• Title/Summary/Keyword: Multi-Step Prediction

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A Multi-step Time Series Forecasting Model for Mid-to-Long Term Agricultural Price Prediction

  • Jonghyun, Park;Yeong-Woo, Lim;Do Hyun, Lim;Yunsung, Choi;Hyunchul, Ahn
    • 한국컴퓨터정보학회논문지
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    • 제28권2호
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    • pp.201-207
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    • 2023
  • 본 논문에서는 Multi-Step Time Series의 세 가지 전략을 비교 분석하기 위해 LGBM, MLP, LSTM, GRU를 사용하여 농산물 중장기 가격 예측에 대한 최적의 모형을 제안한다. 제안 모형은 다각도로 전략을 선택하여 모델과 전략간 최적의 조합을 찾도록 설계되었다. 기존 농산물 가격 예측 연구에서는 전통 계량경제 모델인 ARIMA를 비롯하여 LSTM 계열 모델이 주로 사용된 반면 Multi-Step Time Series 관련 농산물 가격 예측 연구는 매우 제한적이다. 본 연구에서는 농산물 가격의 변동성 정도에 따라 두 개의 기간으로 나누어 실험을 진행하였으며, Direct, Hybrid, Multiple Outputs 등 세 전략의 중장기 가격 예측 결과 Hybrid 접근법이 상대적으로 우수한 성능을 보였다.본 연구 결과는 중장기 일별 가격 예측을 고도화할 수 있는 효과적인 대안을 제시한다는 측면에서 학술적, 실무적 의의를 갖는다.

LSTM 기반 멀티스텝 트래픽 예측 기법 평가 (Accessing LSTM-based multi-step traffic prediction methods)

  • 염성웅;김형태;콜레카르 산자이 시바니;김경백
    • KNOM Review
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    • 제24권2호
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    • pp.13-23
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    • 2021
  • 최근 IoT 기기들의 활성화에 의해 네트워크가 복잡해짐에 따라, 네트워크의 혼잡을 예측하고 미리 대비하기 위해 단기 트래픽 예측을 넘어 장기 트래픽 예측 연구가 활성화되고 있다. 단기 트래픽 예측 결과를 입력으로 재사용하는 재귀 전략은 멀티 스텝 트래픽 예측으로 확장되었지만, 재귀 단계가 진행될수록 오류가 축적되어 예측 성능 저하를 일으킨다. 이 논문에서는 다중 출력 전략을 사용한 LSTM 기반 멀티스텝 트래픽 예측 기법을 소개하고그 성능을 평가한다. 실제 DNS 요청 트래픽을 기반으로 실험한 결과, 제안된 LSTM기반 다중출력 전략 기법은 재귀 전략 기법에 비해 비정상성 트래픽에 대한 트래픽 예측 성능의 MAPE를 약 6% 줄일 수 있음을 확인하였다.

Diffusion Model을 활용한 신용 예측 데이터 불균형 해결 기법 (Mitigating Data Imbalance in Credit Prediction using the Diffusion Model)

  • 오상민;이주홍
    • 스마트미디어저널
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    • 제13권2호
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    • pp.9-15
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    • 2024
  • 본 논문에서는 신용 예측에서 발생하는 불균형 문제를 해결하기 위해 Diffusion Multi-step Classifier(DMC)를 제안한다. DMC는 Diffusion Model을 통해 신용 예측 데이터의 연속적인 수치형 데이터들을 생성하고 생성된 데이터들을 Multi-step Classifier로 구분하는 것으로 범주형 데이터를 생성한다. DMC를 통해 기존의 데이터를 생성하는 다른 알고리즘보다 실제 데이터와 유사한 분포를 가지는 데이터를 생성할 수 있었다. 이렇게 생성된 데이터를 사용하여 실험을 진행하였을 때 연체를 예측할 확률이 20%이상 상승하였으며, 전체적으로 예측 정확성은 약 4%정도 상승하였다. 이러한 연구 결과는 실제 금융기관에 적용 시 연체율 감소와 수익 증가에 큰 기여를 할 수 있을것으로 예상된다.

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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    • 제54권4호
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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.

Variable Selection with Regression Trees

  • Chang, Young-Jae
    • 응용통계연구
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    • 제23권2호
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    • pp.357-366
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    • 2010
  • Many tree algorithms have been developed for regression problems. Although they are regarded as good algorithms, most of them suffer from loss of prediction accuracy when there are many noise variables. To handle this problem, we propose the multi-step GUIDE, which is a regression tree algorithm with a variable selection process. The multi-step GUIDE performs better than some of the well-known algorithms such as Random Forest and MARS. The results based on simulation study shows that the multi-step GUIDE outperforms other algorithms in terms of variable selection and prediction accuracy. It generally selects the important variables correctly with relatively few noise variables and eventually gives good prediction accuracy.

카오틱 신경망을 이용한 다입력 다출력 시스템의 단일 예측 (The Single Step Prediction of Multi-Input Multi-Output System using Chaotic Neural Networks)

  • 장창화;김상희
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 1999년도 하계종합학술대회 논문집
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    • pp.1041-1044
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    • 1999
  • In This paper, we investigated the single step prediction for output responses of chaotic system with multi Input multi output using chaotic neural networks. Since the systems with chaotic characteristics are coupled between internal parameters, the chaotic neural networks is very suitable for output response prediction of chaotic system. To evaluate the performance of the proposed neural network predictor, we adopt for Lorenz attractor with chaotic responses and compare the results with recurrent neural networks. The results demonstrated superior performance on convergence and computation time than the predictor using recurrent neural networks. And we could also see good predictive capability of chaotic neural network predictor.

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시공 단계를 고려한 터널의 역해석에 관한 연구 (Back Analysis of Tunnel for multi-step Construction)

  • 김선명;윤지선
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2000년도 가을 학술발표회 논문집
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    • pp.479-484
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    • 2000
  • The reliable estimation of the system parameters and the accurate prediction of the system behavior are important to design tunnel safely and economically. Therefore, the back analysis using the field measurements data is useful to evaluate the geotechnical parameter for tunnel. In the back analysis method, the selection of initial value and uncertainty of field measurements influence significantly on the analysis result. In this paper, to overcome uncertainty of field measurements, we performed the back analysis using the displacement data gained at each step of excavation and support.

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Multi-step Predictive Control of LMTT using DR-FNN

  • Lee, Jin-Woo;Lee, Young-Jin;Lee, Kwon-Soon
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2003년도 ICCAS
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    • pp.392-395
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    • 2003
  • In the maritime container terminal, LMTT (Linear Motor-based Transfer Technology) is horizontal transfer system for the yard automation, which has been proposed to take the place of AGV (Automated Guided Vehicle). The system is based on PMLSM (Permanent Magnetic Linear Synchronous Motor) that is consists of stator modules on the rail and shuttle car (mover). Because of large variant of mover's weight by loading and unloading containers, the difference of each characteristic of stator modules, and a stator module's trouble etc., LMCPS (Linear Motor Conveyance Positioning System) is considered as that the system is changed its model suddenly and variously. In this paper, we will introduce the soft-computing method of a multi-step prediction control for LMCPS using DR-FNN (Dynamically-constructed Recurrent Fuzzy Neural Network). The proposed control system is used two networks for multi-step prediction. Consequently, the system has an ability to adapt for external disturbance, cogging force, force ripple, and sudden changes of itself.

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축교정기를 위한 자동굽힘공정제어기 설계 (Automatically Bending Process control for Shaft Straightening Machine)

  • 김승철
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 1998년도 추계학술대회 논문집
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    • pp.54-59
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    • 1998
  • In order to minimize straightness error of deflected shafts, a automatically bending process control system is designed, fabricated, and studied. The multi-step straightening process and the three-point bending process are developed for the geometric adaptive straightness control. Load-deflection relationship, on-line identification of variations of material properties, on-line springback prediction, and studied for the three-point bending processes. Selection of a loading point supporting condition are derved form fuzzy inference and fuzzy self-learning method in the multi-step straighternign process. Automatic straightening machine is fabricated by using the develped ideas. Validity of the proposed system si verified through experiments.

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다중 작업 학습 구조 기반 공정단계별 공정조건 및 성형품의 품질 특성을 반영한 사출성형품 품질 예측 신경망의 성능 개선에 대한 연구 (A study on the performance improvement of the quality prediction neural network of injection molded products reflecting the process conditions and quality characteristics of molded products by process step based on multi-tasking learning structure)

  • 이효은;이준한;김종선;조구영
    • Design & Manufacturing
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    • 제17권4호
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    • pp.72-78
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    • 2023
  • Injection molding is a process widely used in various industries because of its high production speed and ease of mass production during the plastic manufacturing process, and the product is molded by injecting molten plastic into the mold at high speed and pressure. Since process conditions such as resin and mold temperature mutually affect the process and the quality of the molded product, it is difficult to accurately predict quality through mathematical or statistical methods. Recently, studies to predict the quality of injection molded products by applying artificial neural networks, which are known to be very useful for analyzing nonlinear types of problems, are actively underway. In this study, structural optimization of neural networks was conducted by applying multi-task learning techniques according to the characteristics of the input and output parameters of the artificial neural network. A structure reflecting the characteristics of each process step was applied to the input parameters, and a structure reflecting the quality characteristics of the injection molded part was applied to the output parameters using multi-tasking learning. Building an artificial neural network to predict the three qualities (mass, diameter, height) of injection-molded product under six process conditions (melt temperature, mold temperature, injection speed, packing pressure, pacing time, cooling time) and comparing its performance with the existing neural network, we observed enhancements in prediction accuracy for mass, diameter, and height by approximately 69.38%, 24.87%, and 39.87%, respectively.