• 제목/요약/키워드: 앙상블 예측기법

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A Modeling of Realtime Fuel Comsumption Prediction Using OBDII Data (OBDII 데이터 기반의 실시간 연료 소비량 예측 모델 연구)

  • Yang, Hee-Eun;Kim, Do-Hyun;Choe, Hoseop
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.2
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    • pp.57-64
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    • 2021
  • This study presents a method for realtime fuel consumption prediction using real data collected from OBDII. With the advent of the era of self-driving cars, electronic control units(ECU) are getting more complex, and various studies are being attempted to extract and analyze more accurate data from vehicles. But since ECU is getting more complex, it is getting harder to get the data from ECU. To solve this problem, the firmware was developed for acquiring accurate vehicle data in this study, which extracted 53,580 actual driving data sets from vehicles from January to February 2019. Using these data, the ensemble stacking technique was used to increase the accuracy of the realtime fuel consumption prediction model. In this study, Ridge, Lasso, XGBoost, and LightGBM were used as base models, and Ridge was used for meta model, and the predicted performance was MAE 0.011, RMSE 0.017.

A Sampling Stochastic Linear Programming Model for Coordinated Multi-Reservoir Operation (저수지군 연계운영을 위한 표본 추계학적 선형 계획 모형)

  • Lee, Yong-Dae;Kim, Sheung-Kown;Kim, Jae-Hee
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2004.05a
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    • pp.685-688
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    • 2004
  • 본 연구에서는 저수지군 연계운영을 위한 표본 추계학적 선형 계획(SSLP, Sampling Stochastic Linear Programming) 모형을 제안한다. 일반적 추계학적 모형은 과거 자료로부터 확률변수의 확률분포를 추정하고 이를 몇 개 구간으로 나누어 이산 확률 값을 산정하여 기댓값이 최대가 되는 운영방안을 도출하지만 저수지 유입량 예측시 고려되어야할 지속성 효과(Persistemcy Effect)와 유역간 또는 시점별 공분산 효과(The joint spatial and temporal correlations)를 반영하는데 많은 한계가 있다. 이를 극복하기 위하여 과거자료 자체를 유입량 시나리오로 적용하여 시${\cdot}$공간적 상관관계를 유지하는 표본 추계학적(Sampling Stochastic)기법을 바탕으로 Simple Recourse Model로 구성한 추계학적 선형 계획 모형을 제시한다. 이 모형은 미국 기상청(NWS)에서 발생 가능한 유입량의 시나리오를 예측하는 방법인 앙상블 유량 예측(ESP, Ensemble Streamflow Prediction)을 통한 시나리오를 적용함으로써 좀더 신뢰성 있는 저수지군 연계운영 계획을 도출 할 수 있을 것으로 기대된다.

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The Optimization of Ensembles for Bankruptcy Prediction (기업부도 예측 앙상블 모형의 최적화)

  • Myoung Jong Kim;Woo Seob Yun
    • Information Systems Review
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    • v.24 no.1
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    • pp.39-57
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    • 2022
  • This paper proposes the GMOPTBoost algorithm to improve the performance of the AdaBoost algorithm for bankruptcy prediction in which class imbalance problem is inherent. AdaBoost algorithm has the advantage of providing a robust learning opportunity for misclassified samples. However, there is a limitation in addressing class imbalance problem because the concept of arithmetic mean accuracy is embedded in AdaBoost algorithm. GMOPTBoost can optimize the geometric mean accuracy and effectively solve the category imbalance problem by applying Gaussian gradient descent. The samples are constructed according to the following two phases. First, five class imbalance datasets are constructed to verify the effect of the class imbalance problem on the performance of the prediction model and the performance improvement effect of GMOPTBoost. Second, class balanced data are constituted through data sampling techniques to verify the performance improvement effect of GMOPTBoost. The main results of 30 times of cross-validation analyzes are as follows. First, the class imbalance problem degrades the performance of ensembles. Second, GMOPTBoost contributes to performance improvements of AdaBoost ensembles trained on imbalanced datasets. Third, Data sampling techniques have a positive impact on performance improvement. Finally, GMOPTBoost contributes to significant performance improvement of AdaBoost ensembles trained on balanced datasets.

Uncertainty Analysis of SWAT Model using Monte Carlo Technique and Ensemble Flow Simulations (몬테카를로 기법과 앙상블 유량모의 기법에 의한 SWAT 모형의 불확실성 분석)

  • Kim, Phil-Shik;Kim, Sun-Joo;Lee, Jae-Hyouk;Jee, Yong-Keun
    • Journal of The Korean Society of Agricultural Engineers
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    • v.51 no.4
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    • pp.57-66
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    • 2009
  • 수학적 모델은 수량과 수질의 예측을 위해 현장 조사의 대안으로 사용되어지며 이러한 모델의 사용과 실측에 불확실성이 존재하게 된다. 불확실성에 대한 많은 연구들이 진행되어 왔으나 시나리오에 의한 모델링 과정에서 발생하는 불확실성에 대한 연구는 미흡한 실정이다. 본 연구에서는 산림이 농경지와 목초지로의 변화에 따른 시나리오를 설계한 후 시나리오 적용에 따른 SWAT (Soil and Water Assessment Tool) 매개변수의 불확실성을 분석하고자 하였다. 몬테카를로 기법 (Monte Carlo simulation)을 이용하여 각 매개변수별 1,000개의 난수를 발생하였으며 앙상블 유량모의 기법을 이용하여 미국 Alabama주 카하바강 상류 (50,967ha)를 대상으로 각 난수별 100개의 유량을 통해 불확실성을 분석하였다. 분석 결과 산림지역이 농경지와 목초지로 변화 되었을 때 유출량이 증가하는 것으로 분석되었으며, 임야가 목초지 보다 농경지로 변화되었을 때 유출량은 더욱 증가하는 것으로 나타났다. 각 시나리오별 SWAT 매개변수의 불확실성은 AWC (Available water capacity), CN (Curve number), GWREVAP (groundwater re-evaporation coeffeicient), REVAPMN (minimum depth of water in shallow aquifer for re-evaporation to occur)순으로 크게 나타났으며, Ksat (Saturated hydraulic conductivity)와 ESCO(Soil evaporation compensation factor)는 유출량의 변화에 큰 영향을 미치지 못하는 것으로 분석되었다. 토지피복별 산림 면적이 클 경우 불확실성이 크게 나타나 산림이 목초지와 농경지로 변함에 따라 불확실성은 감소하는 것으로 나타났다.

Optimal Selection of Classifier Ensemble Using Genetic Algorithms (유전자 알고리즘을 이용한 분류자 앙상블의 최적 선택)

  • Kim, Myung-Jong
    • Journal of Intelligence and Information Systems
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    • v.16 no.4
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    • pp.99-112
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. It is a method for finding a highly accurateclassifier on the training set by constructing and combining an ensemble of weak classifiers, each of which needs only to be moderately accurate on the training set. Ensemble learning has received considerable attention from machine learning and artificial intelligence fields because of its remarkable performance improvement and flexible integration with the traditional learning algorithms such as decision tree (DT), neural networks (NN), and SVM, etc. In those researches, all of DT ensemble studies have demonstrated impressive improvements in the generalization behavior of DT, while NN and SVM ensemble studies have not shown remarkable performance as shown in DT ensembles. Recently, several works have reported that the performance of ensemble can be degraded where multiple classifiers of an ensemble are highly correlated with, and thereby result in multicollinearity problem, which leads to performance degradation of the ensemble. They have also proposed the differentiated learning strategies to cope with performance degradation problem. Hansen and Salamon (1990) insisted that it is necessary and sufficient for the performance enhancement of an ensemble that the ensemble should contain diverse classifiers. Breiman (1996) explored that ensemble learning can increase the performance of unstable learning algorithms, but does not show remarkable performance improvement on stable learning algorithms. Unstable learning algorithms such as decision tree learners are sensitive to the change of the training data, and thus small changes in the training data can yield large changes in the generated classifiers. Therefore, ensemble with unstable learning algorithms can guarantee some diversity among the classifiers. To the contrary, stable learning algorithms such as NN and SVM generate similar classifiers in spite of small changes of the training data, and thus the correlation among the resulting classifiers is very high. This high correlation results in multicollinearity problem, which leads to performance degradation of the ensemble. Kim,s work (2009) showedthe performance comparison in bankruptcy prediction on Korea firms using tradition prediction algorithms such as NN, DT, and SVM. It reports that stable learning algorithms such as NN and SVM have higher predictability than the unstable DT. Meanwhile, with respect to their ensemble learning, DT ensemble shows the more improved performance than NN and SVM ensemble. Further analysis with variance inflation factor (VIF) analysis empirically proves that performance degradation of ensemble is due to multicollinearity problem. It also proposes that optimization of ensemble is needed to cope with such a problem. This paper proposes a hybrid system for coverage optimization of NN ensemble (CO-NN) in order to improve the performance of NN ensemble. Coverage optimization is a technique of choosing a sub-ensemble from an original ensemble to guarantee the diversity of classifiers in coverage optimization process. CO-NN uses GA which has been widely used for various optimization problems to deal with the coverage optimization problem. The GA chromosomes for the coverage optimization are encoded into binary strings, each bit of which indicates individual classifier. The fitness function is defined as maximization of error reduction and a constraint of variance inflation factor (VIF), which is one of the generally used methods to measure multicollinearity, is added to insure the diversity of classifiers by removing high correlation among the classifiers. We use Microsoft Excel and the GAs software package called Evolver. Experiments on company failure prediction have shown that CO-NN is effectively applied in the stable performance enhancement of NNensembles through the choice of classifiers by considering the correlations of the ensemble. The classifiers which have the potential multicollinearity problem are removed by the coverage optimization process of CO-NN and thereby CO-NN has shown higher performance than a single NN classifier and NN ensemble at 1% significance level, and DT ensemble at 5% significance level. However, there remain further research issues. First, decision optimization process to find optimal combination function should be considered in further research. Secondly, various learning strategies to deal with data noise should be introduced in more advanced further researches in the future.

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
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    • v.24 no.1
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    • pp.161-170
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    • 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.

Flood Season Reservoir Operations Considering Water Supply Objective (용수공급을 고려한 홍수기 저수지 운영방안)

  • Lee, Seung-Hyeon;Kim, Young-Oh
    • Journal of Korea Water Resources Association
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    • v.35 no.6
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    • pp.639-650
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    • 2002
  • Reservoir operations during the flood season should consider both the flood control and water supply objectives. This study proposed Set Control Algorithm (SCA) as a reservoir operation method, which guarantees both objectives. The concept behind SCA is to provide operators with a set of actions that guarantee feasibility, given a set of operational constraints, and to let them select decisions within a set that satisfies other considerations. The inflow sets used in this study included; observed data, synthetic data, and ESP(Ensemble Streamflow Prediction) scenarios. Applied to the Chungju Dam operations, SCA was compared to the variable flood restricted elevation, as well as the current flood restricted elevation. A 5-year simulation analysis showed that SCA performed better than the other operation methods, and that SCA coupled with ESP performed best among the SCA cases.

Risk Prediction and Analysis of Building Fires -Based on Property Damage and Occurrence of Fires- (건물별 화재 위험도 예측 및 분석: 재산 피해액과 화재 발생 여부를 바탕으로)

  • Lee, Ina;Oh, Hyung-Rok;Lee, Zoonky
    • The Journal of Bigdata
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    • v.6 no.1
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    • pp.133-144
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    • 2021
  • This paper derives the fire risk of buildings in Seoul through the prediction of property damage and the occurrence of fires. This study differs from prior research in that it utilizes variables that include not only a building's characteristics but also its affiliated administrative area as well as the accessibility of nearby fire-fighting facilities. We use Ensemble Voting techniques to merge different machine learning algorithms to predict property damage and fire occurrence, and to extract feature importance to produce fire risk. Fire risk prediction was made on 300 buildings in Seoul utilizing the established model, and it has been derived that with buildings at Level 1 for fire risks, there were a high number of households occupying the building, and the buildings had many factors that could contribute to increasing the size of the fire, including the lack of nearby fire-fighting facilities as well as the far location of the 119 Safety Center. On the other hand, in the case of Level 5 buildings, the number of buildings and businesses is large, but the 119 Safety Center in charge are located closest to the building, which can properly respond to fire.

Deep Learning Forecast model for City-Gas Acceptance Using Extranoues variable (외재적 변수를 이용한 딥러닝 예측 기반의 도시가스 인수량 예측)

  • Kim, Ji-Hyun;Kim, Gee-Eun;Park, Sang-Jun;Park, Woon-Hak
    • Journal of the Korean Institute of Gas
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    • v.23 no.5
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    • pp.52-58
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    • 2019
  • In this study, we have developed a forecasting model for city- gas acceptance. City-gas corporations have to report about city-gas sale volume next year to KOGAS. So it is a important thing to them. Factors influenced city-gas have differences corresponding to usage classification, however, in city-gas acceptence, it is hard to classificate. So we have considered tha outside temperature as factor that influence regardless of usage classification and the model development was carried out. ARIMA, one of the traditional time series analysis, and LSTM, a deep running technique, were used to construct forecasting models, and various Ensemble techniques were used to minimize the disadvantages of these two methods.Experiments and validation were conducted using data from JB Corp. from 2008 to 2018 for 11 years.The average of the error rate of the daily forecast was 0.48% for Ensemble LSTM, the average of the error rate of the monthly forecast was 2.46% for Ensemble LSTM, And the absolute value of the error rate is 5.24% for Ensemble LSTM.

A Study on the Application of the Price Prediction of Construction Materials through the Improvement of Data Refactor Techniques (Data Refactor 기법의 개선을 통한 건설원자재 가격 예측 적용성 연구)

  • Lee, Woo-Yang;Lee, Dong-Eun;Kim, Byung-Soo
    • Korean Journal of Construction Engineering and Management
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    • v.24 no.6
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    • pp.66-73
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    • 2023
  • The construction industry suffers losses due to failures in demand forecasting due to price fluctuations in construction raw materials, increased user costs due to project cost changes, and lack of forecasting system. Accordingly, it is necessary to improve the accuracy of construction raw material price forecasting. This study aims to predict the price of construction raw materials and verify applicability through the improvement of the Data Refactor technique. In order to improve the accuracy of price prediction of construction raw materials, the existing data refactor classification of low and high frequency and ARIMAX utilization method was improved to frequency-oriented and ARIMA method utilization, so that short-term (3 months in the future) six items such as construction raw materials lumber and cement were improved. ), mid-term (6 months in the future), and long-term (12 months in the future) price forecasts. As a result of the analysis, the predicted value based on the improved Data Refactor technique reduced the error and expanded the variability. Therefore, it is expected that the budget can be managed effectively by predicting the price of construction raw materials more accurately through the Data Refactor technique proposed in this study.