• 제목/요약/키워드: Vector Auto Regression

검색결과 45건 처리시간 0.021초

상시감시기술에서 SVR과 PLSR을 이용한 Auto-association 모델링 및 성능비교 (Modeling and Comparison for Auto-association using Support Vector Regression (SVR) and Partial Least Square Regression (PLSR) in Online Monitoring Techniques)

  • 김성준;서인용
    • 한국지능시스템학회논문지
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    • 제20권4호
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    • pp.483-488
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    • 2010
  • 센서시스템을 이용한 상시감시는 발전소의 효율적인 운전과 안전을 담보하는 데 필수적이다. 상시감시기술을 구현하기 위해서는 우선 센서로부터 전송된 신호로부터 발전소 운전파라미터의 참값을 예측하는 모델 즉 Auto-association (AA) 모델을 확보하는 것이 중요하다. 이를 위해 본 논문에서는 Support Vector Regression (SVR)과 Partial Least Square Regression (PLSR)을 이용하는 방안을 각각 제시한다. 이렇게 해서 구축된 모델은 모니터해야 할 파라미터가 많을 때에도 쉽게 적용할 수 있다. 실제 발전소에서 수집된 데이터셋을 이용하여 AA 모델링의 정확도 및 민감도를 비교한 결과, 정확도 면에서는 SVR이 우수한 반면 민감도 면에서는 PLSR이 다소 나은 것으로 나타났다.

Integrating Granger Causality and Vector Auto-Regression for Traffic Prediction of Large-Scale WLANs

  • Lu, Zheng;Zhou, Chen;Wu, Jing;Jiang, Hao;Cui, Songyue
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제10권1호
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    • pp.136-151
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    • 2016
  • Flexible large-scale WLANs are now widely deployed in crowded and highly mobile places such as campus, airport, shopping mall and company etc. But network management is hard for large-scale WLANs due to highly uneven interference and throughput among links. So the traffic is difficult to predict accurately. In the paper, through analysis of traffic in two real large-scale WLANs, Granger Causality is found in both scenarios. In combination with information entropy, it shows that the traffic prediction of target AP considering Granger Causality can be more predictable than that utilizing target AP alone, or that of considering irrelevant APs. So We develops new method -Granger Causality and Vector Auto-Regression (GCVAR), which takes APs series sharing Granger Causality based on Vector Auto-regression (VAR) into account, to predict the traffic flow in two real scenarios, thus redundant and noise introduced by multivariate time series could be removed. Experiments show that GCVAR is much more effective compared to that of traditional univariate time series (e.g. ARIMA, WARIMA). In particular, GCVAR consumes two orders of magnitude less than that caused by ARIMA/WARIMA.

PRINCIPAL COMPONENTS BASED SUPPORT VECTOR REGRESSION MODEL FOR ON-LINE INSTRUMENT CALIBRATION MONITORING IN NPPS

  • Seo, In-Yong;Ha, Bok-Nam;Lee, Sung-Woo;Shin, Chang-Hoon;Kim, Seong-Jun
    • Nuclear Engineering and Technology
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    • 제42권2호
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    • pp.219-230
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    • 2010
  • In nuclear power plants (NPPs), periodic sensor calibrations are required to assure that sensors are operating correctly. By checking the sensor's operating status at every fuel outage, faulty sensors may remain undetected for periods of up to 24 months. Moreover, typically, only a few faulty sensors are found to be calibrated. For the safe operation of NPP and the reduction of unnecessary calibration, on-line instrument calibration monitoring is needed. In this study, principal component-based auto-associative support vector regression (PCSVR) using response surface methodology (RSM) is proposed for the sensor signal validation of NPPs. This paper describes the design of a PCSVR-based sensor validation system for a power generation system. RSM is employed to determine the optimal values of SVR hyperparameters and is compared to the genetic algorithm (GA). The proposed PCSVR model is confirmed with the actual plant data of Kori Nuclear Power Plant Unit 3 and is compared with the Auto-Associative support vector regression (AASVR) and the auto-associative neural network (AANN) model. The auto-sensitivity of AASVR is improved by around six times by using a PCA, resulting in good detection of sensor drift. Compared to AANN, accuracy and cross-sensitivity are better while the auto-sensitivity is almost the same. Meanwhile, the proposed RSM for the optimization of the PCSVR algorithm performs even better in terms of accuracy, auto-sensitivity, and averaged maximum error, except in averaged RMS error, and this method is much more time efficient compared to the conventional GA method.

생성 AI기반 뉴스 감성 분석과 부동산 가격 예측: LSTM과 VAR모델의 적용 (Sentiment Analysis of News Based on Generative AI and Real Estate Price Prediction: Application of LSTM and VAR Models)

  • 김수아;권미주;김현희
    • 정보처리학회 논문지
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    • 제13권5호
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    • pp.209-216
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    • 2024
  • 부동산 시장은 다양한 요인에 의해 가격이 결정되며 거시경제 변수뿐 만 아니라 뉴스 기사, SNS 등 다양한 텍스트 데이터의 영향을 받는다. 특히 뉴스 기사는 국민들이 느끼는 경제 심리를 반영하고 있으므로 부동산 매매 가격 예측에 있어 중요한 요인이다. 본 연구에서는 뉴스 기사를 감성 분석하여 그 결과를 뉴스 감성 지수로 점수화 한 후 부동산 가격 예측 모델에 적용하였다. 먼저 기사 본문을 요약 후 요약된 내용을 바탕으로 생성 AI를 활용하여 긍정, 부정, 중립으로 분류한 다음 총 점수를 산출하였고 이를 부동산 가격 예측 모델에 적용하였다. 부동산 가격 예측 모델로는 Multi-head attention LSTM 모델과 Vector Auto Regression 모델을 사용하였다. 제안하는 뉴스 감성 지수를 적용하지 않은 LSTM 예측 모델은 1개월, 2개월, 3개월 예측에서 각각 0.60, 0.872, 1.117의 Root Mean Square Error (RMSE)을 보였으며, 뉴스 감성 지수를 적용한 LSTM 예측 모델은 각각 0.40, 0.724, 1.03의 RMSE값을 나타낸다. 또한 뉴스 감성 지수를 적용하지 않은 Vector Auto Regression 예측 모델은 1개월, 2개월, 3개월 예측에서 각각 1.6484, 0.6254, 0.9220, 뉴스 감성 지수를 적용한 Vector Auto Regression 예측 모델은 각각 1.1315, 0.3413, 1.6227의 RMSE 값을 나타낸다. 앞선 아파트 매매가격지수 예측 모델을 통해 사회/경제적 동향을 반영한 부동산 시장 가격 변동을 예측할 수 있을 것으로 보인다.

Support Vector Regression에 기반한 전력 수요 예측 (Electricity Demand Forecasting based on Support Vector Regression)

  • 이형로;신현정
    • 산업공학
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    • 제24권4호
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    • pp.351-361
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    • 2011
  • Forecasting of electricity demand have difficulty in adapting to abrupt weather changes along with a radical shift in major regional and global climates. This has lead to increasing attention to research on the immediate and accurate forecasting model. Technically, this implies that a model requires only a few input variables all of which are easily obtainable, and its predictive performance is comparable with other competing models. To meet the ends, this paper presents an energy demand forecasting model that uses the variable selection or extraction methods of data mining to select only relevant input variables, and employs support vector regression method for accurate prediction. Also, it proposes a novel performance measure for time-series prediction, shift index, followed by description on preprocessing procedure. A comparative evaluation of the proposed method with other representative data mining models such as an auto-regression model, an artificial neural network model, an ordinary support vector regression model was carried out for obtaining the forecast of monthly electricity demand from 2000 to 2008 based on data provided by Korea Energy Economics Institute. Among the models tested, the proposed method was shown promising results than others.

지역 간 인구이동, 경지면적, 외국인 근로자의 관계 분석 (Interrelationship Between Regional Population Migration, Crop Area, and Foreign Workers)

  • 조서진;윤희연
    • 지역연구
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    • 제40권2호
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    • pp.21-38
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    • 2024
  • 지역 인구와 경지면적 간의 상호작용을 이해하는 것은 지역 경제 활성화와 농업의 지속가능성 향상을 위해 중요하다. 기존의 연구들은 지역의 인구이동이나 경지면적 변화 각각의 주제에 중점을 두었으며, 이들의 상호작용에 관한 연구는 미흡했다. 또한, 새로운 노동 공급원인 외국인 근로자의 증가를 대상으로 한 지역 단위의 정량적 연구도 부족했다. 이에 본 연구에서는 지역의 인구 변화, 경지면적, 그리고 외국인 근로자 수 변화의 상호작용을 패널 자기 상관 모형(Panel Vector Auto Regression Model)을 활용하여 분석하였다. 분석 결과, 지역의 인구유입률과 경지면적은 서로에게 부정적인 영향을 발생시키지만, 농업부문의 외국인 근로자 증가는 경지면적을 증가시키는 것으로 나타났다. 또한, 밭 면적의 증가는 외국인 근로자를 증가시키는 것으로 나타났다. 이러한 결과는 지역의 인구감소와 경지면적 감소 현상이 상호영향을 미치고 있으며 외국인 근로자의 유입이 농촌지역의 구조적 문제해결에 긍정적인 영향을 미칠 가능성이 있음을 시사한다.

회귀방정식과 PID제어기에 의한 DC모터 제어 (DC Motor Control using Regression Equation and PID Controller)

  • 서기영;이수흠;문상필;이내일;최종수
    • 융합신호처리학회 학술대회논문집
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    • 한국신호처리시스템학회 2000년도 하계종합학술대회논문집
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    • pp.129-132
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    • 2000
  • We propose a new method to deal with the optimized auto-tuning for the PID controller which is used to the process -control in various fields. First of all, in this method, initial values of DC motor are determined by the Ziegler-Nichols method. Finally, after studying the parameters of PID controller by input vector of multiple regression analysis, when we give new K, L, T values to multiple regression model, the optimized parameters of PID controller is found by multiple regression analysis program.

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Monetary Policy Transmission during Multiple Indicator Regime: A Case of India

  • SETHI, Madhvi;BABY, Saina;DAR, Vandita
    • The Journal of Asian Finance, Economics and Business
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    • 제6권3호
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    • pp.103-113
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    • 2019
  • The effectiveness of monetary policy critically depends upon how well the transmission mechanism functions, so that the desired impact on output and inflation is achieved. The purpose of this paper is to study the transmission mechanism of monetary policy by analyzing the impact on inflation and output during multiple indicator regime (1998-99 to 2014) in an emerging economy-India. The Inflation Targeting Regime is also briefly outlined alongwith the impact on output and inflation. Using quarterly data for the period 1997 to 2017, the paper uses weighted average call money market rate as a proxy for the policy rate and evaluates the strength of the interest rate channel. We use a conventional Structural vector auto regression (SVAR) methodology to evaluate the efficacy and show the impluse response functions. Our results find that changes in the policy rate impact output growth steeply with a lag of about two quarters and the impact on inflation is maximized after three quarters. The study concludes that the monetary policy in India has a significant impact on output and inflation in the short-to-medium-run. After the policy shock, the fall in the output growth rate is of greater magnitude than the fall in inflation.

Effective Demand Lifting through Pre-Launch Movie Marketing Activities

  • Song, Tae Ho;Yoo, Shijin;Lee, Janghyuk
    • Asia Marketing Journal
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    • 제18권3호
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    • pp.1-18
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    • 2016
  • The purpose of this paper is to examine empirically how to balance advertising expenditure before and after launch with regard to the direction of word of mouth in the motion picture industry. The vector auto-regression model is applied to assess the dynamic impact of advertising and word of mouth on sales. Empirical data, including advertising, word of mouth, and sales (the number of entries) of 83 movies are used for analysis. The research results show that for a movie having more positive word of mouth in the pre- and post-launch periods, it is worthwhile to spend the advertising budget in the pre-launch period only and to spare it in post-launch period. However, it is worthwhile to spare the advertising budget in the pre-launch period for movies having less positive word of mouth before and after launch, and to concentrate spending in post-launch period instead. Mangers who handle products and services facing shortened lifecycles, such as games, eBooks, and digital music contents, need to check the quality of pre-launch word of mouth for their advertising budget decisions in the pre- and post-launch periods and spend more of the advertising budget in the post- (pre-) launch period if pre-launch word of mouth is negative (positive). For products and services with a shortened lifecycle, it is recommended to spend more of the advertising budget in the post- (pre-) launch period if pre-launch word of mouth is negative (positive).

Hybrid CSA optimization with seasonal RVR in traffic flow forecasting

  • Shen, Zhangguo;Wang, Wanliang;Shen, Qing;Li, Zechao
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권10호
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    • pp.4887-4907
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    • 2017
  • Accurate traffic flow forecasting is critical to the development and implementation of city intelligent transportation systems. Therefore, it is one of the most important components in the research of urban traffic scheduling. However, traffic flow forecasting involves a rather complex nonlinear data pattern, particularly during workday peak periods, and a lot of research has shown that traffic flow data reveals a seasonal trend. This paper proposes a new traffic flow forecasting model that combines seasonal relevance vector regression with the hybrid chaotic simulated annealing method (SRVRCSA). Additionally, a numerical example of traffic flow data from The Transportation Data Research Laboratory is used to elucidate the forecasting performance of the proposed SRVRCSA model. The forecasting results indicate that the proposed model yields more accurate forecasting results than the seasonal auto regressive integrated moving average (SARIMA), the double seasonal Holt-Winters exponential smoothing (DSHWES), and the relevance vector regression with hybrid Chaotic Simulated Annealing method (RVRCSA) models. The forecasting performance of RVRCSA with different kernel functions is also studied.