• Title/Summary/Keyword: stochastic prediction method

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Computation of Serrated Trailing Edge Flow and Noise Using a Hybrid Zonal RANS-LES (혼합 영역 RANS-LES를 이용한 톱니 뒷전 유동 및 소음장의 계산)

  • Kim, Tae-Hyung;Lee, Seung-Hoon;Lee, Soo-Gab
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.22 no.5
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    • pp.444-450
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    • 2012
  • The evaluation of a zonal RANS-LES approach is documented for the prediction of broadband noise generated by the flow past unmodified and serrated airfoil trailing edges at a high Reynolds number. A multi-domain decomposition is considered, where the acoustic sources are resolved with a LES sub-domain embedded in the RANS domain. A stochastic vortex method is used to generate synthetic turbulent perturbations at the RANS-LES interface. The simulations are performed with a general-purpose unstructured control-volume code FLUENT. The far-field noise is calculated using the aeroacoustic analogy of Ffowcs Williams-Hawkings. The results of the simulation are validated through the full-scaled wind turbine acoustic measurements. It is found that the present approach is adequate for predicting noise radiation of serrated trailing edge flow for low noise rotor system.

Long-Term Forecasting by Wavelet-Based Filter Bank Selections and Its Application

  • Lee, Jeong-Ran;Lee, You-Lim;Oh, Hee-Seok
    • The Korean Journal of Applied Statistics
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    • v.23 no.2
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    • pp.249-261
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    • 2010
  • Long-term forecasting of seasonal time series is critical in many applications such as planning business strategies and resolving possible problems of a business company. Unlike the traditional approach that depends solely on dynamic models, Li and Hinich (2002) introduced a combination of stochastic dynamic modeling with filter bank approach for forecasting seasonal patterns using highly coherent(High-C) waveforms. We modify the filter selection and forecasting procedure on wavelet domain to be more feasible and compare the resulting predictor with one that obtained from the wavelet variance estimation method. An improvement over other seasonal pattern extraction and forecasting methods based on such as wavelet scalogram, Holt-Winters, and seasonal autoregressive integrated moving average(SARIMA) is shown in terms of the prediction error. The performance of the proposed method is illustrated by a simulation study and an application to the real stock price data.

An Improved Algorithm of the Daily Peak Load Forecasting fair the Holidays (특수일의 최대 전력수요예측 알고리즘 개선)

  • Song, Gyeong-Bin;Gu, Bon-Seok;Baek, Yeong-Sik
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.51 no.3
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    • pp.109-117
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    • 2002
  • High accuracy of the load forecasting for power systems improves the security of the power system and generation cost. However, the forecasting problem is difficult to handle due to the nonlinear and the random-like behavior of system loads as well as weather conditions and variation of economical environments. So far. many studies on the problem have been made to improve the prediction accuracy using deterministic, stochastic, knowledge based and artificial neural net(ANN) method. In the conventional load forecasting method, the load forecasting maximum error occurred for the holidays on Saturday and Monday. In order to reduce the load forecasting error of the daily peak load for the holidays on Saturday and Monday, fuzzy concept and linear regression theory have been adopted into the load forecasting problem. The proposed algorithm shows its good accuracy that the average percentage errors are 2.11% in 1996 and 2.84% in 1997.

Application of Bootstrap Method to Primary Model of Microbial Food Quality Change

  • Lee, Dong-Sun;Park, Jin-Pyo
    • Food Science and Biotechnology
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    • v.17 no.6
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    • pp.1352-1356
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    • 2008
  • Bootstrap method, a computer-intensive statistical technique to estimate the distribution of a statistic was applied to deal with uncertainty and variability of the experimental data in stochastic prediction modeling of microbial growth on a chill-stored food. Three different bootstrapping methods for the curve-fitting to the microbial count data were compared in determining the parameters of Baranyi and Roberts growth model: nonlinear regression to static version function with resampling residuals onto all the experimental microbial count data; static version regression onto mean counts at sampling times; dynamic version fitting of differential equations onto the bootstrapped mean counts. All the methods outputted almost same mean values of the parameters with difference in their distribution. Parameter search according to the dynamic form of differential equations resulted in the largest distribution of the model parameters but produced the confidence interval of the predicted microbial count close to those of nonlinear regression of static equation.

EARLY WARNING FORECASTS FOR COVID-19 IN KOREA USING BAYESIAN ESTIMATION OF THE TRANSMISSION RATE

  • Byul Nim Kim
    • East Asian mathematical journal
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    • v.39 no.5
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    • pp.493-503
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    • 2023
  • Tendency prediction of daily confirmed cases is an important issue for public health authorities. To protect the tendency, we estimate the transmission rate of stochastic SEIR model for COVID-19 in Korea using particle Markov chain Monte Carlo method. The results show that the increasing and decreasing tendency of estimated transmission rate appear one or two days in advance compared to daily incidence cases, and as time evolves the standard deviation of the estimates of transmission rate reduces. Since ten months have passed since the first incident case of COVID-19 in Korea, we expect to forecast the tendency of daily confirmed cases for the next one or two days more accurately using our method.

Development of a Stochastic Snow Depth Prediction Model Using a Bayesian Deep Learning Method (베이지안 딥러닝 기법을 이용한 확률적 적설심 예측 모델 개발)

  • Jeong, Youngjoon;Lee, Sang-ik;Lee, Jonghyuk;Seo, Byunghun;Kim, Dongsu;Seo, Yejin;Choi, Won
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.6
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    • pp.35-41
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    • 2022
  • Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.

Prediction of Carbonation Progress for Concrete Structures Considering Change of Atmospheric Environment (대기환경변화를 고려한 콘크리트 구조물의 중성화 예측)

  • Lee, Chang-Soo;Yoon, In-Seok
    • Journal of the Korea Concrete Institute
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    • v.15 no.4
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    • pp.574-584
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    • 2003
  • The most common deterioration cause of concrete structures in urban environment is carbonation. Recently, the $CO_2$ concentration and temperature at atmosphere is sharply increased with time due to global warming phenomena. In this study, the climate scenario IS92a, which was suggested by the IPCC, is used to consider temperature and atmospheric $CO_2$ concentration change in the model of service life prediction. The modified mathematical solution, which was based on the Fick's 1st law of diffusion, was used to reflect concrete materials properties such as the degree of hydration of concrete with elapsed time, and important parameters, which associated with deterioration rate. The techniques of service life prediction are developed introducing the method of reliability and stochastic concept to consider microclimatic condition in Seoul, South Korea. From the result of service life prediction, concrete containing high W/C ratio is shown fast carbonation rate due to $CO_2$ concentration increase. It is concluded that the deterioration of concrete structures due to carbonation is insignificant problem on the conditions that below W/C 55%, well curing concrete.

Stochastic Real-time Demand Prediction for Building and Charging and Discharging Technique of ESS Based on Machine-Learning (머신러닝기반 확률론적 실시간 건물에너지 수요예측 및 BESS충방전 기법)

  • Yang, Seung Kwon;Song, Taek Ho
    • KEPCO Journal on Electric Power and Energy
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    • v.5 no.3
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    • pp.157-163
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    • 2019
  • K-BEMS System was introduced to reduce peak load and to save total energy of the 120 buildings that KEPCO headquarter and branch offices use. K-BEMS system is composed of PV, battery, and hybrid PCS. In this system, ESS, PV, lighting is used to save building energy based on demand prediction. Currently, neural network technique for short past data is applied to demand prediction, and fixed scheduling method by operator for ESS charging/discharging is used. To enhance this system, KEPCO research institute has carried out this K-BEMS research project for 3 years since January 2016. As the result of this project, we developed new real-time highly reliable building demand prediction technique with error free and optimized automatic ESS charging/discharging technique. Through several field test, we can certify the developed algorithm performance successfully. So we will describe the details in this paper.

Estimation of Motion-Blur Parameters Based on a Stochastic Peak Trace Algorithm (통계적 극점 자취 알고리즘에 기초한 움직임 열화 영상의 파라메터 추출)

  • 최병철;홍훈섭;강문기
    • Journal of Broadcast Engineering
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    • v.5 no.2
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    • pp.281-289
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    • 2000
  • While acquiring images, the relative motion between the imaging device and the object scene seriously damages the image quality. This phenomenon is called motion blur. The peak-trace approach, which is our recent previous work, identifies important parameters to characterize the point spread function (PSF) of the blur, given only the blurred image itself. With the peak-trace approach the direction of the motion blur can be extracted regardless of the noise corruption and does not need much Processing time. In this paper stochastic peak-trace approaches are introduced. The erroneous data can be selected through the ML classification, and can be made small through weighting. Therefore the distortion of the direction in the low frequency region can be prevented. Using the linear prediction method, the irregular data are prohibited from being selected as the peak point. The detection of the second peak using the proposed moving average least mean (MALM) method is used in the Identification of the motion extent. The MALM method itself includes a noise removal process, so it is possible to extract the parameters even an environment of heavy noise. In the experiment, we could efficiently restore the degraded image using the information obtained by the proposed algorithm.

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Data Mining based Forest Fires Prediction Models using Meteorological Data (기상 데이터를 이용한 데이터 마이닝 기반의 산불 예측 모델)

  • Kim, Sam-Keun;Ahn, Jae-Geun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.8
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    • pp.521-529
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    • 2020
  • Forest fires are one of the most important environmental risks that have adverse effects on many aspects of life, such as the economy, environment, and health. The early detection, quick prediction, and rapid response of forest fires can play an essential role in saving property and life from forest fire risks. For the rapid discovery of forest fires, there is a method using meteorological data obtained from local sensors installed in each area by the Meteorological Agency. Meteorological conditions (e.g., temperature, wind) influence forest fires. This study evaluated a Data Mining (DM) approach to predict the burned area of forest fires. Five DM models, e.g., Stochastic Gradient Descent (SGD), Support Vector Machines (SVM), Decision Tree (DT), Random Forests (RF), and Deep Neural Network (DNN), and four feature selection setups (using spatial, temporal, and weather attributes), were tested on recent real-world data collected from Gyeonggi-do area over the last five years. As a result of the experiment, a DNN model using only meteorological data showed the best performance. The proposed model was more effective in predicting the burned area of small forest fires, which are more frequent. This knowledge derived from the proposed prediction model is particularly useful for improving firefighting resource management.