• Title/Summary/Keyword: nonlinear prediction

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Network traffic prediction model based on linear and nonlinear model combination

  • Lian Lian
    • ETRI Journal
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    • v.46 no.3
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    • pp.461-472
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    • 2024
  • We propose a network traffic prediction model based on linear and nonlinear model combination. Network traffic is modeled by an autoregressive moving average model, and the error between the measured and predicted network traffic values is obtained. Then, an echo state network is used to fit the prediction error with nonlinear components. In addition, an improved slime mold algorithm is proposed for reservoir parameter optimization of the echo state network, further improving the regression performance. The predictions of the linear (autoregressive moving average) and nonlinear (echo state network) models are added to obtain the final prediction. Compared with other prediction models, test results on two network traffic datasets from mobile and fixed networks show that the proposed prediction model has a smaller error and difference measures. In addition, the coefficient of determination and index of agreement is close to 1, indicating a better data fitting performance. Although the proposed prediction model has a slight increase in time complexity for training and prediction compared with some models, it shows practical applicability.

Design of HCBKA-Based TSK Fuzzy Prediction System with Error Compensation (HCBKA 기반 오차 보정형 TSK 퍼지 예측시스템 설계)

  • Bang, Young-Keun;Lee, Chul-Heui
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.59 no.6
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    • pp.1159-1166
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    • 2010
  • To improve prediction quality of a nonlinear prediction system, the system's capability for uncertainty of nonlinear data should be satisfactory. This paper presents a TSK fuzzy prediction system that can consider and deal with the uncertainty of nonlinear data sufficiently. In the design procedures of the proposed system, HCBKA(Hierarchical Correlationship-Based K-means clustering Algorithm) was used to generate the accurate fuzzy rule base that can control output according to input efficiently, and the first-order difference method was applied to reflect various characteristics of the nonlinear data. Also, multiple prediction systems were designed to analyze the prediction tendencies of each difference data generated by the difference method. In addition, to enhance the prediction quality of the proposed system, an error compensation method was proposed and it compensated the prediction error of the systems suitably. Finally, the prediction performance of the proposed system was verified by simulating two typical time series examples.

Nonlinear Prediction using Gamma Multilayered Neural Network (Gamma 다층 신경망을 이용한 비선형 적응예측)

  • Kim Jong-In;Go Il-Hwan;Choi Han-Go
    • Journal of the Institute of Convergence Signal Processing
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    • v.7 no.2
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    • pp.53-59
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    • 2006
  • Dynamic neural networks have been applied to diverse fields requiring temporal signal processing such as system identification and signal prediction. This paper proposes the gamma neural network(GAM), which uses gamma memory kernel in the hidden layer of feedforward multilayered network, to improve dynamics of networks and then describes nonlinear adaptive prediction using the proposed network as an adaptive filter. The proposed network is evaluated in nonlinear signal prediction and compared with feedforword(FNN) and recurrent neural networks(RNN) for the relative comparison of prediction performance. Simulation results show that the GAM network performs better with respect to the convergence speed and prediction accuracy, indicating that it can be a more effective prediction model than conventional multilayered networks in nonlinear prediction for nonstationary signals.

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Evolutionary Nonlinear Compensation and Support Vector Machine Based Prediction of Windstorm Advisory (진화적 비선형 보정 및 SVM 분류에 의한 강풍 특보 예측 기법)

  • Seo, Kisung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.12
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    • pp.1799-1803
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    • 2017
  • This paper introduces the prediction methods of windstorm advisory using GP nonlinear compensation and SVM. The existing special report prediction is not specialized for strong wind, such as windstorm, because it is based on the wide range of predicted values for wind speed from low to high. In order to improve the performance of strong wind reporting prediction, a method that can efficiently classify boundaries of strong wind is necessary. First, evolutionary nonlinear regression based compensation technique is applied to obtain more accurate values of prediction for wind speed using UM data. Based on the prediction wind speed, the windstorm advisory is determined. Second, SVM method is applied to classify directly using the data of UM predictors and windstorm advisory. Above two methods are compared to evaluate of the performances for the windstorm data in Jeju Island in South Korea. The data of 2007-2009, 2011 year is used for training, and 2012 year is used for test.

Nonlinear Adaptive Prediction using Locally and Globally Recurrent Neural Networks (지역 및 광역 리커런트 신경망을 이용한 비선형 적응예측)

  • 최한고
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.40 no.1
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    • pp.139-147
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    • 2003
  • Dynamic neural networks have been applied to diverse fields requiring temporal signal processing such as signal prediction. This paper proposes the hybrid network, composed of locally(LRNN) and globally recurrent neural networks(GRNN), to improve dynamics of multilayered recurrent networks(RNN) and then describes nonlinear adaptive prediction using the proposed network as an adaptive filter. The hybrid network consists of IIR-MLP and Elman RNN as LRNN and GRNN, respectively. The proposed network is evaluated in nonlinear signal prediction and compared with Elman RNN and IIR-MLP networks for the relative comparison of prediction performance. Experimental results show that the hybrid network performs better with respect to convergence speed and accuracy, indicating that the proposed network can be a more effective prediction model than conventional multilayered recurrent networks in nonlinear prediction for nonstationary signals.

Improvement of Genetic Programming Based Nonlinear Regression Using ADF and Application for Prediction MOS of Wind Speed (ADF를 사용한 유전프로그래밍 기반 비선형 회귀분석 기법 개선 및 풍속 예보 보정 응용)

  • Oh, Seungchul;Seo, Kisung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.64 no.12
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    • pp.1748-1755
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    • 2015
  • A linear regression is widely used for prediction problem, but it is hard to manage an irregular nature of nonlinear system. Although nonlinear regression methods have been adopted, most of them are only fit to low and limited structure problem with small number of independent variables. However, real-world problem, such as weather prediction required complex nonlinear regression with large number of variables. GP(Genetic Programming) based evolutionary nonlinear regression method is an efficient approach to attach the challenging problem. This paper introduces the improvement of an GP based nonlinear regression method using ADF(Automatically Defined Function). It is believed ADFs allow the evolution of modular solutions and, consequently, improve the performance of the GP technique. The suggested ADF based GP nonlinear regression methods are compared with UM, MLR, and previous GP method for 3 days prediction of wind speed using MOS(Model Output Statistics) for partial South Korean regions. The UM and KLAPS data of 2007-2009, 2011-2013 years are used for experimentation.

Long-term Prediction of Speech Signal Using a Neural Network (신경 회로망을 이용한 음성 신호의 장구간 예측)

  • 이기승
    • The Journal of the Acoustical Society of Korea
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    • v.21 no.6
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    • pp.522-530
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    • 2002
  • This paper introduces a neural network (NN) -based nonlinear predictor for the LP (Linear Prediction) residual. To evaluate the effectiveness of the NN-based nonlinear predictor for LP-residual, we first compared the average prediction gain of the linear long-term predictor with that of the NN-based nonlinear long-term predictor. Then, the effects on the quantization noise of the nonlinear prediction residuals were investigated for the NN-based nonlinear predictor A new NN predictor takes into consideration not only prediction error but also quantization effects. To increase robustness against the quantization noise of the nonlinear prediction residual, a constrained back propagation learning algorithm, which satisfies a Kuhn-Tucker inequality condition is proposed. Experimental results indicate that the prediction gain of the proposed NN predictor was not seriously decreased even when the constrained optimization algorithm was employed.

IMM Algorithm with NPHMM for Speech Enhancement (음성 향상을 위한 NPHMM을 갖는 IMM 알고리즘)

  • Lee, Ki-Yong
    • Speech Sciences
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    • v.11 no.4
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    • pp.53-66
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    • 2004
  • The nonlinear speech enhancement method with interactive parallel-extended Kalman filter is applied to speech contaminated by additive white noise. To represent the nonlinear and nonstationary nature of speech. we assume that speech is the output of a nonlinear prediction HMM (NPHMM) combining both neural network and HMM. The NPHMM is a nonlinear autoregressive process whose time-varying parameters are controlled by a hidden Markov chain. The simulation results shows that the proposed method offers better performance gains relative to the previous results [6] with slightly increased complexity.

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A Study on the Parameter Estimation Algorithm for Nonlinear Systems (비선형 시스템의 계수추정 알고리즘 연구)

  • Lee, Dal-Ho;Seong, Sang-Man
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.7
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    • pp.898-902
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    • 1999
  • In this paper, we proposed an algorithm for estimating parameters of nonlinear continuous-discrete state-space system. This algorithm uses the conventional extended Kalman filter(EKF) for estimating state variables, and modifies the recursive prediction error method for parameter estimation of the nonlinear system. Simulation results for both linear and nonlinear measurements under the environment of process and measurement noises show a convincing performance of the proposed algorithm.

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Evaluation of Nonlinear κ-ε Models on Prediction Performance of Turbulence-Driven Secondary Flows (난류에 의해 야기되는 이차유동 예측성능에 대한 비선형 κ-ε 난류모델의 평가)

  • Myong, Hyon-Kook
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.8
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    • pp.1150-1157
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    • 2003
  • Nonlinear relationship between Reynolds stresses and the rate of strain of nonlinear k-$\varepsilon$models is evaluated theoretically by using the boundary layer assumptions against the turbulence-driven secondary flows in noncircular ducts and then their prediction performance is validated numerically through the application to the fully developed turbulent flow in a square duct. Typical predicted quantities such as mean axial and secondary velocities, turbulent kinetic energy and Reynolds stresses are compared with available experimental data. The nonlinear k-$\varepsilon$ model adopted in a commercial code is found to be unable to predict accurately duct flows with the prediction level of secondary flows one order less than that of the experiment.