• Title/Summary/Keyword: time series clustering

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Rule-Based Fuzzy-Neural Networks Using the Identification Algorithm of the GA Hybrid Scheme

  • Park, Ho-Sung;Oh, Sung-Kwun
    • International Journal of Control, Automation, and Systems
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    • v.1 no.1
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    • pp.101-110
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    • 2003
  • This paper introduces an identification method for nonlinear models in the form of rule-based Fuzzy-Neural Networks (FNN). In this study, the development of the rule-based fuzzy neural networks focuses on the technologies of Computational Intelligence (CI), namely fuzzy sets, neural networks, and genetic algorithms. The FNN modeling and identification environment realizes parameter identification through synergistic usage of clustering techniques, genetic optimization and a complex search method. We use a HCM (Hard C-Means) clustering algorithm to determine initial apexes of the membership functions of the information granules used in this fuzzy model. The parameters such as apexes of membership functions, learning rates, and momentum coefficients are then adjusted using the identification algorithm of a GA hybrid scheme. The proposed GA hybrid scheme effectively combines the GA with the improved com-plex method to guarantee both global optimization and local convergence. An aggregate objective function (performance index) with a weighting factor is introduced to achieve a sound balance between approximation and generalization of the model. According to the selection and adjustment of the weighting factor of this objective function, we reveal how to design a model having sound approximation and generalization abilities. The proposed model is experimented with using several time series data (gas furnace, sewage treatment process, and NOx emission process data from gas turbine power plants).

Similarity of Sampling Sites by Water Quality (수질 관측지점 유사성 측정방법 연구)

  • Kwon, Se-Hyug;Lee, Yo-Sang
    • Communications for Statistical Applications and Methods
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    • v.17 no.1
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    • pp.39-45
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    • 2010
  • As the value of environment is increasing, the water quality has been a matter of interest to the nation and people. Research on water quality has been widely studied, but focused on geographical characteristic and river characteristics like inflow, outflow, quantity and speed of water. In this paper, two approaches to measure the similarity of sampling sites by using water quality data are discussed and compared with two-years empirical data of Yongdam-Dam. The existing method has calculated their similarities with principal component scores. The proposed approach in this paper use correlation matrix of water quality related variables and MDS for measuring the similarity, which is shown to be better in the sense of being clustering which is identical to geographical clustering since it can consider the time series pattern of water quality.

The Design of Multi-FNN Model Using HCM Clustering and Genetic Algorithms and Its Applications to Nonlinear Process (HCM 클러스터링과 유전자 알고리즘을 이용한 다중 FNN 모델 설계와 비선형 공정으로의 응용)

  • 박호성;오성권;김현기
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.47-50
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    • 2000
  • In this paper, an optimal identification method using Multi-FNN(Fuzzy-Neural Network) is proposed for model ins of nonlinear complex system. In order to control of nonlinear process with complexity and uncertainty of data, proposed model use a HCM clustering algorithm which carry out the input-output data preprocessing function and Genetic Algorithm which carry out optimization of model. The proposed Multi-FNN is based on Yamakawa's FNN and it uses simplified inference as fuzzy inference method and Error Back Propagation Algorithm as learning rules. HCM clustering method which carry out the data preprocessing function for system modeling, is utilized to determine the structure of Multi-FNN by means of the divisions of input-output space. Also, the parameters of Multi-FNN model such as apexes of membership function, learning rates and momentum coefficients are adjusted using genetic algorithms. Also, a performance index with a weighting factor is presented to achieve a sound balance between approximation and generalization abilities of the model, To evaluate the performance of the proposed model, we use the time series data for gas furnace and the numerical data of nonlinear function.

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Modeling and Prediction of Time Series Data based on Markov Model (마코프 모델에 기반한 시계열 자료의 모델링 및 예측)

  • Cho, Young-Hee;Lee, Gye-Sung
    • Journal of the Korea Society of Computer and Information
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    • v.16 no.2
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    • pp.225-233
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    • 2011
  • Stock market prices, economic indices, trends and changes of social phenomena, etc. are categorized as time series data. Research on time series data has been prevalent for a while as it could not only lead to valuable representation of data but also provide future trends as well as changes in direction. We take a conventional model based approach, known as Markov chain modeling for the prediction on stock market prices. To improve prediction accuracy, we apply Markov modeling over carefully selected intervals of training data to fit the trend under consideration to the model. Another method we take is to apply clustering to data and build models of the resultant clusters. We confirmed that clustered models are better off in predicting, however, with the loss of prediction rate.

Real Estate Price Forecasting by Exploiting the Regional Analysis Based on SOM and LSTM (SOM과 LSTM을 활용한 지역기반의 부동산 가격 예측)

  • Shin, Eun Kyung;Kim, Eun Mi;Hong, Tae Ho
    • The Journal of Information Systems
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    • v.30 no.2
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    • pp.147-163
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    • 2021
  • Purpose The study aims to predict real estate prices by utilizing regional characteristics. Since real estate has the characteristic of immobility, the characteristics of a region have a great influence on the price of real estate. In addition, real estate prices are closely related to economic development and are a major concern for policy makers and investors. Accurate house price forecasting is necessary to prepare for the impact of house price fluctuations. To improve the performance of our predictive models, we applied LSTM, a widely used deep learning technique for predicting time series data. Design/methodology/approach This study used time series data on real estate prices provided by the Ministry of Land, Infrastructure and Transport. For time series data preprocessing, HP filters were applied to decompose trends and SOM was used to cluster regions with similar price directions. To build a real estate price prediction model, SVR and LSTM were applied, and the prices of regions classified into similar clusters by SOM were used as input variables. Findings The clustering results showed that the region of the same cluster was geographically close, and it was possible to confirm the characteristics of being classified as the same cluster even if there was a price level and a similar industry group. As a result of predicting real estate prices in 1, 2, and 3 months, LSTM showed better predictive performance than SVR, and LSTM showed better predictive performance in long-term forecasting 3 months later than in 1-month short-term forecasting.

Deep Prediction of Stock Prices with K-Means Clustered Data Augmentation (K-평균 군집화 데이터 증강을 통한 주가 심층 예측)

  • Kyounghoon Han;Huigyu Yang;Hyunseung Choo
    • Journal of Internet Computing and Services
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    • v.24 no.2
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    • pp.67-74
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    • 2023
  • Stock price prediction research in the financial sector aims to ensure trading stability and achieve profit realization. Conventional statistical prediction techniques are not reliable for actual trading decisions due to low prediction accuracy compared to randomly predicted results. Artificial intelligence models improve accuracy by learning data characteristics and fluctuation patterns to make predictions. However, predicting stock prices using long-term time series data remains a challenging problem. This paper proposes a stable and reliable stock price prediction method using K-means clustering-based data augmentation and normalization techniques and LSTM models specialized in time series learning. This enables obtaining more accurate and reliable prediction results and pursuing high profits, as well as contributing to market stability.

Chaotic Features for Traffic Video Classification

  • Wang, Yong;Hu, Shiqiang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.8
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    • pp.2833-2850
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    • 2014
  • This paper proposes a novel framework for traffic video classification based on chaotic features. First, each pixel intensity series in the video is modeled as a time series. Second, the chaos theory is employed to generate chaotic features. Each video is then represented by a feature vector matrix. Third, the mean shift clustering algorithm is used to cluster the feature vectors. Finally, the earth mover's distance (EMD) is employed to obtain a distance matrix by comparing the similarity based on the segmentation results. The distance matrix is transformed into a matching matrix, which is evaluated in the classification task. Experimental results show good traffic video classification performance, with robustness to environmental conditions, such as occlusions and variable lighting.

Prediction System Design based on An Interval Type-2 Fuzzy Logic System using HCBKA (HCBKA를 이용한 Interval Type-2 퍼지 논리시스템 기반 예측 시스템 설계)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Journal of Industrial Technology
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    • v.30 no.A
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    • pp.111-117
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    • 2010
  • To improve the performance of the prediction system, the system should reflect well the uncertainty of nonlinear data. Thus, this paper presents multiple prediction systems based on Type-2 fuzzy sets. To construct each prediction system, an Interval Type-2 TSK Fuzzy Logic System and difference data were used, because, in general, it has been known that the Type-2 Fuzzy Logic System can deal with the uncertainty of nonlinear data better than the Type-1 Fuzzy Logic System, and the difference data can provide more steady information than that of original data. Also, to improve each rule base of the fuzzy prediction systems, the HCBKA (Hierarchical Correlation Based K-means clustering Algorithm) was applied because it can consider correlationship and statistical characteristics between data at a time. Subsequently, to alleviate complexity of the proposed prediction system, a system selection method was used. Finally, this paper analyzed and compared the performances between the Type-1 prediction system and the Interval Type-2 prediction system using simulations of three typical time series examples.

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A Direction of Politic Support for Infectious Disease in Busan Using Time-series Clustering: Focusing on COVID-19 Cases (시계열 군집을 활용한 부산시 감염병 지원 정책 방향: COVID-19 사례를 중심으로)

  • Kwun, Hyeon-Ho;Kim, Do-Hee;Park, Chan-Ho;Lee, Eun-Ju;Cho, KiHaing;Bae, Hye-Rim
    • The Journal of Bigdata
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    • v.5 no.1
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    • pp.125-138
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    • 2020
  • After the spread of COVID-19 in 2020, the country's Crisis Alert Level went up to the highest level, Level 4. Respond of COVID-19 pandemic, Governments, and cities secured each province's duty for the citizens. The government provided health assistance first and stepped forward to support the necessary resources for the citizens. Busan City proposed policy response to prepare and implement the Corona support for each county as well. The high occupant rate of self-business owners lost basic incomes, and the effect varies on industries. In our paper, to avoid any crisis in such an epidemic, we propose a clustering analysis for the guidance of policy support for Busan City. By analyzing patterns and clustering on districts and Sectors, we would like to provide reference materials for determining the direction of support and guiding preemptive response in the event of a similar epidemic.

Non-linearity Mitigation Method of Particulate Matter using Machine Learning Clustering Algorithms (기계학습 군집 알고리즘을 이용한 미세먼지 비선형성 완화방안)

  • Lee, Sang-gwon;Cho, Kyoung-woo;Oh, Chang-heon
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2019.05a
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    • pp.341-343
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    • 2019
  • As the generation of high concentration particulate matter increases, much attention is focused on the prediction of particulate matter. Particulate matter refers to particulate matter less than $10{\mu}m$ diameter in the atmosphere and is affected by weather changes such as temperature, relative humidity and wind speed. Therefore, various studies have been conducted to analyze the correlation with weather information for particulate matter prediction. However, the nonlinear time series distribution of particulate matter increases the complexity of the prediction model and can lead to inaccurate predictions. In this paper, we try to mitigate the nonlinear characteristics of particulate matter by using cluster algorithm and classification algorithm of machine learning. The machine learning algorithms used are agglomerative clustering, density-based spatial clustering of applications with noise(DBSCAN).

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