• Title/Summary/Keyword: Deterministic Prediction

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Relationships Between the Characteristics of the Business Data Set and Forecasting Accuracy of Prediction models (시계열 데이터의 성격과 예측 모델의 예측력에 관한 연구)

  • 이원하;최종욱
    • Journal of Intelligence and Information Systems
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    • v.4 no.1
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    • pp.133-147
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    • 1998
  • Recently, many researchers have been involved in finding deterministic equations which can accurately predict future event, based on chaotic theory, or fractal theory. The theory says that some events which seem very random but internally deterministic can be accurately predicted by fractal equations. In contrast to the conventional methods, such as AR model, MA, model, or ARIMA model, the fractal equation attempts to discover a deterministic order inherent in time series data set. In discovering deterministic order, researchers have found that neural networks are much more effective than the conventional statistical models. Even though prediction accuracy of the network can be different depending on the topological structure and modification of the algorithms, many researchers asserted that the neural network systems outperforms other systems, because of non-linear behaviour of the network models, mechanisms of massive parallel processing, generalization capability based on adaptive learning. However, recent survey shows that prediction accuracy of the forecasting models can be determined by the model structure and data structures. In the experiments based on actual economic data sets, it was found that the prediction accuracy of the neural network model is similar to the performance level of the conventional forecasting model. Especially, for the data set which is deterministically chaotic, the AR model, a conventional statistical model, was not significantly different from the MLP model, a neural network model. This result shows that the forecasting model. This result shows that the forecasting model a, pp.opriate to a prediction task should be selected based on characteristics of the time series data set. Analysis of the characteristics of the data set was performed by fractal analysis, measurement of Hurst index, and measurement of Lyapunov exponents. As a conclusion, a significant difference was not found in forecasting future events for the time series data which is deterministically chaotic, between a conventional forecasting model and a typical neural network model.

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Development and Evaluation of an Ensemble Forecasting System for the Regional Ocean Wave of Korea (앙상블 지역 파랑예측시스템 구축 및 검증)

  • Park, JongSook;Kang, KiRyong;Kang, Hyun-Suk
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.30 no.2
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    • pp.84-94
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    • 2018
  • In order to overcome the limitation of deterministic forecast, an ensemble forecasting system for regional ocean wave is developed. This system predicts ocean wind waves based on the meteorological forcing from the Ensemble Prediction System for Global of the Korea Meteorological Administration, which is consisted of 24 ensemble members. The ensemble wave forecasting system is evaluated by using the moored buoy data around Korea. The root mean squared error (RMSE) of ensemble mean showed the better performance than the deterministic forecast system after 2 days, especially RMSE of ensemble mean is improved by 15% compared with the deterministic forecast for 3-day lead time. It means that the ensemble method could reduce the uncertainty of the deterministic prediction system. The Relative Operating Characteristic as an evaluation scheme of probability prediction was bigger than 0.9 showing high predictability, meaning that the ensemble wave forecast could be usefully applied.

New hybrid stochastic-deterministic rock block analysis method in tunnels (터널의 신 하이브리드 추계학적-확정론적 암반블럭 해석기법)

  • Hwang, Jae-Yun
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.12 no.3
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    • pp.265-274
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    • 2010
  • In many tunnels, falling or sliding of rock blocks often occur, which cannot be predicted because of the complexity of rock discontinuities and it has brought an exponential increase in costs and time to manage. It is difficult to estimate the properties of rock masses before the tunnel excavation. The observational design and construction method in tunnels has been becoming important recently. In this study, a new hybrid stochastic-deterministic rock block analysis method for the prediction of the unstable rock blocks before the tunnel excavation is proposed, and then applied to the tunnel construction based on actual rock discontinuity information observed in the field. The comparisons and investigations with the analytical results in the tunnel construction have confirmed the validity and applicability of this new hybrid stochastic-deterministic rock block analysis method in tunnels.

Assessment of Near-Term Climate Prediction of DePreSys4 in East Asia (DePreSys4의 동아시아 근미래 기후예측 성능 평가)

  • Jung Choi;Seul-Hee Im;Seok-Woo Son;Kyung-On Boo;Johan Lee
    • Atmosphere
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    • v.33 no.4
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    • pp.355-365
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    • 2023
  • To proactively manage climate risk, near-term climate predictions on annual to decadal time scales are of great interest to various communities. This study evaluates the near-term climate prediction skills in East Asia with DePreSys4 retrospective decadal predictions. The model is initialized every November from 1960 to 2020, consisting of 61 initializations with ten ensemble members. The prediction skill is quantitatively evaluated using the deterministic and probabilistic metrics, particularly for annual mean near-surface temperature, land precipitation, and sea level pressure. The near-term climate predictions for May~September and November~March averages over the five years are also assessed. DePreSys4 successfully predicts the annual mean and the five-year mean near-surface temperatures in East Asia, as the long-term trend sourced from external radiative forcing is well reproduced. However, land precipitation predictions are statistically significant only in very limited sporadic regions. The sea level pressure predictions also show statistically significant skills only over the ocean due to the failure of predicting a long-term trend over the land.

A fuzzy residual strength based fatigue life prediction method

  • Zhang, Yi
    • Structural Engineering and Mechanics
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    • v.56 no.2
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    • pp.201-221
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    • 2015
  • The fatigue damage problems are frequently encountered in the design of civil engineering structures. A realistic and accurate fatigue life prediction is quite essential to ensure the safety of engineering design. However, constructing a reliable fatigue life prediction model can be quite challenging. The use of traditional deterministic approach in predicting the fatigue life is sometimes too dangerous in the real practical designs as the method itself contains a wide range of uncertain factors. In this paper, a new fatigue life prediction method is going to be proposed where the residual strength is been utilized. Several cumulative damage models, capable of predicting the fatigue life of a structural element, are considered. Based on Miner's rule, a randomized approach is developed from a deterministic equation. The residual strength is used in a one to one transformation methodology which is used for the derivation of the fatigue life. To arrive at more robust results, fuzzy sets are introduced to model the parameter uncertainties. This leads to a convoluted fuzzy based fatigue life prediction model. The developed model is illustrated in an example analysis. The calculated results are compared with real experimental data. The applicability of this approach for a required reliability level is also discussed.

Prediction Skill of Intraseasonal Monthly Temperature and Precipitation Variations for APCC Multi-Models (APCC 다중 모형 자료 기반 계절 내 월 기온 및 강수 변동 예측성)

  • Song, Chan-Yeong;Ahn, Joong-Bae
    • Atmosphere
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    • v.30 no.4
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    • pp.405-420
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    • 2020
  • In this study, we investigate the predictability of intraseasonal monthly temperature and precipitation variations using hindcast datasets from eight global circulation models participating in the operational multi-model ensemble (MME) seasonal prediction system of the Asia-Pacific Economic Cooperation Climate Center for the 1983~2010 period. These intraseasonal monthly variations are defined by categorical deterministic analysis. The monthly temperature and precipitation are categorized into above normal (AN), near normal (NN), and below normal (BN) based on the σ-value ± 0.43 after standardization. The nine patterns of intraseasonal monthly variation are defined by considering the changing pattern of the monthly categories for the three consecutive months. A deterministic and a probabilistic analysis are used to define intraseasonal monthly variation for the multi-model consisting of numerous ensemble members. The results show that a pattern (pattern 7), which has the same monthly categories in three consecutive months, is the most frequently occurring pattern in observation regardless of the seasons and variables. Meanwhile, the patterns (e.g., patterns 8 and 9) that have consistently increasing or decreasing trends in three consecutive months, such as BN-NN-AN or AN-NN-BN, occur rarely in observation. The MME and eight individual models generally capture pattern 7 well but rarely capture patterns 8 and 9.

The Effect of Deterministic and Stochastic VTG Schemes on the Application of Backpropagation of Multivariate Time Series Prediction (시계열예측에 대한 역전파 적용에 대한 결정적, 추계적 가상항 기법의 효과)

  • Jo, Tae-Ho
    • Proceedings of the Korea Information Processing Society Conference
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    • 2001.10a
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    • pp.535-538
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    • 2001
  • Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical measurements to generate the enough number of training patterns. The more training patterns, the better the generalization of MLP is. The researches about the schemes of generating artificial training patterns and adding to the original ones have been progressed and gave me the motivation of developing VTG schemes in 1996. Virtual term is an estimated measurement, X(t+0.5) between X(t) and X(t+1), while the given measurements in the series are called actual terms. VTG (Virtual Tern Generation) is the process of estimating of X(t+0.5), and VTG schemes are the techniques for the estimation of virtual terms. In this paper, the alternative VTG schemes to the VTG schemes proposed in 1996 will be proposed and applied to multivariate time series prediction. The VTG schemes proposed in 1996 are called deterministic VTG schemes, while the alternative ones are called stochastic VTG schemes in this paper.

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Development of Prediction Method for Highway Pavement Condition (포장상태 예측방법 개선에 관한 연구)

  • Park, Sang-Wook;Suh, Young-Chan;Chung, Chul-Gi
    • International Journal of Highway Engineering
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    • v.10 no.3
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    • pp.199-208
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    • 2008
  • Prediction the performance of pavement provides proper information to an agency on decision-making process; especially evaluating the pavement performance and prioritizing the work plan. To date, there are a number of approaches to predict the future deterioration of pavements. However, there are some limitation to proper prediction of the pavement service life. In this paper, pavement performance model and pavement condition prediction model are developed in order to improve pavement condition prediction method. The prediction model of pavement condition through the regression analysis of real pavement condition is based on the probability distribution of pavement condition, which set to 5%, 15%, 25% and 50%, by condition of the pavement and traffic volume. The pavement prediction model presented from the behavior of individual pavement condition which are set to 5%, 15%, 25% and 50% of probability distribution. The performance of the prediction model is evaluated from analyzing the average, standard deviation of HPCI, and the percentage of HPCI which is lower than 3.0 of comparable section. In this paper, we will suggest the more rational method to determine the future pavement conditions, including the probabilistic duration and deterministic modeling methods regarding the impact of traffic volume, age, and the type of the pavement.

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(Prediction of reduction goals : deterministic approach) (리덕션 골의 예상: 결정적인 접근 방법)

  • 이경옥
    • Journal of KIISE:Software and Applications
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    • v.30 no.5_6
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    • pp.461-465
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    • 2003
  • The technique of reduction goal prediction in LR parsing has several applications such as the computation of right context. An LR parser generating the set of pre-determined reduction goals was previously suggested. The set approach is nondeterministic, and so it is inappropriate in some applications. This paper suggests a deterministic technique to give a uniquely predictable reduction symbol.

Application of artificial neural networks to the response prediction of geometrically nonlinear truss structures

  • Cheng, Jin;Cai, C.S.;Xiao, Ru-Cheng
    • Structural Engineering and Mechanics
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    • v.26 no.3
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    • pp.251-262
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    • 2007
  • This paper examines the application of artificial neural networks (ANN) to the response prediction of geometrically nonlinear truss structures. Two types of analysis (deterministic and probabilistic analyses) are considered. A three-layer feed-forward backpropagation network with three input nodes, five hidden layer nodes and two output nodes is firstly developed for the deterministic response analysis. Then a back propagation training algorithm with Bayesian regularization is used to train the network. The trained network is then successfully combined with a direct Monte Carlo Simulation (MCS) to perform a probabilistic response analysis of geometrically nonlinear truss structures. Finally, the proposed ANN is applied to predict the response of a geometrically nonlinear truss structure. It is found that the proposed ANN is very efficient and reasonable in predicting the response of geometrically nonlinear truss structures.