• Title/Summary/Keyword: time-series prediction

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Evolutionary Neural Network based on DNA Coding Method for Time Series Prediction (시계열 예측을 위한 DNA코딩 기반의 신경망 진화)

  • 이기열;이동욱;심귀보
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.224-227
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    • 2000
  • In this Paper, we prepose a method of constructing neural networks using bio-inspired emergent and evolutionary concepts. This method is algorithm that is based on the characteristics of the biological DNA and growth of plants. Here is, we propose a constructing method to make a DNA coding method for production rule of L-system. L-system is based on so-called the parallel rewriting mechanism. The DNA coding method has no limitation in expressing the production rule of L-system. Evolutionary algorithms motivated by Darwinian natural selection are population based searching methods and the high performance of which is highly dependent on the representation of solution space. In order to verify the effectiveness of our scheme, we apply it to one step ahead prediction of Mackey-Glass time series, Sun spot data and KOSPI data.

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A neural network with adaptive learning algorithm of curvature smoothing for time-series prediction (시계열 예측을 위한 1, 2차 미분 감소 기능의 적응 학습 알고리즘을 갖는 신경회로망)

  • 정수영;이민호;이수영
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.34C no.6
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    • pp.71-78
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    • 1997
  • In this paper, a new neural network training algorithm will be devised for function approximator with good generalization characteristics and tested with the time series prediction problem using santaFe competition data sets. To enhance the generalization ability a constraint term of hidden neuraon activations is added to the conventional output error, which gives the curvature smoothing characteristics to multi-layer neural networks. A hybrid learning algorithm of the error-back propagation and Hebbian learning algorithm with weight decay constraint will be naturally developed by the steepest decent algorithm minimizing the proposed cost function without much increase of computational requriements.

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Prediction Model of Real Estate ROI with the LSTM Model based on AI and Bigdata

  • Lee, Jeong-hyun;Kim, Hoo-bin;Shim, Gyo-eon
    • International journal of advanced smart convergence
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    • v.11 no.1
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    • pp.19-27
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    • 2022
  • Across the world, 'housing' comprises a significant portion of wealth and assets. For this reason, fluctuations in real estate prices are highly sensitive issues to individual households. In Korea, housing prices have steadily increased over the years, and thus many Koreans view the real estate market as an effective channel for their investments. However, if one purchases a real estate property for the purpose of investing, then there are several risks involved when prices begin to fluctuate. The purpose of this study is to design a real estate price 'return rate' prediction model to help mitigate the risks involved with real estate investments and promote reasonable real estate purchases. Various approaches are explored to develop a model capable of predicting real estate prices based on an understanding of the immovability of the real estate market. This study employs the LSTM method, which is based on artificial intelligence and deep learning, to predict real estate prices and validate the model. LSTM networks are based on recurrent neural networks (RNN) but add cell states (which act as a type of conveyer belt) to the hidden states. LSTM networks are able to obtain cell states and hidden states in a recursive manner. Data on the actual trading prices of apartments in autonomous districts between January 2006 and December 2019 are collected from the Actual Trading Price Disclosure System of the Ministry of Land, Infrastructure and Transport (MOLIT). Additionally, basic data on apartments and commercial buildings are collected from the Public Data Portal and Seoul Metropolitan Government's data portal. The collected actual trading price data are scaled to monthly average trading amounts, and each data entry is pre-processed according to address to produce 168 data entries. An LSTM model for return rate prediction is prepared based on a time series dataset where the training period is set as April 2015~August 2017 (29 months), the validation period is set as September 2017~September 2018 (13 months), and the test period is set as December 2018~December 2019 (13 months). The results of the return rate prediction study are as follows. First, the model achieved a prediction similarity level of almost 76%. After collecting time series data and preparing the final prediction model, it was confirmed that 76% of models could be achieved. All in all, the results demonstrate the reliability of the LSTM-based model for return rate prediction.

On-line Failure Detection Method of DC Output Filter Capacitor in Power Converters (전력변환장치에서의 DC 출력 필터 커패시터의 온라인 고장 검출기법)

  • Shon, Jin-Geun
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.58 no.4
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    • pp.483-489
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    • 2009
  • Electrolytic capacitors are used in variety of equipments as smoothening element of the power converters because it has high capacitance for its size and low price. Electrolytic capacitors, which is most of the time affected by aging effect, plays a very important role for the power electronics system quality and reliability. Therefore it is important to estimate the parameter of an electrolytic capacitor to predict the failure. This objective of this paper is to propose a new method to detect the rise of equivalent series resistor(ESR) in order to realize the online failure prediction of electrolytic capacitor for DC output filter of power converter. The ESR of electrolytic capacitor estimated from RMS result of filtered waveform(BPF) of the ripple capacitor voltage/current. Therefore, the preposed online failure prediction method has the merits of easy ESR computation and circuit simplicity. Simulation and experimental results are shown to verify the performance of the proposed on-line method.

Development of 3D Visualization Technology for Meteorological Data Using IDL (IDL을 이용한 기상자료 3 차원 가시화 기술개발 연구)

  • Joh Min-su;Yun Ja-Young;Seo In-Bum
    • 한국가시화정보학회:학술대회논문집
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    • 2002.11a
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    • pp.77-80
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    • 2002
  • The recent 3D visualization such as volume rendering, iso-surface rendering or stream line visualization gives more understanding about structures or distribution of data in a space and, moreover, the real-time rendering of a scene enables the animation of time-series data. Because the meteorological data is frequently formed as multi-variables, 3-dimensional and time-series data, the spatial analysis, time-series analysis, vector display, and animation techniques can do important roles to get more understanding about data. In this research, our aim is to develop the 3-dimensional visualization techniques for meteorological data in the PC environment by using IDL. The visualization technology from :his research will be used as basic technology not only for the deeper understanding and the more exact prediction about meteorological environments but also for the scientific and spatial data visualization research in any field from which three-dimensional data comes out such as oceanography, earth science, or aeronautical engineering.

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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.

Improving LTC using Markov Chain Model of Sensory Neurons and Synaptic Plasticity (감각 뉴런의 마르코프 체인 모델과 시냅스 가소성을 이용한 LTC 개선)

  • Lee, Junhyeok
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2022.10a
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    • pp.150-152
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    • 2022
  • In this work, we propose a model that considers the behavior and synaptic plasticity of sensory neurons based on Liquid Time-constant Network (LTC). The neuron connection structure was experimented with four types: the increasing number of neurons, the decreasing number, the decreasing number, and the decreasing number. In this study, we experimented using a time series prediction dataset to see if the performance of the changed model improved compared to LTC. Experimental results show that the application of modeling of sensory neurons does not always bring about performance improvements, but improves performance through proper selection of learning rules depending on the type of dataset. In addition, the connective structure of neurons showed improved performance when it was less than four layers.

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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.

Development of a Machine Learning Model for Imputing Time Series Data with Massive Missing Values (결측치 비율이 높은 시계열 데이터 분석 및 예측을 위한 머신러닝 모델 구축)

  • Bangwon Ko;Yong Hee Han
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.17 no.3
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    • pp.176-182
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    • 2024
  • In this study, we compared and analyzed various methods of missing data handling to build a machine learning model that can effectively analyze and predict time series data with a high percentage of missing values. For this purpose, Predictive State Model Filtering (PSMF), MissForest, and Imputation By Feature Importance (IBFI) methods were applied, and their prediction performance was evaluated using LightGBM, XGBoost, and Explainable Boosting Machines (EBM) machine learning models. The results of the study showed that MissForest and IBFI performed the best among the methods for handling missing values, reflecting the nonlinear data patterns, and that XGBoost and EBM models performed better than LightGBM. This study emphasizes the importance of combining nonlinear imputation methods and machine learning models in the analysis and prediction of time series data with a high percentage of missing values, and provides a practical methodology.

Comparative Evaluation on Applicability of Fuzzy Time Series Method for Predicting Overtopping of Reservoir Embankment (저수지 제체 월류수위 예측을 위한 Fuzzy Time Series법의 적용성 비교 평가)

  • Yun, Sungwook;Huh, Joon;Yu, Chan
    • Journal of The Korean Society of Agricultural Engineers
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    • v.66 no.5
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    • pp.41-50
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    • 2024
  • An increasing pattern of extreme rainfall recently affected the rural infrastructures with catastrophic damage, especially the overtopping of a fill dam embankment in the Republic of Korea. The overtopping was caused by the sudden increase in reservoir water level over the dam crest level, and it was not easy work to predict a priori because of its non-linear behavior. Fuzzy time series (FTS) is a fuzzy-logic inference procedure and is suited to apply to non-linear prediction methods such as machine learning. This study used the Wangshin reservoir and Goesan-dam cases, which experienced overtopping in 2023 and 2022, respectively. Wangshin Reservoir was a typical agricultural fill dam and needed to stack more available data, with only the daily storage rate (water level) of 7 years, starting on 2 May 2016. Therefore, we used Goesan-dam data to select appropriate variables and compare the analysis result, which was stacked with about 17 years of records. The analyses adapted LSTM to compare with FTS. As a result, the reservoir water level was applied to predict the overtopping water level, and it was shown that the FTS method could predict the actual water levels effectively according to the result of comparison with LSTM. Then, the FTS method was expected to predict reservoir water level a priori to make appropriate countermeasures on overtopping events as one of the alternatives.