• Communications for Statistical Applications and Methods
• /
• 제7권1호
• /
• pp.87-96
• /
• 2000

Nonlinear time series prediction is derived and compared between statistic of modeling and neural network method. In particular mean squared errors of predication are obtained in generalized random coefficient model and generalized autoregressive conditional heteroscedastic model and compared with them by neural network forecasting.

• 한국환경과학회지
• /
• 제19권10호
• /
• pp.1229-1235
• /
• 2010

Three meteor-statistical forecasting models - the transfer function model, the time-series autoregressive model and the neural networks model - were tested to develop a daily forecasting model for Jejudo, where the need and demand for wind power forecasting has increased. All the meteorological observation sites in Jejudo have been classified into 6 groups using a cluster analysis. Four pairs of observation sites among them, all having strong wind speed correlation within the same meteorological group, were chosen for a model test. In the development of the wind speed forecasting model for Jejudo, it was confirmed that not only the use a wind dataset at the objective site itself, but the introduction of another wind dataset at the nearest site having a strong wind speed correlation within the same group, would enhance the goodness to fit of the forecasting. A transfer function model and a neural network model were also confirmed to offer reliable predictions, with the similar goodness to fit level.

• Journal of Electrical Engineering and Technology
• /
• 제9권6호
• /
• pp.1812-1821
• /
• 2014

Wind has been a rapidly growing renewable power source for the last twenty years. Since wind behavior is chaotic in nature, its forecasting is not easy. At the same time, developing an accurate forecasting method is essential when wind farms are integrated into the power grid. In fact, wind speed forecasting tools can solve issues related to grid stability and reserve allocation. In this paper 30 hours ahead wind speed profile forecast is proposed using Adaptive Wavelet Neural Network (AWNN). The implemented AWNN uses a Mexican hat mother Wavelet, and Morlet Mother Wavelet for seven, eight and nine levels decompositions. For wind speed forecasting, the time series data on wind speed has been gathered from the National Renewable Energy Laboratory (NREL) website. In this work, hourly averaged 10-min wind speed data sets for the year 2004 in the Midwest ISO region (site number 7263) is taken for analysis. Data sets are normalized in the range of [-1, 1] to improve the training performance of forecasting models. Total 8760 samples were taken for this forecasting analysis. After the forecasting phase, statistical parameters are calculated to evaluate system accuracy, comparing different configurations.

• 응용통계연구
• /
• 제24권3호
• /
• pp.465-475
• /
• 2011

본 연구에서는 공장용지 면적을 예측하기 위한 통계적 추정을 다루었다. 공장용지에 대해서는 1981년부터 2003년까지 자료가 존재하며, 2004년 이후에는 공장용지보다 좁은 개념인 산업단지 면적에 대한 조사 자료만 존재한다. 한국산업단지공단에서는 2009년 10월 표본조사를 실시하여 당해의 공장용지 면적을 추정하였으며, 동 조사 시 향후 5개년의 공장용지면적에 대한 수요를 조사한 바 있다. 본 연구에서는 과거 절단된 자료를 여러 통계모형을 사용하여 적절히 대체할 수 있는 수요예측모형을 도출하고, 표본조사에 의한 추정치와 통계적 모형에 의한 대체값들을 융합하는 평활기법으로 향후 공장용지 수요를 예측하는 방법을 다루었다.

• Communications for Statistical Applications and Methods
• /
• 제9권2호
• /
• pp.425-434
• /
• 2002

In this paper, we evaluated the technological forecasting based on questionnaires of experts working in internet-banking industry. We prepared questionnaires on the 13 items. We examined specialties of respondents, relative importance of research contents, expected time of realization, likelihood of conviction on the expected time of realization, and their opinions on the levels of domestic's research and development comparing with advanced standards on each item. And we made various analysis based on data collected from Delphi method.

• 한국신재생에너지학회:학술대회논문집
• /
• 한국신재생에너지학회 2006년도 춘계학술대회
• /
• pp.323-324
• /
• 2006

In the present paper a forecasting system of wind power generation for Walryong Site, Jejudo is presented, which has been developed and evaluated as a first step toward establishing Korea Forecasting Model of Wind Power Generation. The forecasting model, KIER forecaster is constructed based on statistical models and is trained with wind speed data observed at Gosan Weather Station nearby Walryong Si to. Due to short period of measurements at Walryong Site for training statistical model, Gosan wind data were substituted and transplanted to Walryong Site by using Measure-Correlate-Predict technique. Three-hour advanced forecast ins shows good agreement with the measurement at Walryong site with the correlation factor 0.88 and MAE(mean absolute error) 15% under.

• 한국대기환경학회지
• /
• 제26권6호
• /
• pp.666-682
• /
• 2010

The forecasting system for Today's and Tomorrow's PM10 was developed based on the statistical model and the forecasting was performed at 9 AM to predict Today's 24 hour average PM10 concentration and at 5 PM to predict Tomorrow's 24 hour average PM10. The Today's forecasting model was operated based on measured air quality and meteorological data while Tomorrow's model was run by monitored data as well as the meteorological data calculated from the weather forecasting model such as MM5 (Mesoscale Meteorological Model version 5). The observed air quality data at ambient air quality monitoring stations as well as measured and forecasted meteorological data were reviewed to find the relationship with target PM10 concentrations by the regression analysis. The PM concentration, wind speed, precipitation rate, mixing height and dew-point deficit temperature were major variables to determine the level of PM10 and the wind direction at 500 hpa height was also a good indicator to identify the influence of long-range transport from other countries. The neural network, regression model, and decision tree method were used as the forecasting models to predict the class of a comprehensive air quality index and the final forecasting index was determined by the most frequent index among the three model's predicted indexes. The accuracy, false alarm rate, and probability of detection in Tomorrow's model were 72.4%, 0.0%, and 42.9% while those in Today's model were 80.8%, 12.5%, and 77.8%, respectively. The statistical model had the limitation to predict the rapid changing PM10 concentration by long-range transport from the outside of Korea and in this case the chemical transport model would be an alternative method.

• 한국인공지능학회지
• /
• 제12권1호
• /
• pp.17-24
• /
• 2024

This paper introduces a novel approach to time-series estimation for energy load forecasting within Virtual Power Plant (VPP) systems, leveraging advanced artificial intelligence (AI) algorithms, namely Long Short-Term Memory (LSTM) and Seasonal Autoregressive Integrated Moving Average (SARIMA). Virtual power plants, which integrate diverse microgrids managed by Energy Management Systems (EMS), require precise forecasting techniques to balance energy supply and demand efficiently. The paper introduces a hybrid-method forecasting model combining a parametric-based statistical technique and an AI algorithm. The LSTM algorithm is particularly employed to discern pattern correlations over fixed intervals, crucial for predicting accurate future energy loads. SARIMA is applied to generate time-series forecasts, accounting for non-stationary and seasonal variations. The forecasting model incorporates a broad spectrum of distributed energy resources, including renewable energy sources and conventional power plants. Data spanning a decade, sourced from the Korea Power Exchange (KPX) Electrical Power Statistical Information System (EPSIS), were utilized to validate the model. The proposed hybrid LSTM-SARIMA model with parameter sets (1, 1, 1, 12) and (2, 1, 1, 12) demonstrated a high fidelity to the actual observed data. Thus, it is concluded that the optimized system notably surpasses traditional forecasting methods, indicating that this model offers a viable solution for EMS to enhance short-term load forecasting.

• 한국환경과학회지
• /
• 제7권6호
• /
• pp.827-831
• /
• 1998

Statistical $SO_2$ forecasting technique by multiple regression analysis was designed and developed to predict $SO_2$ concentration in Wonju City. $SO_2$ concentration data measured from air pollution monitoring system and meteorological factors data such as : wind speed, atmospheric stability, surface temperature, relative humidity and precipitation were used in Wonju City during the 1996~1997. As the results, correlation model for forecasting was well fitted with some parameters including minimum temperature, wind speed and the $SO_2$ concentration of the previous day.

• Communications for Statistical Applications and Methods
• /
• 제8권2호
• /
• pp.543-556
• /
• 2001

This study suggests integrated neural network modes for he stock price index forecasting using change-point detection. The basic concept of this proposed model is to obtain significant intervals occurred by change points, identify them as change-point groups, and reflect them in stock price index forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in stock price index dataset. The second phase is to forecast change-point group with various data mining classifiers. The final phase is to forecast the stock price index with backpropagation neural networks. The proposed model is applied to the stock price index forecasting. This study then examines the predictability of integrated neural network models and compares the performance of data mining classifiers.