• Title/Summary/Keyword: series model

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Estimating Bathroom Water-uses based on Time Series Regression (시계열 회귀모형에 기초한 욕실 내 용수 사용량 추정)

  • Myoung, Sungmin;Kim, Donggeon;Jo, Jinnam
    • Journal of the Korea Society of Computer and Information
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    • v.19 no.8
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    • pp.19-26
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    • 2014
  • Analysis of influential factors on water consumption in households will help predicting the water demand of end-use in household and give an explanation to cause on the change of trend. In this research, the data are gathered by radio telemetry system which is combined electronic flow-meter and wireless communication system in 140 household in Korea. Using this data, we estimate for each residential type to determine liter per capita day. we used real data to predict bathtub and washbowl water-uses and compared the ordinary least square regression model and autoregressive regression error model. The results of this study can be applied in the planning stages of water and waste water facilities.

A Development of Time-Series Model for City Gas Demand Forecasting (도시가스 수요량 예측을 위한 시계열 모형 개발)

  • Choi, Bo-Seung;Kang, Hyun-Cheol;Lee, Kyung-Yun;Han, Sang-Tae
    • The Korean Journal of Applied Statistics
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    • v.22 no.5
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    • pp.1019-1032
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    • 2009
  • The city gas demand data has strong seasonality. Thus, the seasonality factor is the majority for the development of forecasting model for city gas supply amounts. Also, real city gas demand amounts can be affected by other factors; weekday effect, holiday effect, the number of validity day, and the number of consumptions. We examined the degree of effective power of these factors for the city gas demand and proposed a time-series model for efficient forecasting of city gas supply. We utilize the liner regression model with autoregressive regression errors and we have excellent forecasting results using real data.

Development of Interest Rates Forecasting System Using the SAS/ETS (SAS/ETS를 이용한 금리예측시스템의 구축)

  • Lee, Jeong-Hyeong;Chu, Min-Jeong;Cho, Sin-Sup
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.485-500
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    • 1999
  • The systematic forecast of interest rates with liberalization was on the rise to important problems in the money market. Liberalization and globalization of the money market produced a seriously change as a compatition among the money market. Profits of an organ of monetary circulation are, also, definitively influenced by a change of interest rates. Hence most of the organ of monetary circulation studied to a scientific and systematic analysis for deterministic factors which have an effect on interest rates and progress development of a forecasting model of interest rates. In this paper, we develope the forecasting system which has highly forecasting performance based on a number of time series models for interest rates and discuss practical use of this system.

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Visual Analytics Approach for Performance Improvement of predicting youth physical growth model (청소년 신체 성장 예측 모델의 성능 향상을 위한 시각적 분석 방법)

  • Yeon, Hanbyul;Pi, Mingyu;Seo, Seongbum;Ha, Seoho;Oh, Byungjun;Jang, Yun
    • Journal of the Korea Computer Graphics Society
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    • v.23 no.4
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    • pp.21-29
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    • 2017
  • Previous visual analytics researches has focused on reducing the uncertainty of predicted results using a variety of interactive visual data exploration techniques. The main purpose of the interactive search technique is to reduce the quality difference of the predicted results according to the level of the decision maker by understanding the relationship between the variables and choosing the appropriate model to predict the unknown variables. However, it is difficult to create a predictive model which forecast time series data whose overall trends is unknown such as youth physical growth data. In this paper, we pro pose a novel predictive analysis technique to forecast the physical growth value in small pieces of time series data with un certain trends. This model estimates the distribution of data at a particular point in time. We also propose a visual analytics system that minimizes the possible uncertainties in predictive modeling process.

A Study on the Optimal Design of Polynomial Neural Networks Structure (다항식 뉴럴네트워크 구조의 최적 설계에 관한 연구)

  • O, Seong-Gwon;Kim, Dong-Won;Park, Byeong-Jun
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.49 no.3
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    • pp.145-156
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    • 2000
  • In this paper, we propose a new methodology which includes the optimal design procedure of Polynomial Neural Networks(PNN) structure for model identification of complex and nonlinear system. The proposed PNN algorithm is based on GMDA(Group Method of Data handling) method and its structure is similar to Neural Networks. But the structure of PNN is not fixed like in conventional Neural Networks and can be generated. The each node of PNN structure uses several types of high-order polynomial such as linear, quadratic and cubic, and is connected as various kinds of multi-variable inputs. In other words, the PNN uses high-order polynomial as extended type besides quadratic polynomial used in GMDH, and the number of input of its node in each layer depends on that of variables used in the polynomial. The design procedure to obtain an optimal model structure utilizing PNN algorithm is shown in each stage. The study is illustrated with the aid of pH neutralization process data besides representative time series data for gas furnace process used widely for performance comparison, and shows that the proposed PNN algorithm can produce the model with higher accuracy than previous other works. And performance index related to approximation and prediction capabilities of model is evaluated and also discussed.

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Forecasting Model Design of Fire Occurrences with ARIMA Models (ARIMA모델에 기반한 화재발생 빈도 예측모델의 설계)

  • Ahn, Sanghun;Kang, Hoon;Cho, Jaehoon;Kim, Tae-Ok;Shin, Dongil
    • Journal of the Korean Institute of Gas
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    • v.19 no.2
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    • pp.20-28
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    • 2015
  • A suitable monitoring method is necessary for successful policy implementation and its evaluation, required for effective prevention of abnormal fire occurrences. To do this, there were studies for applying control charts of quality management to fire occurrence monitoring. As a result, it was proved that more fire occurs in winter and its trend moves yearly-basis with some patterns. Although it has trend, if we apply the same criteria for each time, inefficient overreacting fire prevention policy will be accomplished in winter, and deficient policy will be accomplished in summer. Thus, applying different control limits adaptively for each time would enable better forecasting and monitoring of fire occurrences. In this study, we treat fire occurrences as time series model and propose a method for configuring its coefficients with ARIMA model. Based on this, we expect to carry out advanced analysis of fire occurrences and reasonable implementation of prevention activities.

Hourly electricity demand forecasting based on innovations state space exponential smoothing models (이노베이션 상태공간 지수평활 모형을 이용한 시간별 전력 수요의 예측)

  • Won, Dayoung;Seong, Byeongchan
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.581-594
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    • 2016
  • We introduce innovations state space exponential smoothing models (ISS-ESM) that can analyze time series with multiple seasonal patterns. Especially, in order to control complex structure existing in the multiple patterns, the model equations use a matrix consisting of seasonal updating parameters. It enables us to group the seasonal parameters according to their similarity. Because of the grouped parameters, we can accomplish the principle of parsimony. Further, the ISS-ESM can potentially accommodate any number of multiple seasonal patterns. The models are applied to predict electricity demand in Korea that is observed on hourly basis, and we compare their performance with that of the traditional exponential smoothing methods. It is observed that the ISS-ESM are superior to the traditional methods in terms of the prediction and the interpretability of seasonal patterns.

The Application of the Poisson Cluster Rainfall Generation Model to the Flood Analysis (포아송 클러스터 강우생성 모형의 홍수 모의 적용성 평가)

  • Kim, Dongkyun;Shin, Ji Yae;Lee, Seung-Oh;Kim, Tae-Woong
    • Journal of Korea Water Resources Association
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    • v.46 no.5
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    • pp.439-447
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    • 2013
  • The applicability of the parameter map of the Modified Bartlett-Lewis Rectangular Pulse (MBLRP) model for the Korean Peninsula was assessed from the perspective of flood prediction. The design rainfalls estimated from the MBLRP model were smaller than those from observed values by 5% to 40%, and the degree of underestimation of design rainfall increases with the increase of the recurrence interval of the design rainfall. The design floods at a virtual watershed estimated using the simulated rainfall time series based on MBLRP model were also smaller than those derived from the observed rainfall time series by 20% to 45%. The degree of underestimation of design flood increases with the increase of the recurrence interval of the design flood.

A Time Series-based Algorithm for Eliminating Outliers of GPS Probe Data (시계열기반의 GPS 프로브 자료의 이상치 제거 알고리즘 개발)

  • Choi, Kee-Choo;Jang, Jeong-A
    • Journal of Korean Society of Transportation
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    • v.22 no.6
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    • pp.67-77
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    • 2004
  • A treatment of outlier has been discussed. Outliers disrupt the reliability of information systems and they should be eliminated prior to the information and/or data fusion. A time series-based elimination algorithm were proposed and prediction interval, as a criterion of acceptable value width, was obtained with the model. Ten actual link values were used and the best model was identified as IMA(1,1). Although the actual verification was difficult in a sense that the matching process between the eliminated data and model data was not readily available, the proposed model can be successfully used in practice with some calibration efforts.

Analysis of Nonlinear Behavior in Love Model as External Force with Gaussian Fuzzy Membership Function (가우시안 퍼지 소속 함수를 외력으로 가진 사랑 모델에서의 비선형 거동 해석)

  • Bae, Young-Chul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.27 no.1
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    • pp.29-34
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    • 2017
  • Recently, studying chaotic dynamic have been concerned by many researchers in areas of physics, chemistry, mathematics, engineering and social science. Especially, model of addiction, happiness, family and love become major research subjects in the social science. Among these models, love is one of the four emotions that human being have. There are many definitions for love, however, each definitions of love does not coincide with each other. Recently, one of the most important efforts for research is love and it is represented by derivative equation. Then they try to find nonlinear or chaotic behavior from this derivative equation. This paper propose Gaussian fuzzy membership function in order to make external force that are close to action and awareness of human based on love model of Romeo and Juliet with external force. This paper also confirms the existence of nonlinear characteristics through time series and phase portrait.