underestimation with a maximum error during winter season, while it appears the largest underestimation in South Korea during spring season. In order to evaluate local predictability, the time series of temperature and precipitation compared to the ASOS data of the Seoul Meteorological Station is similar to the spatial average verification results in which the summer precipitation and winter temperature underestimate. Especially, the underestimation of the rainfall increases when the amounts of precipitation increase in summer. The winter temperature tends to underestimate at low temperature, while it overestimates at high temperature. The results of the extreme climate index comparison show that heat wave is overestimated and heavy rainfall is underestimated. The HadGEM3-RA simulated with a horizontal resolution of 25 km shows limitations in the prediction of mesoscale convective system and topographic precipitation. This study indicates that improvement of initial data, horizontal resolution, and physical process are necessary to improve predictability of regional climate model.

LSTM Based Prediction of Ocean Mixed Layer Temperature Using Meteorological Data (기상 데이터를 활용한 LSTM 기반의 해양 혼합층 수온 예측)

  • Ko, Kwan-Seob;Kim, Young-Won;Byeon, Seong-Hyeon;Lee, Soo-Jin
    • Korean Journal of Remote Sensing
    • /
    • v.37 no.3
    • /
    • pp.603-614
    • /
    • 2021
  • Recently, the surface temperature in the seas around Korea has been continuously rising. This temperature rise causes changes in fishery resources and affects leisure activities such as fishing. In particular, high temperatures lead to the occurrence of red tides, causing severe damage to ocean industries such as aquaculture. Meanwhile, changes in sea temperature are closely related to military operation to detect submarines. This is because the degree of diffraction, refraction, or reflection of sound waves used to detect submarines varies depending on the ocean mixed layer. Currently, research on the prediction of changes in sea water temperature is being actively conducted. However, existing research is focused on predicting only the surface temperature of the ocean, so it is difficult to identify fishery resources according to depth and apply them to military operations such as submarine detection. Therefore, in this study, we predicted the temperature of the ocean mixed layer at a depth of 38m by using temperature data for each water depth in the upper mixed layer and meteorological data such as temperature, atmospheric pressure, and sunlight that are related to the surface temperature. The data used are meteorological data and sea temperature data by water depth observed from 2016 to 2020 at the IEODO Ocean Research Station. In order to increase the accuracy and efficiency of prediction, LSTM (Long Short-Term Memory), which is known to be suitable for time series data among deep learning techniques, was used. As a result of the experiment, in the daily prediction, the RMSE (Root Mean Square Error) of the model using temperature, atmospheric pressure, and sunlight data together was 0.473. On the other hand, the RMSE of the model using only the surface temperature was 0.631. These results confirm that the model using meteorological data together shows better performance in predicting the temperature of the upper ocean mixed layer.