• Title/Summary/Keyword: Ensemble system

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A Climate Prediction Method Based on EMD and Ensemble Prediction Technique

  • Bi, Shuoben;Bi, Shengjie;Chen, Xuan;Ji, Han;Lu, Ying
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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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.

Dynamic Web Information Predictive System Using Ensemble Support Vector Machine (앙상블 SVM을 이용한 동적 웹 정보 예측 시스템)

  • Park, Chang-Hee;Yoon, Kyung-Bae
    • The KIPS Transactions:PartB
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    • v.11B no.4
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    • pp.465-470
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    • 2004
  • Web Information Predictive Systems have the restriction such as they need users profiles and visible feedback information for obtaining the necessary information. For overcoming this restrict, this study designed and implemented Dynamic Web Information Predictive System using Ensemble Support Vector Machine to be able to predict the web information and provide the relevant information every user needs most by click stream data and user feedback information, which have some clues based on the data. The result of performance test using Dynamic Web Information Predictive System using Ensemble Support Vector Machine against the existing Web Information Predictive System has preyed that this study s method is an excellence solution.

Development of the Expert Seasonal Prediction System: an Application for the Seasonal Outlook in Korea

  • Kim, WonMoo;Yeo, Sae-Rim;Kim, Yoojin
    • Asia-Pacific Journal of Atmospheric Sciences
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    • v.54 no.4
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    • pp.563-573
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    • 2018
  • An Expert Seasonal Prediction System for operational Seasonal Outlook (ESPreSSO) is developed based on the APEC Climate Center (APCC) Multi-Model Ensemble (MME) dynamical prediction and expert-guided statistical downscaling techniques. Dynamical models have improved to provide meaningful seasonal prediction, and their prediction skills are further improved by various ensemble and downscaling techniques. However, experienced scientists and forecasters make subjective correction for the operational seasonal outlook due to limited prediction skills and biases of dynamical models. Here, a hybrid seasonal prediction system that grafts experts' knowledge and understanding onto dynamical MME prediction is developed to guide operational seasonal outlook in Korea. The basis dynamical prediction is based on the APCC MME, which are statistically mapped onto the station-based observations by experienced experts. Their subjective selection undergoes objective screening and quality control to generate final seasonal outlook products after physical ensemble averaging. The prediction system is constructed based on 23-year training period of 1983-2005, and its performance and stability are assessed for the independent 11-year prediction period of 2006-2016. The results show that the ESPreSSO has reliable and stable prediction skill suitable for operational use.

A Forecasting System for KOSPI 200 Option Trading using Artificial Neural Network Ensemble (인공신경망 앙상블을 이용한 옵션 투자예측 시스템)

  • 이재식;송영균;허성회
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.11a
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    • pp.489-497
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    • 2000
  • After IMF situation, the money market environment is changing rapidly. Therefore, many companies including financial institutions and many individual investors are concerned about forecasting the money market, and they make an effort to insure the various profit and hedge methods using derivatives like option, futures and swap. In this research, we developed a prototype of forecasting system for KOSPI 200 option, especially call option, trading using artificial neural networks(ANN), To avoid the overfitting problem and the problem involved int the choice of ANN structure and parameters, we employed the ANN ensemble approach. We conducted two types of simulation. One is conducted with the hold signals taken into account, and the other is conducted without hold signals. Even though our models show low accuracy for the sample set extracted from the data collected in the early stage of IMF situation, they perform better in terms of profit and stability than the model that uses only the theoretical price.

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Extreme Learning Machine Ensemble Using Bagging for Facial Expression Recognition

  • Ghimire, Deepak;Lee, Joonwhoan
    • Journal of Information Processing Systems
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    • v.10 no.3
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    • pp.443-458
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    • 2014
  • An extreme learning machine (ELM) is a recently proposed learning algorithm for a single-layer feed forward neural network. In this paper we studied the ensemble of ELM by using a bagging algorithm for facial expression recognition (FER). Facial expression analysis is widely used in the behavior interpretation of emotions, for cognitive science, and social interactions. This paper presents a method for FER based on the histogram of orientation gradient (HOG) features using an ELM ensemble. First, the HOG features were extracted from the face image by dividing it into a number of small cells. A bagging algorithm was then used to construct many different bags of training data and each of them was trained by using separate ELMs. To recognize the expression of the input face image, HOG features were fed to each trained ELM and the results were combined by using a majority voting scheme. The ELM ensemble using bagging improves the generalized capability of the network significantly. The two available datasets (JAFFE and CK+) of facial expressions were used to evaluate the performance of the proposed classification system. Even the performance of individual ELM was smaller and the ELM ensemble using a bagging algorithm improved the recognition performance significantly.

An Effective Method of Design and Implementation for Conditional Access System in Terrestrial-DMB (지상파DMB 제한수신 시스템의 효율적인 설계 및 구현 방법)

  • Lee, Yong-Hoon;Lee, Jin-Hwan;Lee, Gwang-Soon;Lee, Soo-In;Kim, Nam
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.10A
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    • pp.1020-1030
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    • 2006
  • As the Terrestrial DMB(T-DMB) has been launched, service providers are focusing on finding a business model as well as preparing the variety of data services. So, the need for development of the CAS(Conditional Access system) is urgently required and its domestic standardization is also in progress. This Paper proposes design and implementation methods of an Ensemble Re-multiplexer and receiver platform for its verification that can be used for the CAS system in T-DMB. And, with transmitting ensemble stream scrambled by the proposed Ensemble Re-multiplexer, we verified their performance by do-scrambling and decoding according to scramble mode at the receiver platform.

Prediction Skill of Intraseasonal Monthly Temperature and Precipitation Variations for APCC Multi-Models (APCC 다중 모형 자료 기반 계절 내 월 기온 및 강수 변동 예측성)

  • Song, Chan-Yeong;Ahn, Joong-Bae
    • Atmosphere
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    • v.30 no.4
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    • pp.405-420
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    • 2020
  • In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.

Characteristics of Signal-to-Noise Paradox and Limits of Potential Predictive Skill in the KMA's Climate Prediction System (GloSea) through Ensemble Expansion (기상청 기후예측시스템(GloSea)의 앙상블 확대를 통해 살펴본 신호대잡음의 역설적 특징(Signal-to-Noise Paradox)과 예측 스킬의 한계)

  • Yu-Kyung Hyun;Yeon-Hee Park;Johan Lee;Hee-Sook Ji;Kyung-On Boo
    • Atmosphere
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    • v.34 no.1
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    • pp.55-67
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    • 2024
  • This paper aims to provide a detailed introduction to the concept of the Ratio of Predictable Component (RPC) and the Signal-to-Noise Paradox. Then, we derive insights from them by exploring the paradoxical features by conducting a seasonal and regional analysis through ensemble expansion in KMA's climate prediction system (GloSea). We also provide an explanation of the ensemble generation method, with a specific focus on stochastic physics. Through this study, we can provide the predictability limits of our forecasting system, and find way to enhance it. On a global scale, RPC reaches a value of 1 when the ensemble is expanded to a maximum of 56 members, underlining the significance of ensemble expansion in the climate prediction system. The feature indicating RPC paradoxically exceeding 1 becomes particularly evident in the winter North Atlantic and the summer North Pacific. In the Siberian Continent, predictability is notably low, persisting even as the ensemble size increases. This region, characterized by a low RPC, is considered challenging for making reliable predictions, highlighting the need for further improvement in the model and initialization processes related to land processes. In contrast, the tropical ocean demonstrates robust predictability while maintaining an RPC of 1. Through this study, we have brought to attention the limitations of potential predictability within the climate prediction system, emphasizing the necessity of leveraging predictable signals with high RPC values. We also underscore the importance of continuous efforts aimed at improving models and initializations to overcome these limitations.

A Comparison Study of Ensemble Approach Using WRF/CMAQ Model - The High PM10 Episode in Busan (앙상블 방법에 따른 WRF/CMAQ 수치 모의 결과 비교 연구 - 2013년 부산지역 고농도 PM10 사례)

  • Kim, Taehee;Kim, Yoo-Keun;Shon, Zang-Ho;Jeong, Ju-Hee
    • Journal of Korean Society for Atmospheric Environment
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    • v.32 no.5
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    • pp.513-525
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    • 2016
  • To propose an effective ensemble methods in predicting $PM_{10}$ concentration, six experiments were designed by different ensemble average methods (e.g., non-weighted, single weighted, and cluster weighted methods). The single weighted method was calculated the weighted value using both multiple regression analysis and singular value decomposition and the cluster weighted method was estimated the weighted value based on temperature, relative humidity, and wind component using multiple regression analysis. The effects of ensemble average methods were significantly better in weighted average than non-weight. The results of ensemble experiments using weighted average methods were distinguished according to methods calculating the weighted value. The single weighted average method using multiple regression analysis showed the highest accuracy for hourly $PM_{10}$ concentration, and the cluster weighted average method based on relative humidity showed the highest accuracy for daily mean $PM_{10}$ concentration. However, the result of ensemble spread analysis showed better reliability in the single weighted average method than the cluster weighted average method based on relative humidity. Thus, the single weighted average method was the most effective method in this study case.

Pareto RBF network ensemble using multi-objective evolutionary computation

  • Kondo, Nobuhiko;Hatanaka, Toshiharu;Uosaki, Katsuji
    • 제어로봇시스템학회:학술대회논문집
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    • 2005.06a
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    • pp.925-930
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    • 2005
  • In this paper, evolutionary multi-objective selection method of RBF networks structure is considered. The candidates of RBF network structure are encoded into the chromosomes in GAs. Then, they evolve toward Pareto-optimal front defined by several objective functions concerning with model accuracy and model complexity. An ensemble network constructed by such Pareto-optimal models is also considered in this paper. Some numerical simulation results indicate that the ensemble network is much robust for the case of existence of outliers or lack of data, than one selected in the sense of information criteria.

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