• 제목/요약/키워드: Error Forecasting

검색결과 536건 처리시간 0.023초

PM10 예보 향상을 위한 민감도 분석에 의한 역모델 파라메터 추정 (Inverse Model Parameter Estimation Based on Sensitivity Analysis for Improvement of PM10 Forecasting)

  • 유숙현;구윤서;권희용
    • 한국멀티미디어학회논문지
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    • 제18권7호
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    • pp.886-894
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    • 2015
  • In this paper, we conduct sensitivity analysis of parameters used for inverse modeling in order to estimate the PM10 emissions from the 16 areas in East Asia accurately. Parameters used in sensitivity analysis are R, the observational error covariance matrix, and B, a priori (background) error covariance matrix. In previous studies, it was used with the predetermined parameter empirically. Such a method, however, has difficulties in estimating an accurate emissions. Therefore, an automatically determining method for the most suitable value of R and B with an error measurement criteria and posteriori emissions accuracy is required. We determined the parameters through a sensitivity analysis, and improved the accuracy of posteriori emissions estimation. Inverse modeling methods used in the emissions estimation are pseudo inverse, NNLS (Nonnegative Least Square), and BA(Bayesian Approach). Pseudo inverse has a small error, but has negative values of emissions. In order to resolve the problem, NNLS is used. It has a unrealistic emissions, too. The problems are resolved with BA(Bayesian Approach). We showed the effectiveness and the accuracy of three methods through case studies.

하계 특수경부하기간의 단기 전력수요예측 (Short-Term Load Forecast for Summer Special Light-Load Period)

  • 박정도;송경빈
    • 전기학회논문지
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    • 제62권4호
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    • pp.482-488
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    • 2013
  • Load forecasting is essential to the economical and the stable power system operations. In general, the forecasting days can be classified into weekdays, weekends, special days and special light-load periods in short-term load forecast. Special light-load periods are the consecutive holidays such as Lunar New Years holidays, Korean Thanksgiving holidays and summer special light-load period. For the weekdays and the weekends forecast, the conventional methods based on the statistics are mainly used and show excellent results for the most part. The forecast algorithms for special days yield good results also but its forecast error is relatively high than the results of the weekdays and the weekends forecast methods. For summer special light-load period, none of the previous studies have been performed ever before so if the conventional methods are applied to this period, forecasting errors of the conventional methods are considerably high. Therefore, short-term load forecast for summer special light-load period have mainly relied on the experience of power system operation experts. In this study, the trends of load profiles during summer special light-load period are classified into three patterns and new forecast algorithms for each pattern are suggested. The proposed method was tested with the last ten years' summer special light-load periods. The simulation results show the excellent average forecast error near 2%.

계절성과 온도를 고려한 일별 최대 전력 수요 예측 연구 (Electricity Demand Forecasting for Daily Peak Load with Seasonality and Temperature Effects)

  • 정상욱;김삼용
    • 응용통계연구
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    • 제27권5호
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    • pp.843-853
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    • 2014
  • 급증하고 있는 전력수요에 대한 신뢰성 있는 예측은 합리적인 전력수급계획 수립 및 운용에 있어서 매우 중대한 사안이다. 본 논문에서는 여러 시계열 모형의 비교를 통해 전력수요량과 밀접한 연관성이 있는 온도를 어떠한 형태로 고려할 것인지, 또한 4계절이 뚜렷하여 계절별 기온 차가 많이 나는 우리나라의 특성을 어떻게 고려할 것인지에 대하여 연구하였다. 모형 간 예측력을 비교하기 위하여 Mean Absolute Percentage Error(MAPE)를 사용하였다. 모형의 성능비교 결과는 냉 난방지수와 계절요인을 동시에 고려하면서 큰 변동성을 잘 고려해줄 수 있는 Reg-AR GARCH 모형이 가장 우수한 예측력을 나타냈다.

양파와 마늘가격 예측모형의 예측력 고도화 방안 (Improving Forecasting Performance for Onion and Garlic Prices)

  • 하지희;서상택;김선웅
    • 농촌계획
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    • 제25권4호
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    • pp.109-117
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    • 2019
  • The purpose of this study is to present a time series model of onion and garlic prices. After considering the various time series models, we calculated the appropriate time series models for each item and then selected the model with the minimized error rate by reflecting the monthly dummy variables and import data. Also, we examined whether the predictive power improves when we combine the predictions of the Korea Rural Economic Institute with the predictions of time series models. As a result, onion prices were identified as ARMGARCH and garlic prices as ARXM. Monthly dummy variables were statistically significant for onion in May and garlic in June. Garlic imports were statistically significant as a result of adding imports as exogenous variables. This study is expected to help improve the forecasting model by suggesting a method to minimize the price forecasting error rate in the case of the unstable supply and demand of onion and garlic.

시간대별 기온과 전력 사용량의 민감도를 적용한 전력 에너지 수요 예측 (The Forecasting Power Energy Demand by Applying Time Dependent Sensitivity between Temperature and Power Consumption)

  • 김진호;이창용
    • 산업경영시스템학회지
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    • 제42권1호
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    • pp.129-136
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    • 2019
  • In this study, we proposed a model for forecasting power energy demand by investigating how outside temperature at a given time affected power consumption and. To this end, we analyzed the time series of power consumption in terms of the power spectrum and found the periodicities of one day and one week. With these periodicities, we investigated two time series of temperature and power consumption, and found, for a given hour, an approximate linear relation between temperature and power consumption. We adopted an exponential smoothing model to examine the effect of the linearity in forecasting the power demand. In particular, we adjusted the exponential smoothing model by using the variation of power consumption due to temperature change. In this way, the proposed model became a mixture of a time series model and a regression model. We demonstrated that the adjusted model outperformed the exponential smoothing model alone in terms of the mean relative percentage error and the root mean square error in the range of 3%~8% and 4kWh~27kWh, respectively. The results of this study can be used to the energy management system in terms of the effective control of the cross usage of the electric energy together with the outside temperature.

합리적인 하천수 관리체계 구축을 위한 자료기반 방류량 예측모형 개발 (Development of a Data-Driven Model for Forecasting Outflow to Establish a Reasonable River Water Management System)

  • 유형주;이승오;최서혜;박문형
    • 한국방재안전학회논문집
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    • 제13권4호
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    • pp.75-92
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    • 2020
  • 일반적으로 물수지 분석 시 공급에 해당되는 회귀수량의 경우 용수별 회귀율을 일률적으로 정하여 산정하는 방법을 채택하고 있어 정확한 가용유량을 산정하지 못하는 한계를 갖고 있다. 이에 본 연구에서는 회귀수 중 하·폐수에 초점을 두었고 인공신경망 등의 기계학습 모형을 적용하여 하수종말처리장의 방류량 예측 모형을 개발하였다. 시계열 자료예측 시 사용되는 주요 기계학습 모형인 LSTM (Long Short-Term Memory), GRU (Gated Recurrent Units), SVR (Support Vector Regression)모형을 적용하였으며 관측 값과 예측 값을 비교하는 오차지표를 통하여 방류량 예측의 최적의 모형을 선정하였다. 모형 적용 결과, GRU 모형의 평균제곱근 오차(Root Mean Square Error, RMSE)는 LSTM 모형과 SVR 모형보다 작으며 Nash-Sutcliffe 계수(NSE)는 LSTM 모형과 SVR 모형보다 큰 것을 확인하였고, 이를 근거로 하수종말처리장의 방류량 예측에 최적모형은 GRU 모형이라고 판단하였다. 다만, 극값에서는 예측 값이 과소 및 과대 산정되는 경향을 보여 추후 예측 정확도 향상을 위해서는 극한사상에 대한 추가자료 구축 및 입력 자료의 최소시간단위를 축소하는 것이 필요할 것으로 판단되었다. 또한, 예측하고자 하는 대상지의 용수이용량을 검토하고 계절적 영향을 반영할 수 있는 추가인자를 고려하게 되면 기후변동성에 대비하여 정확한 방류량 예측이 가능하며 예측 결과를 토대로 종합적인 하천수 사용관리 및 물이용 계획 수립을 위한 기초자료로 활용될 수 있을 것으로 기대된다.

동적 모형에 의한 예측치의 정도 향상에 관한 연구 (A Study on increasing the fitness of forecasts using Dynamic Model)

  • 윤석환;윤상원;신용백
    • 산업경영시스템학회지
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    • 제19권40호
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    • pp.1-14
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    • 1996
  • We develop a dynamic demand forecasting model compared to regression analysis model and AutoRegressive Integrated Moving Average(ARIMA) model. The dynamic model can apply to the current dynamic data to forecasts through introducing state equation. A multiple regression model and ARIMA model using given data are designed via the model analysis. The forecasting fitness evaluation between the designed models and the dynamic model is compared with the criterion of sum of squared error.

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The Selection of Growth Models in Technological Forecasting

  • Oh, Hyun-Seung
    • 한국경영과학회지
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    • 제16권1호
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    • pp.120-134
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    • 1991
  • Various technological forecasting models have been proposed to represent the time pattern of technological growths. Of six such models studied, some models do significantly better than others, especially at low penetration levels, in predicting future levels of growth. Criteria for selecting an appropriate model for technological growth model are examined in this study. Two major characteristics were selected which differentiate the various models ; the skew of the curve and the underlying assumptions regarding the variance of the error structure of the model. Although the use of statistical techniques stil requires some subjective input and interpretations, this study provides some practical procedures in the selection of technological growth models and helps to reduce or control the potential source of judgmental error inconsistencies in the analyst's decision.

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관개계획을 위한 일기예보의 신뢰성과 활용성 (Reliability and Applicability of Weather Forecasts for Irrigation Scheduling)

  • 이남호
    • 한국농공학회지
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    • 제41권6호
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    • pp.25-32
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    • 1999
  • The purpose of this study is to analyse the accuracy of weather forecasts of temperature, precipitation probability , and sky condition and to evaluate the applicability of weather forecasts for the estimation of potential evapotranspiration for irrigation scheduling. Five weather station s were selected to compare forecasted and measured climatcal data. The error between forecasted and measured temperature was calculated and discussed. The accuracy of temperature forecast using relative frequency of the error was calculated . The temperature forecasting showed considerably high accuracy. Average sunshine hours for forecasted sky conditions were calculated and showed reasonable quality. From the reliability graphs, the forecasting precipation probabililty was reliable. Potential evapotranspirations were calculated and compared using forecast and measured temperatures. The weather forecast is considered usable for irrigation scheculing.

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Estimation of Smoothing Constant of Minimum Variance and Its Application to Shipping Data with Trend Removal Method

  • Takeyasu, Kazuhiro;Nagata, Keiko;Higuchi, Yuki
    • Industrial Engineering and Management Systems
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    • 제8권4호
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    • pp.257-263
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    • 2009
  • Focusing on the idea that the equation of exponential smoothing method (ESM) is equivalent to (1, 1) order ARMA model equation, new method of estimation of smoothing constant in exponential smoothing method is proposed before by us which satisfies minimum variance of forecasting error. Theoretical solution was derived in a simple way. Mere application of ESM does not make good forecasting accuracy for the time series which has non-linear trend and/or trend by month. A new method to cope with this issue is required. In this paper, combining the trend removal method with this method, we aim to improve forecasting accuracy. An approach to this method is executed in the following method. Trend removal by a linear function is applied to the original shipping data of consumer goods. The combination of linear and non-linear function is also introduced in trend removal. For the comparison, monthly trend is removed after that. Theoretical solution of smoothing constant of ESM is calculated for both of the monthly trend removing data and the non monthly trend removing data. Then forecasting is executed on these data. The new method shows that it is useful especially for the time series that has stable characteristics and has rather strong seasonal trend and also the case that has non-linear trend. The effectiveness of this method should be examined in various cases.