• 한국항해항만학회지
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• 제35권1호
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• pp.83-91
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• 2011

예측의 정확성은 비용의 감소나 고객서비스의 제고를 위해 필수적으로 선행되어야 하기에 현재까지도 많은 연구자들에 의해 연구되고 있는 분야이다. 본 연구에서는 국내 항만의 컨테이너 물동량 예측에 있어 대표적인 비선형예측모형인 인공신경망모형과 ARIMA모형에 대한 비교연구를 수행하는데 목적을 두었고, 컨테이너 물동량 예측력 제고를 위해 ARIMA모형과 인공신경망(ANN)모형을 결합한 하이브리드모형을 사용해 다른 모형들과 예측성과를 비교하고자 한다. 특히 인공신경망모형의 네트워크 구조 설계에 부분에 있어 방대하며 복잡한 탐색공간에서도 전역해 찾기에 효과적인 기법으로 알려져 있는 유전알고리즘을 사용함과 동시에 인공신경망의 대표적인 모형으로 알려진 다층 퍼셉트론(MLP)뿐만 아니라 시간지연네트워크(TDNN)를 사용해 예측성과를 비교하였다. 그 결과 ANN모형과 하이브리드모형이 ARIMA모형보다 더 뛰어난 예측성과를 보이는 것으로 나왔다.

• 전기학회논문지
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• 제67권10호
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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.

• 한국수자원학회논문집
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• 제45권11호
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• pp.1187-1199
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• 2012

본 연구에서는 Wavelet Transform과 Support Vector Machine (SVM)을 결합한 Hybrid 상수도 수요량 예측 모형을 개발하였다. Wavelet Transform 방법을 활용하여 다양한 스케일이 존재하는 상수도 수요량 시계열을 분해하여 단순한 형태의 시계열로 변환하는데 이용하였으며, 비선형 예측모형인 SVM은 이들 단순화된 시계열을 예측하는데 활용하여 예측성능을 극대화시키는 방안을 수립하였다. 본 연구에서는 상수도 수요량 자료에서 내재되어 있는 주기의 특성과 비선형 예측모형의 장점을 서로 연계한 해석이 가능하였으며 시각적인 검토 및 모든 통계지표에서 개선된 예측결과를 확인할 수 있었다. 특히, 기존 ARIMA 모형 계열에서 나타나는 자기예측문제를 상당부분 개선한 결과를 보여줌으로서 실질적인 수요량 예측모형으로서 활용이 가능할 것으로 판단된다.

• 대한산업공학회지
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• 제37권1호
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• pp.74-82
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• 2011

The Bass model is a cornerstone in diffusion theory which is used for forecasting demand of durables or new services. Three well-known estimation methods for parameters of the Bass model are Ordinary Least Square (OLS), Maximum Likelihood Estimator (MLE), Nonlinear Least Square (NLS). In this paper, a hybrid method incorporating OLS and NLS is presented and it's performance is analyzed and compared with OLS and NLS by using simulation data and empirical data. The results show that NLS has the best performance in terms of accuracy and our hybrid method has the best performance in terms of stability. Specifically, hybrid method has better performance with less data. This result means much in practical aspect because the avaliable data is little when a diffusion model is used for forecasting demand of a new product.

• 대한토목학회논문집
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• 제38권5호
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• pp.655-669
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• 2018

본 연구에서는 비정상성 Bayesian 빈도해석모형을 토대로 외부 기상인자에 의한 시변성을 고려할 수 있는 계절강수량 예측모형을 구축한 후 산정된 결과를 입력 자료로 하여 직접적으로 일단위 이하의 극치강수량을 상세화시킬 수 있는 베타 모델(four parameter beta, 4PB)을 연계하여 한강 및 금강유역의 미래 계절 강수량 전망 및 일단위 이하의 확률강수량을 도출하였다. 모형의 적합성 검증을 위하여 2014~2017년의 모의된 사후 확률분포 값과 관측치를 비교하였다. 그 결과 계절강수량 모의에서 한강은 관측 값의 최대 약 86.3%, 금강은 약 98.9% 일치하는 것을 확인할 수 있었다. 지속시간별 극치강우량은 약 65.9~99.7%의 정확성을 나타냈다. 이에 본 연구에서 산정한 결과는 기상변동성을 다양한 시간규모에서 고려하기 위한 정보로 활용할 수 있을 것으로 판단된다.

• KEPCO Journal on Electric Power and Energy
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• 제8권1호
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• pp.21-29
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• 2022

Power generated from renewable energy has continuously increased recently. As the distributed generation begins to interconnect in the distribution system, an accurate generation forecasting has become important in efficient distribution planning. This paper explained method and current state of distributed power generation forecasting models. This paper presented selecting input and output variables for the forecasting model. In addition, this paper analyzed input variables and forecasting models that can use as mid-to long-term distributed power generation forecasting.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2021년도 학술발표회
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• pp.140-140
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• 2021

Urban flood management is a crucial and challenging task, particularly in developed cities. Therefore, accurate prediction of urban flooding under heavy precipitation is critically important to address such a challenge. In recent years, machine learning techniques have received considerable attention for their strong learning ability and suitability for modeling complex and nonlinear hydrological processes. Moreover, a survey of the published literature finds that hybrid computational intelligent methods using nature-inspired algorithms have been increasingly employed to predict or simulate the streamflow with high reliability. The present study is aimed to propose a novel approach, an ensemble tree, Bayesian Additive Regression Trees (BART) model incorporating a nature-inspired algorithm to predict hourly multi-step ahead streamflow. For this reason, a hybrid intelligent model was developed, namely GA-BART, containing BART model integrating with Genetic algorithm (GA). The Jungrang urban basin located in Seoul, South Korea, was selected as a case study for the purpose. A database was established based on 39 heavy rainfall events during 2003 and 2020 that collected from the rain gauges and monitoring stations system in the basin. For the goal of this study, the different step ahead models will be developed based in the methods, including 1-hour, 2-hour, 3-hour, 4-hour, 5-hour, and 6-hour step ahead streamflow predictions. In addition, the comparison of the hybrid BART model with a baseline model such as super vector regression models is examined in this study. It is expected that the hybrid BART model has a robust performance and can be an optional choice in streamflow forecasting for urban basins.

• Advances in Computational Design
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• 제5권4호
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• pp.445-465
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• 2020

This paper presents a study conducted with the aim of developing a model of tendering based on a technique of artificial intelligence by managing and controlling the factors of success or failure of construction projects through the evaluation of the process of invitation to tender. Aiming to solve this problem, analysis of the current environment based on SWOT (Strengths, Weaknesses, Opportunities, and Threats) is first carried out. Analysis was evaluated through a case study of the construction projects in Algeria, to bring about the internal and external factors which affect the process of invitation to tender related to the construction projects. This paper aims to develop a mean to identify threats-opportunities and strength-weaknesses related to the environment of various national construction projects, leading to the decision on whether to continue the project or not. Following a SWOT analysis, novel artificial intelligence models in forecasting the project status are proposed. The basic principal consists in interconnecting the different factors to model this phenomenon. An artificial neural network model is first proposed, followed by a model based on fuzzy logic. A third model resulting from the combination of the two previous ones is developed as a hybrid model. A simulation study is carried out to assess performance of the three models showing that the hybrid model is better suited in forecasting the construction project status than RNN (recurrent neural network) and FL (fuzzy logic) models.

• The Journal of Asian Finance, Economics and Business
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• 제9권10호
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• pp.159-168
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• 2022

The time series of foreign trade turnover is complex and variable and contains linear and nonlinear information. This paper proposes preprocessing the dataset by the EMD algorithm and combining the linear prediction advantage of the SARIMA model with the nonlinear prediction advantage of the EMD-LSTM model to construct the SARIMA-EMD-LSTM hybrid model by the weight assignment method. The forecast performance of the single models is compared with that of the hybrid models by using MAPE and RMSE metrics. Furthermore, it is confirmed that the weight assignment approach can benefit from the hybrid models. The results show that the SARIMA model can capture the fluctuation pattern of the time series, but it cannot effectively predict the sudden drop in foreign trade turnover caused by special reasons and has the lowest accuracy in long-term forecasting. The EMD-LSTM model successfully resolves the hysteresis phenomenon and has the highest forecast accuracy of all models, with a MAPE of 7.4304%. Therefore, it can be effectively used to forecast the Sino-Russia foreign trade turnover time series post-epidemic. Hybrid models cannot take advantage of SARIMA linear and LSTM nonlinear forecasting, so weight assignment is not the best method to construct hybrid models.

• Communications for Statistical Applications and Methods
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• 제31권1호
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• pp.143-154
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• 2024

This paper considers a combined model of exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models that are commonly used to forecast time series data. The combined model is constructed through an innovational state space model based on the level variable instead of the differenced variable, and the identifiability of the model is investigated. We consider the maximum likelihood estimation for the model parameters and suggest the model selection steps. The forecasting performance of the model is evaluated by two real time series data. We consider the three competing models; ETS, ARIMA and the trigonometric Box-Cox autoregressive and moving average trend seasonal (TBATS) models, and compare and evaluate their root mean squared errors and mean absolute percentage errors for accuracy. The results show that the combined model outperforms the competing models.