• Title/Summary/Keyword: 주가 예측 모델

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A Study on the Settlement Prediction of Soft Ground Embankment Using Artificial Neural Network (인공신경망을 이용한 연약지반성토의 침하예측 연구)

  • Kim, Dong-Sik;Chae, Young-Su;Kim, Young-Su;Kim, Hyun-Dong
    • Journal of the Korean Geotechnical Society
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    • v.23 no.7
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    • pp.17-25
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    • 2007
  • Various geotechnical problems due to insufficient bearing capacity or excessive settlement are likely to occur when constructing roads or large complexes on soft ground. Accurate predictions of the magnitude of settlement and the consolidation time provide numerous options of ground improvement methods and, thus, enable to save time and expense of the whole project. Asaoka's method is probably the most frequently used one for settlement prediction and the empirical formulae such as Hyperbolic method and Hoshino's method are also often used. To find an elaborate method of predicting the embankment settlement, two recurrent type neural network models, such as Jordan model and Elman-Jordan model, are adopted. The data sets of settlement measured at several domestic sites are analyzed to obtain the most suitable model structures. It was shown from the comparison between predicted and measured settlements that Jordan model provides better predictions than Elman-Jordan model does and that the predictions using CPT results are more accurate than those using SPT results. It is believed that RNN using cone penetration test results can be a highly efficient tool in predicting settlements if enough field data can be obtained.

Spatiotemporal Feature-based LSTM-MLP Model for Predicting Traffic Accident Severity (시공간 특성 기반 LSTM-MLP 모델을 활용한 교통사고 위험도 예측 연구)

  • Hyeon-Jin Jung;Ji-Woong Yang;Ellen J. Hong
    • Journal of the Institute of Convergence Signal Processing
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    • v.24 no.4
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    • pp.178-185
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    • 2023
  • Rapid urbanization and advancements in technology have led to a surge in the number of automobiles, resulting in frequent traffic accidents, and consequently, an increase in human casualties and economic losses. Therefore, there is a need for technology that can predict the risk of traffic accidents to prevent them and minimize the damage caused by them. Traffic accidents occur due to various factors including traffic congestion, the traffic environment, and road conditions. These factors give traffic accidents spatiotemporal characteristics. This paper analyzes traffic accident data to understand the main characteristics of traffic accidents and reconstructs the data in a time series format. Additionally, an LSTM-MLP based model that excellently captures spatiotemporal characteristics was developed and utilized for traffic accident prediction. Experiments have proven that the proposed model is more rational and accurate in predicting the risk of traffic accidents compared to existing models. The traffic accident risk prediction model suggested in this paper can be applied to systems capable of real-time monitoring of road conditions and environments, such as navigation systems. It is expected to enhance the safety of road users and minimize the social costs associated with traffic accidents.

An Analysis of the Key Factors Affecting Apartment Sales Price in Gwangju, South Korea (광주광역시 아파트 매매가 영향요인 분석)

  • Lim, Sung Yeon;Ko, Chang Wan;Jeong, Young-Seon
    • Smart Media Journal
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    • v.11 no.3
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    • pp.62-73
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    • 2022
  • Researches on the prediction of domestic apartment sales price have been continuously conducted, but it is not easy to accurately predict apartment prices because various characteristics are compounded. Prior to predicting apartment sales price, the analysis of major factors, influencing on sale prices, is of paramount importance to improve the accuracy of sales price. Therefore, this study aims to analyze what are the factors that affect the apartment sales price in Gwangju, which is currently showing a steady increase rate. With 6 years of Gwangju apartment transaction price and various social factor data, several maching learning techniques such as multiple regression analysis, random forest, and deep artificial neural network algorithms are applied to identify major factors in each model. The performances of each model are compared with RMSE (Root Mean Squared Error), MAE (Mean Absolute Error) and R2 (coefficient of determination). The experiment shows that several factors such as 'contract year', 'applicable area', 'certificate of deposit', 'mortgage rate', 'leading index', 'producer price index', 'coincident composite index' are analyzed as main factors, affecting the sales price.

Software Size Estimation Model for 4GL System (4GL 시스템에 대한 소프트웨어 크기 추정 모델)

  • Yoon, Myoung-Young
    • Proceedings of the Korea Society for Industrial Systems Conference
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    • 1999.05a
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    • pp.97-105
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    • 1999
  • An important task for any software project manager is to be able to predict and control project size. Unfortunately, there is comparatively little work that deals with the problem of building estimation methods for software size in fourth-generation languages systems. In this paper, we propose a new estimation method for estimating for software size based on minimum relative error(MRE) criterion. The characteristic of the proposed method is insensitive to the extreme values of the observed measures which can be obtained early in the development life cycle. In order to verify the performance of the proposed estimation method for software size in terms of both quality of fit and predictive quality, the experiments has been conducted for the dataset I and II, respectively. For the data set I and II, our proposed estimation method was shown to be superior to the traditional method LS and RLS in terms of both the quality of fit and predictive quality when applied to data obtained from actual software development projects.

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Estimation Method of Predicted Time Series Data Based on Absolute Maximum Value (최대 절대값 기반 시계열 데이터 예측 모델 평가 기법)

  • Shin, Ki-Hoon;Kim, Chul;Nam, Sang-Hun;Park, Sung-Jae;Yoo, Sung-Soo
    • Journal of Energy Engineering
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    • v.27 no.4
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    • pp.103-110
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    • 2018
  • In this paper, we introduce evaluation method of time series prediction model with new approach of Mean Absolute Percentage Error(hereafter MAPE) and Symmetric Mean Absolute Percentage Error(hereafter sMAPE). There are some problems using MAPE and sMAPE. First MAPE can't evaluate Zero observation of dataset. Moreover, when the observed value is very close to zero it evaluate heavier than other methods. Finally it evaluate different measure even same error between observations and predicted values. And sMAPE does different evaluations are made depending on whether the same error value is over-predicted or under-predicted. And it has different measurement according to the each sign, even if error is the same distance. These problems were solved by Maximum Mean Absolute Percentage Error(hereafter mMAPE). we used the absolute maximum of observed value as denominator instead of the observed value in MAPE, when the value is less than 1, removed denominator then solved the problem that the zero value is not defined. and were able to prevent heavier measurement problem. Also, if the absolute maximum of observed value is greater than 1, the evaluation values of mMAPE were compared with those of the other evaluations. With Beijing PM2.5 temperature data and our simulation data, we compared the evaluation values of mMAPE with other evaluations. And we proved that mMAPE can solve the problems that we mentioned.

Development of hybrid activation function to improve accuracy of water elevation prediction algorithm (수위예측 알고리즘 정확도 향상을 위한 Hybrid 활성화 함수 개발)

  • Yoo, Hyung Ju;Lee, Seung Oh
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.363-363
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    • 2019
  • 활성화 함수(activation function)는 기계학습(machine learning)의 학습과정에 비선형성을 도입하여 심층적인 학습을 용이하게 하고 예측의 정확도를 높이는 중요한 요소 중 하나이다(Roy et al., 2019). 일반적으로 기계학습에서 사용되고 있는 활성화 함수의 종류에는 계단 함수(step function), 시그모이드 함수(sigmoid 함수), 쌍곡 탄젠트 함수(hyperbolic tangent function), ReLU 함수(Rectified Linear Unit function) 등이 있으며, 예측의 정확도 향상을 위하여 다양한 형태의 활성화 함수가 제시되고 있다. 본 연구에서는 기계학습을 통하여 수위예측 시 정확도 향상을 위하여 Hybrid 활성화 함수를 제안하였다. 연구대상지는 조수간만의 영향을 받는 한강을 대상으로 선정하였으며, 2009년 ~ 2018년까지 10년간의 수문자료를 활용하였다. 수위예측 알고리즘은 Python 내 Tensorflow의 RNN (Recurrent Neural Networks) 모델을 이용하였으며, 강수량, 수위, 조위, 댐 방류량, 하천 유량의 수문자료를 학습시켜 3시간 및 6시간 후의 수위를 예측하였다. 예측정확도 향상을 위하여 입력 데이터는 정규화(Normalization)를 시켰으며, 민감도 분석을 통하여 신경망모델의 은닉층 개수, 학습률의 최적 값을 도출하였다. Hybrid 활성화 함수는 쌍곡 탄젠트 함수와 ReLU 함수를 혼합한 형태로 각각의 가중치($w_1,w_2,w_1+w_2=1$)를 변경하여 정확도를 평가하였다. 그 결과 가중치의 비($w_1/w_2$)에 따라서 예측 결과의 RMSE(Roote Mean Square Error)가 최소가 되고 NSE (Nash-Sutcliffe model Efficiency coefficient)가 최대가 되는 지점과 Peak 수위의 예측정확도가 최대가 되는 지점을 확인할 수 있었다. 본 연구는 현재 Data modeling을 통한 수위예측의 정확도 향상을 위해 기초가 되는 연구이나, 향후 다양한 형태의 활성화 함수를 제안하여 정확도를 향상시킨다면 예측 결과를 통하여 침수예보에 대한 의사결정이 가능할 것으로 기대된다.

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Study on the Short-Term Rainfall and their Dam Inflow Application (단기 예측강우와 댐 유입량 예측 적용성에 관한 연구)

  • Byun, Dong-Hyun;Kim, Jin-Hoon;Bae, Deg-Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.1063-1067
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    • 2008
  • 최근 국지적 집중호우로 인한 인명과 재산피해가 증가하고 있는 실정이며 이러한 피해를 경감하기 위한 하나의 방책으로써 홍수예경보 시스템 구축에 관한 관심이 증가하고 있다. 기존의 홍수예보 시스템은 강우의 실제 관측치를 모형의 입력자료로 하여 홍수유출을 계산함으로 인해 예보시간이 촉박하였다. 실시간 강우를 이용하여 유출계산을 수행하고 그 결과가 위험하다고 판단될 때 홍수예경보를 하므로 집중호우와 같은 악기상 조건에서는 적용에 한계가 있다. 따라서 정확한 기상예보를 활용한 기상-수자원 연계기법을 개발하여 홍수예경보 시스템에 적용한다면 악기상 감시예측기술의 향상과 더불어 재해의 방지차원에서 매우 유용한 대책이 될 것이다. 이에 본 연구에서는 단기 예측강우의 국내유역 적용성 여부를 검토하기 위해 30km의 공간 해상도를 가진 단기지역예보모델인 RDAPS(Regional Data Assimilation and Prediction System) 강수자료를 활용하여 기상학적 및 수문학적 정확도를 분석하였으며, 이를 바탕으로 예측강수의 높은 활용성이 기대되는 실제 한강수계의 주요 댐 지점에 HEC-1 모형을 이용하여 댐 유입량을 산정하고 그 적용성을 평가하고자 한다.

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Development of a Prediction Model for Fall Patients in the Main Diagnostic S Code Using Artificial Intelligence (인공지능을 이용한 주진단 S코드의 낙상환자 예측모델 개발)

  • Ye-Ji Park;Eun-Mee Choi;So-Hyeon Bang;Jin-Hyoung Jeong
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.16 no.6
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    • pp.526-532
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    • 2023
  • Falls are fatal accidents that occur more than 420,000 times a year worldwide. Therefore, to study patients with falls, we found the association between extrinsic injury codes and principal diagnosis S-codes of patients with falls, and developed a prediction model to predict extrinsic injury codes based on the data of principal diagnosis S-codes of patients with falls. In this study, we received two years of data from 2020 and 2021 from Institution A, located in Gangneung City, Gangwon Special Self-Governing Province, and extracted only the data from W00 to W19 of the extrinsic injury codes related to falls, and developed a prediction model using W01, W10, W13, and W18 of the extrinsic injury codes of falls, which had enough principal diagnosis S-codes to develop a prediction model. 80% of the data were categorized as training data and 20% as testing data. The model was developed using MLP (Multi-Layer Perceptron) with 6 variables (gender, age, principal diagnosis S-code, surgery, hospitalization, and alcohol consumption) in the input layer, 2 hidden layers with 64 nodes, and an output layer with 4 nodes for W01, W10, W13, and W18 exogenous damage codes using the softmax activation function. As a result of the training, the first training had an accuracy of 31.2%, but the 30th training had an accuracy of 87.5%, which confirmed the association between the fall extrinsic code and the main diagnosis S code of the fall patient.

Prediction of Soil-water Characteristic Curve and Unsaturated Permeability Coefficient of Reclaimed Ground (불포화 준설매립 지반의 흙-수분 특성곡선 및 불포화 투수계수 예측)

  • 신은철;이학주;오영인
    • Journal of the Korean Geotechnical Society
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    • v.20 no.1
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    • pp.109-120
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    • 2004
  • There has been outstanding research on the soil-water characteristic curves of unsaturated soils over the past several decades. Unfortunately, unsaturated soil mechanics has not been considered as an important factor in Korea. In this paper, laboratory test and numerical analysis(SoilVision Professional ver 3.04) were performed to investigate the prediction method of soil-water characteristic curve and unsaturated permeability coefficient in reclaimed ground. The pressure cell, desiccator, and tensiometor tests were conducted on three types of reclaimed soils(dredged soil, sand, weathered granite soil). Numerical analysis was executed to compare the results with the laboratory test results and also compared with the results of each prediction method. Based on the laboratory test, three different types of soils have shown different soil-water characteristic curves. The hysteresis fir these soils is clearly defined. As a result of numerical analysis, Fredlund & Xing's method and Fredlund & Wilson's model proved to worke out well for reclaimed ground soils in Korea. Also, predicting method based on the soil-water characteristic curves from the particle-size distributions is flirty reliable for estimating unsaturated permeability coefficient.

Impacts of Seasonal and Interannual Variabilities of Sea Surface Temperature on its Short-term Deep-learning Prediction Model Around the Southern Coast of Korea (한국 남부 해역 SST의 계절 및 경년 변동이 단기 딥러닝 모델의 SST 예측에 미치는 영향)

  • JU, HO-JEONG;CHAE, JEONG-YEOB;LEE, EUN-JOO;KIM, YOUNG-TAEG;PARK, JAE-HUN
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.27 no.2
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    • pp.49-70
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    • 2022
  • Sea Surface Temperature (SST), one of the ocean features, has a significant impact on climate, marine ecosystem and human activities. Therefore, SST prediction has been always an important issue. Recently, deep learning has drawn much attentions, since it can predict SST by training past SST patterns. Compared to the numerical simulations, deep learning model is highly efficient, since it can estimate nonlinear relationships between input data. With the recent development of Graphics Processing Unit (GPU) in computer, large amounts of data can be calculated repeatedly and rapidly. In this study, Short-term SST will be predicted through Convolutional Neural Network (CNN)-based U-Net that can handle spatiotemporal data concurrently and overcome the drawbacks of previously existing deep learning-based models. The SST prediction performance depends on the seasonal and interannual SST variabilities around the southern coast of Korea. The predicted SST has a wide range of variance during spring and summer, while it has small range of variance during fall and winter. A wide range of variance also has a significant correlation with the change of the Pacific Decadal Oscillation (PDO) index. These results are found to be affected by the intensity of the seasonal and PDO-related interannual SST fronts and their intensity variations along the southern Korean seas. This study implies that the SST prediction performance using the developed deep learning model can be significantly varied by seasonal and interannual variabilities in SST.