• Journal of Electrical Engineering and Technology
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• 제13권5호
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• pp.1841-1851
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• 2018

For the safe and stable operation of the power system, accurate wind power prediction is of great significance. A wind power prediction method based on empirical mode decomposition and improved extreme learning machine is proposed in this paper. Firstly, wind power time series is decomposed into several components with different frequency by empirical mode decomposition, which can reduce the non-stationary of time series. The components after decomposing remove the long correlation and promote the different local characteristics of original wind power time series. Secondly, an improved extreme learning machine prediction model is introduced to overcome the sample data updating disadvantages of standard extreme learning machine. Different improved extreme learning machine prediction model of each component is established. Finally, the prediction value of each component is superimposed to obtain the final result. Compared with other prediction models, the simulation results demonstrate that the proposed prediction method has better prediction accuracy for wind power.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.136-136
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• 2022

This study investigates the possibility of coupling empirical mode decomposition (EMD) for runoff prediction from machine learning (ML) models. Here, support vector regression (SVR) and convolutional neural network (CNN) were considered for ML algorithms. Precipitation (P), minimum temperature (Tmin), maximum temperature (Tmax) and their intrinsic mode functions (IMF) values were used for input variables at a monthly scale from Jan. 1973 to Dec. 2020 in the Grand river basin, Canada. The support vector machine-recursive feature elimination (SVM-RFE) technique was applied for finding the best combination of predictors among input variables. The results show that the proposed method outperformed the individual performance of SVR and CNN during the training and testing periods in the study area. According to the correlation coefficient (R), the EMD-SVR model outperformed the EMD-CNN model in both training and testing even though the CNN indicated a better performance than the SVR before using IMF values. The EMD-SVR model showed higher improvement in R value (38.7%) than that from the EMD-CNN model (7.1%). It should be noted that the coupled models of EMD-SVR and EMD-CNN represented much higher accuracy in runoff prediction with respect to the considered evaluation indicators, including root mean square error (RMSE) and R values.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2011년도 학술발표회
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• pp.90-90
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• 2011

Long-term nonstationary oscillations (NSOs) are commonly observed in hydrological and climatological data series such as low-frequency climate oscillation indices and precipitation dataset. In this work, we present a stochastic model that captures NSOs within a given variable. The model employs a data-adaptive decomposition method named empirical mode decomposition (EMD). Irregular oscillatory processes in a given variable can be extracted into a finite number of intrinsic mode functions with the EMD approach. A unique data-adaptive algorithm is proposed in the present paper in order to study the future evolution of the NSO components extracted from EMD.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2022년도 학술발표회
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• pp.150-150
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• 2022

This study investigates the roles of decomposition methods on high accuracy in daily rainfall prediction from light gradient boosting machine (LightGBM) algorithm. Here, empirical mode decomposition (EMD) and singular spectrum analysis (SSA) methods were considered to decompose and reconstruct input time series into trend terms, fluctuating terms, and noise components. The decomposed time series from EMD and SSA methods were used as input data for LightGBM algorithm in two hybrid models, including empirical mode-based light gradient boosting machine (EMDGBM) and singular spectrum analysis-based light gradient boosting machine (SSAGBM), respectively. A total of four parameters (i.e., temperature, humidity, wind speed, and rainfall) at a daily scale from 2003 to 2017 is used as input data for daily rainfall prediction. As results from statistical performance indicators, it indicates that the SSAGBM model shows a better performance than the EMDGBM model and the original LightGBM algorithm with no decomposition methods. It represents that the accuracy of LightGBM algorithm in rainfall prediction was improved with the SSA method when using multivariate dataset.

• 응용통계연구
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• 제27권3호
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• pp.431-444
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• 2014

본 논문에서는 시간-진동수 영역에서 시계열을 여러 구성 성분으로 분해하는 방법인 경험적모드분해법(Empirical Mode Decomposition)을 소개하고, 이를 이용하여 한국의 주요 거시 경제 지표를 대상으로 순환변동과 추세 성분을 추출하고 예측에 활용한다. 그 효율성을 살펴보기 위하여, 추출된 구성 성분들의 변동성, 동행성, 지속성, 인과성, 비정상성 및 예측력을 계산하고, 가장 보편적으로 널리 사용되고 있는 Hodrick-Prescott 필터에 의한 결과와 비교한다.

• Smart Structures and Systems
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• 제3권4호
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• pp.423-437
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• 2007

The empirical mode decomposition (EMD) method is well-known for its ability to decompose a multi-component signal into a set of intrinsic mode functions (IMFs). The method uses a sifting process in which local extrema of a signal are identified and followed by a spline fitting approximation for decomposition. This method provides an effective and robust approach for decomposing nonlinear and non-stationary signals. On the other hand, the IMF components do not automatically guarantee a well-defined physical meaning hence it is necessary to validate the IMF components carefully prior to any further processing and interpretation. In this paper, an attempt to use the EMD method to identify properties of nonlinear elastic multi-degree-of-freedom structures is explored. It is first shown that the IMF components of the displacement and velocity responses of a nonlinear elastic structure are numerically close to the nonlinear normal mode (NNM) responses obtained from two-dimensional invariant manifolds. The IMF components can then be used in the context of the NNM method to estimate the properties of the nonlinear elastic structure. A two-degree-of-freedom shear-beam building model is used as an example to illustrate the proposed technique. Numerical results show that combining the EMD and the NNM method provides a possible means for obtaining nonlinear properties in a structure.

• 한국수자원학회논문집
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• 제48권12호
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• pp.981-993
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• 2015

수문 시계열의 분석은 수문자료를 활용한 수자원의 효율적인 운영 및 관리에 필수적인 부분이며, 특히 장기적인 수문량 예측에 널리 활용되고 있다. 이러한 수문 시계열 분석은 전통적으로 하나의 자료계열을 하나의 요인으로 파악하여 자료를 분석하고 예측해왔지만 시계열 자료가 여러 가지 요인으로 혼합되 어 하나의 자료계열로 나타내질 수 있다는 가정 하에 각 요인들을 분해하여 분석하는 방법도 널리 연구되고 있다. 본 연구에서는 경험적 모드분해법을 이용하여 주어진 수문 시계열을 다중 성분으로 분해하고 분해된 각 요소를 시계열 모형으로 재구축한 후, 구축된 요소별 시계열 모형으로부터 예측된 값을 합하여 시계열을 예측하는 방법을 이용하였으며 이를 국내 댐 유입량에 적용한 후 그 결과를 나타내었다. 기존 시계열 모형과 경험적 모드분해법을 이용한 방법의 정확도를 비교한 결과, 기존의 시계열 모형을 이용하여 자료를 예측한 결과보다 경험적 모드분해법을 적용하여 자료를 분해한 후 시계열 자료를 예측한 결과가 주어진 시계열 자료를 더 잘 나타내는 것을 알 수 있었다.

• 응용통계연구
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• 제24권6호
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• pp.995-1006
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• 2011

A time series can be decomposed into simple components with a multiscale method. Empirical mode decomposition(EMD) is a recently invented multiscale method in Huang et al. (1998). It is natural to apply a classical prediction method such a vector autoregressive(AR) model to the obtained simple components instead of the original time series; in addition, a prediction procedure combining a classical prediction model to EMD and Hilbert spectrum is proposed in Kim et al. (2008). In this paper, we suggest to adopt principal component analysis(PCA) to the prediction procedure that enables the efficient selection of input variables among obtained components by EMD. We discuss the utility of adopting PCA in the prediction procedure based on EMD and Hilbert spectrum and analyze the daily worm account data by the proposed PCA adopted prediction method.

• Asia-Pacific Journal of Atmospheric Sciences
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• 제54권4호
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• pp.611-622
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• 2018

Observed climate data are processed under the assumption that their time series are stationary, as in multi-step temperature and precipitation prediction, which usually leads to low prediction accuracy. If a climate system model is based on a single prediction model, the prediction results contain significant uncertainty. In order to overcome this drawback, this study uses a method that integrates ensemble prediction and a stepwise regression model based on a mean-valued generation function. In addition, it utilizes empirical mode decomposition (EMD), which is a new method of handling time series. First, a non-stationary time series is decomposed into a series of intrinsic mode functions (IMFs), which are stationary and multi-scale. Then, a different prediction model is constructed for each component of the IMF using numerical ensemble prediction combined with stepwise regression analysis. Finally, the results are fit to a linear regression model, and a short-term climate prediction system is established using the Visual Studio development platform. The model is validated using temperature data from February 1957 to 2005 from 88 weather stations in Guangxi, China. The results show that compared to single-model prediction methods, the EMD and ensemble prediction model is more effective for forecasting climate change and abrupt climate shifts when using historical data for multi-step prediction.

• Structural Engineering and Mechanics
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• 제77권3호
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• pp.355-368
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• 2021

The time-varying mean (TVM) component of non-stationary wind speeds is commonly extracted utilizing empirical mode decomposition (EMD) in practice, whereas the accuracy of the extracted TVM is difficult to be quantified. To deal with this problem, this paper proposes an approach to identify and extract the optimal TVM from several TVM results obtained by the EMD. It is suggested that the optimal TVM of a 10-min time history of wind speeds should meet both the following conditions: (1) the probability density function (PDF) of fluctuating wind component agrees well with the modified Gaussian function (MGF). At this stage, a coefficient p is newly defined as an evaluation index to quantify the correlation between PDF and MGF. The smaller the p is, the better the derived TVM is; (2) the number of local maxima of obtained optimal TVM within a 10-min time interval is less than 6. The proposed approach is validated by a numerical example, and it is also adopted to extract the optimal TVM from the field measurement records of wind speeds collected during a sandstorm event.