• Title/Summary/Keyword: nonlinear prediction

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Daily Stock Price Prediction Using Fuzzy Model (퍼지 모델을 이용한 일별 주가 예측)

  • Hwang, Hee-Soo
    • The KIPS Transactions:PartB
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    • v.15B no.6
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    • pp.603-608
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    • 2008
  • In this paper an approach to building fuzzy model to predict daily open, close, high, and low stock prices is presented. One of prior problems in building a stock prediction model is to select most effective indicators for the stock prediction. The problem is overcome by the selection of information used in the analysis of stick-chart as the input variables of our fuzzy model. The fuzzy rules have the premise and the consequent, in which they are composed of trapezoidal membership functions, and nonlinear equations, respectively. DE(Differential Evolution) searches optimal fuzzy rules through an evolutionary process. To evaluate the effectiveness of the proposed approach numerical example is considered. The fuzzy models to predict open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) on a daily basis are built, and their performances are demonstrated and compared with those of neural network.

Time Series Stock Prices Prediction Based On Fuzzy Model (퍼지 모델에 기초한 시계열 주가 예측)

  • Hwang, Hee-Soo;Oh, Jin-Sung
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.5
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    • pp.689-694
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    • 2009
  • In this paper an approach to building fuzzy models for predicting daily and weekly stock prices is presented. Predicting stock prices with traditional time series analysis has proven to be difficult. Fuzzy logic based models have advantage of expressing the input-output relation linguistically, which facilitates the understanding of the system behavior. In building a stock prediction model we bear a burden of selecting most effective indicators for the stock prediction. In this paper information used in traditional candle stick-chart analysis is considered as input variables of our fuzzy models. The fuzzy rules have the premises and the consequents composed of trapezoidal membership functions and nonlinear equations, respectively. DE(Differential Evolution) identifies optimal fuzzy rules through an evolutionary process. The fuzzy models to predict daily and weekly open, high, low, and close prices of KOSPI(KOrea composite Stock Price Index) are built, and their performances are demonstrated.

An Assessment of a Resilient Modulus Model by Comparing Predicted and Measured Elastic Deformation of Railway Trackbeds (철도노반의 탄성변위 예측 및 측정을 통한 회복탄성계수 모델 평가)

  • Park, Chul-Soo;Kim, Eun-Jung;Oh, Sang-Hoon;Kim, Hak-Sung;Mok, Young-Jin
    • Proceedings of the Korean Geotechical Society Conference
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    • 2008.10a
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    • pp.1404-1414
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    • 2008
  • In the mechanistic-empirical trackbed design of railways, the resilient modulus is the key input parameter. This study focused on the resilient modulus prediction model, which is the functions of mean effective principal stress and axial strain, for three types of railroad trackbed materials such as crushed stone, weathered soil, and crushed-rock soil mixture. The model is composed with the maximum Young's modulus and nonlinear values for higher strain in parallel with dynamic shear modulus. The maximum values is modeled by model parameters, $A_E$ and the power of mean effective principal stress, $n_E$. The nonlinear portion is represented by modified hyperbolic model, with the model parameters of reference strain, ${\varepsilon}_r$ and curvature coefficient, a. To assess the performance of the prediction models proposed herein, the elastic response of a test trackbed near PyeongTaek, Korea was evaluated using a 3-D nonlinear elastic computer program (GEOTRACK) and compared with measured elastic vertical displacement during the passages of freight and passenger trains. The material types of sub-ballasts are crushed stone and weathered granite soil, respectively. The calculated vertical displacements within the sub-ballasts are within the order of 0.6mm, and agree well with measured values with the reasonable margin. The prediction models are thus concluded to work properly in the preliminary investigation.

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Nonlinear Kalman filter bias correction for wind ramp event forecasts at wind turbine height

  • Xu, Jing-Jing;Xiao, Zi-Niu;Lin, Zhao-Hui
    • Wind and Structures
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    • v.30 no.4
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    • pp.393-403
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    • 2020
  • One of the growing concerns of the wind energy production is wind ramp events. To improve the wind ramp event forecasts, the nonlinear Kalman filter bias correction method was applied to 24-h wind speed forecasts issued from the WRF model at 70-m height in Zhangbei wind farm, Hebei Province, China for a two-year period. The Kalman filter shows the remarkable ability of improving forecast skill for real-time wind speed forecasts by decreasing RMSE by 32% from 3.26 m s-1 to 2.21 m s-1, reducing BIAS almost to zero, and improving correlation from 0.58 to 0.82. The bias correction improves the forecast skill especially in wind speed intervals sensitive to wind power prediction. The fact shows that the Kalman filter is especially suitable for wind power prediction. Moreover, the bias correction method performs well under abrupt weather transition. As to the overall performance for improving the forecast skill of ramp events, the Kalman filter shows noticeable improvements based on POD and TSS. The bias correction increases the POD score of up-ramps from 0.27 to 0.39 and from 0.26 to 0.38 for down-ramps. After bias correction, the TSS score is significantly promoted from 0.12 to 0.26 for up-ramps and from 0.13 to 0.25 for down-ramps.

Prediction of Bonding Failure Load of RC Beams Strengthened by Externally Bonded Steel Plates (강판으로 보강된 RC보의 부착파괴하중 예측)

  • 박윤재;신동혁;이광명;신현목
    • Proceedings of the Korea Concrete Institute Conference
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    • 1999.10a
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    • pp.729-732
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    • 1999
  • In this paper, the Mohr-Coulomb criterion was adopted to predict the bonding failure load of the reinforced concrete beams strengthened by the externally bonded steel plates. Based on this criterion, a nonlinear analysis program of APSB(Analysis Program for Strengthened Beams) and nonlinear finite element analysis program of RCSD-SB (Reinforced Concrete Structural Design - Strengthened Beams) were developed. Numerical results were then compared with experimental results and good agreements were obtained.

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Toxicokinetic Models and Data Interpretation (독성동태 모델과 데이터의 해석)

  • 유선동
    • Toxicological Research
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    • v.18 no.4
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    • pp.311-324
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    • 2002
  • Toxicokinetic studies are intended to provide critical evaluation of drug disposition at toxico-logical doses and help understand the relationship between blood or tissue levels and the time course of toxic events. Relatively high dose levels wed in toxicokinetics, compared to pharmacokinetics, complicates absorption, protein binding, metabolism and elimination processes. In this mini review, frequently wed toxicokinetic models such as linear compartment models, physiological models, and nonlinear kinetic mod-ec are introduced. In addition, optimization of toxicokinetic studies, their role in the drug development process, and prediction oj human toxicokinetics based on animal data by interspecies scaling are briefly discussed.

Behavior Prediction of Strengthened! Reinforced! Concrete Beam using Nonlinear Analysis (비선형 해석을 통한 보강된 RC 보의 거동 예측)

  • 박중열;황선일;조홍동;한상훈
    • Proceedings of the Korea Concrete Institute Conference
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    • 2003.05a
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    • pp.561-566
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    • 2003
  • In this study, to predict the behavior of RC beam strengthened with Carbon fiber reinforced polymer(CFRP) plate, analytical program considering material non-linearity is developed. Strain compatibility and force equilibrium are applied and internal forces of constitutive material are calculated using nonlinear stress-strain relationship. Also, to certainty the reliability of analytical program, deflection, strain of CFRP plate, change of neutral axis on cross section and crack distribution at failure are compared with those of experiment, and each results are almost coincident.

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An Estimation of The Unknown Theory Constants Using A Simulation Predictor

  • 박정수
    • Journal of the Korea Society for Simulation
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    • v.2 no.1
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    • pp.125-133
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    • 1993
  • A statistical method is described for estimation of the unknown constants in a theory using both of the computer simulation data and the real experimental data, The best linear unbiased predictor based on a spatial linear model is fitted from the computer simulation data alone. Then nonlinear least squares estimation method is applied to the real experimental data using the fitted prediction model as if it were the true simulation model. An application to the computational nuclear fusion devices is presented, where the nonlinear least squares estimates of four transport coefficients of the theoretical nuclear fusion model are obtained.

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A Statistical Estimation of The Universal Constants Using A Simulation Predictor

  • Park, Jeong-Soo-
    • Proceedings of the Korea Society for Simulation Conference
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    • 1992.10a
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    • pp.6-6
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    • 1992
  • This work deals with nonlinear least squares method for estimating unknown universial constants C in a computer simulation code real experimental data(or database) and computer simulation data. The best linear unbiased predictor based on a spatial statistical model is fitted from the computer simulation data. Then nonlinear least squares estimation method is applied to the real data using the fitted prediction model(or simulation predictor) as if it were the true simulation model. An application to the computational nuclear fusion device is presented.

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Prediction model of resistivity and compressive strength of waste LCD glass concrete

  • Wang, Chien-Chih
    • Computers and Concrete
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    • v.19 no.5
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    • pp.467-475
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    • 2017
  • The purpose of this study is to establish a prediction model for the electrical resistivity ($E_r$) of self-consolidating concrete by using waste LCD (liquid crystal display) glass as part of the fine aggregate and then, to analyze the results obtained from a series of laboratory tests. A hyperbolic function is used to perform nonlinear multivariate regression analysis of the electrical resistivity prediction model, with parameters such as water-binder ratio (w/b), curing age (t) and waste glass content (G). Furthermore, the relationship of compressive strength and electrical resistivity of waste LCD glass concrete is also found by a logarithm function, while compressive strength is evaluated by the electrical resistivity of non-destructive testing (NDT). According to relative regression analysis, the electrical resistivity and compressive strength prediction models are developed, and the results show that a good agreement is obtained using the proposed prediction models. From the comparison between the predicted analysis values and test results, the MAPE value of electrical resistivity is 17.0-18.2% and less than 20%, the MAPE value of compressive strength evaluated by $E_r$ is 5.9-10.6% and nearly less than 10%. Therefore, the prediction models established in this study have good predictive ability for electrical resistivity and compressive strength of waste LCD glass concrete. However, further study is needed in regard to applying the proposed prediction models to other ranges of mixture parameters.