• 제목/요약/키워드: Statistical Forecasting

검색결과 484건 처리시간 0.026초

다학제 분야 학술지의 주제어 동시발생 네트워크를 활용한 기술예측 연구 (A Study on Technology Forecasting based on Co-occurrence Network of Keyword in Multidisciplinary Journals)

  • 김현욱;안상진;정우성
    • 한국경영과학회지
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    • 제40권4호
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    • pp.49-63
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    • 2015
  • Keyword indexed in multidisciplinary journals show trends about science and technology innovation. Nature and Science were selected as multidisciplinary journals for our analysis. In order to reduce the effect of plurality of keyword, stemming algorithm were implemented. After this process, we fitted growth curve of keyword (stem) following bass model, which is a well-known model in diffusion process. Bass model is useful for expressing growth pattern by assuming innovative and imitative activities in innovation spreading. In addition, we construct keyword co-occurrence network and calculate network measures such as centrality indices and local clustering coefficient. Based on network metrics and yearly frequency of keyword, time series analysis was conducted for obtaining statistical causality between these measures. For some cases, local clustering coefficient seems to Granger-cause yearly frequency of keyword. We expect that local clustering coefficient could be a supportive indicator of emerging science and technology.

Short Term Load Forecasting Algorithm for Lunar New Year's Day

  • Song, Kyung-Bin;Park, Jeong-Do;Park, Rae-Jun
    • Journal of Electrical Engineering and Technology
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    • 제13권2호
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    • pp.591-598
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    • 2018
  • Short term load forecasts complexly affected by socioeconomic factors and weather variables have non-linear characteristics. Thus far, researchers have improved load forecast technologies through diverse techniques such as artificial neural networks, fuzzy theories, and statistical methods in order to enhance the accuracy of load forecasts. Short term load forecast errors for special days are relatively much higher than that of weekdays. The errors are mainly caused by the irregularity of social activities and insufficient similar past data required for constructing load forecast models. In this study, the load characteristics of Lunar New Year's Day holidays well known for the highest error occurrence holiday period are analyzed to propose a load forecast technique for Lunar New Year's Day holidays. To solve the insufficient input data problem, the similarity of the load patterns of past Lunar New Year's Day holidays having similar patterns was judged by Euclid distance. Lunar New Year's Day holidays periods for 2011-2012 were forecasted by the proposed method which shows that the proposed algorithm yields better results than the comprehensive analysis method or the knowledge-based method.

고속도로 안개발생 빈도추정 모형 개발 (Development of a fog Frequency Estimation Model at Expressway)

  • 박준태;이수범;이수일
    • 한국안전학회지
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    • 제26권4호
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    • pp.127-134
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    • 2011
  • A traffic accident which happens in Expressway during dense fog is more likely to cause the sequential accidents and high death rate. So, the preventive measures shall be taken at dangerous areas to enhance the efficiency of roads and minimize the accidents and the resultant damages. So, it is necessary to find out the characteristics of freeway zone which has high risk of fog occurrence and to establish the comprehensive safety strategy on installation and operation of the safety equipment. In this study, I developed a fog forecasting model by using the freeway fog data. This model can be used as the fog forecasting model in dealing with fog problems when new road is planned. The model was developed by using a statistical analysis technique or the regression analysis, focusing on the variables such as geographical features and regional conditions, distances to water sources and the area of water source. I have segmented the models by classifying the area into inland area and coastal area. The distance to water source and area of the water source located around the freeway were found to be main factors causing fog.

계층적 시계열 분석을 이용한 지역별 교통사고 발생건수 예측 (Hierarchical time series forecasting with an application to traffic accident counts)

  • 이주은;성병찬
    • 응용통계연구
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    • 제30권1호
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    • pp.181-193
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    • 2017
  • 본 논문에서는 계층적 시계열 자료 분석을 위한 대표적인 두 가지 방법인 상향식과 최적조합 예측법을 소개한다. 이러한 예측법은 계층적 시계열을 구성하는 모든 계열을 예측해야 하는 독립적 예측과 달리, 임의의 조정 과정이 없이 하위 계층 계열의 예측값의 합은 항상 상위 계층의 예측값과 일치하게 된다. 또한, 독립적 예측과 비교하여 예측력을 향상시킨다. 계층적 예측법의 효율성을 살펴보기 위하여 국내 16개 시도별 남녀 교통사고 발생건수 시계열 자료를 예측하였다. 이를 통하여 교통사고 발생건수에 대한 각 계층의 예측에서 계층적 방법과 독립적 방법의 차이점 및 우수성을 비교하였다.

고해상도 수치모델을 이용한 제주국제공항 저층급변풍 예측 (Prediction of Low Level Wind Shear Using High Resolution Numerical Weather Prediction Model at the Jeju International Airport, Korea)

  • 김근회;최희욱;석재혁;김연희
    • 한국항공운항학회지
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    • 제29권4호
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    • pp.88-95
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    • 2021
  • In aviation meteorology, the low level wind shear is defined as a sudden change of head windbelow 1600 feet that can affect the departing and landing of the aircraft. Jeju International Airport is an area where low level wind shear is frequently occurred by Mt. Halla. Forecasting of such wind shear would be useful in providing early warnings to aircraft. In this study, we investigated the performance of statistical downscaling model, called Korea Meteorological Administration Post-processing (KMAP) with a 100 m resolution in forecasting wind shear by the complex terrain. The wind shear forecasts was produced by calculating the wind differences between stations aligned with the runways. Two typical wind shear cases caused by complex terrain are validated by comparing to Low Level Wind Shear Alert System (LLWAS). This has been shown to have a good performance for describing air currents caused by terrain.

Optimize rainfall prediction utilize multivariate time series, seasonal adjustment and Stacked Long short term memory

  • Nguyen, Thi Huong;Kwon, Yoon Jeong;Yoo, Je-Ho;Kwon, Hyun-Han
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2021년도 학술발표회
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    • pp.373-373
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    • 2021
  • Rainfall forecasting is an important issue that is applied in many areas, such as agriculture, flood warning, and water resources management. In this context, this study proposed a statistical and machine learning-based forecasting model for monthly rainfall. The Bayesian Gaussian process was chosen to optimize the hyperparameters of the Stacked Long Short-term memory (SLSTM) model. The proposed SLSTM model was applied for predicting monthly precipitation of Seoul station, South Korea. Data were retrieved from the Korea Meteorological Administration (KMA) in the period between 1960 and 2019. Four schemes were examined in this study: (i) prediction with only rainfall; (ii) with deseasonalized rainfall; (iii) with rainfall and minimum temperature; (iv) with deseasonalized rainfall and minimum temperature. The error of predicted rainfall based on the root mean squared error (RMSE), 16-17 mm, is relatively small compared with the average monthly rainfall at Seoul station is 117mm. The results showed scheme (iv) gives the best prediction result. Therefore, this approach is more straightforward than the hydrological and hydraulic models, which request much more input data. The result indicated that a deep learning network could be applied successfully in the hydrology field. Overall, the proposed method is promising, given a good solution for rainfall prediction.

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서남권 해상풍력단지 유지보수 활동을 위한 중기 파고 예보 개선 (Improvement of Wave Height Mid-term Forecast for Maintenance Activities in Southwest Offshore Wind Farm)

  • 김지영;이호엽;서인선;박다정;강금석
    • 풍력에너지저널
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    • 제14권3호
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    • pp.25-33
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    • 2023
  • In order to secure the safety of increasing offshore activities such as offshore wind farm maintenance and fishing, IMPACT, a mid-term marine weather forecasting system, was established by predicting marine weather up to 7 days in advance. Forecast data from the Korea Hydrographic and Oceanographic Agency (KHOA), which provides the most reliable marine meteorological service in Korea, was used, but wind speed and wave height forecast errors increased as the leading forecast period increased, so improvement of the accuracy of the model results was needed. The Model Output Statistics (MOS) method, a post-correction method using statistical machine learning, was applied to improve the prediction accuracy of wave height, which is an important factor in forecasting the risk of marine activities. Compared with the observed data, the wave height prediction results by the model before correction for 6 to 7 days ahead showed an RMSE of 0.692 m and R of 0.591, and there was a tendency to underestimate high waves. After correction with the MOS technique, RMSE was 0.554 m and R was 0.732, confirming that accuracy was significantly improved.

건설투자(建設投資)의 단기예측모형(短期豫測模型) 비교(比較) (Short-term Construction Investment Forecasting Model in Korea)

  • 김관영;이창수
    • KDI Journal of Economic Policy
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    • 제14권1호
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    • pp.121-145
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    • 1992
  • 본고(本稿)에서는 현재의 경제상황을 잘 반영하는 건설투자활동(建設投資活動)의 단기예측모형(短期豫測模型)을 정립하고자 먼저 관련 시계열자료의 안정성(安定性) 여부(與否)와 순환성(循環性), 계절성(季節性)의 특성을 살펴본 후 여러 단기모형의 예측력(豫測力), 정합성(整合性), 설명력(說明力)을 비교 검토했다. 단위근(單位根) 검정(檢定)과 자기상관계수(自己相關係數) 스펙트랄 밀도함수 분석의 결과, 건설관련 시계열자료들이 대체로 단위근(單位根)을 갖지 않음으로써 안정적이고 주기적인 순환변동을 하고 있으며, 시차변수의 설명력이 높은 특성을 나타내었다. 또한 건설투자자료의 특성이 선행지표(先行指標)인 건축허가연면적(建築許可延面積) 및 건설수주액(建設受注額)과 아주 유사하여 건설투자 단기예측에 있어서 두 지표 사이의 시차관계(時差關係) 파악이 중요함을 알 수 있었다. 제(第)III장(章)에서는 단변량(單變量) 시계열모형(時系列模型)으로 ARIMA모형(模型)과 승법선형추세예측모형(乘法線型趨勢豫測模型)을, 다변량(多變量) 시계열모형(時系列模型)으로는 첫째, 선행지표(先行指標)를 이용한 1차자기회귀모형(次自己回歸模型), VAR모형(模型), 둘째 GNP자료를 이용한 거시경제모형의 단순한 축약형모형(縮約型模型)과 VAR모형(模型)을 제시하고 이들을 비교 평가하였다. 이에 따르면 단변량 시계열모형보다는 다변량 시계열모형이 시간이 경과할수록 예측오차(豫測誤差)가 커지지 않는다는 점에서 우수한 것으로 나타났으며, 다변량모형 중에서도 벡터자기회귀모형이 여타 모형보다 절대예측오차평균(絶對豫測誤差平均), 평균자승근(平均自乘根) 퍼센트 오차(誤差), 결정계수(決定係數) 등 모든 면에서 우수한 것으로 평가되었다. 이는 최근 건설투자가 추세에서 벗어난 급증세를 지속하고 있음을 고려할 때 타당한 결론이라 생각된다.

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taeksoo;Han, Ingoo
    • 한국데이타베이스학회:학술대회논문집
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    • 한국데이타베이스학회 1999년도 춘계공동학술대회: 지식경영과 지식공학
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 1999년도 춘계공동학술대회-지식경영과 지식공학
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    • pp.175-186
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    • 1999
  • Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

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