• Title/Summary/Keyword: time-series prediction

검색결과 903건 처리시간 0.023초

서포트 벡터 머신을 이용한 NCAM-LAMP 고해상도 중기예측시스템 지점 시계열 자료의 통계적 보정 (A Statistical Correction of Point Time Series Data of the NCAM-LAMP Medium-range Prediction System Using Support Vector Machine)

  • 권수영;이승재;김만일
    • 한국농림기상학회지
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    • 제23권4호
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    • pp.415-423
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    • 2021
  • NCAM-LAMP 중기예측 자료의 통계적 후처리와 개선을 위하여 R 기반의 지점 시계열 자료 검증 체계를 구축하였다. 이 시계열 검증체계를 이용하여 기상청 AWS 관측 자료와 NCAM-LAMP, KMA GDAPS 중기예측 모델 자료를 비교하였다. 이를 위해 관측 지점에 가장 근접한 모델 위도 및 경도 자료를 추출하여 총 9개 지점을 선정하였다. 각 지점에 대해 NCAM-LAMP, GDAPS 모델의 기온, 강수량, 풍속 일평균 예측 자료를 관측과 비교한 결과, 모델들은 풍속의 과대예측 경향을 뚜렷이 보였으며, 기온과 강수의 경우에는 두 모델의 예측력이 월별 및 변수별로 다르게 나타났다. 이를 바탕으로 본 연구에서는 통계적 기법을 개발하여 NCAM-LAMP가 가지고 있는 오차를 줄이고자 하였다. 모델 오차를 줄이기 위해 일반적으로 쓰이는 MOS(Model Output Statistics)기법 중에 인공지능 SVM(Support vector machine) 방식을 8~10월 기간에 적용한 결과, 8월에 비해서 10월이, 기온 변수에 비해서 바람과 강수 변수가 개선된 효과를 보여주었다. 이러한 결과는 풍속의 과대예측을 줄이고, 농림 가뭄지수와 산사태 예측 등을 개선시키며, 지역 수치예보 모델이 시간 적분됨에 따라 영역 내 예측가능성이 점점 저하되는 현상을 완화시키는데 SVM 방법이 일정 부분 기여할 수 있음을 가리키며, 현업 표출 중인 NCAM Agro-Meteogram 개선에도 도움을 줄 것으로 기대된다.

Time Series Classification of Cryptocurrency Price Trend Based on a Recurrent LSTM Neural Network

  • Kwon, Do-Hyung;Kim, Ju-Bong;Heo, Ju-Sung;Kim, Chan-Myung;Han, Youn-Hee
    • Journal of Information Processing Systems
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    • 제15권3호
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    • pp.694-706
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    • 2019
  • In this study, we applied the long short-term memory (LSTM) model to classify the cryptocurrency price time series. We collected historic cryptocurrency price time series data and preprocessed them in order to make them clean for use as train and target data. After such preprocessing, the price time series data were systematically encoded into the three-dimensional price tensor representing the past price changes of cryptocurrencies. We also presented our LSTM model structure as well as how to use such price tensor as input data of the LSTM model. In particular, a grid search-based k-fold cross-validation technique was applied to find the most suitable LSTM model parameters. Lastly, through the comparison of the f1-score values, our study showed that the LSTM model outperforms the gradient boosting model, a general machine learning model known to have relatively good prediction performance, for the time series classification of the cryptocurrency price trend. With the LSTM model, we got a performance improvement of about 7% compared to using the GB model.

Chaotic Predictability for Time Series Forecasts of Maximum Electrical Power using the Lyapunov Exponent

  • Park, Jae-Hyeon;Kim, Young-Il;Choo, Yeon-Gyu
    • Journal of information and communication convergence engineering
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    • 제9권4호
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    • pp.369-374
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    • 2011
  • Generally the neural network and the Fuzzy compensative algorithms are applied to forecast the time series for power demand with the characteristics of a nonlinear dynamic system, but, relatively, they have a few prediction errors. They also make long term forecasts difficult because of sensitivity to the initial conditions. In this paper, we evaluate the chaotic characteristic of electrical power demand with qualitative and quantitative analysis methods and perform a forecast simulation of electrical power demand in regular sequence, attractor reconstruction and a time series forecast for multi dimension using Lyapunov Exponent (L.E.) quantitatively. We compare simulated results with previous methods and verify that the present method is more practical and effective than the previous methods. We also obtain the hourly predictability of time series for power demand using the L.E. and evaluate its accuracy.

CNN 기반 대용량 시계열 데이터 압축 기법연구 (A Study of Big Time Series Data Compression based on CNN Algorithm)

  • 황상호;김성호;김성재;김태근
    • 대한임베디드공학회논문지
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    • 제18권1호
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    • pp.1-7
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    • 2023
  • In this paper, we implement a lossless compression technique for time-series data generated by IoT (Internet of Things) devices to reduce the disk spaces. The proposed compression technique reduces the size of the encoded data by selectively applying CNN (Convolutional Neural Networks) or Delta encoding depending on the situation in the Forecasting algorithm that performs prediction on time series data. In addition, the proposed technique sequentially performs zigzag encoding, splitting, and bit packing to increase the compression ratio. We showed that the proposed compression method has a compression ratio of up to 1.60 for the original data.

Neural Network-based Time Series Modeling of Optical Emission Spectroscopy Data for Fault Prediction in Reactive Ion Etching

  • Sang Jeen Hong
    • 반도체디스플레이기술학회지
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    • 제22권4호
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    • pp.131-135
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    • 2023
  • Neural network-based time series models called time series neural networks (TSNNs) are trained by the error backpropagation algorithm and used to predict process shifts of parameters such as gas flow, RF power, and chamber pressure in reactive ion etching (RIE). The training data consists of process conditions, as well as principal components (PCs) of optical emission spectroscopy (OES) data collected in-situ. Data are generated during the etching of benzocyclobutene (BCB) in a SF6/O2 plasma. Combinations of baseline and faulty responses for each process parameter are simulated, and a moving average of TSNN predictions successfully identifies process shifts in the recipe parameters for various degrees of faults.

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RCGKA를 이용한 최적 퍼지 예측 시스템 설계 (Design of the Optimal Fuzzy Prediction Systems using RCGKA)

  • 방영근;심재선;이철희
    • 산업기술연구
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    • 제29권B호
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    • pp.9-15
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    • 2009
  • In the case of traditional binary encoding technique, it takes long time to converge the optimal solutions and brings about complexity of the systems due to encoding and decoding procedures. However, the ROGAs (real-coded genetic algorithms) do not require these procedures, and the k-means clustering algorithm can avoid global searching space. Thus, this paper proposes a new approach by using their advantages. The proposed method constructs the multiple predictors using the optimal differences that can reveal the patterns better and properties concealed in non-stationary time series where the k-means clustering algorithm is used for data classification to each predictor, then selects the best predictor. After selecting the best predictor, the cluster centers of the predictor are tuned finely via RCGKA in secondary tuning procedure. Therefore, performance of the predictor can be more enhanced. Finally, we verifies the prediction performance of the proposed system via simulating typical time series examples.

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Savitzky-Golay 필터와 미분을 활용한 LSTM 기반 지하수 수위 예측 모델의 성능 비교 (Performance Comparison of LSTM-Based Groundwater Level Prediction Model Using Savitzky-Golay Filter and Differential Method )

  • 송근산;송영진
    • 반도체디스플레이기술학회지
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    • 제22권3호
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    • pp.84-89
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    • 2023
  • In water resource management, data prediction is performed using artificial intelligence, and companies, governments, and institutions continue to attempt to efficiently manage resources through this. LSTM is a model specialized for processing time series data, which can identify data patterns that change over time and has been attempted to predict groundwater level data. However, groundwater level data can cause sen-sor errors, missing values, or outliers, and these problems can degrade the performance of the LSTM model, and there is a need to improve data quality by processing them in the pretreatment stage. Therefore, in pre-dicting groundwater data, we will compare the LSTM model with the MSE and the model after normaliza-tion through distribution, and discuss the important process of analysis and data preprocessing according to the comparison results and changes in the results.

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An Empirical Analysis of Sino-Russia Foreign Trade Turnover Time Series: Based on EMD-LSTM Model

  • GUO, Jian;WU, Kai Kun;YE, Lyu;CHENG, Shi Chao;LIU, Wen Jing;YANG, Jing Ying
    • The Journal of Asian Finance, Economics and Business
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    • 제9권10호
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    • pp.159-168
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    • 2022
  • The time series of foreign trade turnover is complex and variable and contains linear and nonlinear information. This paper proposes preprocessing the dataset by the EMD algorithm and combining the linear prediction advantage of the SARIMA model with the nonlinear prediction advantage of the EMD-LSTM model to construct the SARIMA-EMD-LSTM hybrid model by the weight assignment method. The forecast performance of the single models is compared with that of the hybrid models by using MAPE and RMSE metrics. Furthermore, it is confirmed that the weight assignment approach can benefit from the hybrid models. The results show that the SARIMA model can capture the fluctuation pattern of the time series, but it cannot effectively predict the sudden drop in foreign trade turnover caused by special reasons and has the lowest accuracy in long-term forecasting. The EMD-LSTM model successfully resolves the hysteresis phenomenon and has the highest forecast accuracy of all models, with a MAPE of 7.4304%. Therefore, it can be effectively used to forecast the Sino-Russia foreign trade turnover time series post-epidemic. Hybrid models cannot take advantage of SARIMA linear and LSTM nonlinear forecasting, so weight assignment is not the best method to construct hybrid models.

네트워크 로그 및 SNMP 기반 네트워크 서버 관리 예측 시스템 (Server Management Prediction System based on Network Log and SNMP)

  • 문성주
    • 디지털콘텐츠학회 논문지
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    • 제18권4호
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    • pp.747-751
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    • 2017
  • 네트워크 서버 접근시 발생되는 로그는 네트워크 관리에 필수적인 다양한 정보를 가지고 있다. 이러한 정보에서 네트워크 관리에 유용한 정보를 추출하여 사용자 접속량, 비정상적인 접근 등을 예측하여 네트워크 관리의 효율성을 높이고 비용을 줄일 수 있다. 네트워크 관리자는 SNMP를 활용하여 네트워크상 서버의 CPU, 메모리, 디스크 사용율과 같은 정보를 기반으로 서버의 상태를 실시간으로 파악할 수 있다. 본 논문에서는 네트워크 6가지 로그를 분석하여 사용자의 접속량을 예측에 필요한 정보를 추출한 후 시계열 분석 방법인 이동평균법과 지수평활법을 적용하여 실험하였다. 또한 SNMP 시뮬레이터를 활용하여 서버의 CPU, 메모리, 디스크 사용율에 관한 OID를 추출하여 서버의 상태와 장애 예측을 시계열 분석방법으로 실험한 후 엑셀과 R 프로그래밍언어를 통해 시각화된 예측 결과를 제시하였다.

텐서 플로우 신경망 라이브러리를 이용한 시계열 데이터 예측 (A Time-Series Data Prediction Using TensorFlow Neural Network Libraries)

  • ;장성봉
    • 정보처리학회논문지:컴퓨터 및 통신 시스템
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    • 제8권4호
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    • pp.79-86
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    • 2019
  • 본 논문에서 인공 신경망을 이용한 시계열 데이터 예측 사례에 대해 서술한다. 본 연구에서는 텐서 플로우 라이브러리를 사용하여 배치 기반의 인공 신경망과 스타케스틱 기반의 인공신경망을 구현하였다. 실험을 통해, 구현된 각 신경망에 대해 훈련 에러와 시험에러를 측정하였다. 신경망 훈련과 시험을 위해서 미국의 인디아나주의 공식 웹사이트로부터 8개월간 수집된 세금 데이터를 사용하였다. 실험 결과, 배치 기반의 신경망 기법이 스타케스틱 기법보다 좋은 성능을 보였다. 또한, 좋은 성능을 보인 배치 기반의 신경망을 이용하여 약 7개월 간 종합 세수 예측을 수행하고 예측된 결과와 실제 데이터를 수집하여 비교 실험을 진행 하였다. 실험 결과, 예측된 종합 세수 금액 결과가 실제값과 거의 유사하게 측정되었다.