• Title/Summary/Keyword: series model

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Model-Free Interval Prediction in a Class of Time Series with Varying Coefficients

  • Park, Sang-Woo;Cho, Sin-Sup;Lee, Sang-Yeol;Hwang, Sun-Y.
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.2
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    • pp.173-179
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    • 2000
  • Interval prediction based on the empirical distribution function for the class of time series with time varying coefficients is discussed. To this end, strong mixing property of the model is shown and results due to Fotopoulos et. al.(1994) are employed. A simulation study is presented to assess the accuracy of the proposed interval predictor.

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Evaluation of Engineering Properties of Geobags Roadbed by Model Test (축소모형실험에 의한 지오백 축조노반의 공학적 특성 평가)

  • 조삼덕;이대영;이광우
    • Proceedings of the Korean Geotechical Society Conference
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    • 2002.10a
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    • pp.635-642
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    • 2002
  • A series of the experimental study were peformed to evaluate engineering properties of geobag which is used to the urgent restoration of the failed roadbed. In this study, the suitable geobag size was proposed to the 44cm wide by 66cm long and the suitable filling ratio of geobag was proposed to the 80% based on the loading test. Also a series of the model test were carried out to investigate the characteristics of strain behavior and the distribution of earth pressure of the geobags roadbed.

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Hydrologic Time Series Model by Transfer Function (대체함수에 의한 수문 시계열 모형)

  • 강관원;김주환
    • Water for future
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    • v.24 no.3
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    • pp.61-70
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    • 1991
  • the relationships between rainfall and runoff are analyzed statistically and modelled using discrete linear transfer function, which can be shown with the relations between input and output in hydrologic system. The procedures of identification, estimation and diagnostic checking of model are proposed, and the suitabilith of assume model is determined by the statistics used in time series analysis.

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A Study on the Support Vector Machine Based Fuzzy Time Series Model

  • Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.3
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    • pp.821-830
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    • 2006
  • This paper develops support vector based fuzzy linear and nonlinear regression models and applies it to forecasting the exchange rate. We use the result of Tanaka(1982, 1987) for crisp input and output. The model makes it possible to forecast the best and worst possible situation based on fewer than 50 observations. We show that the developed model is good through real data.

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Estimating global solar radiation using wavelet and data driven techniques

  • Kim, Sungwon;Seo, Youngmin
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.475-478
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    • 2015
  • The objective of this study is to apply a hybrid model for estimating solar radiation and investigate their accuracy. A hybrid model is wavelet-based support vector machines (WSVMs). Wavelet decomposition is employed to decompose the solar radiation time series into approximation and detail components. These decomposed time series are then used as inputs of support vector machines (SVMs) modules in the WSVMs model. Results obtained indicate that WSVMs can successfully be used for the estimation of daily global solar radiation at Champaign and Springfield stations in Illinois.

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Parameter Estimation and Prediction for NHPP Software Reliability Model and Time Series Regression in Software Failure Data

  • Song, Kwang-Yoon;Chang, In-Hong
    • Journal of Integrative Natural Science
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    • v.7 no.1
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    • pp.67-73
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    • 2014
  • We consider the mean value function for NHPP software reliability model and time series regression model in software failure data. We estimate parameters for the proposed models from two data sets. The values of SSE and MSE is presented from two data sets. We compare the predicted number of faults with the actual two data sets using the mean value function and regression curve.

Style-Based Transformer for Time Series Forecasting (시계열 예측을 위한 스타일 기반 트랜스포머)

  • Kim, Dong-Keon;Kim, Kwangsu
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.12
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    • pp.579-586
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    • 2021
  • Time series forecasting refers to predicting future time information based on past time information. Accurately predicting future information is crucial because it is used for establishing strategies or making policy decisions in various fields. Recently, a transformer model has been mainly studied for a time series prediction model. However, the existing transformer model has a limitation in that it has an auto-regressive structure in which the output result is input again when the prediction sequence is output. This limitation causes a problem in that accuracy is lowered when predicting a distant time point. This paper proposes a sequential decoding model focusing on the style transformation technique to handle these problems and make more precise time series forecasting. The proposed model has a structure in which the contents of past data are extracted from the transformer-encoder and reflected in the style-based decoder to generate the predictive sequence. Unlike the decoder structure of the conventional auto-regressive transformer, this structure has the advantage of being able to more accurately predict information from a distant view because the prediction sequence is output all at once. As a result of conducting a prediction experiment with various time series datasets with different data characteristics, it was shown that the model presented in this paper has better prediction accuracy than other existing time series prediction models.

Prediction of Water Quality in Miho River Watershed using Water Quality Models (모형을 이용한 미호천 유역의 하천수질 예측)

  • Jeong, Sang-Man;Park, Jeong-Kyoo;Park, Young-Kee;Kim, Lee-Hyung
    • Journal of Korean Society on Water Environment
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    • v.20 no.3
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    • pp.223-230
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    • 2004
  • The QUAL2E and Box-Jenkins time series model were applied to the Miho river, a main tributary of the Geum river, to predict water quality. The models are widely used to predict water quality in rivers and watersheds because of its accuracy. As results of the study, we concluded as follows: Pollutant loadings in upper stream of Miho river were determined to 57,811 kgBOD/d, 19,350 kgTN/d, and 5,013 kgTP/d. The loading of TN in Mushim river was 19,450 kgTN/d, respectively. As the mass loadings were compared with pollutant sources, it concluded that the farming livestock contributed highly to mass emissions of BOD and TP and the population contributed to TN mass loading. The observed water quality values were applied to the models to verify and the models were used to predict the water quality. The QUAL2E Model predicted the concentrations of DO, BOD, TN and TP with high accuracy, but not for E-Coli. The Box-Jenkins time series model also showed high prediction for DO, BOD and TN. However, the concentrations of TP and E-Coli were poorly predicted. The result shows that the QUAL2E model is more applicable in Miho basin for prediction of water quality compared to Box-Jenkins time series model.

Prediction of time-series underwater noise data using long short term memory model (Long short term memory 모델을 이용한 시계열 수중 소음 데이터 예측)

  • Hyesun Lee;Wooyoung Hong;Kookhyun Kim;Keunhwa Lee
    • The Journal of the Acoustical Society of Korea
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    • v.42 no.4
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    • pp.313-319
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    • 2023
  • In this paper, a time series machine learning model, Long Short Term Memory (LSTM), is applied into the bubble flow noise data and the underwater projectile launch noise data to predict missing values of time-series underwater noise data. The former is mixed with bubble noise, flow noise, and fluid-induced interaction noise measured in a pipe and can be classified into three types. The latter is the noise generated when an underwater projectile is ejected from a launch tube and has a characteristic of instantaenous noise. For such types of noise, a data-driven model can be more useful than an analytical model. We constructed an LSTM model with given data and evaluated the model's performance based on the number of hidden units, the number of input sequences, and the decimation factor of signal. It is shown that the optimal LSTM model works well for new data of the same type.

Mixing Rules of Young's Modulus, Thermal Expansion Coefficient and Thermal Conductivity of Solid Material with Particulate Inclusion

  • Hirata, Yoshihiro;Shimonosono, Taro
    • Journal of the Korean Ceramic Society
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    • v.53 no.1
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    • pp.43-49
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    • 2016
  • This analyzed a Young's modulus (E), a thermal expansion coefficient (TEC, ${\beta}$) and a thermal conductivity (${\kappa}$) of the material with simple cubic particulate inclusion using two model structures: a parallel structure and a series structure of laminated layers. The derived ${\beta}$ equations were applied to calculate the ${\beta}$ value of the W-MgO system. The accuracy was higher for the series model structure than for the parallel model structure. Young's moduli ($E_c$) of sintered porous alumina compacts were theoretically related to the development of neck growth of grain boundary between sintered two particles and expressed as a function of porosity. The series structure model with cubic pores explained well the increased tendency of $E_c$ with neck growth rather than the parallel structure model. The thermal conductivity of the three phase system of alumina-mullite-pore was calculated by a theoretical equation developed in this research group, and compared with the experimental results. The pores in the sintered composite were treated as one phase. The measured thermal conductivity of the composite with 0.5-25% porosity (open and closed pores) was in accordance with the theoretical prediction based on the parallel structure model.