• 제목/요약/키워드: mean squared prediction error

검색결과 150건 처리시간 0.026초

추계학적 기법을 통한 공주지점 유출예측 연구 (Study of Stochastic Techniques for Runoff Forecasting Accuracy in Gongju basin)

  • 안정민;허영택;황만하;천근호
    • 대한토목학회논문집
    • /
    • 제31권1B호
    • /
    • pp.21-27
    • /
    • 2011
  • 유출예측량을 모의할 때 과거와 현재의 수문자료를 이용한다는 측면에서 미래 예측결과의 불확실성을 완전히 제거할 수는 없겠지만, 다양한 기법별 분석에 의하여 불확실성을 감소시킬 수 있다. 본 연구에서는 유출예측의 정확성 향상을 위해 다양한 유출예측 기법을 적용 및 평가하였으며 확률론적 예측을 가능하게 하는 예측기법인 ESP와 관측 시계열 자료를 이용한 통계기법으로 공주지점의 유출예측을 수행하였다. 각 기법에 따른 유출예측 결과의 신뢰성 평가는 MAE(Mean Absolute Error), RMSE(Root Mean Squared Error), RRMSE(Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC(Theil Inequality Coefficient)를 이용하였다. ESP 확률을 이용하여 예측한 유출결과와 통계적 시계열 분석에 의해 예측된 유출결과를 MAE, RMSE, RRMSE, MAPE, TIC를 이용하여 비교 분석하였으며 유출예측의 개선효과를 확인해본 결과, ESP 확률을 이용한 예측이 MAE(10.6), RMSE(15.14), RRMSE(0.244), MAPE(22.74%), TIC(0.13)으로 평가되었으며 MAE(23.2), RMSE(37.13), RRMSE(0.596), MAPE(26.69%), TIC(0.30)으로 평가된 ARMA와 MAE(26.4), RMSE(34.44), RRMSE(0.563), MAPE(47.38%), TIC(0.25)으로 평가된 Winters 에 비해 신뢰성이 높게 나타났다.

이항자료에 대한 예측구간 (On Prediction Intervals for Binomial Data)

  • 류제복
    • 응용통계연구
    • /
    • 제26권6호
    • /
    • pp.943-952
    • /
    • 2013
  • 신뢰구간 추정에 널리 사용되고 있는 Wald, Agresti-Coull, 그리고 베이지안 방법인 Jeffrey와 Bayes-Laplace를 예측구간에 적용하였다. 네 가지 방법의 수치적 비교를 위해서 포함확률, 평균포함확률, 평균제곱오차의 제곱근, 그리고 평균기대폭을 사용하였다. 비교결과 Wald 방법은 신뢰구간에서와 마찬가지로 예측구간에서도 바람직하지 않았고 신뢰구간에서 선호되던 Agresti-Coull 방법은 예측구간에서는 너무 보수적이라 적절치 않다. 반면에 Jeffrey와 Bayes-Laplace 방법은 적절하였고, 특히 Jeffrey 방법은 신뢰구간의 경우에서와 마찬가지로 예측구간에서도 바람직하였다.

이항자료에 대한 예측구간 (On prediction intervals for binomial data)

  • 류제복
    • 응용통계연구
    • /
    • 제34권4호
    • /
    • pp.579-588
    • /
    • 2021
  • 신뢰구간 추정에 널리 사용되고 있는 Wald, Agresti-Coull, 그리고 베이지안 방법인 Jeffrey와 Bayes-Laplace를 예측구간에 적용하였다. 네 가지 방법의 수치적 비교를 위해서 포함확률, 평균포함확률, 평균제곱오차의 제곱근, 그리고 평균기대폭을 사용하였다. 비교결과 Wald 방법은 신뢰구간에서와 마찬가지로 예측구간에서도 바람직하지 않았고 신뢰구간에서 선호되던 Agresti-Coull 방법은 예측구간에서는 너무 보수적이라 적절치 않다. 반면에 Jeffrey와 Bayes-Laplace 방법은 적절하였고, 특히 Jeffrey 방법은 신뢰구간의 경우에서와 마찬가지로 예측구간에서도 바람직하였다.

Bayesian inference in finite population sampling under measurement error model

  • Goo, You Mee;Kim, Dal Ho
    • Journal of the Korean Data and Information Science Society
    • /
    • 제23권6호
    • /
    • pp.1241-1247
    • /
    • 2012
  • The paper considers empirical Bayes (EB) and hierarchical Bayes (HB) predictors of the finite population mean under a linear regression model with measurement errors We discuss how to calculate the mean squared prediction errors of the EB predictors using jackknife methods and the posterior standard deviations of the HB predictors based on the Markov Chain Monte Carlo methods. A simulation study is provided to illustrate the results of the preceding sections and compare the performances of the proposed procedures.

NCPX 계측 방법에 따른 속도별 소음 데시벨 예측 모델 개발에 대한 연구 (A Study on Development of a Prediction Model for the Sound Pressure Level Related to Vehicle Velocity by Measuring NCPX Measurement)

  • 김도완;안덕순;문성호
    • 한국도로학회논문집
    • /
    • 제15권4호
    • /
    • pp.21-29
    • /
    • 2013
  • PURPOSES : The objective of this study is to provide for the overall SPL (Sound Pressure Level) prediction model by using the NCPX (Noble Close Proximity) measurement method in terms of regression equations. METHODS: Many methods can be used to measure the traffic noise. However, NCPX measurement can powerfully measure the friction noise originated somewhere between tire and pavement by attaching the microphone at the proximity location of tire. The overall SPL(Sound Pressure Level) calculated by NCPX method depends on the vehicle speed, and the basic equation form of the prediction model for overall SPL was used, according to the previous studies (Bloemhof, 1986; Cho and Mun, 2008a; Cho and Mun, 2008b; Cho and Mun, 2008c). RESULTS : After developing the prediction model, the prediction model was verified by the correlation analysis and RMSE (Root Mean Squared Error). Furthermore, the correlation was resulted in good agreement. CONCLUSIONS: If the polynomial overall SPL prediction model can be used, the special cautions are required in terms of considering the interpolation points between vehicle speeds as well as overall SPLs.

Pass-by계측과 NCPX계측에 의한 주파수 별 음압 예측 모델 개발에 관한 연구 (A Study on Development of the Prediction Model Related to the Sound Pressure in Terms of Frequencies, Using the Pass-by and NCPX Method)

  • 김도완;문성호;안덕순;손현장
    • 한국도로학회논문집
    • /
    • 제15권6호
    • /
    • pp.79-91
    • /
    • 2013
  • PURPOSES : The methods of measuring the sound from the noise source are Pass-by method and NCPX (Noble Close Proximity) method. These measuring methods were used to determine the linkage of TAPL (Total Acoustic Pressure Level) and SPL (Sound Pressure Level) in terms of frequencies. METHODS : The frequency analysis methods are DFT (Discrete Fourier Transform) and FFT (Fast Fourier Transform), CPB (Constant Percentage Bandwidth). The CPB analysis was used in this study, based on the 1/3 octave band option configured for the frequency analysis. Furthermore, the regression analysis was used at the condition related to the sound attenuation effect. The MPE (Mean Percentage Error) and RMSE (Root Mean Squared Error) were utilized for calculating the error. RESULTS : From the results of the CPB frequency analysis, the predicted SPL along the frequency has 99.1% maximum precision with the measured SPL, resulting in roughly 1 dB(A) error. The TAPL results have precision by 99.37% with the measured TAPL. The predicted TAPL results at this study by using the SPL prediction model along the frequency have the maximum precision of 98.37% with the vehicle velocity. CONCLUSIONS : The Predicted SPL model along the frequency and the TAPL result by using the predicted SPL model have a high level of accuracy through this study. But the vehicle velocity-TAPL prediction model from the previous study by using the log regression analysis cannot be consistent with the TAPL result by using the predicted SPL model.

Construction of a Ginsenoside Content-predicting Model based on Hyperspectral Imaging

  • Ning, Xiao Feng;Gong, Yuan Juan;Chen, Yong Liang;Li, Hongbo
    • Journal of Biosystems Engineering
    • /
    • 제43권4호
    • /
    • pp.369-378
    • /
    • 2018
  • Purpose: The aim of this study was to construct a saponin content-predicting model using shortwave infrared imaging spectroscopy. Methods: The experiment used a shortwave imaging spectrometer and ENVI spectral acquisition software sampling a spectrum of 910 nm-2500 nm. The corresponding preprocessing and mathematical modeling analysis was performed by Unscrambler 9.7 software to establish a ginsenoside nondestructive spectral testing prediction model. Results: The optimal preprocessing method was determined to be a standard normal variable transformation combined with the second-order differential method. The coefficient of determination, $R^2$, of the mathematical model established by the partial least squares method was found to be 0.9999, while the root mean squared error of prediction, RMSEP, was found to be 0.0043, and root mean squared error of calibration, RMSEC, was 0.0041. The residuals of the majority of the samples used for the prediction were between ${\pm}1$. Conclusion: The experiment showed that the predicted model featured a high correlation with real values and a good prediction result, such that this technique can be appropriately applied for the nondestructive testing of ginseng quality.

입력자료 군집화에 따른 앙상블 머신러닝 모형의 수질예측 특성 연구 (The Effect of Input Variables Clustering on the Characteristics of Ensemble Machine Learning Model for Water Quality Prediction)

  • 박정수
    • 한국물환경학회지
    • /
    • 제37권5호
    • /
    • pp.335-343
    • /
    • 2021
  • Water quality prediction is essential for the proper management of water supply systems. Increased suspended sediment concentration (SSC) has various effects on water supply systems such as increased treatment cost and consequently, there have been various efforts to develop a model for predicting SSC. However, SSC is affected by both the natural and anthropogenic environment, making it challenging to predict SSC. Recently, advanced machine learning models have increasingly been used for water quality prediction. This study developed an ensemble machine learning model to predict SSC using the XGBoost (XGB) algorithm. The observed discharge (Q) and SSC in two fields monitoring stations were used to develop the model. The input variables were clustered in two groups with low and high ranges of Q using the k-means clustering algorithm. Then each group of data was separately used to optimize XGB (Model 1). The model performance was compared with that of the XGB model using the entire data (Model 2). The models were evaluated by mean squared error-ob servation standard deviation ratio (RSR) and root mean squared error. The RSR were 0.51 and 0.57 in the two monitoring stations for Model 2, respectively, while the model performance improved to RSR 0.46 and 0.55, respectively, for Model 1.

Prediction of Academic Performance of College Students with Bipolar Disorder using different Deep learning and Machine learning algorithms

  • Peerbasha, S.;Surputheen, M. Mohamed
    • International Journal of Computer Science & Network Security
    • /
    • 제21권7호
    • /
    • pp.350-358
    • /
    • 2021
  • In modern years, the performance of the students is analysed with lot of difficulties, which is a very important problem in all the academic institutions. The main idea of this paper is to analyze and evaluate the academic performance of the college students with bipolar disorder by applying data mining classification algorithms using Jupiter Notebook, python tool. This tool has been generally used as a decision-making tool in terms of academic performance of the students. The various classifiers could be logistic regression, random forest classifier gini, random forest classifier entropy, decision tree classifier, K-Neighbours classifier, Ada Boost classifier, Extra Tree Classifier, GaussianNB, BernoulliNB are used. The results of such classification model deals with 13 measures like Accuracy, Precision, Recall, F1 Measure, Sensitivity, Specificity, R Squared, Mean Absolute Error, Mean Squared Error, Root Mean Squared Error, TPR, TNR, FPR and FNR. Therefore, conclusion could be reached that the Decision Tree Classifier is better than that of different algorithms.

Development of the Plywood Demand Prediction Model

  • Kim, Dong-Jun
    • 한국산림과학회지
    • /
    • 제97권2호
    • /
    • pp.140-143
    • /
    • 2008
  • This study compared the plywood demand prediction accuracy of econometric and vector autoregressive models using Korean data. The econometric model of plywood demand was specified with three explanatory variables; own price, construction permit area, dummy. The vector autoregressive model was specified with lagged endogenous variable, own price, construction permit area and dummy. The dummy variable reflected the abrupt decrease in plywood consumption in the late 1990's. The prediction accuracy was estimated on the basis of Residual Mean Squared Error, Mean Absolute Percentage Error and Theil's Inequality Coefficient. The results showed that the plywood demand prediction can be performed more accurately by econometric model than by vector autoregressive model.