• Title/Summary/Keyword: Autoregressive moving average model

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Assessment of Wind Power Prediction Using Hybrid Method and Comparison with Different Models

  • Eissa, Mohammed;Yu, Jilai;Wang, Songyan;Liu, Peng
    • Journal of Electrical Engineering and Technology
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    • v.13 no.3
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    • pp.1089-1098
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    • 2018
  • This study aims at developing and applying a hybrid model to the wind power prediction (WPP). The hybrid model for a very-short-term WPP (VSTWPP) is achieved through analytical data, multiple linear regressions and least square methods (MLR&LS). The data used in our hybrid model are based on the historical records of wind power from an offshore region. In this model, the WPP is achieved in four steps: 1) transforming historical data into ratios; 2) predicting the wind power using the ratios; 3) predicting rectification ratios by the total wind power; 4) predicting the wind power using the proposed rectification method. The proposed method includes one-step and multi-step predictions. The WPP is tested by applying different models, such as the autoregressive moving average (ARMA), support vector machine (SVM), and artificial neural network (ANN). The results of all these models confirmed the validity of the proposed hybrid model in terms of error as well as its effectiveness. Furthermore, forecasting errors are compared to depict a highly variable WPP, and the correlations between the actual and predicted wind powers are shown. Simulations are carried out to definitely prove the feasibility and excellent performance of the proposed method for the VSTWPP versus that of the SVM, ANN and ARMA models.

Time-Series Estimation based AI Algorithm for Energy Management in a Virtual Power Plant System

  • Yeonwoo LEE
    • Korean Journal of Artificial Intelligence
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    • v.12 no.1
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    • pp.17-24
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    • 2024
  • This paper introduces a novel approach to time-series estimation for energy load forecasting within Virtual Power Plant (VPP) systems, leveraging advanced artificial intelligence (AI) algorithms, namely Long Short-Term Memory (LSTM) and Seasonal Autoregressive Integrated Moving Average (SARIMA). Virtual power plants, which integrate diverse microgrids managed by Energy Management Systems (EMS), require precise forecasting techniques to balance energy supply and demand efficiently. The paper introduces a hybrid-method forecasting model combining a parametric-based statistical technique and an AI algorithm. The LSTM algorithm is particularly employed to discern pattern correlations over fixed intervals, crucial for predicting accurate future energy loads. SARIMA is applied to generate time-series forecasts, accounting for non-stationary and seasonal variations. The forecasting model incorporates a broad spectrum of distributed energy resources, including renewable energy sources and conventional power plants. Data spanning a decade, sourced from the Korea Power Exchange (KPX) Electrical Power Statistical Information System (EPSIS), were utilized to validate the model. The proposed hybrid LSTM-SARIMA model with parameter sets (1, 1, 1, 12) and (2, 1, 1, 12) demonstrated a high fidelity to the actual observed data. Thus, it is concluded that the optimized system notably surpasses traditional forecasting methods, indicating that this model offers a viable solution for EMS to enhance short-term load forecasting.

Prediction of the Major Factors for the Analysis of the Erosion Effect on Atomic Oxygen in LEO Satellite Using a Machine Learning Method (LSTM)

  • Kim, You Gwang;Park, Eung Sik;Kim, Byung Chun;Lee, Suk Hoon;Lee, Seo Hyun
    • Journal of Aerospace System Engineering
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    • v.14 no.2
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    • pp.50-56
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    • 2020
  • In this study, we investigated whether long short-term memory (LSTM) can be used in the future to predict F10.7 index data; the F10.7 index is a space environment factor affecting atomic oxygen erosion. Based on this, we compared the prediction performances of LSTM, the Autoregressive integrated moving average (ARIMA) model (which is a traditional statistical prediction model), and the similar pattern searching method used for long-term prediction. The LSTM model yielded superior results compared to the other techniques in the prediction period starting from the max/min points, but presented inferior results in the prediction period including the inflection points. It was found that efficient learning was not achieved, owing to the lack of currently available learning data in the prediction period including the maximum points. To overcome this, we proposed a method to increase the size of the learning samples using the sunspot data and to upgrade the LSTM model.

Correlation analysis and time series analysis of Ground-water inflow rate into tunnel of Seoul subway system

  • 김성준;이강근;염병우
    • Proceedings of the Korean Society of Soil and Groundwater Environment Conference
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    • 2003.09a
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    • pp.254-257
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    • 2003
  • Statistical analysis is performed to estimate the correlations between geological or geographical factor and groundwater inflow rates in the Seoul subway system. Correlation analysis shows that among several geological and geographical factors fractures and streams have most strong effects on inflow rate into tunnels. In particular, subway line 5∼8 are affected more by these factors than subway line 1∼4. Time series analysis is carried out to forecast groundwater inflow rate. Time series analysis is a useful empirical method for simulation and forecasts in case that physical model can not be applied to. The time series of groundwater inflow rates is calculated using the observation data. Transfer function-noise model is applied with the precipitation data as input variables. For time series analysis, statistical methods are performed to identify proper model and autoregressive-moving average models are applied to evaluation of inflow rate. Each model is identified to satisfy the lowest value of information criteria. Results show that the values by result equations are well fitted with the actual inflow rate values. The selected models could give a good explanation of inflow rates variation into subway tunnels.

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Prodiction of Walleye Pollock , Theragra Chalcogramma , Landings in Korea by Time Series Analysis : AIC (시계열분석을 이용한 한국 명태어업의 어획량 예측 : AIC)

  • Park, Hae-Hoon;Yoon, Gab-Dong
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.32 no.3
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    • pp.235-240
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    • 1996
  • Forecasts of monthly landings of walleye pollock, Theragra chalcogramma, in Korea were carried out by the seasonal Autoregressive Integrated Moving Average(ARlMA) model. The Box - Cox transformation on the walleye pollock catch data handles nonstationary variance. The equation of Box - Cox transformation was Y'=($Y^0.31$_ 1)/0.31. The model identification was determined by minimum AIC(Akaike Information Criteria). And the seasonal ARlMA model is presented (1- O.583B)(1- $B^1$)(l- $B^12$)$Z_t$ =(l- O.912B)(1- O.732$B^12$)et where: $Z_t$=value at month t ; $B^p$ is a backward shift operator, that is, $B^p$$Z_t$=$Z_t$-P; and et= error term at month t, which is to forecast 24 months ahead the walleye pollock landings in Korea. Monthly forecasts of the walleye pollock landings for 1993~ 1994, which were compared with the actual landings, had an absolute percentage error(APE) range of 20.2-226.1 %. Thtal observed annual landings in 1993 and 1994 were 16, 61OM/T and 1O, 748M/T respectively, while the model predicted 10, 7 48M/T and 8, 203M/T(APE 37.0% and 23.7%, respectively).

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An estimation method based on autocovariance in the simple linear regression model (단순 선형회귀 모형에서 자기공분산에 근거한 최적 추정 방법)

  • Park, Cheol-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.2
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    • pp.251-260
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    • 2009
  • In this study, we propose a new estimation method based on autocovariance for selecting optimal estimators of the regression coefficients in the simple linear regression model. Although this method does not seem to be intuitively attractive, these estimators are unbiased for the corresponding regression coefficients. When the exploratory variable takes the equally spaced values between 0 and 1, under mild conditions which are satisfied when errors follow an autoregressive moving average model, we show that these estimators have asymptotically the same distributions as the least squares estimators. Additionally, under the same conditions as before, we provide a self-contained proof that these estimators converge in probability to the corresponding regression coefficients.

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Development of ARIMA-based Forecasting Algorithms using Meteorological Indices for Seasonal Peak Load (ARIMA모델 기반 생활 기상지수를 이용한 동·하계 최대 전력 수요 예측 알고리즘 개발)

  • Jeong, Hyun Cheol;Jung, Jaesung;Kang, Byung O
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.10
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    • pp.1257-1264
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    • 2018
  • This paper proposes Autoregressive Integrated Moving Average (ARIMA)-based forecasting algorithms using meteorological indices to predict seasonal peak load. First of all, this paper observes a seasonal pattern of the peak load that appears intensively in winter and summer, and generates ARIMA models to predict the peak load of summer and winter. In addition, this paper also proposes hybrid ARIMA-based models (ARIMA-Hybrid) using a discomfort index and a sensible temperature to enhance the conventional ARIMA model. To verify the proposed algorithm, both ARIMA and ARIMA-Hybrid models are developed based on peak load data obtained from 2006 to 2015 and their forecasting results are compared by using the peak load in 2016. The simulation result indicates that the proposed ARIMA-Hybrid models shows the relatively improved performance than the conventional ARIMA model.

Forecasting Demand of Agricultural Tractor, Riding Type Rice Transplanter and Combine Harvester by using an ARIMA Model

  • Kim, Byounggap;Shin, Seung-Yeoub;Kim, Yu Yong;Yum, Sunghyun;Kim, Jinoh
    • Journal of Biosystems Engineering
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    • v.38 no.1
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    • pp.9-17
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    • 2013
  • Purpose: The goal of this study was to develop a methodology for the demand forecast of tractor, riding type rice transplanter and combine harvester using an ARIMA (autoregressive integrated moving average) model, one of time series analysis methods, and to forecast their demands from 2012 to 2021 in South Korea. Methods: To forecast the demands of three kinds of machines, ARIMA models were constructed by following three stages; identification, estimation and diagnose. Time series used were supply and stock of each machine and the analysis tool was SAS 9.2 for Windows XP. Results: Six final models, supply based ones and stock based ones for each machine, were constructed from 32 tentative models identified by examining the ACF (autocorrelation function) plots and the PACF (partial autocorrelation function) plots. All demand series forecasted by the final models showed increasing trends and fluctuations with two-year period. Conclusions: Some forecast results of this study are not applicable immediately due to periodic fluctuation and large variation. However, it can be advanced by incorporating treatment of outliers or combining with another forecast methods.

Real-time SCR-HP(Selective catalytic reduction - high pressure) valve temperature collection and failure prediction using ARIMA (ARIMA를 활용한 실시간 SCR-HP 밸브 온도 수집 및 고장 예측)

  • Lee, Suhwan;Hong, Hyeonji;Park, Jisoo;Yeom, Eunseop
    • Journal of the Korean Society of Visualization
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    • v.19 no.1
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    • pp.62-67
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    • 2021
  • Selective catalytic reduction(SCR) is an exhaust gas reduction device to remove nitro oxides (NOx). SCR operation of ship can be controlled through valves for minimizing economic loss from SCR. Valve in SCR-high pressure (HP) system is directly connected to engine exhaust and operates in high temperature and high pressure. Long-term thermal deformation induced by engine heat weakens the sealing of the valve, which can lead to unexpected failures during ship sailing. In order to prevent the unexpected failures due to long-term valve thermal deformation, a failure prediction system using autoregressive integrated moving average (ARIMA) was proposed. Based on the heating experiment, virtual data mimicking temperature range around the SCR-HP valve were produced. By detecting abnormal temperature rise and fall based on the short-term ARIMA prediction, an algorithm determines whether present temperature data is required for failure prediction. The signal processed by the data collection algorithm was interpolated for the failure prediction. By comparing mean average error (MAE) and root mean square error (RMSE), ARIMA model and suitable prediction instant were determined.

Vibration Characteristic Study of Arc Type Shell Using Active Constrained Layer Damping (능동 구속감쇠층을 이용한 아크형태 셸 모델에 대한 진동특성 연구)

  • 고성현;박현철;황운봉;박철휴
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.14 no.3
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    • pp.193-200
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    • 2004
  • The Active Constrained Layer Damping(ACLD) combines the simplicity and reliability of passive damping with the low weight and high efficiency of active control to attain high damping characteristics. The proposed ACLD treatment consists of a viscoelastic damping which is sandwiched between an active piezoelectric layer and a host structure. In this manner, the smart ACLD consists of a Passive Constrained Layer Damping(PCLD) which is augmented with an active control in response to the structural vibrations. The arc type shell model is introduced to describe the interactions between the vibrating host structure, piezoelectric actuator and viscoelastic damping. The system is modeled by applying ARMAX model and changing a state-space form through the system identification method. An optimum control law for the piezo actuator is obtain by LQR(Linear Quadratic Regulator) method. The performance of the ACLD system is determined and compared with PCLD in order to demonstrate the effectiveness of the ACLD treatment. Also, the actuation capability of a piezo actuator is examined experimentally by varying thickness of viscoelastic material(VEM).