• Title/Summary/Keyword: 양방향 예측

Search Result 148, Processing Time 0.026 seconds

Outlier Detection of Autoregressive Models Using Robust Regression Estimators (로버스트 추정법을 이용한 자기상관회귀모형에서의 특이치 검출)

  • Lee Dong-Hee;Park You-Sung;Kim Kee-Whan
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.2
    • /
    • pp.305-317
    • /
    • 2006
  • Outliers adversely affect model identification, parameter estimation, and forecast in time series data. In particular, when outliers consist of a patch of additive outliers, the current outlier detection procedures suffer from the masking and swamping effects which make them inefficient. In this paper, we propose new outlier detection procedure based on high breakdown estimators, called as the dual robust filtering. Empirical and simulation studies in the autoregressive model with orders p show that the proposed procedure is effective.

A Study on the Korean Electricity Market Price and Cost/Benefit Analysis of each Generation Resource Type (전력시장에서의 시장가격예측 및 발전회사의 수익성 분석)

  • Kang, Dong-Joo;Jung, Hae-Sung;Hur, Jin;Kim, Tae-Hyun;Moon, Young-Hwan;Jung, Ku-Hyung;Kim, Bal-Ho H.
    • Proceedings of the KIEE Conference
    • /
    • 2004.11b
    • /
    • pp.272-274
    • /
    • 2004
  • 양방향입찰시장(TWBP)의 도입을 위해서는 이를 위한 시장설계 및 효율적인 시장운영을 위한 다양한 분석 작업들이 요구되고 있다. 특히 시장설계의 경우, 해외 자문회사와의 협력을 통해 경쟁적 전력시장을 이미 도입하여 운영하고 있는 해외 국가들의 사례들을 포함한 많은 시장운영 기법들이 검토되고 있으며 향후 도입될 TWBP 전력시장에 적합한 방안들을 준비하고 있다. 전력을 전력시장운영규칙이 정하는 바에 따라 전력시장을 통해서만 거래하도록 규정하고 있는 우리나라의 경우, 전력시장운영규칙은 전력시장과 전력계통의 운영에 대한 모든 것을 다루게 되는 만큼 이에 대한 합리적인 설계와 적용은 효율적인 TWBP 전력시장의 기본 틀이라고 할 수 있다. 양방향입찰시장에서의 가격결정은 전력수급과 시장가격 안정화를 위해 매우 중요한 사안이다. 또한 현재 CBP시장과 다른 용량요금(CP)제도의 폐지와 기타 공급예비력확보 제도 등 도매시장설계에 있어 중요한 자료를 제공한다. 양방향입찰시장하에서 가격수준 분석을 통해 시장개설 이전에 문제점을 사전에 검토하여 문제점을 개선하고 시장규칙에 반영하여야 한다. 또한 용량요금 폐지에 따른 보완대책을 수립하여 수급불안정을 방지하고 전력시장 안정화와 성공적인 도매경쟁시장 개설을 위해 필수적이라 할 수 있다. 본 논문에서는 CBP 시장과 TWBP 시장에서의 기본적 가격예측을 위한 구조적 모델링과 일부 시나리오에 대한 결과를 소개하고자 한다.

  • PDF

Research on Stock price prediction system based on BLSTM (BLSTM을 이용한 주가 예측 시스템 연구)

  • Hong, Sunghyuck
    • Journal of the Korea Convergence Society
    • /
    • v.11 no.10
    • /
    • pp.19-24
    • /
    • 2020
  • Artificial intelligence technology, which is the core of the 4th industrial revolution, is making intelligent judgments through deep learning techniques and machine learning that it is impossible to predict if it is applied to stock prediction beyond human capabilities. In US fund management companies, artificial intelligence is replacing the role of stock market analyst, and research in this field is actively underway. In this study, we use BLSTM to reduce errors that occur in unidirectional prediction of the existing LSTM method, reduce errors in predictions by predicting in both directions, and macroscopic indicators that affect stock prices, namely, economic growth rate, economic indicators, interest rate, analyze the trade balance, exchange rate, and volume of currency. To help stock investment by accurately predicting the target price of stocks by analyzing the PBR, BPS, and ROE of individual stocks after analyzing macro-indicators, and by analyzing the purchase and sale quantities of foreigners, institutions, pension funds, etc., which have the most influence on stock prices.

Bidirectional Stack Pointer Network for Korean Dependency Parsing (Bidirectional Stack Pointer Network를 이용한 한국어 의존 파싱)

  • Hong, Seung-Yean;Na, Seung-Hoon;Shin, Jong-Hoon;Kim, Young-Kil
    • Annual Conference on Human and Language Technology
    • /
    • 2018.10a
    • /
    • pp.19-22
    • /
    • 2018
  • 본 논문에서는 기존 Stack Pointer Network의 의존 파싱 모델을 확장한 Bi-Stack Pointer Network를 제안한다. Stack Pointer Network는 기존의 Pointer Network에 내부 stack을 만들어 전체 문장을 읽어 dependency tree를 구성한다. stack은 tree의 깊이 우선 탐색을 통해 선정되고 Pointer Network는 stack의 top 단어(head)의 자식(child)을 선택한다. 제안한 모델은 기존의 Stack Pointer Network가 지배소(head)정보로 의존소(child)를 예측하는 부분에 Biaffine attention을 통해 의존소(child)에서 지배소(head)를 예측하는 방향을 추가하여 양방향 예측이 가능하게 한 모델이다. 실험 결과, 제안 Bi-Stack Pointer Network모델은 UAS 91.53%, LAS 90.93%의 성능을 보여주어 기존 최고 성능을 개선시켰다.

  • PDF

Multi-View Wyner-Ziv Video Coding Based on Spatio-temporal Adaptive Estimation (시공간 적응적인 예측에 기초한 다시점 위너-지브 비디오 부호화 기법)

  • Lee, Beom-yong;Kim, Jin-soo
    • The Journal of the Korea Contents Association
    • /
    • v.16 no.6
    • /
    • pp.9-18
    • /
    • 2016
  • This paper proposes a multi-view Wyner-Ziv Video coding scheme based on spatio-temporal adaptive estimation. The proposed algorithm is designed to search for a better estimated block with joint bi-directional motion estimation by introducing weights between temporal and spatial directions, and by classifying effectively the region of interest blocks, which is based on the edge detection and the synthesis, and by selecting the reference estimation block from the effective motion vector analysis. The proposed algorithm exploits the information of a single frame viewpoint and adjacent frame viewpoints, simultaneously and then generates adaptively side information in a variety of closure, and reflection regions to have a better performance. Through several simulations with multi-view video sequences, it is shown that the proposed algorithm performs visual quality improvement as well as bit-rate reduction, compared to the conventional methods.

Transcoding MPEG-2 to H.264/AVC in the GOP Structure Conversion (GOP 구조 변환을 포함하는 MPEG-2에서 H.264/AVC로의 트랜스코딩)

  • Lee, Kang-Jun;Ha, Chang-Woo;Jeong, Je-Chang
    • Journal of Broadcast Engineering
    • /
    • v.14 no.1
    • /
    • pp.3-14
    • /
    • 2009
  • Currently, H.264/AVC is used in many multimedia applications. Also, The MPEG-2 main profile which supports B pictures for bi-directional motion prediction is widely used in applications such as HDTV and DVD’s. Therefore, transcoding the MPEG-2 main profile to the H.264/AVC baseline is necessary for universal multimedia access. In this transcoding architecture including the GOP structure conversion, the proposed algorithms adopt the adaptive search range selection through the linearity test of a predictive motion vector and adaptive mode selection using the reference region complexity information. The proposed algorithms extremely reduce the computational complexity while maintaining the video quality.

Evaluation of Habitat Improvement Using Two-Dimensional Fish Habitat Modeling after the Connectivity Restoration in an Isolated Former Channel (2차원 어류 서식처 모의를 이용한 격리된 구하도의 연결성 복원에 따른 서식지 개선 평가)

  • Kim, Seog Hyun;Kim, Dana;Cho, Kang-Hyun
    • Ecology and Resilient Infrastructure
    • /
    • v.2 no.2
    • /
    • pp.137-146
    • /
    • 2015
  • Lateral connectivity between a main channel and a former channel plays an integral role in maintaining ecological functions of stream-floodplain ecosystems. This study virtually restored the connectivity of the former channel, which is currently isolated by channelization, in the Mangyeong River, Korea. Fish habitat improvement after the connectivity restoration was evaluated using River2D, two-dimensional depth-averaged hydraulic modeling, depending on normal and flood flow conditions. Target fish species were crucian carp (Carassius auratus), which are known as lentic species, and pale chub (Zacco platypus), known as lotic species. The weighted usable area (WUA) of the two species was increased after the connectivity restoration: the two-way connection between the main and formal channels was more effective than the one-way connection. The result of the physical habitat simulation at a flood flow condition demonstrated an increased rate of the WUA than during a normal flow condition. In particular, the WUA of pale chub increased about four times on the two-way connectivity restoration. This result suggests that habitat availability of both lentic and lotic fish species will increase after a connectivity restoration, and a two-way connectivity restoration may be more effective. In addition, the restored formal channel would function as a shelter for fish during the flood season.

Study on the Optical CATV Model for Video-on-Demand (VOD 서비스용 광 CATV 시스템의 모델 연구)

  • Park, S.H.;Kang, S.S.;Lee, M.S.
    • Electronics and Telecommunications Trends
    • /
    • v.10 no.2 s.36
    • /
    • pp.87-99
    • /
    • 1995
  • 서비스의 다양화와 방송과 통신의 통합화로 인해 단방향 CATV에서 양방향 CATV의 뉴미디어 시대로 접어들고 있다. 본 고에서는 광 CATV 시스템인 SWAN(Sociocultural Wellbeing Advanced Network)에 VOD 서비스를 제공하기 위하여 미국 VDT(Video Dial Tone)의 수요예측을 통한 가입자망의 구성 종류, 이들 시스템의 초기 설치 비용을 참고로 하여 모델 도입에 경제성을 제고하였다. VOD 서비스를 도입함으로써 중심국과 분배센터간 전송 채널의 용량이 증가하여 전송 효율이 떨어져 서비스 블로킹 현상을 초래하게 된다. 이러한 전송효율의 저하를 방지하기 위한 방안을 제시한 VOD서비스용 광 CATV 시스템의 모델을 정립하였다.

The Optimal Bidding Strategy based on Error Backpropagation Algorithm in a Two-Way Bidding Pool Applying Cournot Model (쿠르노 모형을 적용한 양방향입찰 풀시장에서 오차 역전파 알고리즘을 이용한 최적 입찰전략수립)

  • Kwon, Byeong-Gook;Lee, Seung-Chul;Kim, Jong-Hwan
    • Proceedings of the KIEE Conference
    • /
    • 2003.11a
    • /
    • pp.475-478
    • /
    • 2003
  • 본 논문에서는 쿠르노 모형을 적용한 양방향입찰 전력 풀시장에서 입찰에 참여하는 발전기가 최대 이익을 얻기 위한 입찰전략으로서 신경회로망의 오차 역전파 알고리즘을 이용하여 최적 입찰발전량과 입찰가격을 수립하는 기법에 관하여 연구한다. 전력시장 환경은 n 개의 발전기들이 참여하는 비협조적 불완전정보 시장으로 설정하고 Bayesian의 조건부 확률이론을 적용하여 상대 발전기들의 발전비용함수와 시장의 수요함수를 추정하여 발전기 상호간 쿠르노-내쉬균형점을 이루는 최적 입찰발전량을 예측한다. 그리고 이익을 극대화시키기 위해 오차 역전파 알고리즘을 이용하여 시장의 가격 탄력성과 쿠르노 시장균형가격에 연결가중치를 조절함으로써 입찰가격이 계통한계가격에 근접하도록 최적 입찰전략을 수립한다.

  • PDF

TPEG based RFID application service for terrestrial-DMB (지상파DMB를 위한 TPEG 기반 RFID 응용서비스)

  • Kim Hyun-Gon;Jeong Yong-Ho;Ahn Chung-Hyun
    • Journal of the Institute of Electronics Engineers of Korea TC
    • /
    • v.43 no.9 s.351
    • /
    • pp.14-24
    • /
    • 2006
  • The terrestrial-DMB (T-DMB) provides one-way broadcasting service in intial phase and two-way interactive data services through a return channel of mobile communications network are commercialized recently. The possible evolution of the T-DMB will be fully convergence between the T-DMB and other communication services such as telematics, RFID and so on. From this evolution point of view, a framework should be defined for supporting telematics and RFID applications on T-BMB platform. In this paper, we propose an integrated service model that could support RFID application services on the interactive T-DMB. To realize the model, we design a service scenario, a network reference model, functionalities of each entity, a data transmission mechanism messages, and coding rules. The service model could allow users to support the identical RFID application services over the T-DMB network even if T-DMB terminal doesn't have RFID reader capability. In addition, in the case for providing the interactive TTI(Traffic and Travel Information)service, users could utilize the current location based RFID application service using by the TPEG-Location application that forms the basis of user location referencing. The messages structure is designed by following TPEG standardization