• Title/Summary/Keyword: MAPE

Search Result 248, Processing Time 0.033 seconds

Estimation Method of Predicted Time Series Data Based on Absolute Maximum Value (최대 절대값 기반 시계열 데이터 예측 모델 평가 기법)

  • Shin, Ki-Hoon;Kim, Chul;Nam, Sang-Hun;Park, Sung-Jae;Yoo, Sung-Soo
    • Journal of Energy Engineering
    • /
    • v.27 no.4
    • /
    • pp.103-110
    • /
    • 2018
  • In this paper, we introduce evaluation method of time series prediction model with new approach of Mean Absolute Percentage Error(hereafter MAPE) and Symmetric Mean Absolute Percentage Error(hereafter sMAPE). There are some problems using MAPE and sMAPE. First MAPE can't evaluate Zero observation of dataset. Moreover, when the observed value is very close to zero it evaluate heavier than other methods. Finally it evaluate different measure even same error between observations and predicted values. And sMAPE does different evaluations are made depending on whether the same error value is over-predicted or under-predicted. And it has different measurement according to the each sign, even if error is the same distance. These problems were solved by Maximum Mean Absolute Percentage Error(hereafter mMAPE). we used the absolute maximum of observed value as denominator instead of the observed value in MAPE, when the value is less than 1, removed denominator then solved the problem that the zero value is not defined. and were able to prevent heavier measurement problem. Also, if the absolute maximum of observed value is greater than 1, the evaluation values of mMAPE were compared with those of the other evaluations. With Beijing PM2.5 temperature data and our simulation data, we compared the evaluation values of mMAPE with other evaluations. And we proved that mMAPE can solve the problems that we mentioned.

Establishing a Demand Forecast Model for Container Inventory in Liner Shipping Companies (정기선사의 컨테이너 재고 수요예측모델 구축에 대한 연구)

  • Jeon, Jun-woo;Jung, Kil-su;Gong, Jeong-min;Yeo, Gi-tae
    • Journal of Korea Port Economic Association
    • /
    • v.32 no.4
    • /
    • pp.1-13
    • /
    • 2016
  • This study attempts to establish a precise forecast model for the container inventory demand of shipping companies through forecasts based on equipment type/size, ports, and weekly system dynamics. The forecast subjects were Shanghai and Yantian Ports. Only dry containers (20, 40) and high cubes (40) were used as the subject container inventory in this study due to their large demand and valid data computation. The simulation period was from 2011 to 2017 and weekly data were used, applying the actual data frequency among shipping companies. The results of the model accuracy test obtained through an application of Mean Absolute Percentage Error (MAPE) verified that the forecast model for dry 40' demand, dry 40' high cube demand, dry 20' supply, dry 40' supply, and dry 40' high cube supply in Shanghai Port provided an accurate prediction, with $0%{\leq}MAPE{\leq}10%$. The forecast model for supply and demand in Shanghai Port was otherwise verified to have relatively high prediction power, with $10%{\leq}MAPE{\leq}20%$. The forecast model for dry 40' high cube demand and dry 20' supply in Yantian Port was accurate, with $0%{\leq}MAPE{\leq}10%$. The forecast model for supply and demand in Yantian Port was generally verified to have relatively high prediction power, with $10%{\leq}MAPE{\leq}20%$. The forecast model in this study also had relatively high accuracy when compared with the actueal data managed in shipping companies.

Study of Stochastic Techniques for Runoff Forecasting Accuracy in Gongju basin (추계학적 기법을 통한 공주지점 유출예측 연구)

  • Ahn, Jung Min;Hur, Young Teck;Hwang, Man Ha;Cheon, Geun Ho
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.31 no.1B
    • /
    • pp.21-27
    • /
    • 2011
  • When execute runoff forecasting, can not remove perfectly uncertainty of forecasting results. But, reduce uncertainty by various techniques analysis. This study applied various forecasting techniques for runoff prediction's accuracy elevation in Gongju basin. statics techniques is ESP, Period Average & Moving average, Exponential Smoothing, Winters, Auto regressive moving average process. Authoritativeness estimation with results of runoff forecasting by each techniques used MAE (Mean Absolute Error), RMSE (Root Mean Squared Error), RRMSE (Relative Root Mean Squared Error), Mean Absolute Percentage Error (MAPE), TIC (Theil Inequality Coefficient). Result that use MAE, RMSE, RRMSE, MAPE, TIC and confirm improvement effect of runoff forecasting, ESP techniques than the others displayed the best result.

Performance comparison of SVM and ANN models for solar energy prediction (태양광 에너지 예측을 위한 SVM 및 ANN 모델의 성능 비교)

  • Jung, Wonseok;Jeong, Young-Hwa;Park, Moon-Ghu;Lee, Chang-Kyo;Seo, Jeongwook
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
    • /
    • 2018.10a
    • /
    • pp.626-628
    • /
    • 2018
  • In this paper, we compare the performances of SVM (Support Vector Machine) and ANN (Artificial Neural Network) machine learning models for predicting solar energy by using meteorological data. Two machine learning models were built by using fifteen kinds of weather data such as long and short wave radiation average, precipitation and temperature. Then the RBF (Radial Basis Function) parameters in the SVM model and the number of hidden layers/nodes and the regularization parameter in the ANN model were found by experimental studies. MAPE (Mean Absolute Percentage Error) and MAE (Mean Absolute Error) were considered as metrics for evaluating the performances of the SVM and ANN models. Sjoem Simulation results showed that the SVM model achieved the performances of MAPE=21.11 and MAE=2281417.65, and the ANN model did the performances of MAPE=19.54 and MAE=2155345.10776.

  • PDF

Electric Power Demand Prediction Using Deep Learning Model with Temperature Data (기온 데이터를 반영한 전력수요 예측 딥러닝 모델)

  • Yoon, Hyoup-Sang;Jeong, Seok-Bong
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.11 no.7
    • /
    • pp.307-314
    • /
    • 2022
  • Recently, researches using deep learning-based models are being actively conducted to replace statistical-based time series forecast techniques to predict electric power demand. The result of analyzing the researches shows that the performance of the LSTM-based prediction model is acceptable, but it is not sufficient for long-term regional-wide power demand prediction. In this paper, we propose a WaveNet deep learning model to predict electric power demand 24-hour-ahead with temperature data in order to achieve the prediction accuracy better than MAPE value of 2% which statistical-based time series forecast techniques can present. First of all, we illustrate a delated causal one-dimensional convolutional neural network architecture of WaveNet and the preprocessing mechanism of the input data of electric power demand and temperature. Second, we present the training process and walk forward validation with the modified WaveNet. The performance comparison results show that the prediction model with temperature data achieves MAPE value of 1.33%, which is better than MAPE Value (2.33%) of the same model without temperature data.

Short-term Forecasting of Power Demand based on AREA (AREA 활용 전력수요 단기 예측)

  • Kwon, S.H.;Oh, H.S.
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.39 no.1
    • /
    • pp.25-30
    • /
    • 2016
  • It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

A Study on Realization of Continuous Speech Recognition System of Speaker Adaptation (화자적응화 연속음성 인식 시스템의 구현에 관한 연구)

  • 김상범;김수훈;허강인;고시영
    • The Journal of the Acoustical Society of Korea
    • /
    • v.18 no.3
    • /
    • pp.10-16
    • /
    • 1999
  • In this paper, we have studied Continuous Speech Recognition System of Speaker Adaptation using MAPE (Maximum A Posteriori Probability Estimation) which can adapt any small amount of adaptation speech data. Speaker adaptation is performed by the method of MAPB after Concatenation training which is making sentence unit HMM linked by syllable unit HMM and Viterbi segmentation classifies speech data to be adaptation into segmentation of syllable unit data automatically without hand labelling. For car control speech the recognition rates of adaptation of HMM was 77.18% which is approximately 6% improvement over that of unadapted HMM.(in case of O(n)DP)

  • PDF

The Comparison of Speaker Adaptation Methods (화자 적응 방법들의 비교)

  • 황영수
    • The Journal of the Acoustical Society of Korea
    • /
    • v.18 no.1
    • /
    • pp.61-66
    • /
    • 1999
  • In this paper, we proposed various speaker adaptation methods and studied the performance of these methods. Methods which were studied in this paper are MAPE(Maximum A Posteriori Probability Estimation), Linear Spectral Estimating, Multi-Layer Perceptron and ARTMAP. In order to evaluate the performance of these methods, we used Korean isolated digits as the experimental data, the hybrid speaker adaptation method, which unified MAPE, linear spectral estimating and output probability of SCHMM, showed the better recognition result than those which performed other methods. And the method using ARTMAP showed the similar result to above hybrid method.

  • PDF

Analysis of Price Forecasting and Goodness-of-Fit of the Metals Extracted from Deep Seabed Manganese Nodules (심해저 망간단괴에서 추출되는 금속가격 예측 및 적합도 분석)

  • Kwon, Suk-Jae;Jeong, Sun-Young
    • Ocean and Polar Research
    • /
    • v.36 no.4
    • /
    • pp.505-514
    • /
    • 2014
  • The development of deep seabed manganese nodules has been carried out with the aim of commercial development in 2023. It is important to forecast the price of the four metals (copper, nickel, cobalt, and manganese) extracted from manganese nodules because price change is a criterion for investment decision. The main purpose of the study is to forecast the price of four metals using the ARIMA model and VAR model, and calculate the MAPE to compare a goodness-of-fit between the two models. The estimated results of the two models reveal statistical significance and are in keeping with economic theory. The results of MAPE for goodness-of-fit show that the VAR model is between 0.1 and 0.2, and the ARIMA model is between 0.4 and 0.6. That is, the VAR model is better than the ARIMA model in forecasting changes in the price of metals.

Data Exchange System Based on Learned MAPE-K for a Secure Defense Big Data Framework (안전한 국방 빅데이터 프레임워크를 위한 Learned MAPE-K 기반 자료교환 시스템)

  • Cho, Jun-Ha;Yu, Jin-Yong;Kim, Young-Gab
    • Proceedings of the Korea Information Processing Society Conference
    • /
    • 2022.05a
    • /
    • pp.173-175
    • /
    • 2022
  • 국방 각급 부대는 망연계 자료교환 시스템에 의해 인터넷과 국방망을 연계하여 데이터를 수집하고 있다. 또한, 안전한 국방 데이터수집과 빅데이터 환경조성을 위해 악성코드를 내재한 데이터들을 차단 및 분류하는 데이터 검열을 수행한다. 그러나 수집되는 데이터들이 새로운 악성코드를 내재할 경우, 현재 운용되고 있는 국방 시스템으로 식별하는 것이 불가능하여 외부로부터의 보안위협이 존재한다. 따라서 본 논문에서는 새로운 악성코드 위협에도 대응할 수 있는 Learned MAPE-K 기반 자료교환 시스템을 제안한다.