• Title/Summary/Keyword: mean square error of prediction

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Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
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    • v.13 no.2
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    • pp.107-113
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    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

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Prediction of the interest spread using VAR model (벡터자기회귀모형에 의한 금리스프레드의 예측)

  • Kim, Junhong;Jin, Dalae;Lee, Jisun;Kim, Suji;Son, Young Sook
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.6
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    • pp.1093-1102
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    • 2012
  • In this paper, we predicted the interest spread using the VAR (vector autoregressive) model. Variables used in the VAR model were selected among 56 domestic and foreign macroeconomic time series through crosscorrelation and Granger causality test. The performance of the VAR model was compared with the univariate time series model, AR (autoregressive) model, in view of MAPE (mean absolute percentage error) and RMSE (root mean square error) of forecasts for the last twelve months.

Performance Comparison Analysis of Artificial Intelligence Models for Estimating Remaining Capacity of Lithium-Ion Batteries

  • Kyu-Ha Kim;Byeong-Soo Jung;Sang-Hyun Lee
    • International Journal of Advanced Culture Technology
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    • v.11 no.3
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    • pp.310-314
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    • 2023
  • The purpose of this study is to predict the remaining capacity of lithium-ion batteries and evaluate their performance using five artificial intelligence models, including linear regression analysis, decision tree, random forest, neural network, and ensemble model. We is in the study, measured Excel data from the CS2 lithium-ion battery was used, and the prediction accuracy of the model was measured using evaluation indicators such as mean square error, mean absolute error, coefficient of determination, and root mean square error. As a result of this study, the Root Mean Square Error(RMSE) of the linear regression model was 0.045, the decision tree model was 0.038, the random forest model was 0.034, the neural network model was 0.032, and the ensemble model was 0.030. The ensemble model had the best prediction performance, with the neural network model taking second place. The decision tree model and random forest model also performed quite well, and the linear regression model showed poor prediction performance compared to other models. Therefore, through this study, ensemble models and neural network models are most suitable for predicting the remaining capacity of lithium-ion batteries, and decision tree and random forest models also showed good performance. Linear regression models showed relatively poor predictive performance. Therefore, it was concluded that it is appropriate to prioritize ensemble models and neural network models in order to improve the efficiency of battery management and energy systems.

Shrinkage Prediction for Small Area Estimations (축소예측을 이용한 소지역 추정)

  • Hwang, Hee-Jin;Shin, Key-Il
    • The Korean Journal of Applied Statistics
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    • v.21 no.1
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    • pp.109-123
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    • 2008
  • Many small area estimation methods have been suggested. Also for the comparison of the estimation methods, model diagnostic checking techniques have been studied. Almost all of the small area estimators were developed by minimizing MSE(Mean square error) and so the MSE is the well-known comparison criterion for superiority. In this paper we suggested a new small area estimator based on minimizing MSPE(Mean square percentage error) which is recently re-highlighted. Also we compared the new suggested estimator with the estimators explained in Shin et al. (2007) using MSE, MSPE and other diagnostic checking criteria.

Development of Machine Learning Based Seismic Response Prediction Model for Shear Wall Structure considering Aging Deteriorations (경년열화를 고려한 전단벽 구조물의 기계학습 기반 지진응답 예측모델 개발)

  • Kim, Hyun-Su;Kim, Yukyung;Lee, So Yeon;Jang, Jun Su
    • Journal of Korean Association for Spatial Structures
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    • v.24 no.2
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    • pp.83-90
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    • 2024
  • Machine learning is widely applied to various engineering fields. In structural engineering area, machine learning is generally used to predict structural responses of building structures. The aging deterioration of reinforced concrete structure affects its structural behavior. Therefore, the aging deterioration of R.C. structure should be consider to exactly predict seismic responses of the structure. In this study, the machine learning based seismic response prediction model was developed. To this end, four machine learning algorithms were employed and prediction performance of each algorithm was compared. A 3-story coupled shear wall structure was selected as an example structure for numerical simulation. Artificial ground motions were generated based on domestic site characteristics. Elastic modulus, damping ratio and density were changed to considering concrete degradation due to chloride penetration and carbonation, etc. Various intensity measures were used input parameters of the training database. Performance evaluation was performed using metrics like root mean square error, mean square error, mean absolute error, and coefficient of determination. The optimization of hyperparameters was achieved through k-fold cross-validation and grid search techniques. The analysis results show that neural networks and extreme gradient boosting algorithms present good prediction performance.

Forecasting Internet Traffic by Using Seasonal GARCH Models

  • Kim, Sahm
    • Journal of Communications and Networks
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    • v.13 no.6
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    • pp.621-624
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    • 2011
  • With the rapid growth of internet traffic, accurate and reliable prediction of internet traffic has been a key issue in network management and planning. This paper proposes an autoregressive-generalized autoregressive conditional heteroscedasticity (AR-GARCH) error model for forecasting internet traffic and evaluates its performance by comparing it with seasonal autoregressive integrated moving average (ARIMA) models in terms of root mean square error (RMSE) criterion. The results indicated that the seasonal AR-GARCH models outperformed the seasonal ARIMA models in terms of forecasting accuracy with respect to the RMSE criterion.

Modeling properties of self-compacting concrete: support vector machines approach

  • Siddique, Rafat;Aggarwal, Paratibha;Aggarwal, Yogesh;Gupta, S.M.
    • Computers and Concrete
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    • v.5 no.5
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    • pp.461-473
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    • 2008
  • The paper explores the potential of Support Vector Machines (SVM) approach in predicting 28-day compressive strength and slump flow of self-compacting concrete. Total of 80 data collected from the exiting literature were used in present work. To compare the performance of the technique, prediction was also done using a back propagation neural network model. For this data-set, RBF kernel worked well in comparison to polynomial kernel based support vector machines and provide a root mean square error of 4.688 (MPa) (correlation coefficient=0.942) for 28-day compressive strength prediction and a root mean square error of 7.825 cm (correlation coefficient=0.931) for slump flow. Results obtained for RMSE and correlation coefficient suggested a comparable performance by Support Vector Machine approach to neural network approach for both 28-day compressive strength and slump flow prediction.

Analysis of Partial Least Square Regression on Textural Data from Back Extrusion Test for Commercial Instant Noodles (시중 즉석 조리 면의 Back Extrusion 텍스처 데이터에 대한 Partial Least Square Regression 분석)

  • Kim, Su kyoung;Lee, Seung Ju
    • Food Engineering Progress
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    • v.14 no.1
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    • pp.75-79
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    • 2010
  • Partial least square regression (PLSR) was executed on curve data of force-deformation from back extrusion test and sensory data for commercial instant noodles. Sensory attributes considered were hardness (A), springiness (B), roughness (C), adhesiveness to teeth (D), and thickness (E). Eight and two kinds of fried and non-fried instant noodles respectively were used in the tests. Changes in weighted regression coefficients were characterized as three stages: compaction, yielding, and extrusion. Correlation coefficients appeared in the order of E>D>A>B>C, root mean square error of prediction D>C>E>B>A, and relative ability of prediction D>C>E>B>A. Overall, 'D' was the best in the correlation and prediction. 'A' with poor prediction ability but high correlation was considered good when determining the order of magnitude.

Development of Solar Power Output Prediction Method using Big Data Processing Technic (태양광 발전량 예측을 위한 빅데이터 처리 방법 개발)

  • Jung, Jae Cheon;Song, Chi Sung
    • Journal of the Korean Society of Systems Engineering
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    • v.16 no.1
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    • pp.58-67
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    • 2020
  • A big data processing method to predict solar power generation using systems engineering approach is developed in this work. For developing analytical method, linear model (LM), support vector machine (SVN), and artificial neural network (ANN) technique are chosen. As evaluation indices, the cross-correlation and the mean square root of prediction error (RMSEP) are used. From multi-variable comparison test, it was found that ANN methodology provides the highest correlation and the lowest RMSEP.

Development of Prediction Model of Chloride Diffusion Coefficient using Machine Learning (기계학습을 이용한 염화물 확산계수 예측모델 개발)

  • Kim, Hyun-Su
    • Journal of Korean Association for Spatial Structures
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    • v.23 no.3
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    • pp.87-94
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    • 2023
  • Chloride is one of the most common threats to reinforced concrete (RC) durability. Alkaline environment of concrete makes a passive layer on the surface of reinforcement bars that prevents the bar from corrosion. However, when the chloride concentration amount at the reinforcement bar reaches a certain level, deterioration of the passive protection layer occurs, causing corrosion and ultimately reducing the structure's safety and durability. Therefore, understanding the chloride diffusion and its prediction are important to evaluate the safety and durability of RC structure. In this study, the chloride diffusion coefficient is predicted by machine learning techniques. Various machine learning techniques such as multiple linear regression, decision tree, random forest, support vector machine, artificial neural networks, extreme gradient boosting annd k-nearest neighbor were used and accuracy of there models were compared. In order to evaluate the accuracy, root mean square error (RMSE), mean square error (MSE), mean absolute error (MAE) and coefficient of determination (R2) were used as prediction performance indices. The k-fold cross-validation procedure was used to estimate the performance of machine learning models when making predictions on data not used during training. Grid search was applied to hyperparameter optimization. It has been shown from numerical simulation that ensemble learning methods such as random forest and extreme gradient boosting successfully predicted the chloride diffusion coefficient and artificial neural networks also provided accurate result.