• 제목/요약/키워드: nonlinear prediction

검색결과 905건 처리시간 0.025초

Network traffic prediction model based on linear and nonlinear model combination

  • Lian Lian
    • ETRI Journal
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    • 제46권3호
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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.

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

  • 방영근;이철희
    • 전기학회논문지
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    • 제59권6호
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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.

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

  • 김종인;고일환;최한고
    • 융합신호처리학회논문지
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    • 제7권2호
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    • pp.53-59
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    • 2006
  • 동적 신경망은 시스템 식별과 신호예측과 같이 temporal 신호처리가 요구되는 여러 분야에서 적용되어 왔다. 본 논문에서는 신경망의 동특성을 향상시키기 위해 순방향 다층 신경망의 히든 층에 감마(Gamma) 메모리 커넬을 사용하는 감마 신경망(GAM)을 제안하고, 적응필터로 제안된 신경망을 사용하여 비선형 적응예측을 다루고 있다. 제안된 신경망은 비선형 신호예측을 통해 평가되었으며, 예측성능의 상대적인 비교를 위해 순방향 신경망(FNN)과 리커런트 신경망(RNN)과 비교하였다. 시뮬레이션 결과에 의하면 GAM 신경망은 수렴속도와 예측의 정확도에서 이러한 신경망보다 더 우수한 동작을 수행함으로써, 제안된 신경망이 기존의 다층 신경망보다 비정적 신호에 대한 비선형 예측에 더 효과적인 예측모델임을 확인하였다.

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

  • 서기성
    • 전기학회논문지
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    • 제66권12호
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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.

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

  • 최한고
    • 대한전자공학회논문지SP
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    • 제40권1호
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    • pp.139-147
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    • 2003
  • 동적 신경망은 신호예측과 같이 temporal 신호처리가 요구되는 여러 분야에 적용되어 왔다. 본 논문에서는 다층 리커런트 신경망(RNN)의 동특성을 향상시키기 위해 지역 궤환 신경망(LRNN)과 광역 궤환 신경망(CRNN)으로 구성된 합성 신경망을 제안하고, 적응필터로 제안된 신경망을 사용하여 비선형 적응예측을 다루고 있다. 합성 신경망은 LRNN으로 IIR-MLP와 CRNN으로 Elman RNN 신경망으로 구성되어 있다. 제안된 신경망은 비선형 신호예측을 통해 평가되었으며, 예측 성능의 상대적인 비교를 위해 Elman RNN과 IIR-MLP 신경망과 상호 비교하였다. 실험결과에 의하면 합성 신경망은 수렴속도과 정확도에서 더 우수한 성능을 보여줌으로써, 제안된 신경망이 기존의 다층 리커런트 신경망보다 비정적 신호에 대한 비선형 예측에 더 효과적인 예측모델임을 확인하였다.

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

  • 오승철;서기성
    • 전기학회논문지
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    • 제64권12호
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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.

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

  • 이기승
    • 한국음향학회지
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    • 제21권6호
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    • pp.522-530
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    • 2002
  • 본 논문에서는 선형 예측 후에 얻어지는 잔차 신호 (residual signal)를 신경 회로망에 바탕을 둔 비선형 예측기로 예측하는 방법을 제안하였다. 신경 회로망을 이용한 예측 방법의 타당성을 입증하기 위해, 먼저 선형 장구간 예측기와 신경 회로망이 도입된 비선형 장구간 예측기의 성능을 서로 비교하였다. 그리고 비선형 예측 후의 잔차 신호를 양자화 하는 과정에서 발생하는 양자화 오차의 영향에 대해 분석하였다. 제안된 신경망 예측기는 예측 오차뿐만 아니라 양자화의 영향을 함께 고려하였으며, 양자화오차에 대한강인성을 갖게 하기 위하여 쿤-터커 (Kuhn-Tucker) 부등식 조건을 만족하는 제한조건 역전파 알고리즘을 새로이 제안하였다. 실험 결과, 제안된 신경망 예측기는 제한조건을 갖는 학습 알고리즘을 사용했음에도 불구하고, 예측 이득이 크게 뒤떨어지지 않는 성능을 나타내었다.

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

  • 이기용
    • 음성과학
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    • 제11권4호
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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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비선형 시스템의 계수추정 알고리즘 연구 (A Study on the Parameter Estimation Algorithm for Nonlinear Systems)

  • 이달호;성상만
    • 대한전기학회논문지:전력기술부문A
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    • 제48권7호
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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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난류에 의해 야기되는 이차유동 예측성능에 대한 비선형 κ-ε 난류모델의 평가 (Evaluation of Nonlinear κ-ε Models on Prediction Performance of Turbulence-Driven Secondary Flows)

  • 명현국
    • 대한기계학회논문집B
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    • 제27권8호
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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.