• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.689-694
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• 2009

In this paper an approach to building fuzzy models for predicting daily and weekly stock prices is presented. Predicting stock prices with traditional time series analysis has proven to be difficult. Fuzzy logic based models have advantage of expressing the input-output relation linguistically, which facilitates the understanding of the system behavior. In building a stock prediction model we bear a burden of selecting most effective indicators for the stock prediction. In this paper information used in traditional candle stick-chart analysis is considered as input variables of our fuzzy models. The fuzzy rules have the premises and the consequents composed of trapezoidal membership functions and nonlinear equations, respectively. DE(Differential Evolution) identifies optimal fuzzy rules through an evolutionary process. The fuzzy models to predict daily and weekly open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) are built, and their performances are demonstrated.

• KIPS Transactions on Software and Data Engineering
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• v.11 no.7
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• pp.307-314
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• 2022

Recently, researches using deep learning-based models are being actively conducted to replace statistical-based time series forecast techniques to predict electric power demand. The result of analyzing the researches shows that the performance of the LSTM-based prediction model is acceptable, but it is not sufficient for long-term regional-wide power demand prediction. In this paper, we propose a WaveNet deep learning model to predict electric power demand 24-hour-ahead with temperature data in order to achieve the prediction accuracy better than MAPE value of 2% which statistical-based time series forecast techniques can present. First of all, we illustrate a delated causal one-dimensional convolutional neural network architecture of WaveNet and the preprocessing mechanism of the input data of electric power demand and temperature. Second, we present the training process and walk forward validation with the modified WaveNet. The performance comparison results show that the prediction model with temperature data achieves MAPE value of 1.33%, which is better than MAPE Value (2.33%) of the same model without temperature data.

• The Transactions of The Korean Institute of Electrical Engineers
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• v.65 no.6
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• pp.918-922
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• 2016

As the number of wind farms operating has increased, the interest of the central unit commitment and dispatch for wind power has increased as well. Wind power forecast is necessary for effective power system management and operation with high wind power penetrations. This paper presents the centralized wind power forecasting method, which is a forecast to combine all wind farms in the area into one, using time series models. Also, this paper proposes a prediction model modified with wind forecast error compensation. To demonstrate the improvement of wind power forecasting accuracy, the proposed method is compared with persistence model and new reference model which are commonly used as reference in wind power forecasting using Jeju Island data. The results of case studies are presented to show the effectiveness of the proposed wind power forecasting method.

• Convergence Security Journal
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• v.11 no.3
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• pp.19-24
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• 2011

Software failure time presented in the literature exhibit either constant monotonic increasing or monotonic decreasing, For data analysis of software reliability model, data scale tools of trend analysis are developed. The methods of trend analysis are arithmetic mean test and Laplace trend test. Trend analysis only offer information of outline content. In this paper, we discuss forecasting failure time case of failure time censoring. In this study, time series analys is used in the simple moving average and weighted moving averages, exponential smoothing method for predict the future failure times, Empirical analysis used interval failure time for the prediction of this model. Model selection using the mean square error was presented for effective comparison.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.22 no.3
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• pp.234-241
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• 2021

By recognizing the importance of demand forecasting, the military is conducting many studies to improve the prediction accuracy for repair parts. Demand forecasting for repair parts is becoming a very important factor in budgeting and equipment availability. On the other hand, the demand for intermittent repair parts that have not constant sizes and intervals with the time series model currently used in the military is difficult to predict. This paper proposes a method to improve the prediction accuracy for intermittent repair parts of the Patriot. The authors collected intermittent repair parts data by classifying the demand types of 701 repair parts from 2013 to 2019. The temperature and operating time identified as external factors that can affect the failure were selected as input variables. The prediction accuracy was measured using both time series models and data mining models. As a result, the prediction accuracy of the data mining models was higher than that of the time series models, and the multilayer perceptron model showed the best performance.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.19 no.11
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• pp.310-318
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• 2018

Recently, the importance of big data analysis is increasing as a large amount of data is generated by various devices connected to the Internet with the advent of Internet of Things (IoT). Especially, it is necessary to analyze various large-scale IoT streaming sensor data generated in real time and provide various services through new meaningful prediction. This paper proposes a real-time indoor PM10 concentration prediction LSTM model based on streaming data generated from IoT sensor using AWS. We also construct a real-time indoor PM10 concentration prediction service based on the proposed model. Data used in the paper is streaming data collected from the PM10 IoT sensor for 24 hours. This time series data is converted into sequence data consisting of 30 consecutive values from time series data for use as input data of LSTM. The LSTM model is learned through a sliding window process of moving to the immediately adjacent dataset. In order to improve the performance of the model, incremental learning method is applied to the streaming data collected every 24 hours. The linear regression and recurrent neural networks (RNN) models are compared to evaluate the performance of LSTM model. Experimental results show that the proposed LSTM prediction model has 700% improvement over linear regression and 140% improvement over RNN model for its performance level.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.10
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• pp.3851-3866
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• 2015

The dynamic nature of opportunistic networks results in long delays, low rates of success for deliveries, etc. As such user experience is limited, and the further development of opportunistic networks is constrained. This paper proposes a prediction-based routing method for opportunistic networks (PB-OppNet). Firstly, using an ARIMA model, PB-OppNet describes the historical contact information between a node pair as a time series to predict the average encounter time interval of the node pair. Secondly, using an optimal stopping rule, PB-OppNet obtains a threshold for encounter time intervals as forwarding utility. Based on this threshold, a node can easily make decisions of stopping observing, or delivering messages when potential forwarding nodes enter its communication range. It can also report different encounter time intervals to the destination node. With the threshold, PB-OppNet can achieve a better compromise of forwarding utility and waiting delay, so that delivery delay is minimized. The simulation experiment result presented here shows that PB-OppNet is better than existing methods in prediction accuracy for links, delivery delays, delivery success rates, etc.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.17 no.3
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• pp.176-182
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• 2024

In this study, we compared and analyzed various methods of missing data handling to build a machine learning model that can effectively analyze and predict time series data with a high percentage of missing values. For this purpose, Predictive State Model Filtering (PSMF), MissForest, and Imputation By Feature Importance (IBFI) methods were applied, and their prediction performance was evaluated using LightGBM, XGBoost, and Explainable Boosting Machines (EBM) machine learning models. The results of the study showed that MissForest and IBFI performed the best among the methods for handling missing values, reflecting the nonlinear data patterns, and that XGBoost and EBM models performed better than LightGBM. This study emphasizes the importance of combining nonlinear imputation methods and machine learning models in the analysis and prediction of time series data with a high percentage of missing values, and provides a practical methodology.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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• 2022.10a
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• pp.150-152
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• 2022

In this work, we propose a model that considers the behavior and synaptic plasticity of sensory neurons based on Liquid Time-constant Network (LTC). The neuron connection structure was experimented with four types: the increasing number of neurons, the decreasing number, the decreasing number, and the decreasing number. In this study, we experimented using a time series prediction dataset to see if the performance of the changed model improved compared to LTC. Experimental results show that the application of modeling of sensory neurons does not always bring about performance improvements, but improves performance through proper selection of learning rules depending on the type of dataset. In addition, the connective structure of neurons showed improved performance when it was less than four layers.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.26 no.3B
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• pp.279-289
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• 2006

The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.