• Journal of Intelligence and Information Systems
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• v.1 no.1
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• pp.135-148
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• 1995

Neural Networks have been advocated as an alternative to statistical forecasting methods. However, the empirical evidences are not consistent. In the present experiments, multi-layered perceptron (MLP) are adopted as approximator to the time series generating processes. To prevent the MLP from being overfitted to the given time series, the information obtained from ARMA modeling is used to determine the architecture of MLP. The proposed approach was tested empirically using the subsamples of the 111 time series used in the first Markridakis Competition. The forecasting results were analyzed to find out the factors that affect the performance of MLP. The experimental results show that the proposed approach outperforms ARMA models in terms of fitting and forecasting accuracy. In addition, it is found that the use of deseasonalized data improves the forecasting accuracy of MLP.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.186-186
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• 2022

강수 및 침투 등으로 발생하는 지하수위의 변동을 예측하는 것은 지하수 자원의 활용 및 관리에 필수적이다. 지하수위의 변동은 지하수 자원의 활용 및 관리뿐만이 아닌 홍수 발생과 지반의 응력상태 등에 직접적인 영향을 미치기 때문에 정확한 예측이 필요하다. 본 연구는 인공신경망 중 다층퍼셉트론(Multi Layer Perceptron, MLP)을 이용한 지하수위 예측성능 향상을 위해 MLP의 구조 중 Optimizer를 개량하였다. MLP는 입력자료와 출력자료간 최적의 상관관계(가중치 및 편향)를 찾는 Optimizer와 출력되는 값을 결정하는 활성화 함수의 연산을 반복하여 학습한다. 특히 Optimizer는 신경망의 출력값과 관측값의 오차가 최소가 되는 상관관계를 찾는 연산자로써 MLP의 학습 및 예측성능에 직접적인 영향을 미친다. 기존의 Optimizer는 경사하강법(Gradient Descent, GD)을 기반으로 하는 Optimizer를 사용했다. 하지만 기존의 Optimizer는 미분을 이용하여 상관관계를 찾기 때문에 지역탐색 위주로 진행되며 기존에 생성된 상관관계를 저장하는 구조가 없어 지역 최적해로 수렴할 가능성이 있다는 단점이 있다. 본 연구에서는 기존 Optimizer의 단점을 개선하기 위해 지역탐색과 전역탐색을 동시에 고려할 수 있으며 기존의 해를 저장하는 구조가 있는 메타휴리스틱 최적화 알고리즘을 이용하였다. 메타휴리스틱 최적화 알고리즘 중 구조가 간단한 화음탐색법(Harmony Search, HS)과 GD의 결합모형(HS-GD)을 MLP의 Optimizer로 사용하여 기존 Optimizer의 단점을 개선하였다. HS-GD를 이용한 MLP의 성능검토를 위해 이천시 지하수위 예측을 실시하였으며 예측 결과를 기존의 Optimizer를 이용한 MLP 및 HS를 이용한 MLP의 예측결과와 비교하였다.

• Proceedings of the Korea Water Resources Association Conference
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• 2016.05a
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• pp.86-86
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• 2016

본 연구는 가뭄 예측에 대한 오차를 알고리즘과 결합하여 다층 퍼셉트론 (Multi-layer Perceptron, MLP) 네트워크 구조를 인공신경망 모형에 적용하고, 표준강수지수(Standard Precipitation Index, SPI)를 입 력 및 출력 변수로 구성하여 가뭄예측을 시도하였다. 예측모델을 평가하기 위해 기상청 산하의 59개 관측소에 대한 1980년부터 2015년까지의 기상자료를 적용하였으며, 수립된 자료를 활용하여 한반도 전역의 가뭄에 대한 시공간적인 분석을 수행하였다. 단기가뭄 예측성능을 평가하기 위해 2000년에서 2015년까지 16년간의 모의결과를 ROC 분석을 통하여 시공간적 단기가뭄 예측성능을 평가하고 혼동행렬(Conversion Matrix) 구성에 대한 조건적 확률의 다각적 검토를 통해 모델 예측에 대한 정확성(Accuracy), 신뢰성(Precision) 등 다양한 예측성능에 대한 평가를 수행하고 2016년 가뭄전망을 제시하고자 한다.

• Journal of Intelligence and Information Systems
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• v.14 no.3
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• pp.25-39
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• 2008

The objective of this study is to forecast the operational continuous ability using Artificial Neural Networks in battalion defensive operation for the commander decision making support. The forecasting of the combat result is one of the most complex issue in military science. However, it is difficult to formulate a mathematical model to evaluate the combat power of a battalion in defensive operation since there are so many parameters and high temporal and spatial variability among variables. So in this study, we used company combat power level data in Battalion Command in Battle Training as input data and used Feed-Forward Multilayer Perceptrons(MLP) and General Regression Neural Network (GRNN) to evaluate operational continuous ability. The results show 82.62%, 85.48% of forecasting ability in spite of non-linear interactions among variables. We think that GRNN is a suitable technique for real-time commander's decision making and evaluation of the commitment priority of troops in reserve.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1207-1210
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• 2009

The goal of this research is to apply the neural networks models for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks models consist of generalized regression neural networks model (GRNNM) and multilayer perceptron neural networks model (MLP-NNM), respectively. The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks models, they are composed of training and test performances, respectively. The training and test performances consist of the only historic data, respectively. From this research, we evaluate the impact of GRNNM and MLP-NNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE data from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1215-1218
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• 2009

The goal of this research is to apply the neural networks models for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks models consist of generalized regression neural networks model (GRNNM) and multilayer perceptron neural networks model (MLP-NNM), respectively. The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks models, they are composed of training and test performances, respectively. The training data consist of the mixed data The mixed data involves the historic data and the generated data using PARMA (1,1). And, the testing data consist of the only historic data, respectively. From this research, we evaluate the impact of GRNNM and MLP-NNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE data from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

• Proceedings of the Korea Water Resources Association Conference
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• 2009.05a
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• pp.1211-1214
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• 2009

The goal of this research is to apply the neural networks models for the disaggregation of the pan evaporation (PE) data, Republic of Korea. The neural networks models consist of generalized regression neural networks model (GRNNM) and multilayer perceptron neural networks model (MLP-NNM), respectively. The disaggregation means that the yearly PE data divides into the monthly PE data. And, for the performances of the neural networks models, they are composed of training and test performances, respectively. The training data consist of the generated data using PARMA (1,1). And, the testing data consist of the historic data, respectively. From this research, we evaluate the impact of GRNNM and MLP-NNM for the disaggregation of the nonlinear time series data. We should, furthermore, construct the credible data of the monthly PE data from the disaggregation of the yearly PE data, and can suggest the methodology for the irrigation and drainage networks system.

• Journal of Korea Water Resources Association
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• v.49 no.10
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• pp.877-885
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• 2016

In this study, the Standard Precipitation Index(SPI), meteorological drought index, was used to evaluate the temporal and spatial assessment of drought forecasting results for all cross Korea. For the drought forecasting, the Multi Layer Perceptron-Artificial Neural Network (MLP-ANN) was selected and the drought forecasting was performed according to different forecasting lead time for SPI (3) and SPI (6). The precipitation data observed in 59 gaging stations of Korea Meteorological Adminstration (KMA) from 1976~2015. For the performance evaluation of the drought forecasting, the binary classification confusion matrix, such as evaluating the status of drought occurrence based on threshold, was constituted. Then Receiver Operating Characteristics (ROC) score and F score according to conditional probability are computed. As a result of ROC analysis on forecasting performance, drought forecasting performance, of applying the MLP-ANN model, shows satisfactory forecasting results. Consequently, two-month and five-month leading forecasts were possible for SPI (3) and SPI (6), respectively.

• Journal of Information Technology Applications and Management
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• v.24 no.1
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• pp.111-128
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• 2017

Existing studies for recommender have focused on recommending an appropriate item based on the customer preference. However, it has not yet been studied actively to recommend purchase timing for the repurchase product despite of its importance. This study aims to propose MLP and RNN models based on the only simple purchase history data to predict the timing of customer repurchase and compare performances in the perspective of prediction accuracy and quality. As an experiment result, RNN model showed outstanding performance compared to MLP model. The proposed model can be used to develop CRM system which can offer SMS or app based promotion to the customer at the right time. This model also can be used to increase sales for repurchase product business by balancing the level of order as well as inducing repurchase of customer.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.28 no.5B
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• pp.485-493
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• 2008

The Artificial Neural Network (ANN) model was suggested for predicting probability of precipitation (PoP) using RDAPS NWP model, observation at AWS and upper-air sounding station. The prediction work was implemented for flood season and the data period is the July, August of 2001 and June of 2002. Neural network input variables (predictors) were composed of geopotential height 500/750/1000 hPa, atmospheric thickness 500-1000 hPa, X & Y-component of wind at 500 hPa, X & Y-component of wind at 750 hPa, wind speed at surface, temperature at 500/750 hPa/surface, mean sea level pressure, 3-hr accumulated precipitation, occurrence of observed precipitation, precipitation accumulated in 6 & 12 hrs previous to RDAPS run, precipitation occurrence in 6 & 12 hrs previous to RDAPS run, relative humidity measured 0 & 12 hrs before RDAPS run, precipitable water measured 0 & 12 hrs before RDAPS run, precipitable water difference in 12 hrs previous to RDAPS run. The suggested ANN has a 3-layer perceptron (multi layer perceptron; MLP) and back-propagation learning algorithm. The result shows that there were 6.8% increase in Hit rate (H), especially 99.2% and 148.1% increase in Threat Score (TS) and Probability of Detection (POD). It illustrates that the suggested ANN model can be a useful tool for predicting rainfall event prediction. The Kuipers Skill Score (KSS) was increased 92.8%, which the ANN model improves the rainfall occurrence prediction over RDAPS.