• Title/Summary/Keyword: time-series prediction

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A Study on Flood Prediction without Rainfall Data (강우 데이터를 쓰지 않는 홍수예측법에 관한 연구)

  • 김치홍
    • Journal of the Korean Professional Engineers Association
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    • v.18 no.2
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    • pp.1-5
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    • 1985
  • In the flood prediction research, it is pointed out that the difficulty of flood prediction is the frequently experienced overestimation of flood peak. That is caused by the rainfall prediction difficulty and the nonlinearity of hydrological phenomena. Even though the former reason will remain still unsolved, but the latter one can be possibly resolved the method of the AMRA (Auto Regressive Moving Average) model for each runoff component as developed by Dr. Hino and Dr. Hasebe. The principle of the method consists of separating though the numerical filters the total runoff time series into long-term, intermediate and short-term components, or ground water flow, interflow, and surface flow components. As a total system, a hydrological system is a non-linear one. However, once it is separated into two or three subsystems, each subsystem may be treated as a linear system. Also the rainfall components into each subsystem a estimated inversely from the runoff component which is separated from the observed flood. That is why flood prediction can be done without rainfall data. In the prediction of surface flow, the Kalman filter will be applicable but this paper shows only impulse function method.

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CNN-LSTM based Wind Power Prediction System to Improve Accuracy (정확도 향상을 위한 CNN-LSTM 기반 풍력발전 예측 시스템)

  • Park, Rae-Jin;Kang, Sungwoo;Lee, Jaehyeong;Jung, Seungmin
    • New & Renewable Energy
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    • v.18 no.2
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    • pp.18-25
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    • 2022
  • In this study, we propose a wind power generation prediction system that applies machine learning and data mining to predict wind power generation. This system increases the utilization rate of new and renewable energy sources. For time-series data, the data set was established by measuring wind speed, wind generation, and environmental factors influencing the wind speed. The data set was pre-processed so that it could be applied appropriately to the model. The prediction system applied the CNN (Convolutional Neural Network) to the data mining process and then used the LSTM (Long Short-Term Memory) to learn and make predictions. The preciseness of the proposed system is verified by comparing the prediction data with the actual data, according to the presence or absence of data mining in the model of the prediction system.

Short-Term Crack in Sewer Forecasting Method Based on CNN-LSTM Hybrid Neural Network Model (CNN-LSTM 합성모델에 의한 하수관거 균열 예측모델)

  • Jang, Seung-Ju;Jang, Seung-Yup
    • Journal of the Korean Geosynthetics Society
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    • v.21 no.2
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    • pp.11-19
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    • 2022
  • In this paper, we propose a GoogleNet transfer learning and CNN-LSTM combination method to improve the time-series prediction performance for crack detection using crack data captured inside the sewer pipes. LSTM can solve the long-term dependency problem of CNN, so spatial and temporal characteristics can be considered at the same time. The predictive performance of the proposed method is excellent in all test variables as a result of comparing the RMSE(Root Mean Square Error) for time series sections using the crack data inside the sewer pipe. In addition, as a result of examining the prediction performance at the time of data generation, the proposed method was verified that it is effective in predicting crack detection by comparing with the existing CNN-only model. If the proposed method and experimental results obtained through this study are utilized, it can be applied in various fields such as the environment and humanities where time series data occurs frequently as well as crack data of concrete structures.

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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Developing Stock Pattern Searching System using Sequence Alignment Algorithm (서열 정렬 알고리즘을 이용한 주가 패턴 탐색 시스템 개발)

  • Kim, Hyong-Jun;Cho, Hwan-Gue
    • Journal of KIISE:Computer Systems and Theory
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    • v.37 no.6
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    • pp.354-367
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    • 2010
  • There are many methods for analyzing patterns in time series data. Although stock data represents a time series, there are few studies on stock pattern analysis and prediction. Since people believe that stock price changes randomly we cannot predict stock prices using a scientific method. In this paper, we measured the degree of the randomness of stock prices using Kolmogorov complexity, and we showed that there is a strong correlation between the degree and the accuracy of stock price prediction using our semi-global alignment method. We transformed the stock price data to quantized string sequences. Then we measured randomness of stock prices using Kolmogorov complexity of the string sequences. We use KOSPI 690 stock data during 28 years for our experiments and to evaluate our methodology. When a high Kolmogorov complexity, the stock price cannot be predicted, when a low complexity, the stock price can be predicted, but the prediction ratio of stock price changes of interest to investors, is 12% prediction ratio for short-term predictions and a 54% prediction ratio for long-term predictions.

A Prediction System for Server Performance Management (서버 성능 관리를 위한 장애 예측 시스템)

  • Lim, Bock-Chool;Kim, Soon-Gohn
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.6
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    • pp.684-690
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    • 2018
  • In society of the big data is being recognized as one of the core technologies witch is analysis of the collected information, the intelligent evolution of society seems to be more oriented society through an optimized value creation based on a prediction technique. If we take advantage of technologies based on big data about various data and a large amount of data generated during system operation, it will be possible to support stable operation and prevention of faults and failures. In this paper, we suggested an environment using the collection and analysis of big data, and proposed an derive time series prediction model for predicting failure through server performance monitoring for data collected and analyzed. It can be capable of supporting stable operation of the IT systems through failure prediction model for the server operator.

Application of Informer for time-series NO2 prediction

  • Hye Yeon Sin;Minchul Kang;Joonsung Kang
    • Journal of the Korea Society of Computer and Information
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    • v.28 no.7
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    • pp.11-18
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    • 2023
  • In this paper, we evaluate deep learning time series forecasting models. Recent studies show that those models perform better than the traditional prediction model such as ARIMA. Among them, recurrent neural networks to store previous information in the hidden layer are one of the prediction models. In order to solve the gradient vanishing problem in the network, LSTM is used with small memory inside the recurrent neural network along with BI-LSTM in which the hidden layer is added in the reverse direction of the data flow. In this paper, we compared the performance of Informer by comparing with other models (LSTM, BI-LSTM, and Transformer) for real Nitrogen dioxide (NO2) data. In order to evaluate the accuracy of each method, mean square root error and mean absolute error between the real value and the predicted value were obtained. Consequently, Informer has improved prediction accuracy compared with other methods.

Prediction of Wind Power by Chaos and BP Artificial Neural Networks Approach Based on Genetic Algorithm

  • Huang, Dai-Zheng;Gong, Ren-Xi;Gong, Shu
    • Journal of Electrical Engineering and Technology
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    • v.10 no.1
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    • pp.41-46
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    • 2015
  • It is very important to make accurate forecast of wind power because of its indispensable requirement for power system stable operation. The research is to predict wind power by chaos and BP artificial neural networks (CBPANNs) method based on genetic algorithm, and to evaluate feasibility of the method of predicting wind power. A description of the method is performed. Firstly, a calculation of the largest Lyapunov exponent of the time series of wind power and a judgment of whether wind power has chaotic behavior are made. Secondly, phase space of the time series is reconstructed. Finally, the prediction model is constructed based on the best embedding dimension and best delay time to approximate the uncertain function by which the wind power is forecasted. And then an optimization of the weights and thresholds of the model is conducted by genetic algorithm (GA). And a simulation of the method and an evaluation of its effectiveness are performed. The results show that the proposed method has more accuracy than that of BP artificial neural networks (BP-ANNs).

Nonlinear Forecasting of Daily Runoff Using Inverse Approach Method (가역접근법을 이용한 일유출량 자료의 비선형 예측)

  • Lee, Bae-Sung;Jeong, Dong-Kug;Jung, Tae-Sung;Lee, Sang-Jin
    • Journal of Korea Water Resources Association
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    • v.39 no.3 s.164
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    • pp.253-259
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    • 2006
  • In almost all previous hydrological studies, the standard approach adopted for nonlinear time series analysis is to perform system characterization first followed by forecasting. However, a practical inverse approach for forecasting nonlinear hydrological time series was proposed recently To investigate the applicability standard approach method and inverse approach, this study used a theoretical time series (Mackey-Glass time series) and daily streamflows of the Bear River in Idaho. To predict a theoretical time series and daily streamflow, this study used local approximation method. From chaos analysis, chaotic characteristics are found in daily streamflow of the Bear River in Idaho. Resulting from 1, 3 and 5-day prediction, inverse approach method is shown to be better than the standard approach for a theoretical chaotic time series and daily streamflow.

Prediction of Dynamic Line Rating by Time Series Weather Models (시계열 기상 모델을 이용한 동적 송전 용량의 예측)

  • Kim, Dong-Min;Bae, In-Su;Kim, Jin-O;Chang, Kyung
    • Proceedings of the KIEE Conference
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    • 2005.11b
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    • pp.35-38
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    • 2005
  • This paper suggests the method that forecast Dynamic Line Rating (DLR). Thermal Overload Risk (TOR) of next time is forecasted based on current weather condition and DLR value by Monte Carlo Simulation (MCS). To model weather element of transmission line for MCS, we will propose the use of weather forecast system and statistical models that time series law is applied. Also, through case study, forecasted TOR probability confirmed can utilize by standard that decide DLR of next time. In short, proposed method may be used usefully to keep safety of transmission line and reliability of supply of electric Power by forecasting transmission capacity of next time.

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