• Title/Summary/Keyword: Time Series Prediction Model

Search Result 574, Processing Time 0.021 seconds

Predicting the Direction of the Stock Index by Using a Domain-Specific Sentiment Dictionary (주가지수 방향성 예측을 위한 주제지향 감성사전 구축 방안)

  • Yu, Eunji;Kim, Yoosin;Kim, Namgyu;Jeong, Seung Ryul
    • Journal of Intelligence and Information Systems
    • /
    • v.19 no.1
    • /
    • pp.95-110
    • /
    • 2013
  • Recently, the amount of unstructured data being generated through a variety of social media has been increasing rapidly, resulting in the increasing need to collect, store, search for, analyze, and visualize this data. This kind of data cannot be handled appropriately by using the traditional methodologies usually used for analyzing structured data because of its vast volume and unstructured nature. In this situation, many attempts are being made to analyze unstructured data such as text files and log files through various commercial or noncommercial analytical tools. Among the various contemporary issues dealt with in the literature of unstructured text data analysis, the concepts and techniques of opinion mining have been attracting much attention from pioneer researchers and business practitioners. Opinion mining or sentiment analysis refers to a series of processes that analyze participants' opinions, sentiments, evaluations, attitudes, and emotions about selected products, services, organizations, social issues, and so on. In other words, many attempts based on various opinion mining techniques are being made to resolve complicated issues that could not have otherwise been solved by existing traditional approaches. One of the most representative attempts using the opinion mining technique may be the recent research that proposed an intelligent model for predicting the direction of the stock index. This model works mainly on the basis of opinions extracted from an overwhelming number of economic news repots. News content published on various media is obviously a traditional example of unstructured text data. Every day, a large volume of new content is created, digitalized, and subsequently distributed to us via online or offline channels. Many studies have revealed that we make better decisions on political, economic, and social issues by analyzing news and other related information. In this sense, we expect to predict the fluctuation of stock markets partly by analyzing the relationship between economic news reports and the pattern of stock prices. So far, in the literature on opinion mining, most studies including ours have utilized a sentiment dictionary to elicit sentiment polarity or sentiment value from a large number of documents. A sentiment dictionary consists of pairs of selected words and their sentiment values. Sentiment classifiers refer to the dictionary to formulate the sentiment polarity of words, sentences in a document, and the whole document. However, most traditional approaches have common limitations in that they do not consider the flexibility of sentiment polarity, that is, the sentiment polarity or sentiment value of a word is fixed and cannot be changed in a traditional sentiment dictionary. In the real world, however, the sentiment polarity of a word can vary depending on the time, situation, and purpose of the analysis. It can also be contradictory in nature. The flexibility of sentiment polarity motivated us to conduct this study. In this paper, we have stated that sentiment polarity should be assigned, not merely on the basis of the inherent meaning of a word but on the basis of its ad hoc meaning within a particular context. To implement our idea, we presented an intelligent investment decision-support model based on opinion mining that performs the scrapping and parsing of massive volumes of economic news on the web, tags sentiment words, classifies sentiment polarity of the news, and finally predicts the direction of the next day's stock index. In addition, we applied a domain-specific sentiment dictionary instead of a general purpose one to classify each piece of news as either positive or negative. For the purpose of performance evaluation, we performed intensive experiments and investigated the prediction accuracy of our model. For the experiments to predict the direction of the stock index, we gathered and analyzed 1,072 articles about stock markets published by "M" and "E" media between July 2011 and September 2011.

Prediction of Seabed Topography Change Due to Construction of Offshore Wind Power Structures in the West-Southern Sea of Korea (서남해에서 해상풍력구조물의 건설에 의한 해저지형의 변화예측)

  • Jeong, Seung Myung;Kwon, Kyung Hwan;Lee, Jong Sup;Park, Il Heum
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.31 no.6
    • /
    • pp.423-433
    • /
    • 2019
  • In order to predict the seabed topography change due to the construction of offshore wind power structures in the west-southern sea of Korea, field observations for tides, tidal currents, suspended sediment concentrations and seabed sediments were carried out at the same time. These data could be used for numerical simulation. In numerical experiments, the empirical constants for the suspended sediment flux were determined by the trial and error method. When a concentration distribution factor was 0.1 and a proportional constant was 0.05 in the suspended sediment equilibrium concentration formulae, the calculated suspended sediment concentrations were reasonably similar with the observed ones. Also, it was appropriate for the open boundary conditions of the suspended sediment when the south-east boundary corner was 11.0 times, the south-west was 0.5 times, the westnorth 1.0 times, the north-west was 1.0 times and the north-east was 1.0 times, respectively, using the time series of the observed suspended sediment concentrations. In this case, the depth change was smooth and not intermittent around the open boundaries. From these calibrations, the annual water depth change before and after construction of the offshore wind power structures was shown under 1 cm. The reason was that the used numerical model for the large scale grid could not reproduce a local scour phenomenon and they showed almost no significant velocity change over ± 2 cm/s because the jacket structures with small size diameter, about 1 m, were a water-permeable. Therefore, it was natural that there was a slight change on seabed topography in the study area.

A prediction study on the number of emergency patients with ASTHMA according to the concentration of air pollutants (대기오염물질 농도에 따른 천식 응급환자 수 예측 연구)

  • Han Joo Lee;Min Kyu Jee;Cheong Won Kim
    • Journal of Service Research and Studies
    • /
    • v.13 no.1
    • /
    • pp.63-75
    • /
    • 2023
  • Due to the development of industry, interest in air pollutants has increased. Air pollutants have affected various fields such as environmental pollution and global warming. Among them, environmental diseases are one of the fields affected by air pollutants. Air pollutants can affect the human body's skin or respiratory tract due to their small molecular size. As a result, various studies on air pollutants and environmental diseases have been conducted. Asthma, part of an environmental disease, can be life-threatening if symptoms worsen and cause asthma attacks, and in the case of adult asthma, it is difficult to cure once it occurs. Factors that worsen asthma include particulate matter and air pollution. Asthma is an increasing prevalence worldwide. In this paper, we study how air pollutants correlate with the number of emergency room admissions in asthma patients and predict the number of future asthma emergency patients using highly correlated air pollutants. Air pollutants used concentrations of five pollutants: sulfur dioxide(SO2), carbon monoxide(CO), ozone(O3), nitrogen dioxide(NO2), and fine dust(PM10), and environmental diseases used data on the number of hospitalizations of asthma patients in the emergency room. Data on the number of emergency patients of air pollutants and asthma were used for a total of 5 years from January 1, 2013 to December 31, 2017. The model made predictions using two models, Informer and LTSF-Linear, and performance indicators of MAE, MAPE, and RMSE were used to measure the performance of the model. The results were compared by making predictions for both cases including and not including the number of emergency patients. This paper presents air pollutants that improve the model's performance in predicting the number of asthma emergency patients using Informer and LTSF-Linear models.

A Statistical model to Predict soil Temperature by Combining the Yearly Oscillation Fourier Expansion and Meteorological Factors (연주기(年週期) Fourier 함수(函數)와 기상요소(氣象要素)에 의(依)한 지온예측(地溫豫測) 통계(統計) 모형(模型))

  • Jung, Yeong-Sang;Lee, Byun-Woo;Kim, Byung-Chang;Lee, Yang-Soo;Um, Ki-Tae
    • Korean Journal of Soil Science and Fertilizer
    • /
    • v.23 no.2
    • /
    • pp.87-93
    • /
    • 1990
  • A statistical model to predict soil temperature from the ambient meteorological factors including mean, maximum and minimum air temperatures, precipitation, wind speed and snow depth combined with Fourier time series expansion was developed with the data measured at the Suwon Meteorolical Service from 1979 to 1988. The stepwise elimination technique was used for statistical analysis. For the yearly oscillation model for soil temperature with 8 terms of Fourier expansion, the mean square error was decreased with soil depth showing 2.30 for the surface temperature, and 1.34-0.42 for 5 to 500-cm soil temperatures. The $r^2$ ranged from 0.913 to 0.988. The number of lag days of air temperature by remainder analysis was 0 day for the soil surface temperature, -1 day for 5 to 30-cm soil temperature, and -2 days for 50-cm soil temperature. The number of lag days for precipitaion, snow depth and wind speed was -1 day for the 0 to 10-cm soil temperatures, and -2 to -3 days for the 30 to 50-cm soil teperatures. For the statistical soil temperature prediction model combined with the yearly oscillation terms and meteorological factors as remainder terms considering the lag days obtained above, the mean square error was 1.64 for the soil surfac temperature, and ranged 1.34-0.42 for 5 to 500cm soil temperatures. The model test with 1978 data independent to model development resulted in good agreement with $r^2$ ranged 0.976 to 0.996. The magnitudes of coeffcicients implied that the soil depth where daily meteorological variables night affect soil temperature was 30 to 50 cm. In the models, solar radiation was not included as a independent variable ; however, in a seperated analysis on relationship between the difference(${\Delta}Tmxs$) of the maximum soil temperature and the maximum air temperature and solar radiation(Rs ; $J\;m^{-2}$) under a corn canopy showed linear relationship as $${\Delta}Tmxs=0.902+1.924{\times}10^{-3}$$ Rs for leaf area index lower than 2 $${\Delta}Tmxs=0.274+8.881{\times}10^{-4}$$ Rs for leaf area index higher than 2.

  • PDF