• The Transactions of the Korean Institute of Electrical Engineers P
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• v.63 no.3
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• pp.189-194
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• 2014

Due to the increasing of power consumption, it is difficult to construct accurate prediction model for daily peak power demand. It is very important work to know power demand in next day for manager and control power system. In this research, we develop a daily peak power demand prediction method based on hybrid type composed of AR and Neuro-Fuzzy model. Using data sets between 2006 and 2010 in Korea, the proposed method has been intensively tested. As the prediction results, we confirm that the proposed method makes it possible to effective estimate daily peak power demand than conventional methods.

• The Journal of Asian Finance, Economics and Business
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• v.7 no.10
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• pp.9-21
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• 2020

The aim of this paper is to predict the Borsa Istanbul (BIST) 30 index movements to determine the most accurate buy and sell decisions using the methods of Artificial Neural Networks (ANN) and Genetic Algorithm (GA). We combined these two methods to obtain a hybrid intelligence method, which we apply. In the financial markets, over 100 technical indicators can be used. However, several of them are preferred by analysts. In this study, we employed nine of these technical indicators. They are moving average convergence divergence (MACD), relative strength index (RSI), commodity channel index (CCI), momentum, directional movement index (DMI), stochastic oscillator, on-balance volume (OBV), average directional movement index (ADX), and simple moving averages (3-day moving average, 5-day moving average, 10-day moving average, 14-day moving average, 20-day moving average, 22-day moving average, 50-day moving average, 100-day moving average, 200-day moving average). In this regard, we combined these two techniques and obtained a hybrid intelligence method. By applying this hybrid model to each of these indicators, we forecast the movements of the Borsa Istanbul (BIST) 30 index. The experimental result indicates that our best proposed hybrid model has a successful forecast rate of 75%, which is higher than the single ANN or GA forecasting models.

• Journal of Information Processing Systems
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• v.15 no.5
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• pp.1201-1210
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• 2019

Stock price is characterized as being mutable, non-linear and stochastic. These key characteristics are known to have a direct influence on the stock markets globally. Given that the stock price data often contain both linear and non-linear patterns, no single model can be adequate in modelling and predicting time series data. The autoregressive integrated moving average (ARIMA) model cannot deal with non-linear relationships, however, it provides an accurate and effective way to process autocorrelation and non-stationary data in time series forecasting. On the other hand, the neural network provides an effective prediction of non-linear sequences. As a result, in this study, we used a hybrid ARIMA and neural network model to forecast the monthly closing price of the Shanghai composite index and Shenzhen component index.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.100-100
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• 2023

단기 강우 예측에는 주로 물리과정 기반 수치예보모델(NWPs, Numerical Prediction Models) 과 레이더 기반 확률론적 방법이 사용되어 왔으며, 최근에는 머신러닝을 이용한 레이더 기반 강우예측 모델이 단기 강우 예측에 뛰어난 성능을 보이는 것을 확인하여 관련 연구가 활발히 진행되고 있다. 하지만 머신러닝 기반 모델은 예측 선행시간 증가 시 성능이 크게 저하되며, 또한 대기의 물리적 과정을 고려하지 않는 Black-box 모델이라는 한계점이 존재한다. 본 연구에서는 이러한 한계를 극복하기 위해 머신러닝 기반 blending 기법을 통해 물리과정 기반 수치예보모델인 Weather Research and Forecasting (WRF)와 최신 머신러닝 기법 (cGAN, conditional Generative Adversarial Network) 기반 모델을 결합한 Hybrid 강우예측모델을 개발하고자 하였다. cGAN 기반 모델 개발을 위해 1시간 단위 1km 공간해상도의 레이더 반사도, WRF 모델로부터 산출된 기상 자료(온도, 풍속 등), 유역관련 정보(DEM, 토지피복 등)를 입력 자료로 사용하여 모델을 학습하였으며, 모델을 통해 물리 정보 및 머신러닝 기반 강우 예측을 생성하였다. 이렇게 생성된cGAN 기반 모델 결과와 WRF 예측 결과를 결합하는 머신러닝 기반 blending 기법을 통해Hybrid 강우예측 결과를 최종적으로 도출하였다. 본 연구에서는 Hybrid 강우예측 모델의 성능을 평가하기 위해 수도권 및 안동댐 유역에서 발생한 호우 사례를 기반으로 최대 선행시간 6시간까지 모델 예측 결과를 분석하였다. 이를 통해 물리과정 기반 모델과 머신러닝 기반 모델을 결합하는 Hybrid 기법을 적용하여 높은 정확도와 신뢰도를 가지는 고해상도 강수 예측 자료를 생성할 수 있음을 확인하였다.

• Journal of Korea Water Resources Association
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• v.34 no.4
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• pp.303-316
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• 2001

In this study, Radial Basis Function(RBF) Neural Networks Model, a kind of Hybrid Neural Networks was applied to hydrological forecasting in a small watershed. RBF Neural Networks Model has four kinds of parameters in it and consists of unsupervised and supervised training patterns. And Gaussian Kernel Function(GKF) was used among many kinds of Radial Basis Functions(RBFs). K-Means clustering algorithm was applied to optimize centers and widths which ate the parameters of GKF. The parameters of RBF Neural Networks Model such as centers, widths weights and biases were determined by the training procedures of RBF Neural Networks Model. And, with these parameters the validation procedures of RBF Neural Networks Model were carried out. RBF Neural Networks Model was applied to Wi-Stream basin which is one of the IHP Representative basins in South Korea. 10 rainfall events were selected for training and validation of RBF Neural Networks Model. The results of RBF Neural Networks Model were compared with those of Elman Neural Networks(ENN) Model. ENN Model is composed of One Step Secant BackPropagation(OSSBP) and Resilient BackPropagation(RBP) algorithms. RBF Neural Networks shows better results than ENN Model. RBF Neural Networks Model spent less time for the training of model and can be easily used by the hydrologists with little background knowledge of RBF Neural Networks Model.

• Korea Science and Art Forum
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• v.37 no.2
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• pp.35-46
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• 2019

The purpose of this study was to develop a hybrid model forecasting the optimal number of employees for the hotel MICE and investigate indicators' reliability and validity empirically. The dominant approach of manpower planning has long been conducted based on heuristic experience in the field of Hotel and MICE. There is little research on the manpower planning and forecasting in the hotel and MICE studies. However, it is significantly important to ensure how many the optimal number of employees are calculated to meet the goals of the company as well as the expectation of their customers. A focus group interview was used to collect data through a series of surveys. A total of 289 samples were collected to test validity of finalized indicators for forecasting the optimal number of employees for the Hotel MICE. The study developed 15 quantitative indicators and 19 qualitative indicators to forecasting the optimal number of employees for the Hotel MICE, based on three types of groups such as 'service-oriented', 'stability-oriented', and 'profitability-oriented' hotel company The study revealed the econometrics formula for the practical application for this field.

• Smart Structures and Systems
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• v.24 no.6
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• pp.733-744
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• 2019

Wind speed forecasting is critical for a variety of engineering tasks, such as wind energy harvesting, scheduling of a wind power system, and dynamic control of structures (e.g., wind turbine, bridge, and building). Wind speed, which has characteristics of random, nonlinear and uncertainty, is difficult to forecast. Nowadays, machine learning approaches (generalized regression neural network (GRNN), back propagation neural network (BPNN), and extreme learning machine (ELM)) are widely used for wind speed forecasting. In this study, two schemes are proposed to improve the forecasting performance of machine learning approaches. One is that optimization algorithms, i.e., cross validation (CV), genetic algorithm (GA), and particle swarm optimization (PSO), are used to automatically find the optimal model parameters. The other is that the combination of different machine learning methods is proposed by finite mixture (FM) method. Specifically, CV-GRNN, GA-BPNN, PSO-ELM belong to optimization algorithm-assisted machine learning approaches, and FM is a hybrid machine learning approach consisting of GRNN, BPNN, and ELM. The effectiveness of these machine learning methods in wind speed forecasting are fully investigated by one-year field monitoring data, and their performance is comprehensively compared.

• The Journal of Information Systems
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• v.10 no.2
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• pp.151-164
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• 2001

현재의 항공사 기내식 수요예측 시스템으로는 항공기 운항의 지연이나 초과 주문으로 인한 손실 문제를 해결하기 힘든 것으로 알려져 있다. 이러한 문제를 해결하기 위해 본 연구에서는 항공기 기내식 시계열 자료만을 입력변수로 사용한 단순인공신경망모형(simple neural network model), 단순인공신경망모형에 전통적인 시계열 기법(본 연구에서는 지수 평활법)의 예측 결과를 입력변수로 추가한 혼합인공신경망모형(hybrid neural network model), 그리고 혼합인공신경 망 모형에 상관관계가 높은 다른 시계열 자료(본 논문에서는 유사 노선의 다른 항공기 기내식 시계열 자료)를 인공신경망의 입력변수로 추가시킨 하이퍼혼합인공신경망모형(hyper hybrid neural network model)을 새로운 항공기 기내식 수요예측 기법으로 제안하고, 이들 모형의 예측력을 비교 분석하였다. 분석 결과 하이퍼혼합인공신경망 모형의 예측력이 가장 우수한 것으로 나타나, 인공신경 망을 기반으로 한 수요예측에 있어 상관관계가 높은 다른 시계열 자료를 입력변수로 추가함으로써 인공신경망모형의 예측력을 개선시킬 수 있음을 알 수 있었다

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.17 no.4
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• pp.183-189
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• 2024

In order to effectively predict time series data, this study proposed a hybrid prediction model that decomposes the data into trend, seasonality, and residual components using Seasonal-Trend Decomposition on Loess, and then applies ARIMA to the trend component, Fourier Series Regression to the seasonality component, and XGBoost to the remaining components. In addition, performance comparison experiments including ARIMA, XGBoost, LSTM, EMD-ARIMA, and CEEMDAN-LSTM models were conducted to evaluate the prediction performance of each model. The experimental results show that the proposed hybrid model outperforms the existing single models with the best performance indicator values in MAPE(3.8%), MAAPE(3.5%), and RMSE(0.35) metrics.

• Journal of Intelligence and Information Systems
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• v.5 no.1
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• pp.103-123
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• 1999

Input filtering as a preprocessing method is so much crucial to get good performance in time series forecasting. There are a few preprocessing methods (i.e. ARMA outputs as time domain filters, and Fourier transform or wavelet transform as time-frequency domain filters) for handling time series. Specially, the time-frequency domain filters describe the fractal structure of financial markets better than the time domain filters due to theoretically additional frequency information. Therefore, we, first of all, try to describe and analyze specially some issues on the effectiveness of different filtering methods from viewpoint of the performance of a neural network based forecasting. And then we discuss about neural network model architecture issues, for example, what type of neural network learning architecture is selected for our time series forecasting, and what input size should be applied to a model. In this study an input selection problem is limited to a size selection of the lagged input variables. To solve this problem, we simulate on analyzing and comparing a few neural networks having different model architecture and also use an embedding dimension measure as chaotic time series analysis or nonlinear dynamic analysis to reduce the dimensionality (i.e. the size of time delayed input variables) of the models. Throughout our study, experiments for integration methods of joint time-frequency analysis and neural network techniques are applied to a case study of daily Korean won / U. S dollar exchange returns and finally we suggest an integration framework for future research from our experimental results.