• Title/Summary/Keyword: series model

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A GA-based Classification Model for Predicting Consumer Choice (유전 알고리듬 기반 제품구매예측 모형의 개발)

  • Min, Jae-Hyeong;Jeong, Cheol-U
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2008.10a
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    • pp.1-7
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    • 2008
  • The purpose of this paper is to develop a new classification method for predicting consumer choice based on genetic algorithm, and to validate its prediction power over existing methods. To serve this purpose, we propose a hybrid model, and discuss its methodological characteristics in comparison with other existing classification methods. Also, to assess the prediction power of the model, we conduct a series of experiments employing survey data of consumer choices of MP3 players. The results show that the suggested model in this paper is statistically superior to the existing methods such as logistic regression model, artificial neural network model and decision tree model in terms of prediction accuracy. The model is also shown to have an advantage of providing several strategic information of practical use for consumer choice.

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Power System Stabilizer using the Free Model

  • Kim, Ho-Chan;Oh, Seong-Bo;Lee, Kwang-Yeon
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.139.3-139
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    • 2001
  • The free-model concept is introduced as an alternative intelligent system technique to design a controller with input and output data only. The idea of free model comes from the Taylor series approximation, where an output can be estimated when such data as position, velocity, and acceleration are known. The parameters in the free model can be estimated using the input-output data and a controller can be designed based on the free model. The free model thus developed is shown to be controllable, observable, and robust. The accuracy of the free-model approximation can be improved by increasing the observation window and the order of the free model. The LQR method is applied to the free model to design power system stabilizers ...

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Off-design Performance Prediction of Centrifugal Pumps by Using TEIS model and Two-zone model (TEIS 모델과 두 영역 모델을 이용한 원심 펌프의 탈 설계 성능 예측)

  • Yoon, In-Ho;Baek, Je-Hyun
    • Proceedings of the KSME Conference
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    • 2000.04b
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    • pp.574-579
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    • 2000
  • In this study. an off-design performance prediction program for centrifugal pumps is developed. To estimate the losses in an impeller flow passage, two-zone model and two-element in series(TEIS) model are used. At impeller exit. the mixing process occurs with an increase in entropy. In two-zone model. there are both primary zone and secondary zone for an isentropic core flow and an average of all non-isentropic streamtubes respectively. The level of the core flow diffusion in an impeller was calculated by using TEIS model. While internal losses in an impeller an automatically estimated by using the above models, some empirical correlations far estimating external losses. far example, disk friction loss, recirculation loss and leakage loss are used. In order to analyze the vaneless diffuser flow. the momentum equations for the radial and tangential directions are used and solved together with continuity and energy equations.

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Comparison of EG/AD/S and EG/AD model ice properties

  • Kim, Jung-Hyun;Choi, Kyung-Sik
    • International Journal of Ocean System Engineering
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    • v.1 no.1
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    • pp.32-36
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    • 2011
  • EG/AD/S type model ice was originally selected as the primary model ice material for the MOERI ice tank in Korea. The existence of a sugar component in the EG/AD/S mixture may cause a serious maintenance problem. In order to understand the influence of sugar in the original model ice, a series of tests with EG/AD/S and EG/AD model ices were performed, and their material properties compared. Because the target strength of model ice in the full-scale MOERI ice tank is expensive and difficult to control, tests were performed under cold room conditions using a miniature ice tank. This paper describes the material properties of EG/AD/S and EG/AD model ices, such as flexural strength, compressive strength and elastic modulus. In order to obtain the desired strength and stiffness levels for the model ice, a warm-up process was introduced.

6-Parametric factor model with long short-term memory

  • Choi, Janghoon
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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    • pp.521-536
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    • 2021
  • As life expectancies increase continuously over the world, the accuracy of forecasting mortality is more and more important to maintain social systems in the aging era. Currently, the most popular model used is the Lee-Carter model but various studies have been conducted to improve this model with one of them being 6-parametric factor model (6-PFM) which is introduced in this paper. To this new model, long short-term memory (LSTM) and regularized LSTM are applied in addition to vector autoregression (VAR), which is a traditional time-series method. Forecasting accuracies of several models, including the LC model, 4-PFM, 5-PFM, and 3 6-PFM's, are compared by using the U.S. and Korea life-tables. The results show that 6-PFM forecasts better than the other models (LC model, 4-PFM, and 5-PFM). Among the three 6-PFMs studied, regularized LSTM performs better than the other two methods for most of the tests.

A Study on the Predictability of Hospital's Future Cash Flow Information (병원의 미래 현금흐름 정보예측)

  • Moon, Young-Jeon;Yang, Dong-Hyun
    • Korea Journal of Hospital Management
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    • v.11 no.3
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    • pp.19-41
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    • 2006
  • The Objective of this study was to design the model which predict the future cash flow of hospitals and on the basis of designed model to support sound hospital management by the prediction of future cash flow. The five cash flow measurement variables discussed in financial accrual part were used as variables and these variables were defined as NI, NIDPR, CFO, CFAI, CC. To measure the cash flow B/S related variables, P/L related variables and financial ratio related variables were utilized in this study. To measure cash flow models were designed and to estimate the prediction ability of five cash flow models, the martingale model and the market model were utilized. To estimate relative prediction outcome of cash flow prediction model and simple market model, MAE and MER were used to compare and analyze relative prediction ability of the cash flow model and the market model and to prove superiority of the model of the cash flow prediction model, 32 Regional Public Hospital's cross-section data and 4 year time series data were combined and pooled cross-sectional time series regression model was used for GLS-analysis. To analyze this data, Firstly, each cash flow prediction model, martingale model and market model were made and MAE and MER were estimated. Secondly difference-test was conducted to find the difference between MAE and MER of cash flow prediction model. Thirdly after ranking by size the prediction of cash flow model, martingale model and market model, Friedman-test was evaluated to find prediction ability. The results of this study were as follows: when t-test was conducted to find prediction ability among each model, the error of prediction of cash flow model was smaller than that of martingale and market model, and the difference of prediction error cash flow was significant, so cash flow model was analyzed as excellent compare with other models. This research results can be considered conductive in that present the suitable prediction model of future cash flow to the hospital. This research can provide valuable information in policy-making of hospital's policy decision. This research provide effects as follows; (1) the research is useful to estimate the benefit of hospital, solvency and capital supply ability for substitution of fixed equipment. (2) the research is useful to estimate hospital's liqudity, solvency and financial ability. (3) the research is useful to estimate evaluation ability in hospital management. Furthermore, the research should be continued by sampling all hospitals and constructed advanced cash flow model in dimension, established type and continued by studying unified model which is related each cash flow model.

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Study on the Effect of Membrane Module Configuration on Pervaporative Performance through Model Simulation (모델모사를 이용한 막모듈 연결 및 배열이 투과증발 막성능에 끼치는 영향에 관한 연구)

  • Yeom, Choong-Kyun;Yoon, Seok-Bok;Park, You-In
    • Membrane Journal
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    • v.18 no.4
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    • pp.294-305
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    • 2008
  • This study was focused on the investigation of the effects of membrane module configuration and the temperature of feed retentate flowing along with module length on membrane performance through model simulation. A simulation model of pervaporative dehydration through membrane module assemble in which a number of unit modules are connected in parallel or in series has been established. In this study, ethanol/water mixture was used as model mixture. Some of permeation parameters in the model were quantified directly from the real dehydration pervaporation of ethanol through a lab-made membrane. By adopting the coefficients determined empirically the simulation model could be of more practical value. The simulation of pervaporation with two basic module configurations, that is, parallel connection and series connection, could present the importance of process parameters such as feed rate, module connection mode, number of stages, and inter-stage heating.

Development of Traffic Speed Prediction Model Reflecting Spatio-temporal Impact based on Deep Neural Network (시공간적 영향력을 반영한 딥러닝 기반의 통행속도 예측 모형 개발)

  • Kim, Youngchan;Kim, Junwon;Han, Yohee;Kim, Jongjun;Hwang, Jewoong
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.1
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    • pp.1-16
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    • 2020
  • With the advent of the fourth industrial revolution era, there has been a growing interest in deep learning using big data, and studies using deep learning have been actively conducted in various fields. In the transportation sector, there are many advantages to using deep learning in research as much as using deep traffic big data. In this study, a short -term travel speed prediction model using LSTM, a deep learning technique, was constructed to predict the travel speed. The LSTM model suitable for time series prediction was selected considering that the travel speed data, which is used for prediction, is time series data. In order to predict the travel speed more precisely, we constructed a model that reflects both temporal and spatial effects. The model is a short-term prediction model that predicts after one hour. For the analysis data, the 5minute travel speed collected from the Seoul Transportation Information Center was used, and the analysis section was selected as a part of Gangnam where traffic was congested.

Effectiveness Evaluation of Demand Forecasting Based Inventory Management Model for SME Manufacturing Factory (중소기업 제조공장의 수요예측 기반 재고관리 모델의 효용성 평가)

  • Kim, Jeong-A;Jeong, Jongpil;Lee, Tae-hyun;Bae, Sangmin
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.18 no.2
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    • pp.197-207
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    • 2018
  • SMEs manufacturing Factory, which are small-scale production systems of various types, mass-produce and sell products in order to meet customer needs. This means that the company has an excessive amount of material supply to reduce the loss due to lack of inventory and high inventory maintenance cost. And the products that fail to respond to the demand are piled up in the management warehouse, which is the reality that the storage cost is incurred. To overcome this problem, this paper uses ARIMA model, a time series analysis technique, to predict demand in terms of seasonal factors. In this way, demand forecasting model based on economic order quantity model was developed to prevent stock shortage risk. Simulation is carried out to evaluate the effectiveness of the development model and to demonstrate the effectiveness of the development model as applied to SMEs in the future.

A Comparison Study of Bayesian Methods for a Threshold Autoregressive Model with Regime-Switching (국면전환 임계 자기회귀 분석을 위한 베이지안 방법 비교연구)

  • Roh, Taeyoung;Jo, Seongil;Lee, Ryounghwa
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.1049-1068
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    • 2014
  • Autoregressive models are used to analyze an univariate time series data; however, these methods can be inappropriate when a structural break appears in a time series since they assume that a trend is consistent. Threshold autoregressive models (popular regime-switching models) have been proposed to address this problem. Recently, the models have been extended to two regime-switching models with delay parameter. We discuss two regime-switching threshold autoregressive models from a Bayesian point of view. For a Bayesian analysis, we consider a parametric threshold autoregressive model and a nonparametric threshold autoregressive model using Dirichlet process prior. The posterior distributions are derived and the posterior inferences is performed via Markov chain Monte Carlo method and based on two Bayesian threshold autoregressive models. We present a simulation study to compare the performance of the models. We also apply models to gross domestic product data of U.S.A and South Korea.