• 제목/요약/키워드: Prediction Error Method

검색결과 1,130건 처리시간 0.023초

신경회로망을 이용한 구멍뚫기법의 편심 오차 예측 (Prediction for the Error of Hole Eccentricity in Hole-drilling Method Using Neural Network)

  • 김철;양원호;정기현;현철승
    • 대한기계학회:학술대회논문집
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    • 대한기계학회 2001년도 춘계학술대회논문집A
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    • pp.956-963
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    • 2001
  • The measurement of residual stresses by the hole-drilling method has been commonly used to evaluate residual stresses in structural members. In this method, eccentricity can usually occur between the hole center and rosette gage center. In this study, the error due to the hole eccentricity is predicted using the artificial neural network. The neural network has trained training examples of stress ratio, normalized eccentricity, off-centered direction and stress error using backpropagation loaming process. The prediction results of the error using the trained neural network are good agreement with FE analyzed ones.

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예측오차 직접 백색화에 의한 ARMA 모델 식별 기법 및 자이로 불규칙오차 추정에의 적용 (An ARMA Model Identification Method By Direct Whitening Of Prediction Error and Its Application to Estimation of Gyroscope Random Error)

  • 성상만;이달호
    • 대한전기학회논문지:시스템및제어부문D
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    • 제54권7호
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    • pp.423-427
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    • 2005
  • In this paper, we proposed a new ARMA model identification which estimate the parameters to make the current prediction error uncorrelated with the past one. As good properties of the proposed method, we show the uniqueness, consistency of the estimate and asymptotic normality of the estimation error. Via simulation results, we show that the proposed method give good estimates for various systems which have different power spectrum. Moreover, the estimation of gyroscope random errors shows that the proposed method is applicable to the real data.

합성형 사장교의 시공단계해석 및 시공관리 시스템 개발 (Development of Structural Analysis and Construction Management System for Composite Cable Stayed Bridges)

  • 서주원;박정일;김남식;심옥진
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 1994년도 가을 학술발표회 논문집
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    • pp.95-102
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    • 1994
  • This paper presents a Cable Stayed Bridge Construction Management System, which consists of Structural System Identification Method (SSIM), Error Sensitivity Analysis and Optimum Error Adjustment & Prediction System. The 1st System Identification Method builds an error influence matrix using the linear superposition of each error modes. The 2nd SSIM also considers the second error mode term, which shows good error factor estimation. The optimal cable adjustment can be accomplished within the allowable range of both cable tension and camber. The Post processor, constituted with Motif and GL library on SGI platform, is useful for monitoring construction stage management by displaying construction data, adjustment and prediction results at each construction step.

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비정규 오차를 고려한 자기회귀모형의 추정법 및 예측성능에 관한 연구 (A Study of Estimation Method for Auto-Regressive Model with Non-Normal Error and Its Prediction Accuracy)

  • 임보미;박정술;김준석;김성식;백준걸
    • 대한산업공학회지
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    • 제39권2호
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    • pp.109-118
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    • 2013
  • We propose a method for estimating coefficients of AR (autoregressive) model which named MLPAR (Maximum Likelihood of Pearson system for Auto-Regressive model). In the present method for estimating coefficients of AR model, there is an assumption that residual or error term of the model follows the normal distribution. In common cases, we can observe that the error of AR model does not follow the normal distribution. So the normal assumption will cause decreasing prediction accuracy of AR model. In the paper, we propose the MLPAR which does not assume the normal distribution of error term. The MLPAR estimates coefficients of auto-regressive model and distribution moments of residual by using pearson distribution system and maximum likelihood estimation. Comparing proposed method to auto-regressive model, results are shown to verify improved performance of the MLPAR in terms of prediction accuracy.

One-step 순방향 추정 오차 필터를 이용한 임의의 결정지연을 갖는 블라인드 등화 (Blind Equalization with Arbitrary Decision Delay using One-Step Forward Prediction Error Filters)

  • Ahn, Kyung-seung;Baik, Heung-ki
    • 한국통신학회논문지
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    • 제28권2C호
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    • pp.181-192
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    • 2003
  • 통신 채널에서 블라인드 등화는 전송효율을 저하시키는 훈련신호나 채널의 사전 정보가 필요치 않은 장점 때문에 많은 연구가 진행되어 왔다. 선형예측을 이용한 블라인드 등화는 등화기의 차수 추정 오차에 강인하며 적응 알고리듬을 이용하여 효율적으로 구현할 수 있는 장점이 있다. 하지만 기존의 one-step 선형예측을 이용한 블라인드 등화기는 임의의 결정 지연에 대해서는 구현할 수 없는 단점이 있다. 본 논문에서는 SIMO 채널에서 one-step 순방향 선형예측 필터를 이용하여 임의의 결정 지연을 갖는 블라인드 등화기를 제안한다. 제안한 알고리듬은 순방향 추정 오차를 훈련신호로 사용하여 최적의 결정 지연을 갖는 블라인드 등화기를 구하였으며 모의실험을 통하여 본 논문에서 제안한 알고리듬의 성능을 확인하였다.

Prediction Intervals for Day-Ahead Photovoltaic Power Forecasts with Non-Parametric and Parametric Distributions

  • Fonseca, Joao Gari da Silva Junior;Ohtake, Hideaki;Oozeki, Takashi;Ogimoto, Kazuhiko
    • Journal of Electrical Engineering and Technology
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    • 제13권4호
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    • pp.1504-1514
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    • 2018
  • The objective of this study is to compare the suitability of a non-parametric and 3 parametric distributions in the characterization of prediction intervals of photovoltaic power forecasts with high confidence levels. The prediction intervals of the forecasts are calculated using a method based on recent past data similar to the target forecast input data, and on a distribution assumption for the forecast error. To compare the suitability of the distributions, prediction intervals were calculated using the proposed method and each of the 4 distributions. The calculations were done for one year of day-ahead forecasts of hourly power generation of 432 PV systems. The systems have different sizes and specifications, and are installed in different locations in Japan. The results show that, in general, the non-parametric distribution assumption for the forecast error yielded the best prediction intervals. For example, with a confidence level of 85% the use of the non-parametric distribution assumption yielded a median annual forecast error coverage of 86.9%. This result was close to the one obtained with the Laplacian distribution assumption (87.8% of coverage for the same confidence level). Contrasting with that, using a Gaussian and Hyperbolic distributions yielded median annual forecast error coverage of 89.5% and 90.5%.

네이만-피어슨 정리와 베이즈 규칙을 이용한 기업도산의 가능성 예측 (Application of Neyman-Pearson Theorem and Bayes' Rule to Bankruptcy Prediction)

  • 장경;권영식
    • 품질경영학회지
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    • 제22권3호
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    • pp.179-190
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    • 1994
  • Financial variables have been used in bankruptcy prediction. Despite of possible errors in prediction, most existing approaches do not consider the causal time sequence of prediction activity and bankruptcy phenomena. This paper proposes a prediction method using Neyman-Pearson Theorem and Bayes' rule. The proposed method uses posterior probability concept and determines a prediction policy with appropriate error rate.

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벌점회귀를 통한 상대오차 예측방법 (Relative Error Prediction via Penalized Regression)

  • 정석오;이서은;신기일
    • 응용통계연구
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    • 제28권6호
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    • pp.1103-1111
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    • 2015
  • 본 논문에서는 상대오차의 개념과 벌점회귀를 결합한 새로운 예측방법을 제시하였다. 제안된 방법은 오차항의 분포가 정규성을 크게 벗어나 있어 이상점을 포함하거나 오차항의 분포가 심각하게 비대칭인 경우에도 안정적으로 예측력이 유지할 뿐 아니라 벌점회귀를 통한 변수선택의 성능도 우수하다. 또한 개념적으로 쉽고, 계산 속도가 빠르며, 기존의 알고리즘을 활용해 구현하는 것이 매우 쉽다. 한국교통연구원의 일일 차량통행량 자료 실제 분석 및 모의실험을 통해 제안된 방법의 우수한 성질을 확인하였다.

Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • 제13권2호
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    • pp.107-113
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    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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컴퓨터 고장 예측 및 진단 퍼지 전문가 시스템 (The Computer Fault Prediction and Diagnosis Fuzzy Expert System)

  • 최성운
    • 산업경영시스템학회지
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    • 제23권54호
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    • pp.155-165
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    • 2000
  • The fault diagnosis is a systematic and unified method to find based on the observing data resulting in noises. This paper presents the fault prediction and diagnosis using fuzzy expert system technique to manipulate the uncertainties efficiently in predictive perspective. We apply a fuzzy event tree analysis to the computer system, and build up the fault prediction and diagnosis using fuzzy expert system that predicts and diagnoses the error of the system in the advance of error.

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