• International Journal of Internet, Broadcasting and Communication
• /
• v.12 no.3
• /
• pp.125-130
• /
• 2020

At the end of 1997, the volatility of the exchange rate intensified as the nation's exchange rate system was converted into a free-floating exchange rate system. As a result, managing the exchange rate is becoming a very important task, and the need for forecasting the exchange rate is growing. The exchange rate prediction model using the existing exchange rate prediction method, statistical technique, cannot find a nonlinear pattern of the time series variable, and it is difficult to analyze the time series with the variability cluster phenomenon. And as the number of variables to be analyzed increases, the number of parameters to be estimated increases, and it is not easy to interpret the meaning of the estimated coefficients. Accordingly, the exchange rate prediction model using artificial neural network, rather than statistical technique, is presented. Using DNN, which is the basis of deep learning among artificial neural networks, and LSTM, a recurrent neural network model, the number of hidden layers, neurons, and activation function changes of each model found the optimal exchange rate prediction model. The study found that although there were model differences, LSTM models performed better than DNN models and performed best when the activation function was Tanh.

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 1993.06a
• /
• pp.857-860
• /
• 1993

In this paper, we apply the self generating neuro fuzzy model (SGNFM) to the dimension analysis of the chaotic time series. Firstly, we formulate a nonlinear time series identification problem with nonlinear autoregressive (NARMAX) model. Secondly, we propose an identification algorithm using SGNFM. We apply this method to the estimation of embedding dimension for chaotic time series, since the embedding dimension plays an essential role for the identification and the prediction of chaotic time series. In this estimation method, identification problems with gradually increasing embedding dimension are solved, and the identified result is used for computing correlation coefficients between the predicted time series and the observed one. We apply this method to the dimension estimation of a chaotic pulsation in a finger's capillary vessels.

• Journal of the Korean Society for Aviation and Aeronautics
• /
• v.26 no.4
• /
• pp.101-109
• /
• 2018

In order to predict the future needs of the aircraft repair parts, each military group develops and applies various techniques to their characteristics. However, the aircraft and the equipped weapon systems are becoming increasingly advanced, and there is a problem in improving the hit rate by applying the existing demand prediction technique due to the change of the aircraft condition according to the long term operation of the aircraft. In this study, we propose a new prediction model based on the conventional time-series analysis technique to improve the prediction accuracy of aircraft repair parts by using machine learning model. And we show the most effective predictive method by demonstrating the change of hit rate based on actual data.

• Communications for Statistical Applications and Methods
• /
• v.7 no.1
• /
• 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.

• The Transactions of the Korean Institute of Power Electronics
• /
• v.27 no.4
• /
• pp.316-324
• /
• 2022

This paper uses seasonal auto-regressive integrated moving average (S-ARIMA), which is efficient in seasonality between time-series models, to predict the degradation tendency for lithium-ion batteries and study a method for improving the predictive performance. The proposed method analyzes the degradation tendency and extracted factors through an electrical characteristic experiment of lithium-ion batteries, and verifies whether time-series data are suitable for the S-ARIMA model through several statistical analysis techniques. Finally, prediction of battery aging is performed through S-ARIMA, and performance of the model is verified through error comparison of predictions through mean absolute error.

• Journal of Korean Institute of Industrial Engineers
• /
• v.25 no.1
• /
• pp.111-124
• /
• 1999

This evapaper is toluate the forecasting performance of three neural network(NN) approaches against ARIMA model using the famous time series analysis competition data. The first NN approach is to analyze the second Makridakis (M2) Competition Data using Multilayer Perceptron (MLP) that has been the most popular NN model in time series analysis. Since it is recently known that MLP suffers from bias/variance dilemma, two approaches are suggested in this study. The second approach adopts Cascade Correlation Network (CCN) that was suggested by Fahlman & Lebiere as an alternative to MLP. In the third approach, a time series is separated into two series using Noise Filtering Network (NFN) that utilizes autoassociative memory function of neural network. The forecasts in the decomposition analysis are the sum of two prediction values obtained from modeling each decomposed series, respectively. Among the three NN approaches, Decomposition Analysis shows the best forecasting performance on the M2 Competition Data, and is expected to be a promising tool in analyzing socio-economic time series data because it reduces the effect of noise or outliers that is an impediment to modeling the time series generating process.

• Journal of Information Processing Systems
• /
• v.15 no.3
• /
• pp.694-706
• /
• 2019

In this study, we applied the long short-term memory (LSTM) model to classify the cryptocurrency price time series. We collected historic cryptocurrency price time series data and preprocessed them in order to make them clean for use as train and target data. After such preprocessing, the price time series data were systematically encoded into the three-dimensional price tensor representing the past price changes of cryptocurrencies. We also presented our LSTM model structure as well as how to use such price tensor as input data of the LSTM model. In particular, a grid search-based k-fold cross-validation technique was applied to find the most suitable LSTM model parameters. Lastly, through the comparison of the f1-score values, our study showed that the LSTM model outperforms the gradient boosting model, a general machine learning model known to have relatively good prediction performance, for the time series classification of the cryptocurrency price trend. With the LSTM model, we got a performance improvement of about 7% compared to using the GB model.

• Journal of Korean Society on Water Environment
• /
• v.20 no.3
• /
• pp.223-230
• /
• 2004

The QUAL2E and Box-Jenkins time series model were applied to the Miho river, a main tributary of the Geum river, to predict water quality. The models are widely used to predict water quality in rivers and watersheds because of its accuracy. As results of the study, we concluded as follows: Pollutant loadings in upper stream of Miho river were determined to 57,811 kgBOD/d, 19,350 kgTN/d, and 5,013 kgTP/d. The loading of TN in Mushim river was 19,450 kgTN/d, respectively. As the mass loadings were compared with pollutant sources, it concluded that the farming livestock contributed highly to mass emissions of BOD and TP and the population contributed to TN mass loading. The observed water quality values were applied to the models to verify and the models were used to predict the water quality. The QUAL2E Model predicted the concentrations of DO, BOD, TN and TP with high accuracy, but not for E-Coli. The Box-Jenkins time series model also showed high prediction for DO, BOD and TN. However, the concentrations of TP and E-Coli were poorly predicted. The result shows that the QUAL2E model is more applicable in Miho basin for prediction of water quality compared to Box-Jenkins time series model.

• Journal of Advanced Navigation Technology
• /
• v.11 no.3
• /
• pp.252-258
• /
• 2007

There has been a lot of research done in scheme guaranteeing user's mobility and effective resources management to satisfy the requested by users in the wireless/mobile networks. In this paper, we propose a predictive resource allocation scheme based on ARMA(Auto Regressive Moving Average) prediction model to meet QoS requirements(handoff dropping rate) for guaranteeing users' mobility. The proposed scheme predicts the demanded amount of resource in the future time by ARMA time series prediction model, and then reserves it. The ARMA model can be used to take into account the correlation of future handoff resource demands with present and past handoff demands for provision of targeted handoff dropping rate. Simulation results show that the proposed scheme outperforms the existing RCS(Reserved channel scheme) in terms of handoff connection dropping rate and resource utilization.

• Journal of Korean Society for Quality Management
• /
• v.49 no.4
• /
• pp.569-579
• /
• 2021

Purpose: The purpose of this study is the time series analysis for predicting the yield of crops applicable to each farm using environmental variables measured by smart farms cultivating tomato. In addition, it is intended to confirm the influence of environmental variables using a deep learning model that can be explained to some extent. Methods: A time series analysis was performed to predict production using environmental variables measured at 75 smart farms cultivating tomato in two periods. An LSTM-based encoder-decoder model was used for cases of several farms with similar length. In particular, Dual Attention Mechanism was applied to use environmental variables as exogenous variables and to confirm their influence. Results: As a result of the analysis, Dual Attention LSTM with a window size of 12 weeks showed the best predictive power. It was verified that the environmental variables has a similar effect on prediction through wieghtss extracted from the prediction model, and it was also verified that the previous time point has a greater effect than the time point close to the prediction point. Conclusion: It is expected that it will be possible to attempt various crops as a model that can be explained by supplementing the shortcomings of general deep learning model.