• 제목/요약/키워드: 파랑 예측 알고리즘

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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
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    • 2003.11a
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    • pp.475-478
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    • 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.

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Identification of fuzzy Model using Back-propagation : Electric Power Load Forecasting (역전파학습을 이용한 퍼지모델의 파라메터 동정: 전력부하 예측)

  • 김이곤;류영재;김홍렬;박창석;곽호철
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1995.10b
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    • pp.186-192
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    • 1995
  • 본 연구에서는 퍼지 클러스터링 알고리즘과 변수선택 방법을 이용하여 모델의 구조 동정을 행하고, 신경회로망의 Back-propagation 학습방법을 이용하여 파라메터동정을 행하 는 새로운 퍼지모델링 알고리즘을 제안하였다. 실제 데이터를 이용하여 전력부하예측시스템 을 설계하였으며 그 결과 타당성을 입증하였다.

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The Development of Dynamic Forecasting Model for Short Term Power Demand using Radial Basis Function Network (Radial Basis 함수를 이용한 동적 - 단기 전력수요예측 모형의 개발)

  • Min, Joon-Young;Cho, Hyung-Ki
    • The Transactions of the Korea Information Processing Society
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    • v.4 no.7
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    • pp.1749-1758
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    • 1997
  • This paper suggests the development of dynamic forecasting model for short-term power demand based on Radial Basis Function Network and Pal's GLVQ algorithm. Radial Basis Function methods are often compared with the backpropagation training, feed-forward network, which is the most widely used neural network paradigm. The Radial Basis Function Network is a single hidden layer feed-forward neural network. Each node of the hidden layer has a parameter vector called center. This center is determined by clustering algorithm. Theatments of classical approached to clustering methods include theories by Hartigan(K-means algorithm), Kohonen(Self Organized Feature Maps %3A SOFM and Learning Vector Quantization %3A LVQ model), Carpenter and Grossberg(ART-2 model). In this model, the first approach organizes the load pattern into two clusters by Pal's GLVQ clustering algorithm. The reason of using GLVQ algorithm in this model is that GLVQ algorithm can classify the patterns better than other algorithms. And the second approach forecasts hourly load patterns by radial basis function network which has been constructed two hidden nodes. These nodes are determined from the cluster centers of the GLVQ in first step. This model was applied to forecast the hourly loads on Mar. $4^{th},\;Jun.\;4^{th},\;Jul.\;4^{th},\;Sep.\;4^{th},\;Nov.\;4^{th},$ 1995, after having trained the data for the days from Mar. $1^{th}\;to\;3^{th},\;from\;Jun.\;1^{th}\;to\;3^{th},\;from\;Jul.\;1^{th}\;to\;3^{th},\;from\;Sep.\;1^{th}\;to\;3^{th},\;and\;from\;Nov.\;1^{th}\;to\;3^{th},$ 1995, respectively. In the experiments, the average absolute errors of one-hour ahead forecasts on utility actual data are shown to be 1.3795%.

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Minimisation Technique for Seismic Noise Using a Neural Network (인공신경망을 이용한 탄성파 잡음제거)

  • Hwang Hak Soo;Lee Sang Kyu;Lee Tai Sup;Sung Nak Hoon
    • Geophysics and Geophysical Exploration
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    • v.3 no.3
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    • pp.83-87
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    • 2000
  • The noise prediction filter using a local/remote reference was developed to obtain a high quality data from seismic surveys over the area where seismic transmission power is limited. The method used in the noise prediction filter is a 3-layer neural network whose algorithm is backpropagation. A NRF (Noise Reduction Factor) value of about 3.0 was obtained with appling training and test data to the trained noise prediction filter. However, the scaling technique generally used for minimizing EM noise from electric and electromagnetic data cannot reduce seismic noise, since the technique can allow only amplitude difference between two time series measured at the primary and reference sites.

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Short-term Load Forecasting Using Artificial Neural Network (인공신경망을 이용한 단기 부하예측모형)

  • Park, Moon-Hee
    • Journal of Energy Engineering
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    • v.6 no.1
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    • pp.68-76
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    • 1997
  • This paper presents a new neural network training algorithm which reduces the required training time considerably and overcomes many of the shortcomings presented by the conventional back-propagation algorithm. The algorithm uses a modified form of the back-propagation algorithm to minimize the mean squared error between the desired and actual outputs with respect to the inputs to the nonlinearities. Artificial Neural Network (ANN) model using the new algorithm is applied to forecast the short-term electric load. Inputs to the ANN are past loads and the output of the ANN is the hourly load forecast for a given day.

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On the Evolution of Leading Waves Generated by a Wavemaker (조파기에 의하여 발생된 선단파의 전개)

  • 박인규;최항순
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.4 no.3
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    • pp.156-160
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    • 1992
  • The evolution of leading waves generated by a wavemaker in a two-dimensional tank has been studied. The front of wave trains can be described in general by the Schrodinger equation. In particular, when the slope of the carrier waves is steep, and hence nonlinearity becomes important, the cubic Schrodinger equation is proved to be an appropriate mathematical model. Computations are made by using the Crank-Nicolson algorithm and compared with experimental data. It is found that the numerical result predicts the evolution of leading waves fairly well and the evolution is significantly affected by nonlinearity for steep waves when kh>1.36.

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A New Predictive EC Algorithm for Reduction of Memory Size and Bandwidth Requirements in Wavelet Transform (웨이블릿 변환의 메모리 크기와 대역폭 감소를 위한 Prediction 기반의 Embedded Compression 알고리즘)

  • Choi, Woo-Soo;Son, Chang-Hoon;Kim, Ji-Won;Na, Seong-Yu;Kim, Young-Min
    • Journal of Korea Multimedia Society
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    • v.14 no.7
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    • pp.917-923
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    • 2011
  • In this paper, a new prediction based embedded compression (EC) codec algorithm for the JPEG2000 encoder system is proposed to reduce excessive memory requirements. The EC technique can reduce the 50 % memory requirement for intermediate low-frequency coefficients during multiple discrete wavelet transform (DWT) stages compared with direct implementation of the DWT engine of this paper. The LOCO-I predictor and MAP are widely used in many lossless picture compression codec. The proposed EC algorithm use these predictor which are very simple but surprisingly effective. The predictive EC scheme adopts a forward adaptive quantization and fixed length coding to encoding the prediction error. Simulation results show that our LOCO-I and MAP based EC codecs present only PSNR degradation of 0.48 and 0.26 dB in average, respectively. The proposed algorithm improves the average PSNR by 1.39 dB compared to the previous work in [9].

Features Price Prediction Using Backpropagation Neural Network (신경망을 이용한 선물가 예측)

  • 김성환;이상훈;김기태
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.04c
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    • pp.467-469
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    • 2003
  • 본 논문에서는 KOSIP 200선물을 예측하기 위한 시스템으로 과거의 자료를 사용하여 거래패턴과 그 변화 및 시장의 가격과 거래량의 패턴을 학습하며, 미래의 선물가를 예측하는 시스템으로 역전파 신경망(Backpropagation Neural Network)을 학습 알고리즘으로 하는 L2K시스템 실험과 다양한 입력데이터와 훈련데이터의 변화를 테스트 하여 최적의 네트워크 구성하여 정확도를 향상 시켰다.

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A Study on the Forecasting of Daily Streamflow using the Multilayer Neural Networks Model (다층신경망모형에 의한 일 유출량의 예측에 관한 연구)

  • Kim, Seong-Won
    • Journal of Korea Water Resources Association
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    • v.33 no.5
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    • pp.537-550
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    • 2000
  • In this study, Neural Networks models were used to forecast daily streamflow at Jindong station of the Nakdong River basin. Neural Networks models consist of CASE 1(5-5-1) and CASE 2(5-5-5-1). The criteria which separates two models is the number of hidden layers. Each model has Fletcher-Reeves Conjugate Gradient BackPropagation(FR-CGBP) and Scaled Conjugate Gradient BackPropagation(SCGBP) algorithms, which are better than original BackPropagation(BP) in convergence of global error and training tolerance. The data which are available for model training and validation were composed of wet, average, dry, wet+average, wet+dry, average+dry and wet+average+dry year respectively. During model training, the optimal connection weights and biases were determined using each data set and the daily streamflow was calculated at the same time. Except for wet+dry year, the results of training were good conditions by statistical analysis of forecast errors. And, model validation was carried out using the connection weights and biases which were calculated from model training. The results of validation were satisfactory like those of training. Daily streamflow forecasting using Neural Networks models were compared with those forecasted by Multiple Regression Analysis Mode(MRAM). Neural Networks models were displayed slightly better results than MRAM in this study. Thus, Neural Networks models have much advantage to provide a more sysmatic approach, reduce model parameters, and shorten the time spent in the model development.

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Flood Inflow Forecasting on Multipurpose Reservoir by Neural Network (신경망리론에 의한 다목적 저수지의 홍수유입량 예측)

  • Sim, Sun-Bo;Kim, Man-Sik
    • Journal of Korea Water Resources Association
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    • v.31 no.1
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    • pp.45-57
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    • 1998
  • The purpose of this paper is to develop a neural network model in order to forecast flood inflow into the reservoir that has the nature of uncertainty and nonlinearity. The model has the features of multi-layered structure and parallel multi-connections. To develop the model. backpropagation learning algorithm was used with the Momentum and Levenberg-Marquardt techniques. The former technique uses gradient descent method and the later uses gradient descent and Gauss-Newton method respectively to solve the problems of local minima and for the speed of convergency. Used data for learning are continuous fixed real values of input as well as output to emulate the real physical aspects. after learning process. a reservoir inflows forecasting model at flood period was constructed. The data for learning were used to calibrate the developed model and the results were very satisfactory. applicability of the model to the Chungju Mlultipurpose Reservoir proved the availability of the developed model.

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