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Sample records for grey forecasting model

  1. A grey neural network and input-output combined forecasting model. Primary energy consumption forecasts in Spanish economic sectors

    International Nuclear Information System (INIS)

    Liu, Xiuli; Moreno, Blanca; García, Ana Salomé

    2016-01-01

    A combined forecast of Grey forecasting method and neural network back propagation model, which is called Grey Neural Network and Input-Output Combined Forecasting Model (GNF-IO model), is proposed. A real case of energy consumption forecast is used to validate the effectiveness of the proposed model. The GNF-IO model predicts coal, crude oil, natural gas, renewable and nuclear primary energy consumption volumes by Spain's 36 sub-sectors from 2010 to 2015 according to three different GDP growth scenarios (optimistic, baseline and pessimistic). Model test shows that the proposed model has higher simulation and forecasting accuracy on energy consumption than Grey models separately and other combination methods. The forecasts indicate that the primary energies as coal, crude oil and natural gas will represent on average the 83.6% percent of the total of primary energy consumption, raising concerns about security of supply and energy cost and adding risk for some industrial production processes. Thus, Spanish industry must speed up its transition to an energy-efficiency economy, achieving a cost reduction and increase in the level of self-supply. - Highlights: • Forecasting System Using Grey Models combined with Input-Output Models is proposed. • Primary energy consumption in Spain is used to validate the model. • The grey-based combined model has good forecasting performance. • Natural gas will represent the majority of the total of primary energy consumption. • Concerns about security of supply, energy cost and industry competitiveness are raised.

  2. Grey forecasting model for CO2 emissions: A Taiwan study

    International Nuclear Information System (INIS)

    Lin, Chiun-Sin; Liou, Fen-May; Huang, Chih-Pin

    2011-01-01

    Highlights: → CO 2 is the most frequently implicated in global warming. → The CARMA indicates that the Taichung coal-fired power plants had the highest CO 2 emissions in the world. → GM(1,1) prediction accuracy is fairly high. → The results show that the average residual error of the GM(1,1) was below 10%. -- Abstract: Among the various greenhouse gases associated with climate change, CO 2 is the most frequently implicated in global warming. The latest data from Carbon Monitoring for Action (CARMA) shows that the coal-fired power plant in Taichung, Taiwan emitted 39.7 million tons of CO 2 in 2007 - the highest of any power plant in the world. Based on statistics from Energy International Administration, the annual CO 2 emissions in Taiwan have increased 42% from 1997 until 2006. Taiwan has limited natural resources and relies heavily on imports to meet its energy needs, and the government must take serious measures control energy consumption to reduce CO 2 emissions. Because the latest data was from 2009, this study applied the grey forecasting model to estimate future CO 2 emissions in Taiwan from 2010 until 2012. Forecasts of CO 2 emissions in this study show that the average residual error of the GM(1,1) was below 10%. Overall, the GM(1,1) predicted further increases in CO 2 emissions over the next 3 years. Although Taiwan is not a member of the United Nations and is not bound by the Kyoto Protocol, the findings of this study provide a valuable reference with which the Taiwanese government could formulate measures to reduce CO 2 emissions by curbing the unnecessary the consumption of energy.

  3. Modelling the Errors of EIA’s Oil Prices and Production Forecasts by the Grey Markov Model

    Directory of Open Access Journals (Sweden)

    Gholam Hossein Hasantash

    2012-01-01

    Full Text Available Grey theory is about systematic analysis of limited information. The Grey-Markov model can improve the accuracy of forecast range in the random fluctuating data sequence. In this paper, we employed this model in energy system. The average errors of Energy Information Administrations predictions for world oil price and domestic crude oil production from 1982 to 2007 and from 1985 to 2008 respectively were used as two forecasted examples. We showed that the proposed Grey-Markov model can improve the forecast accuracy of original Grey forecast model.

  4. Forecasting the natural gas demand in China using a self-adapting intelligent grey model

    International Nuclear Information System (INIS)

    Zeng, Bo; Li, Chuan

    2016-01-01

    Reasonably forecasting demands of natural gas in China is of significance as it could aid Chinese government in formulating energy policies and adjusting industrial structures. To this end, a self-adapting intelligent grey prediction model is proposed in this paper. Compared with conventional grey models which have the inherent drawbacks of fixed structure and poor adaptability, the proposed new model can automatically optimize model parameters according to the real data characteristics of modeling sequence. In this study, the proposed new model, discrete grey model, even difference grey model and classical grey model were employed, respectively, to simulate China's natural gas demands during 2002–2010 and forecast demands during 2011–2014. The results show the new model has the best simulative and predictive precision. Finally, the new model is used to forecast China's natural gas demand during 2015–2020. The forecast shows the demand will grow rapidly over the next six years. Therefore, in order to maintain the balance between the supplies and the demands for the natural gas in the future, Chinese government needs to take some measures, such as importing huge amounts of natural gas from abroad, increasing the domestic yield, using more alternative energy, and reducing the industrial reliance on natural gas. - Highlights: • A self-adapting intelligent grey prediction model (SIGM) is proposed in this paper. • The SIGM has the advantage of working with exponential functions and linear functions. • The SIGM solves the drawbacks of fixed structure and poor adaptability of grey models. • The demand of natural gas in China is successfully forecasted using the SIGM model. • The study findings can help Chinese government reasonably formulate energy policies.

  5. The application of a Grey Markov Model to forecasting annual maximum water levels at hydrological stations

    Science.gov (United States)

    Dong, Sheng; Chi, Kun; Zhang, Qiyi; Zhang, Xiangdong

    2012-03-01

    Compared with traditional real-time forecasting, this paper proposes a Grey Markov Model (GMM) to forecast the maximum water levels at hydrological stations in the estuary area. The GMM combines the Grey System and Markov theory into a higher precision model. The GMM takes advantage of the Grey System to predict the trend values and uses the Markov theory to forecast fluctuation values, and thus gives forecast results involving two aspects of information. The procedure for forecasting annul maximum water levels with the GMM contains five main steps: 1) establish the GM (1, 1) model based on the data series; 2) estimate the trend values; 3) establish a Markov Model based on relative error series; 4) modify the relative errors caused in step 2, and then obtain the relative errors of the second order estimation; 5) compare the results with measured data and estimate the accuracy. The historical water level records (from 1960 to 1992) at Yuqiao Hydrological Station in the estuary area of the Haihe River near Tianjin, China are utilized to calibrate and verify the proposed model according to the above steps. Every 25 years' data are regarded as a hydro-sequence. Eight groups of simulated results show reasonable agreement between the predicted values and the measured data. The GMM is also applied to the 10 other hydrological stations in the same estuary. The forecast results for all of the hydrological stations are good or acceptable. The feasibility and effectiveness of this new forecasting model have been proved in this paper.

  6. Forecasting of municipal solid waste quantity in a developing country using multivariate grey models

    International Nuclear Information System (INIS)

    Intharathirat, Rotchana; Abdul Salam, P.; Kumar, S.; Untong, Akarapong

    2015-01-01

    Highlights: • Grey model can be used to forecast MSW quantity accurately with the limited data. • Prediction interval overcomes the uncertainty of MSW forecast effectively. • A multivariate model gives accuracy associated with factors affecting MSW quantity. • Population, urbanization, employment and household size play role for MSW quantity. - Abstract: In order to plan, manage and use municipal solid waste (MSW) in a sustainable way, accurate forecasting of MSW generation and composition plays a key role. It is difficult to carry out the reliable estimates using the existing models due to the limited data available in the developing countries. This study aims to forecast MSW collected in Thailand with prediction interval in long term period by using the optimized multivariate grey model which is the mathematical approach. For multivariate models, the representative factors of residential and commercial sectors affecting waste collected are identified, classified and quantified based on statistics and mathematics of grey system theory. Results show that GMC (1, 5), the grey model with convolution integral, is the most accurate with the least error of 1.16% MAPE. MSW collected would increase 1.40% per year from 43,435–44,994 tonnes per day in 2013 to 55,177–56,735 tonnes per day in 2030. This model also illustrates that population density is the most important factor affecting MSW collected, followed by urbanization, proportion employment and household size, respectively. These mean that the representative factors of commercial sector may affect more MSW collected than that of residential sector. Results can help decision makers to develop the measures and policies of waste management in long term period

  7. Forecasting of municipal solid waste quantity in a developing country using multivariate grey models

    Energy Technology Data Exchange (ETDEWEB)

    Intharathirat, Rotchana, E-mail: rotchana.in@gmail.com [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Abdul Salam, P., E-mail: salam@ait.ac.th [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Kumar, S., E-mail: kumar@ait.ac.th [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Untong, Akarapong, E-mail: akarapong_un@hotmail.com [School of Tourism Development, Maejo University, Chiangmai (Thailand)

    2015-05-15

    Highlights: • Grey model can be used to forecast MSW quantity accurately with the limited data. • Prediction interval overcomes the uncertainty of MSW forecast effectively. • A multivariate model gives accuracy associated with factors affecting MSW quantity. • Population, urbanization, employment and household size play role for MSW quantity. - Abstract: In order to plan, manage and use municipal solid waste (MSW) in a sustainable way, accurate forecasting of MSW generation and composition plays a key role. It is difficult to carry out the reliable estimates using the existing models due to the limited data available in the developing countries. This study aims to forecast MSW collected in Thailand with prediction interval in long term period by using the optimized multivariate grey model which is the mathematical approach. For multivariate models, the representative factors of residential and commercial sectors affecting waste collected are identified, classified and quantified based on statistics and mathematics of grey system theory. Results show that GMC (1, 5), the grey model with convolution integral, is the most accurate with the least error of 1.16% MAPE. MSW collected would increase 1.40% per year from 43,435–44,994 tonnes per day in 2013 to 55,177–56,735 tonnes per day in 2030. This model also illustrates that population density is the most important factor affecting MSW collected, followed by urbanization, proportion employment and household size, respectively. These mean that the representative factors of commercial sector may affect more MSW collected than that of residential sector. Results can help decision makers to develop the measures and policies of waste management in long term period.

  8. Forecasting China’s Annual Biofuel Production Using an Improved Grey Model

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    Nana Geng

    2015-10-01

    Full Text Available Biofuel production in China suffers from many uncertainties due to concerns about the government’s support policy and supply of biofuel raw material. Predicting biofuel production is critical to the development of this energy industry. Depending on the biofuel’s characteristics, we improve the prediction precision of the conventional prediction method by creating a dynamic fuzzy grey–Markov prediction model. Our model divides random time series decomposition into a change trend sequence and a fluctuation sequence. It comprises two improvements. We overcome the problem of considering the status of future time from a static angle in the traditional grey model by using the grey equal dimension new information and equal dimension increasing models to create a dynamic grey prediction model. To resolve the influence of random fluctuation data and weak anti-interference ability in the Markov chain model, we improve the traditional grey–Markov model with classification of states using the fuzzy set theory. Finally, we use real data to test the dynamic fuzzy prediction model. The results prove that the model can effectively improve the accuracy of forecast data and can be applied to predict biofuel production. However, there are still some defects in our model. The modeling approach used here predicts biofuel production levels based upon past production levels dictated by economics, governmental policies, and technological developments but none of which can be forecast accurately based upon past events.

  9. The NLS-Based Nonlinear Grey Multivariate Model for Forecasting Pollutant Emissions in China

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    Ling-Ling Pei

    2018-03-01

    Full Text Available The relationship between pollutant discharge and economic growth has been a major research focus in environmental economics. To accurately estimate the nonlinear change law of China’s pollutant discharge with economic growth, this study establishes a transformed nonlinear grey multivariable (TNGM (1, N model based on the nonlinear least square (NLS method. The Gauss–Seidel iterative algorithm was used to solve the parameters of the TNGM (1, N model based on the NLS basic principle. This algorithm improves the precision of the model by continuous iteration and constantly approximating the optimal regression coefficient of the nonlinear model. In our empirical analysis, the traditional grey multivariate model GM (1, N and the NLS-based TNGM (1, N models were respectively adopted to forecast and analyze the relationship among wastewater discharge per capita (WDPC, and per capita emissions of SO2 and dust, alongside GDP per capita in China during the period 1996–2015. Results indicated that the NLS algorithm is able to effectively help the grey multivariable model identify the nonlinear relationship between pollutant discharge and economic growth. The results show that the NLS-based TNGM (1, N model presents greater precision when forecasting WDPC, SO2 emissions and dust emissions per capita, compared to the traditional GM (1, N model; WDPC indicates a growing tendency aligned with the growth of GDP, while the per capita emissions of SO2 and dust reduce accordingly.

  10. An Optimized Grey Dynamic Model for Forecasting the Output of High-Tech Industry in China

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    Zheng-Xin Wang

    2014-01-01

    Full Text Available The grey dynamic model by convolution integral with the first-order derivative of the 1-AGO data and n series related, abbreviated as GDMC(1,n, performs well in modelling and forecasting of a grey system. To improve the modelling accuracy of GDMC(1,n, n interpolation coefficients (taken as unknown parameters are introduced into the background values of the n variables. The parameters optimization is formulated as a combinatorial optimization problem and is solved collectively using the particle swarm optimization algorithm. The optimized result has been verified by a case study of the economic output of high-tech industry in China. Comparisons of the obtained modelling results from the optimized GDMC(1,n model with the traditional one demonstrate that the optimal algorithm is a good alternative for parameters optimization of the GDMC(1,n model. The modelling results can assist the government in developing future policies regarding high-tech industry management.

  11. Short-Term Photovoltaic Power Generation Forecasting Based on Multivariable Grey Theory Model with Parameter Optimization

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    Zhifeng Zhong

    2017-01-01

    Full Text Available Owing to the environment, temperature, and so forth, photovoltaic power generation volume is always fluctuating and subsequently impacts power grid planning and operation seriously. Therefore, it is of great importance to make accurate prediction of the power generation of photovoltaic (PV system in advance. In order to improve the prediction accuracy, in this paper, a novel particle swarm optimization algorithm based multivariable grey theory model is proposed for short-term photovoltaic power generation volume forecasting. It is highlighted that, by integrating particle swarm optimization algorithm, the prediction accuracy of grey theory model is expected to be highly improved. In addition, large amounts of real data from two separate power stations in China are being employed for model verification. The experimental results indicate that, compared with the conventional grey model, the mean relative error in the proposed model has been reduced from 7.14% to 3.53%. The real practice demonstrates that the proposed optimization model outperforms the conventional grey model from both theoretical and practical perspectives.

  12. Utilizing an Adaptive Grey Model for Short-Term Time Series Forecasting: A Case Study of Wafer-Level Packaging

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    Che-Jung Chang

    2013-01-01

    Full Text Available The wafer-level packaging process is an important technology used in semiconductor manufacturing, and how to effectively control this manufacturing system is thus an important issue for packaging firms. One way to aid in this process is to use a forecasting tool. However, the number of observations collected in the early stages of this process is usually too few to use with traditional forecasting techniques, and thus inaccurate results are obtained. One potential solution to this problem is the use of grey system theory, with its feature of small dataset modeling. This study thus uses the AGM(1,1 grey model to solve the problem of forecasting in the pilot run stage of the packaging process. The experimental results show that the grey approach is an appropriate and effective forecasting tool for use with small datasets and that it can be applied to improve the wafer-level packaging process.

  13. A Novel Grey Prediction Model Combining Markov Chain with Functional-Link Net and Its Application to Foreign Tourist Forecasting

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    Yi-Chung Hu

    2017-10-01

    Full Text Available Grey prediction models for time series have been widely applied to demand forecasting because only limited data are required for them to build a time series model without any statistical assumptions. Previous studies have demonstrated that the combination of grey prediction with neural networks helps grey prediction perform better. Some methods have been presented to improve the prediction accuracy of the popular GM(1,1 model by using the Markov chain to estimate the residual needed to modify a predicted value. Compared to the previous Grey-Markov models, this study contributes to apply the functional-link net to estimate the degree to which a predicted value obtained from the GM(1,1 model can be adjusted. Furthermore, the troublesome number of states and their bounds that are not easily specified in Markov chain have been determined by a genetic algorithm. To verify prediction performance, the proposed grey prediction model was applied to an important grey system problem—foreign tourist forecasting. Experimental results show that the proposed model provides satisfactory results compared to the other Grey-Markov models considered.

  14. Vulnerability of hydropower generation to climate change in China: Results based on Grey forecasting model

    International Nuclear Information System (INIS)

    Wang, Bing; Liang, Xiao-Jie; Zhang, Hao; Wang, Lu; Wei, Yi-Ming

    2014-01-01

    This paper analyzes the long-term relationships between hydropower generation and climate factors (precipitation), hydropower generation capacity (installed capacity of hydropower station) to quantify the vulnerability of renewable energy production in China for the case of hydropower generation. Furthermore, this study applies Grey forecasting model to forecast precipitation in different provinces, and then sets up different scenarios for precipitation based on the IPCC Special Report on Emission Scenarios and results from PRECIS (Providing Regional Climate projections for Impacts Studies) model. The most important result found in this research is the increasing hydropower vulnerability of the poorest regions and the main hydropower generation provinces of China to climate change. Other main empirical results reveal that the impacts of climate change on the supply of hydropower generation in China will be noteworthy for the society. Different scenarios have different effects on hydropower generation, of which A2 scenario (pessimistic, high emission) has the largest. Meanwhile, the impacts of climate change on hydropower generation of every province are distinctly different, of which the Southwest part has the higher vulnerability than the average level while the central part lower. - Highlights: • The hydropower vulnerability will be enlarged with the rapid increase of hydropower capacity. • Modeling the vulnerability of hydropower in different scenarios and different provinces. • The increasing hydropower vulnerability of the poorest regions to climate change. • The increasing hydropower vulnerability of the main hydropower generation provinces. • Rainfall pattern caused by climate change would be the reason for the increasing vulnerability

  15. Application of a Hybrid Method Combining Grey Model and Back Propagation Artificial Neural Networks to Forecast Hepatitis B in China

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    Ruijing Gan

    2015-01-01

    Full Text Available Accurate incidence forecasting of infectious disease provides potentially valuable insights in its own right. It is critical for early prevention and may contribute to health services management and syndrome surveillance. This study investigates the use of a hybrid algorithm combining grey model (GM and back propagation artificial neural networks (BP-ANN to forecast hepatitis B in China based on the yearly numbers of hepatitis B and to evaluate the method’s feasibility. The results showed that the proposal method has advantages over GM (1, 1 and GM (2, 1 in all the evaluation indexes.

  16. Application of a hybrid method combining grey model and back propagation artificial neural networks to forecast hepatitis B in china.

    Science.gov (United States)

    Gan, Ruijing; Chen, Xiaojun; Yan, Yu; Huang, Daizheng

    2015-01-01

    Accurate incidence forecasting of infectious disease provides potentially valuable insights in its own right. It is critical for early prevention and may contribute to health services management and syndrome surveillance. This study investigates the use of a hybrid algorithm combining grey model (GM) and back propagation artificial neural networks (BP-ANN) to forecast hepatitis B in China based on the yearly numbers of hepatitis B and to evaluate the method's feasibility. The results showed that the proposal method has advantages over GM (1, 1) and GM (2, 1) in all the evaluation indexes.

  17. Operational Efficiency Forecasting Model of an Existing Underground Mine Using Grey System Theory and Stochastic Diffusion Processes

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    Svetlana Strbac Savic

    2015-01-01

    Full Text Available Forecasting the operational efficiency of an existing underground mine plays an important role in strategic planning of production. Degree of Operating Leverage (DOL is used to express the operational efficiency of production. The forecasting model should be able to involve common time horizon, taking the characteristics of the input variables that directly affect the value of DOL. Changes in the magnitude of any input variable change the value of DOL. To establish the relationship describing the way of changing we applied multivariable grey modeling. Established time sequence multivariable response formula is also used to forecast the future values of operating leverage. Operational efficiency of production is often associated with diverse sources of uncertainties. Incorporation of these uncertainties into multivariable forecasting model enables mining company to survive in today’s competitive environment. Simulation of mean reversion process and geometric Brownian motion is used to describe the stochastic diffusion nature of metal price, as a key element of revenues, and production costs, respectively. By simulating a forecasting model, we imitate its action in order to measure its response to different inputs. The final result of simulation process is the expected value of DOL for every year of defined time horizon.

  18. An actual load forecasting methodology by interval grey modeling based on the fractional calculus.

    Science.gov (United States)

    Yang, Yang; Xue, Dingyü

    2017-07-17

    The operation processes for thermal power plant are measured by the real-time data, and a large number of historical interval data can be obtained from the dataset. Within defined periods of time, the interval information could provide important information for decision making and equipment maintenance. Actual load is one of the most important parameters, and the trends hidden in the historical data will show the overall operation status of the equipments. However, based on the interval grey parameter numbers, the modeling and prediction process is more complicated than the one with real numbers. In order not lose any information, the geometric coordinate features are used by the coordinates of area and middle point lines in this paper, which are proved with the same information as the original interval data. The grey prediction model for interval grey number by the fractional-order accumulation calculus is proposed. Compared with integer-order model, the proposed method could have more freedom with better performance for modeling and prediction, which can be widely used in the modeling process and prediction for the small amount interval historical industry sequence samples. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  19. Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear Grey Bernoulli model NGBM(1, 1)

    Science.gov (United States)

    Chen, Chun-I.; Chen, Hong Long; Chen, Shuo-Pei

    2008-08-01

    The traditional Grey Model is easy to understand and simple to calculate, with satisfactory accuracy, but it is also lack of flexibility to adjust the model to acquire higher forecasting precision. This research studies feasibility and effectiveness of a novel Grey model together with the concept of the Bernoulli differential equation in ordinary differential equation. In this research, the author names this newly proposed model as Nonlinear Grey Bernoulli Model (NGBM). The NGBM is nonlinear differential equation with power index n. By controlling n, the curvature of the solution curve could be adjusted to fit the result of one time accumulated generating operation (1-AGO) of raw data. One extreme case from Grey system textbook is studied by NGBM, and two published articles are chosen for practical tests of NGBM. The results prove the novel NGBM is feasible and efficient. Finally, NGBM is used to forecast 2005 foreign exchange rates of twelve Taiwan major trading partners, including Taiwan.

  20. Analyzing Taiwan IC Assembly Industry by Grey-Markov Forecasting Model

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    Lei-Chuan Lin

    2013-01-01

    Full Text Available This study utilizes the black swan theorem to discuss how to face the lack of historical data and outliers. They may cause huge influences which make it impossible for people to predict the economy from their knowledge or experiences. Meanwhile, they cause the general dilemma of which prediction tool to be used which is also considered in this study. For the reason above, this study uses 2009 Q1 to 2010 Q4 quarterly revenue trend of Taiwan’s semiconductor packaging and testing industry under the global financial turmoil as basis and the grey prediction method to deal with nonlinear problems and small data. Under the lack of information and economic drastic changes, this study applies Markov model to predict the industry revenues of GM(1,1 and DGM(1,1 results. The results show that the accuracy of 2010 Q1–Q3 is 88.37%, 90.27%, sand 91.13%, respectively. Besides, they are better than the results of GM(1,1 and DGM(1,1 which are 86.51%, 77.35%, 75.46% and 73.77%, 74.25%, 59.72%. The results show that the prediction ability of the grey prediction with Markov model is better than traditional GM(1,1 and DGM(1,1 sfacing the changes of financial crisis. The results also prove that the grey-Markov chain prediction can be the perfect criterion for decision-makers judgment even when the environment has undergone drastic changes which bring the impact of unpredictable conditions.

  1. Forecasting of CO2 emissions, energy consumption and economic growth in China using an improved grey model

    International Nuclear Information System (INIS)

    Pao, Hsiao-Tien; Fu, Hsin-Chia; Tseng, Cheng-Lung

    2012-01-01

    Analyses and forecasts of carbon emissions, energy consumption and real outputs are key requirements for clean energy economy and climate change in rapid growth market such as China. This paper employs the nonlinear grey Bernoulli model (NGBM) to predict these three indicators and proposes a numerical iterative method to optimize the parameter of NGBM. The forecasting ability of NGBM with optimal parameter model, namely NGBM−OP has remarkably improved, compared to the GM and ARIMA. The MAPEs of NGBM−OP for out-of-sample (2004–2009) are ranging from 1.10 to 6.26. The prediction results show that China’s compound annual emissions, energy consumption and real GDP growth is set to 4.47%, −0.06% and 6.67%, respectively between 2011 and 2020. The co-integration results show that the long-run equilibrium relationship exists among these three indicators and emissions appear to be real output inelastic and energy consumption elastic. The estimated values cannot support an EKC hypothesis, and real output is significantly negative impact on emissions. In order to promote economic and environmental quality, the results suggest that China should adopt the dual strategy of increasing energy efficiency, reducing the loss in power transmission and distribution and stepping up energy conservation policies to reduce any unnecessary wastage of energy. -- Highlights: ► The proposed NGBM-OP has a strong forecasting ability with MAPEs less than 6.3%. ► The NGBM-OP is applied to predict emissions, energy and output during 2009–2020. ► Prediction results show China will actively conserve resources and protect the environment. ► The long-run equilibrium relationship exists between emissions, energy and output. ► Emissions appear to be output inelastic and energy consumption elastic.

  2. Forecasting the Water Demand in Chongqing, China Using a Grey Prediction Model and Recommendations for the Sustainable Development of Urban Water Consumption.

    Science.gov (United States)

    Wu, Hua'an; Zeng, Bo; Zhou, Meng

    2017-11-15

    High accuracy in water demand predictions is an important basis for the rational allocation of city water resources and forms the basis for sustainable urban development. The shortage of water resources in Chongqing, the youngest central municipality in Southwest China, has significantly increased with the population growth and rapid economic development. In this paper, a new grey water-forecasting model (GWFM) was built based on the data characteristics of water consumption. The parameter estimation and error checking methods of the GWFM model were investigated. Then, the GWFM model was employed to simulate the water demands of Chongqing from 2009 to 2015 and forecast it in 2016. The simulation and prediction errors of the GWFM model was checked, and the results show the GWFM model exhibits better simulation and prediction precisions than those of the classical Grey Model with one variable and single order equation GM(1,1) for short and the frequently-used Discrete Grey Model with one variable and single order equation, DGM(1,1) for short. Finally, the water demand in Chongqing from 2017 to 2022 was forecasted, and some corresponding control measures and recommendations were provided based on the prediction results to ensure a viable water supply and promote the sustainable development of the Chongqing economy.

  3. Forecasting Performance of Grey Prediction for Education Expenditure and School Enrollment

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    Tang, Hui-Wen Vivian; Yin, Mu-Shang

    2012-01-01

    GM(1,1) and GM(1,1) rolling models derived from grey system theory were estimated using time-series data from projection studies by National Center for Education Statistics (NCES). An out-of-sample forecasting competition between the two grey prediction models and exponential smoothing used by NCES was conducted for education expenditure and…

  4. Grey Forecast Rainfall with Flow Updating Algorithm for Real-Time Flood Forecasting

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    Jui-Yi Ho

    2015-04-01

    Full Text Available The dynamic relationship between watershed characteristics and rainfall-runoff has been widely studied in recent decades. Since watershed rainfall-runoff is a non-stationary process, most deterministic flood forecasting approaches are ineffective without the assistance of adaptive algorithms. The purpose of this paper is to propose an effective flow forecasting system that integrates a rainfall forecasting model, watershed runoff model, and real-time updating algorithm. This study adopted a grey rainfall forecasting technique, based on existing hourly rainfall data. A geomorphology-based runoff model can be used for simulating impacts of the changing geo-climatic conditions on the hydrologic response of unsteady and non-linear watershed system, and flow updating algorithm were combined to estimate watershed runoff according to measured flow data. The proposed flood forecasting system was applied to three watersheds; one in the United States and two in Northern Taiwan. Four sets of rainfall-runoff simulations were performed to test the accuracy of the proposed flow forecasting technique. The results indicated that the forecast and observed hydrographs are in good agreement for all three watersheds. The proposed flow forecasting system could assist authorities in minimizing loss of life and property during flood events.

  5. Volatility forecasting for interbank offered rate using grey extreme learning machine: The case of China

    International Nuclear Information System (INIS)

    Liu, Xiaoyong; Fu, Hui

    2016-01-01

    Interbank Offered rate is the only direct market rate in China’s currency market. Volatility forecasting of China Interbank Offered Rate (IBOR) has a very important theoretical and practical significance for financial asset pricing and financial risk measure or management. However, IBOR is a dynamics and non-steady time series whose developmental changes have stronger random fluctuation, so it is difficult to forecast the volatility of IBOR. This paper offers a hybrid algorithm using grey model and extreme learning machine (ELM) to forecast volatility of IBOR. The proposed algorithm is composed of three phases. In the first, grey model is used to deal with the original IBOR time series by accumulated generating operation (AGO) and weaken the stochastic volatility in original series. And then, a forecasting model is founded by using ELM to analyze the new IBOR series. Lastly, the predictive value of the original IBOR series can be obtained by inverse accumulated generating operation (IAGO). The new model is applied to forecasting Interbank Offered Rate of China. Compared with the forecasting results of BP and classical ELM, the new model is more efficient to forecasting short- and middle-term volatility of IBOR.

  6. Forecasting the Amount of Waste-Sewage Water Discharged into the Yangtze River Basin Based on the Optimal Fractional Order Grey Model.

    Science.gov (United States)

    Li, Shuliang; Meng, Wei; Xie, Yufeng

    2017-12-23

    With the rapid development of the Yangtze River economic belt, the amount of waste-sewage water discharged into the Yangtze River basin increases sharply year by year, which has impeded the sustainable development of the Yangtze River basin. The water security along the Yangtze River basin is very important for China, It is something aboutwater security of roughly one-third of China's population and the sustainable development of the 19 provinces, municipalities and autonomous regions among the Yangtze River basin. Therefore, a scientific prediction of the amount of waste-sewage water discharged into Yangtze River basin has a positive significance on sustainable development of industry belt along with Yangtze River basin. This paper builds the fractional DWSGM(1,1)(DWSGM(1,1) model is short for Discharge amount of Waste Sewage Grey Model for one order equation and one variable) model based on the fractional accumulating generation operator and fractional reducing operator, and calculates the optimal order of "r" by using particle swarm optimization(PSO)algorithm for solving the minimum average relative simulation error. Meanwhile, the simulation performance of DWSGM(1,1)model with the optimal fractional order is tested by comparing the simulation results of grey prediction models with different orders. Finally, the optimal fractional order DWSGM(1,1)grey model is applied to predict the amount of waste-sewage water discharged into the Yangtze River basin, and corresponding countermeasures and suggestions are put forward through analyzing and comparing the prediction results. This paper has positive significance on enriching the fractional order modeling method of the grey system.

  7. Forecast for Artificial Muscle Tremor Behavior Based on Dynamic Additional Grey Catastrophe Prediction

    Directory of Open Access Journals (Sweden)

    Yu Fu

    2018-02-01

    Full Text Available Recently, bio-inspired artificial muscles based on ionic polymers have shown a bright perspective in engineering and medical research, but the inherent tremor behavior can cause instability of output response. In this paper, dynamic additional grey catastrophe prediction (DAGCP is proposed to forecast the occurrence time of tremor behavior, providing adequate preparation time for the suppression of the chitosan-based artificial muscles. DAGCP constructs various dimensions of time subsequence models under different starting points based on the threshold of tremor occurrence times and peak-to-peak values in unit time. Next, the appropriate subsequence is selected according to grey correlation degree and prediction accuracy, then it is updated with the newly generated values to achieve a real-time forecast of forthcoming tremor time. Compared with conventional grey catastrophe prediction (GCP, the proposed method has the following advantages: (1 the degradation of prediction accuracy caused by the immobilization of original parameters is prevented; (2 the dynamic input, real-time update and gradual forecast of time sequence are incorporated into the model. The experiment results show that the novel DAGCP can predict forthcoming tremor time earlier and more accurately than the conventional GCP. The generation mechanism of tremor behavior is illustrated as well.

  8. Grey-Markov prediction model based on background value optimization and central-point triangular whitenization weight function

    Science.gov (United States)

    Ye, Jing; Dang, Yaoguo; Li, Bingjun

    2018-01-01

    Grey-Markov forecasting model is a combination of grey prediction model and Markov chain which show obvious optimization effects for data sequences with characteristics of non-stationary and volatility. However, the state division process in traditional Grey-Markov forecasting model is mostly based on subjective real numbers that immediately affects the accuracy of forecasting values. To seek the solution, this paper introduces the central-point triangular whitenization weight function in state division to calculate possibilities of research values in each state which reflect preference degrees in different states in an objective way. On the other hand, background value optimization is applied in the traditional grey model to generate better fitting data. By this means, the improved Grey-Markov forecasting model is built. Finally, taking the grain production in Henan Province as an example, it verifies this model's validity by comparing with GM(1,1) based on background value optimization and the traditional Grey-Markov forecasting model.

  9. Prediction Model of Interval Grey Numbers with a Real Parameter and Its Application

    Directory of Open Access Journals (Sweden)

    Bo Zeng

    2014-01-01

    Full Text Available Grey prediction models have become common methods which are widely employed to solve the problems with “small examples and poor information.” However, modeling objects of existing grey prediction models are limited to the homogenous data sequences which only contain the same data type. This paper studies the methodology of building prediction models of interval grey numbers that are grey heterogeneous data sequence, with a real parameter. Firstly, the position of the real parameter in an interval grey number sequence is discussed, and the real number is expanded into an interval grey number by adopting the method of grey generation. On this basis, a prediction model of interval grey number with a real parameter is deduced and built. Finally, this novel model is successfully applied to forecast the concentration of organic pollutant DDT in the atmosphere. The analysis and research results in this paper extend the object of grey prediction from homogenous data sequence to grey heterogeneous data sequence. Those research findings are of positive significance in terms of enriching and improving the theory system of grey prediction models.

  10. Grey Box Modelling of Hydrological Systems

    DEFF Research Database (Denmark)

    Thordarson, Fannar Ørn

    of two papers where the stochastic differential equation based model is used for sewer runoff from a drainage system. A simple model is used to describe a complex rainfall-runoff process in a catchment, but the stochastic part of the system is formulated to include the increasing uncertainty when...... rainwater flows through the system, as well as describe the lower limit of the uncertainty when the flow approaches zero. The first paper demonstrates in detail the grey box model and all related transformations required to obtain a feasible model for the sewer runoff. In the last paper this model is used......The main topic of the thesis is grey box modelling of hydrologic systems, as well as formulation and assessment of their embedded uncertainties. Grey box model is a combination of a white box model, a physically-based model that is traditionally formulated using deterministic ordinary differential...

  11. Application of the grey system theory for forecasting the content of 238U in soil near a uranium mine exhaust outlet

    International Nuclear Information System (INIS)

    Ye Yongjun; Ding Dexin; Li Xiangyang; Zhou Xinghuo; Liu Dong

    2008-01-01

    In order to forecast the content of 238 U in soil near a uranium mine exhaust outlet, a general GM(1,1) forecasting model was established based on grey system theory, analyzing association degree and residual error distinction. According to the measuring datum of the content of 238 U in soil near a uranium mine exhaust outlet from 2001 to 2006, used the model to forecast the content of 238 U in soil, The results show that the forecasting value agrees with the measuring results and the forecasting precision is higher; at the same time the content of 238 U in soil in 2007 is also forecasted based on the model, the relative error was 4.8%; which shows the GM(1,1) forecasting model has higher practical value, and is a effective method for forecasting the content of 238 U in soil near a uranium mine exhaust outlet. (authors)

  12. An Optimized Forecasting Approach Based on Grey Theory and Cuckoo Search Algorithm: A Case Study for Electricity Consumption in New South Wales

    Directory of Open Access Journals (Sweden)

    Ping Jiang

    2014-01-01

    Full Text Available With rapid economic growth, electricity demand is clearly increasing. It is difficult to store electricity for future use; thus, the electricity demand forecast, especially the electricity consumption forecast, is crucial for planning and operating a power system. Due to various unstable factors, it is challenging to forecast electricity consumption. Therefore, it is necessary to establish new models for accurate forecasts. This study proposes a hybrid model, which includes data selection, an abnormality analysis, a feasibility test, and an optimized grey model to forecast electricity consumption. First, the original electricity consumption data are selected to construct different schemes (Scheme 1: short-term selection and Scheme 2: long-term selection; next, the iterative algorithm (IA and cuckoo search algorithm (CS are employed to select the best parameter of GM(1,1. The forecasted day is then divided into several smooth parts because the grey model is highly accurate in the smooth rise and drop phases; thus, the best scheme for each part is determined using the grey correlation coefficient. Finally, the experimental results indicate that the GM(1,1 optimized using CS has the highest forecasting accuracy compared with the GM(1,1 and the GM(1,1 optimized using the IA and the autoregressive integrated moving average (ARIMA model.

  13. Daily Peak Load Forecasting Based on Complete Ensemble Empirical Mode Decomposition with Adaptive Noise and Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm

    Directory of Open Access Journals (Sweden)

    Shuyu Dai

    2018-01-01

    Full Text Available Daily peak load forecasting is an important part of power load forecasting. The accuracy of its prediction has great influence on the formulation of power generation plan, power grid dispatching, power grid operation and power supply reliability of power system. Therefore, it is of great significance to construct a suitable model to realize the accurate prediction of the daily peak load. A novel daily peak load forecasting model, CEEMDAN-MGWO-SVM (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise and Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm, is proposed in this paper. Firstly, the model uses the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN algorithm to decompose the daily peak load sequence into multiple sub sequences. Then, the model of modified grey wolf optimization and support vector machine (MGWO-SVM is adopted to forecast the sub sequences. Finally, the forecasting sequence is reconstructed and the forecasting result is obtained. Using CEEMDAN can realize noise reduction for non-stationary daily peak load sequence, which makes the daily peak load sequence more regular. The model adopts the grey wolf optimization algorithm improved by introducing the population dynamic evolution operator and the nonlinear convergence factor to enhance the global search ability and avoid falling into the local optimum, which can better optimize the parameters of the SVM algorithm for improving the forecasting accuracy of daily peak load. In this paper, three cases are used to test the forecasting accuracy of the CEEMDAN-MGWO-SVM model. We choose the models EEMD-MGWO-SVM (Ensemble Empirical Mode Decomposition and Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm, MGWO-SVM (Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm, GWO-SVM (Support Vector Machine Optimized by Grey Wolf Optimization Algorithm, SVM (Support Vector

  14. Grey-Box Modelling of Pharmacokinetic /Pharmacodynamic Systems

    DEFF Research Database (Denmark)

    Tornøe, Christoffer Wenzel; Jacobsen, Judith L.; Pedersen, Oluf

    2004-01-01

    Grey-box pharmacokinetic/pharmacodynamic (PK/PD) modelling is presented as a promising way of modelling PK/PD systems. The concept behind grey-box modelling is based on combining physiological knowledge along with information from data in the estimation of model parameters. Grey-box modelling...

  15. FORECASTING MODELS IN MANAGEMENT

    OpenAIRE

    Sindelar, Jiri

    2008-01-01

    This article deals with the problems of forecasting models. First part of the article is dedicated to definition of the relevant areas (vertical and horizontal pillar of definition) and then the forecasting model itself is defined; as article presents theoretical background for further primary research, this definition is crucial. Finally the position of forecasting models within the management system is identified. The paper is a part of the outputs of FEM CULS grant no. 1312/11/3121.

  16. Software sensors based on the grey-box modelling approach

    DEFF Research Database (Denmark)

    Carstensen, J.; Harremoës, P.; Strube, Rune

    1996-01-01

    In recent years the grey-box modelling approach has been applied to wastewater transportation and treatment Grey-box models are characterized by the combination of deterministic and stochastic terms to form a model where all the parameters are statistically identifiable from the on......-box model for the specific dynamics is identified. Similarly, an on-line software sensor for detecting the occurrence of backwater phenomena can be developed by comparing the dynamics of a flow measurement with a nearby level measurement. For treatment plants it is found that grey-box models applied to on......-line measurements. With respect to the development of software sensors, the grey-box models possess two important features. Firstly, the on-line measurements can be filtered according to the grey-box model in order to remove noise deriving from the measuring equipment and controlling devices. Secondly, the grey...

  17. Prediction of pipeline corrosion rate based on grey Markov models

    International Nuclear Information System (INIS)

    Chen Yonghong; Zhang Dafa; Peng Guichu; Wang Yuemin

    2009-01-01

    Based on the model that combined by grey model and Markov model, the prediction of corrosion rate of nuclear power pipeline was studied. Works were done to improve the grey model, and the optimization unbiased grey model was obtained. This new model was used to predict the tendency of corrosion rate, and the Markov model was used to predict the residual errors. In order to improve the prediction precision, rolling operation method was used in these prediction processes. The results indicate that the improvement to the grey model is effective and the prediction precision of the new model combined by the optimization unbiased grey model and Markov model is better, and the use of rolling operation method may improve the prediction precision further. (authors)

  18. Forecasting of Power Grid Investment in China Based on Support Vector Machine Optimized by Differential Evolution Algorithm and Grey Wolf Optimization Algorithm

    Directory of Open Access Journals (Sweden)

    Shuyu Dai

    2018-04-01

    Full Text Available In recent years, the construction of China’s power grid has experienced rapid development, and its scale has leaped into the first place in the world. Accurate and effective prediction of power grid investment can not only help pool funds and rationally arrange investment in power grid construction, but also reduce capital costs and economic risks, which plays a crucial role in promoting power grid investment planning and construction process. In order to forecast the power grid investment of China accurately, firstly on the basis of analyzing the influencing factors of power grid investment, the influencing factors system for China’s power grid investment forecasting is constructed in this article. The method of grey relational analysis is used for screening the main influencing factors as the prediction model input. Then, a novel power grid investment prediction model based on DE-GWO-SVM (support vector machine optimized by differential evolution and grey wolf optimization algorithm is proposed. Next, two cases are taken for empirical analysis to prove that the DE-GWO-SVM model has strong generalization capacity and has achieved a good prediction effect for power grid investment forecasting in China. Finally, the DE-GWO-SVM model is adopted to forecast power grid investment in China from 2018 to 2022.

  19. A grey-forecasting interval-parameter mixed-integer programming approach for integrated electric-environmental management–A case study of Beijing

    International Nuclear Information System (INIS)

    Wang, Xingwei; Cai, Yanpeng; Chen, Jiajun; Dai, Chao

    2013-01-01

    In this study, a GFIPMIP (grey-forecasting interval-parameter mixed-integer programming) approach was developed for supporting IEEM (integrated electric-environmental management) in Beijing. It was an attempt to incorporate an energy-forecasting model within a general modeling framework at the municipal level. The developed GFIPMIP model can not only forecast electric demands, but also reflect dynamic, interactive, and uncertain characteristics of the IEEM system in Beijing. Moreover, it can address issues regarding power supply, and emission reduction of atmospheric pollutants and GHG (greenhouse gas). Optimal solutions were obtained related to power generation patterns and facility capacity expansion schemes under a series of system constraints. Two scenarios were analyzed based on multiple environmental policies. The results were useful for helping decision makers identify desired management strategies to guarantee the city's power supply and mitigate emissions of GHG and atmospheric pollutants. The results also suggested that the developed GFIPMIP model be applicable to similar engineering problems. - Highlights: • A grey-forecasting interval-parameter mixed integer programming (GFIPMIP) approach was developed. • It could reflect dynamic, interactive, and uncertain characteristics of an IEEM system. • The developed GFIPMIP approach was used for supporting IEEM system planning in Beijing. • Two scenarios were established based on different environmental policies and management targets. • Optimal schemes for power generation, energy supply, and environmental protection were identified

  20. Grey GM(1,1) Model with Function-Transfer Method for Wear Trend Prediction and its Application

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    Trend forecasting is an important aspect in fault diagnosis and work state super-vision. The principle, where Grey theory is applied in fault forecasting, is that the fore-cast system is considered as a Grey system; the existing known information is used to infer the unknown in f ormations character, state and development trend in a fault pattern, and to make possible forecasting and decisions for future development. It involves the whiteniza tion of a Grey process. But the traditional equal time interval Grey GM (1,1) model re-quires equal interval data and needs to bring about accumulating addition generation and reversion calculations. Its calculation is very complex. However, the non-equal interval Grey GM (1,1) model decreases the condition of the primitive data when establishing a model,but its requirement is still higher and the data were pre-processed. The abrasion primitive data of plant could not always satisfy these modeling requirements. Therefore, it establi-shes a division method suited for general data modeling and estimating parameters of GM (1,1), the standard error coefficient that was applied to judge accuracy height of the model was put forward; further, the function transform to forecast plant abrasion trend and assess GM (1,1) parameter was established. These two models need not pre-process the primitive data. It is not only suited for equal interval data modeling, but also for non-e-qual interval data modeling. Its calculation is simple and convenient to use. The oil spec-trum analysis acted as an example. The two GM (1,1) models put forward in this paper and the new information model and its comprehensive usage were investigated. The exam ple shows that the two models are simple and practical, and worth expanding and apply-ing in plant fault diagnosis.

  1. Grey relevant analysis of sodium critical heat flux in annular channel and the establishing of grey model

    International Nuclear Information System (INIS)

    Zhou Tao; Su Guanghui; Liao Yixiang; Zhang Weizhong; Qiu Suizheng; Jia Dounan

    1999-12-01

    Using grey systems theory and experimental data obtained from sodium boiling test loop in China, grey mutual analysis is done to some parameters influencing sodium CHF. The results of CHF are predicted by using GM (1,1) model. The GM(1,h) model is made up for creating CHF model. The results are in good agreement with the experimental data

  2. Studies on Mathematical Models of Wet Adhesion and Lifetime Prediction of Organic Coating/Steel by Grey System Theory.

    Science.gov (United States)

    Meng, Fandi; Liu, Ying; Liu, Li; Li, Ying; Wang, Fuhui

    2017-06-28

    A rapid degradation of wet adhesion is the key factor controlling coating lifetime, for the organic coatings under marine hydrostatic pressure. The mathematical models of wet adhesion have been studied by Grey System Theory (GST). Grey models (GM) (1, 1) of epoxy varnish (EV) coating/steel and epoxy glass flake (EGF) coating/steel have been established, and a lifetime prediction formula has been proposed on the basis of these models. The precision assessments indicate that the established models are accurate, and the prediction formula is capable of making precise lifetime forecasting of the coatings.

  3. A New Approach to Improve Accuracy of Grey Model GMC(1,n in Time Series Prediction

    Directory of Open Access Journals (Sweden)

    Sompop Moonchai

    2015-01-01

    Full Text Available This paper presents a modified grey model GMC(1,n for use in systems that involve one dependent system behavior and n-1 relative factors. The proposed model was developed from the conventional GMC(1,n model in order to improve its prediction accuracy by modifying the formula for calculating the background value, the system of parameter estimation, and the model prediction equation. The modified GMC(1,n model was verified by two cases: the study of forecasting CO2 emission in Thailand and forecasting electricity consumption in Thailand. The results demonstrated that the modified GMC(1,n model was able to achieve higher fitting and prediction accuracy compared with the conventional GMC(1,n and D-GMC(1,n models.

  4. Experimental Grey Box Model Identification of an Active Gas Bearing

    DEFF Research Database (Denmark)

    Theisen, Lukas Roy Svane; Pierart Vásquez, Fabián Gonzalo; Niemann, Hans Henrik

    2014-01-01

    in a dynamic model of an active gas bearing and subsequent control loop design. A grey box model is determined based on experiments where piezo actuated valves are used to perturb the journal and hence excite the rotor-bearing system. Such modelling from actuator to output is shown to effciently support...

  5. A Grey Box Model for the Hydraulics in a Creek

    DEFF Research Database (Denmark)

    Jonsdottir, Harpa; Jacobsen, Judith L.; Madsen, Henrik

    1998-01-01

    The Saint-Venant equation of mass balance is used to derive a stochastics lumped model, describing the dynamics of a cross-sectional area in a river. The unknown parameters of the model are estimated by combining the physical equation with a set of data, a method known as grey box modelling...

  6. Grey prediction with rolling mechanism for electricity demand forecasting of Turkey

    International Nuclear Information System (INIS)

    Akay, Diyar; Atak, Mehmet

    2007-01-01

    The need for energy supply, especially for electricity, has been increasing in the last two decades in Turkey. In addition, owing to the uncertain economic structure of the country, electricity consumption has a chaotic and nonlinear trend. Hence, electricity configuration planning and estimation has been the most critical issue of active concern for Turkey. The Turkish Ministry of Energy and Natural Resources (MENR) has officially carried out energy planning studies using the Model of Analysis of the Energy Demand (MAED). In this paper, Grey prediction with rolling mechanism (GPRM) approach is proposed to predict the Turkey's total and industrial electricity consumption. GPRM approach is used because of high prediction accuracy, applicability in the case of limited data situations and requirement of little computational effort. Results show that proposed approach estimates more accurate results than the results of MAED, and have explicit advantages over extant studies. Future projections have also been done for total and industrial sector, respectively

  7. Modelling prey consumption and switching by UK grey seals

    DEFF Research Database (Denmark)

    Smout, Sophie; Rindorf, Anna; Hammond, Philip S.

    2014-01-01

    Grey seals (Halichoerus grypus) are adaptable generalist predatorswhose diet includes commercial fish species such as cod. Consumption by the seals may reduce the size of some fish stocks or have an adverse effect on stock recovery programmes, especially because predation may trap sparse prey...... populations in a “predator pit”. To assess the likely impact of such effects, it is important to know how consumption and consequent predation mortality respond to the changing availability of prey.Wepresent a model of grey seal consumption as a function of the availability of multiple prey types [a Multi...

  8. NYHOPS Forecast Model Results

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — 3D Marine Nowcast/Forecast System for the New York Bight NYHOPS subdomain. Currents, waves, surface meteorology, and water conditions.

  9. Forecasting with Dynamic Regression Models

    CERN Document Server

    Pankratz, Alan

    2012-01-01

    One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.

  10. An optimized Nash nonlinear grey Bernoulli model based on particle swarm optimization and its application in prediction for the incidence of Hepatitis B in Xinjiang, China.

    Science.gov (United States)

    Zhang, Liping; Zheng, Yanling; Wang, Kai; Zhang, Xueliang; Zheng, Yujian

    2014-06-01

    In this paper, by using a particle swarm optimization algorithm to solve the optimal parameter estimation problem, an improved Nash nonlinear grey Bernoulli model termed PSO-NNGBM(1,1) is proposed. To test the forecasting performance, the optimized model is applied for forecasting the incidence of hepatitis B in Xinjiang, China. Four models, traditional GM(1,1), grey Verhulst model (GVM), original nonlinear grey Bernoulli model (NGBM(1,1)) and Holt-Winters exponential smoothing method, are also established for comparison with the proposed model under the criteria of mean absolute percentage error and root mean square percent error. The prediction results show that the optimized NNGBM(1,1) model is more accurate and performs better than the traditional GM(1,1), GVM, NGBM(1,1) and Holt-Winters exponential smoothing method. Copyright © 2014. Published by Elsevier Ltd.

  11. Grey Box Modelling of Flow in Sewer Systems with State Dependent Diffusion

    DEFF Research Database (Denmark)

    Breinholt, Anders; Thordarson, Fannar Örn; Møller, Jan Kloppenborg

    2011-01-01

    . It is shown that an additive diffusion noise term description leads to a violation of the physical constraints of the system, whereas a state dependent diffusion noise avoids this problem and should be favoured. It is also shown that a logarithmic transformation of the flow measurements secures positive lower...... flow prediction limits, because the observation noise is proportionally scaled with the modelled output. Finally it is concluded that a state proportional diffusion term best and adequately describes the one-step flow prediction uncertainty, and a proper description of the system noise is important......Generating flow forecasts with uncertainty limits from rain gauge inputs in sewer systems require simple models with identifiable parameters that can adequately describe the stochastic phenomena of the system. In this paper, a simple grey-box model is proposed that is attractive for both...

  12. Global-warming forecasting models

    International Nuclear Information System (INIS)

    Moeller, K.P.

    1992-01-01

    In spite of an annual man-made quantity of about 20 billion tons, carbon dioxide has remained a trace gas in the atmosphere (350 ppm at present). The reliability of model calculations which forecast temperatures is dicussed in view of the world-wide increase in carbon dioxides. Computer simulations reveal a general, serious threat to the future of mankind. (DG) [de

  13. An EPQ model with imperfect items using interval grey numbers

    Directory of Open Access Journals (Sweden)

    Erdal Aydemir

    2015-01-01

    Full Text Available The classic economic production quantity (EPQ model has been widely used to determine the optimal production quantity. However, the analysis for finding an EPQ model has many weaknesses which lead many researchers and practitioners to make extensions in several aspects on the original EPQ model. The basic assumption of EPQ model is that 100% of manufactured products are non-defective that is not valid for many production processes generally. The purpose of this paper is to develop an EPQ model with grey demand rate and cost values with maximum backorder level allowed with the good quality items in units under an imperfect production process. The imperfect items are considered to be low quality items which are sold to a particular purchaser at a lower price and, the others are reworked and scrapped. A mathematical model is developed and then an industrial example is presented on the wooden chipboard production process for illustration of the proposed model.

  14. A 3-D radiation model for non-grey gases

    International Nuclear Information System (INIS)

    Selcuk, Nevin; Doner, Nimeti

    2009-01-01

    A three-dimensional radiation code based on method of lines (MOL) solution of discrete ordinates method (DOM) coupled with spectral line-based weighted sum of grey gases (SLW) model for radiative heat transfer in non-grey absorbing-emitting media for use in conjunction with a computational fluid dynamics (CFD) code based on the same approach was developed. The code was applied to three test problems: two containing isothermal homogenous/non-homogenous water vapor and one non-isothermal water vapor/carbon dioxide mixture. Predictive accuracy of the code was evaluated by benchmarking its steady-state predictions against accurate results, calculated by ray tracing method with statistical narrow band model, available in the literature. Comparative testing with solutions of other methods is also provided. Comparisons reveal that MOL solution of DOM with SLW model provides accurate solutions for radiative heat fluxes and source terms and can be used with confidence in conjunction with CFD codes based on MOL

  15. Selecting an optimal mixed products using grey relationship model

    Directory of Open Access Journals (Sweden)

    Farshad Faezy Razi

    2013-06-01

    Full Text Available This paper presents an integrated supplier selection and inventory management using grey relationship model (GRM as well as multi-objective decision making process. The proposed model of this paper first ranks different suppliers based on GRM technique and then determines the optimum level of inventory by considering different objectives. To show the implementation of the proposed model, we use some benchmark data presented by Talluri and Baker [Talluri, S., & Baker, R. C. (2002. A multi-phase mathematical programming approach for effective supply chain design. European Journal of Operational Research, 141(3, 544-558.]. The preliminary results indicate that the proposed model of this paper is capable of handling different criteria for supplier selection.

  16. Modelling and Forecasting Multivariate Realized Volatility

    DEFF Research Database (Denmark)

    Halbleib, Roxana; Voev, Valeri

    2011-01-01

    This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...

  17. Interval Forecast for Smooth Transition Autoregressive Model ...

    African Journals Online (AJOL)

    In this paper, we propose a simple method for constructing interval forecast for smooth transition autoregressive (STAR) model. This interval forecast is based on bootstrapping the residual error of the estimated STAR model for each forecast horizon and computing various Akaike information criterion (AIC) function. This new ...

  18. Modelling the Heat Consumption in District Heating Systems using a Grey-box approach

    DEFF Research Database (Denmark)

    Nielsen, Henrik Aalborg; Madsen, Henrik

    2006-01-01

    identification of an overall model structure followed by data-based modelling, whereby the details of the model are identified. This approach is sometimes called grey-box modelling, but the specific approach used here does not require states to be specified. Overall, the paper demonstrates the power of the grey......-box approach. (c) 2005 Elsevier B.V. All rights reserved....

  19. Prediction of lithium-ion battery capacity with metabolic grey model

    International Nuclear Information System (INIS)

    Chen, Lin; Lin, Weilong; Li, Junzi; Tian, Binbin; Pan, Haihong

    2016-01-01

    Given the popularity of Lithium-ion batteries in EVs (electric vehicles), predicting the capacity quickly and accurately throughout a battery's full life-time is still a challenging issue for ensuring the reliability of EVs. This paper proposes an approach in predicting the varied capacity with discharge cycles based on metabolic grey theory and consider issues from two perspectives: 1) three metabolic grey models will be presented, including MGM (metabolic grey model), MREGM (metabolic Residual-error grey model), and MMREGM (metabolic Markov-residual-error grey model); 2) the universality of these models will be explored under different conditions (such as various discharge rates and temperatures). Furthermore, the research findings in this paper demonstrate the excellent performance of the prediction depending on the three models; however, the precision of the MREGM model is inferior compared to the others. Therefore, we have obtained the conclusion in which the MGM model and the MMREGM model have excellent performances in predicting the capacity under a variety of load conditions, even using few data points for modeling. Also, the universality of the metabolic grey prediction theory is verified by predicting the capacity of batteries under different discharge rates and different temperatures. - Highlights: • The metabolic mechanism is introduced in a grey system for capacity prediction. • Three metabolic grey models are presented and studied. • The universality of these models under different conditions is assessed. • A few data points are required for predicting the capacity with these models.

  20. New interval forecast for stationary autoregressive models ...

    African Journals Online (AJOL)

    In this paper, we proposed a new forecasting interval for stationary Autoregressive, AR(p) models using the Akaike information criterion (AIC) function. Ordinarily, the AIC function is used to determine the order of an AR(p) process. In this study however, AIC forecast interval compared favorably with the theoretical forecast ...

  1. Parameter Estimation in Stochastic Grey-Box Models

    DEFF Research Database (Denmark)

    Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay

    2004-01-01

    An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...... and proves to have better performance both in terms of quality of estimates for nonlinear systems with significant diffusion and in terms of reproducibility. In particular, the new tool provides more accurate and more consistent estimates of the parameters of the diffusion term....

  2. A model for planning the chemical integrated system under uncertainty by the grey programming approach

    DEFF Research Database (Denmark)

    Ren, Jingzheng; Tan, Shiyu; Dong, Lichun

    2013-01-01

    demand, and the production capacity have been considered as mutative variables, then an improved model in which some parameters are not constant has been developed and a new method to solve the grey linear programming has been proposed. In the grey programming model, the value of credibility can...

  3. Research on wind field algorithm of wind lidar based on BP neural network and grey prediction

    Science.gov (United States)

    Chen, Yong; Chen, Chun-Li; Luo, Xiong; Zhang, Yan; Yang, Ze-hou; Zhou, Jie; Shi, Xiao-ding; Wang, Lei

    2018-01-01

    This paper uses the BP neural network and grey algorithm to forecast and study radar wind field. In order to reduce the residual error in the wind field prediction which uses BP neural network and grey algorithm, calculating the minimum value of residual error function, adopting the residuals of the gray algorithm trained by BP neural network, using the trained network model to forecast the residual sequence, using the predicted residual error sequence to modify the forecast sequence of the grey algorithm. The test data show that using the grey algorithm modified by BP neural network can effectively reduce the residual value and improve the prediction precision.

  4. The ``Grey System`` theory and its application to target cost forecasting at Chinese collieries; Die Theorie des grauen Systems und ihre Anwendung bei der Prognose der Zielkosten des gesamten Bergwerks

    Energy Technology Data Exchange (ETDEWEB)

    Ding Rijia; Yi Maosheng; Wang Shiyuan

    1997-09-01

    A production-cost forecasting system has been developed for use at Chinese collieries. Known as the `Grey System`, the theory and model-based process distinguishes between `white` information, which is human controlled, `black` information, which cannot be controlled by human actions, and `grey information`, which forms the majority component and comprises information which can only be partly or not completely collected. A grey system is therefore one in which the necessary information is absent. Future developments in the system can be forecast by analysing the regularity of the time-series values for the technical and economic characteristics of previous periods. The system employs the GM (1.1) prognostic model, which is a `grey` systematic forecasting model with one variable and one linear differential equation. It can be applied to systems which are affected simultaneously be several factors, with no overriding main factor, or in which no marked regularity exists between the controlling factors. The mathematical model constructed on the basis of the `Grey theory` is designed for large-scale economic systems which are affected by several control factors. A bigger system makes for a greater randomness element, which in turn lessens the influence of subjective interference factors and increases the accuracy of the prognosis. (orig./MSK) [Deutsch] Mit Hilfe der Theorie und von Modellen des `grauen Systems` wird eine Prognose der Produktionskosten von chinesischen Bergwerken erstellt. Die Theorie des `grauen Systems` unterscheidet zwischen den von den Menschen beherrschbaren `weissen` Informationen, den von den Menschen nicht beherrschbaren `schwarzen` Informationen und der ueberwiegenden Anzahl der Informationen, die nur teilweise oder nicht vollstaendig erfasst werden koennen und als `graue` Informationen bezeichnet werden. Ein graues System ist folglich ein System, in dem es an notwendigen Informationen fehlt. Die zukuenftige Entwicklung des Systems kann dadurch

  5. A heuristic forecasting model for stock decision

    OpenAIRE

    Zhang, D.; Jiang, Q.; Li, X.

    2005-01-01

    This paper describes a heuristic forecasting model based on neural networks for stock decision-making. Some heuristic strategies are presented for enhancing the learning capability of neural networks and obtaining better trading performance. The China Shanghai Composite Index is used as case study. The forecasting model can forecast the buying and selling signs according to the result of neural network prediction. Results are compared with a benchmark buy-and-hold strategy. ...

  6. Study on grey theoretical model of passive residual heat removal system

    International Nuclear Information System (INIS)

    Zhou Tao; Yang Ruichang; Su, G.H.; Jia Dounan; Sugiyama, K.

    2004-01-01

    Natural Circulation Passive Residual Heat Removal System is treated as a Grey System by taking into account of its complexity and uncertainty of effect for factors each other. The magnitude and degree of some factors are confirmed by grey incidence analysis method; The one-one relationship of some variables is built by GM (1, 1) model; The relationship between key factor and other effect factors is built (1, 4) model. Grey model shows its more advantage of precision through comparing with multivariate model. (author)

  7. Modeling imperfectly repaired system data via grey differential equations with unequal-gapped times

    International Nuclear Information System (INIS)

    Guo Renkuan

    2007-01-01

    In this paper, we argue that grey differential equation models are useful in repairable system modeling. The arguments starts with the review on GM(1,1) model with equal- and unequal-spaced stopping time sequence. In terms of two-stage GM(1,1) filtering, system stopping time can be partitioned into system intrinsic function and repair effect. Furthermore, we propose an approach to use grey differential equation to specify a semi-statistical membership function for system intrinsic function times. Also, we engage an effort to use GM(1,N) model to model system stopping times and the associated operating covariates and propose an unequal-gapped GM(1,N) model for such analysis. Finally, we investigate the GM(1,1)-embed systematic grey equation system modeling of imperfectly repaired system operating data. Practical examples are given in step-by-step manner to illustrate the grey differential equation modeling of repairable system data

  8. Evaluating Extensions to Coherent Mortality Forecasting Models

    Directory of Open Access Journals (Sweden)

    Syazreen Shair

    2017-03-01

    Full Text Available Coherent models were developed recently to forecast the mortality of two or more sub-populations simultaneously and to ensure long-term non-divergent mortality forecasts of sub-populations. This paper evaluates the forecast accuracy of two recently-published coherent mortality models, the Poisson common factor and the product-ratio functional models. These models are compared to each other and the corresponding independent models, as well as the original Lee–Carter model. All models are applied to age-gender-specific mortality data for Australia and Malaysia and age-gender-ethnicity-specific data for Malaysia. The out-of-sample forecast error of log death rates, male-to-female death rate ratios and life expectancy at birth from each model are compared and examined across groups. The results show that, in terms of overall accuracy, the forecasts of both coherent models are consistently more accurate than those of the independent models for Australia and for Malaysia, but the relative performance differs by forecast horizon. Although the product-ratio functional model outperforms the Poisson common factor model for Australia, the Poisson common factor is more accurate for Malaysia. For the ethnic groups application, ethnic-coherence gives better results than gender-coherence. The results provide evidence that coherent models are preferable to independent models for forecasting sub-populations’ mortality.

  9. A Forecast Model for Unemployment by Education

    DEFF Research Database (Denmark)

    Tranæs, Torben; Larsen, Anders Holm; Groes, Niels

    1994-01-01

    We present a dynamic forecast model for the labour market: demand for labour by education and the distribution of labour by education among industries are determined endogenously with overall demand by industry given exogenously. The model is derived from a simple behavioural equation based on a ...... for educational groups, where the initial forecast year is a change point for unemployment....

  10. Forecasting with periodic autoregressive time series models

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)

    1999-01-01

    textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption

  11. Midway Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Midway Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a suite...

  12. Modelling and forecasting WIG20 daily returns

    DEFF Research Database (Denmark)

    Amado, Cristina; Silvennoinen, Annestiina; Terasvirta, Timo

    of the model is that the deterministic component is specified before estimating the multiplicative conditional variance component. The resulting model is subjected to misspecification tests and its forecasting performance is compared with that of commonly applied models of conditional heteroskedasticity....

  13. Yakutat Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Yakutat, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  14. Bermuda Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Bermuda Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  15. Forecasting Ebola with a regression transmission model

    Directory of Open Access Journals (Sweden)

    Jason Asher

    2018-03-01

    Full Text Available We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes traditional Susceptible-Infected-Recovered (SIR disease modeling approaches and allows for the flexible consideration of outbreaks with complex trajectories of disease dynamics. Keywords: Ebola, Forecasting, Mathematical modeling, Bayesian inference

  16. Environmental vulnerability assessment using Grey Analytic Hierarchy Process based model

    International Nuclear Information System (INIS)

    Sahoo, Satiprasad; Dhar, Anirban; Kar, Amlanjyoti

    2016-01-01

    Environmental management of an area describes a policy for its systematic and sustainable environmental protection. In the present study, regional environmental vulnerability assessment in Hirakud command area of Odisha, India is envisaged based on Grey Analytic Hierarchy Process method (Grey–AHP) using integrated remote sensing (RS) and geographic information system (GIS) techniques. Grey–AHP combines the advantages of classical analytic hierarchy process (AHP) and grey clustering method for accurate estimation of weight coefficients. It is a new method for environmental vulnerability assessment. Environmental vulnerability index (EVI) uses natural, environmental and human impact related factors, e.g., soil, geology, elevation, slope, rainfall, temperature, wind speed, normalized difference vegetation index, drainage density, crop intensity, agricultural DRASTIC value, population density and road density. EVI map has been classified into four environmental vulnerability zones (EVZs) namely: ‘low’, ‘moderate’ ‘high’, and ‘extreme’ encompassing 17.87%, 44.44%, 27.81% and 9.88% of the study area, respectively. EVI map indicates that the northern part of the study area is more vulnerable from an environmental point of view. EVI map shows close correlation with elevation. Effectiveness of the zone classification is evaluated by using grey clustering method. General effectiveness is in between “better” and “common classes”. This analysis demonstrates the potential applicability of the methodology. - Highlights: • Environmental vulnerability zone identification based on Grey Analytic Hierarchy Process (AHP) • The effectiveness evaluation by means of a grey clustering method with support from AHP • Use of grey approach eliminates the excessive dependency on the experience of experts.

  17. Environmental vulnerability assessment using Grey Analytic Hierarchy Process based model

    Energy Technology Data Exchange (ETDEWEB)

    Sahoo, Satiprasad [School of Water Resources, Indian Institute of Technology Kharagpur (India); Dhar, Anirban, E-mail: anirban.dhar@gmail.com [Department of Civil Engineering, Indian Institute of Technology Kharagpur (India); Kar, Amlanjyoti [Central Ground Water Board, Bhujal Bhawan, Faridabad, Haryana (India)

    2016-01-15

    Environmental management of an area describes a policy for its systematic and sustainable environmental protection. In the present study, regional environmental vulnerability assessment in Hirakud command area of Odisha, India is envisaged based on Grey Analytic Hierarchy Process method (Grey–AHP) using integrated remote sensing (RS) and geographic information system (GIS) techniques. Grey–AHP combines the advantages of classical analytic hierarchy process (AHP) and grey clustering method for accurate estimation of weight coefficients. It is a new method for environmental vulnerability assessment. Environmental vulnerability index (EVI) uses natural, environmental and human impact related factors, e.g., soil, geology, elevation, slope, rainfall, temperature, wind speed, normalized difference vegetation index, drainage density, crop intensity, agricultural DRASTIC value, population density and road density. EVI map has been classified into four environmental vulnerability zones (EVZs) namely: ‘low’, ‘moderate’ ‘high’, and ‘extreme’ encompassing 17.87%, 44.44%, 27.81% and 9.88% of the study area, respectively. EVI map indicates that the northern part of the study area is more vulnerable from an environmental point of view. EVI map shows close correlation with elevation. Effectiveness of the zone classification is evaluated by using grey clustering method. General effectiveness is in between “better” and “common classes”. This analysis demonstrates the potential applicability of the methodology. - Highlights: • Environmental vulnerability zone identification based on Grey Analytic Hierarchy Process (AHP) • The effectiveness evaluation by means of a grey clustering method with support from AHP • Use of grey approach eliminates the excessive dependency on the experience of experts.

  18. Non-Grey Radiation Modeling using Thermal Desktop/Sindaworks TFAWS06-1009

    Science.gov (United States)

    Anderson, Kevin R.; Paine, Chris

    2006-01-01

    This paper provides an overview of the non-grey radiation modeling capabilities of Cullimore and Ring's Thermal Desktop(Registered TradeMark) Version 4.8 SindaWorks software. The non-grey radiation analysis theory implemented by Sindaworks and the methodology used by the software are outlined. Representative results from a parametric trade study of a radiation shield comprised of a series of v-grooved shaped deployable panels is used to illustrate the capabilities of the SindaWorks non-grey radiation thermal analysis software using emissivities with temperature and wavelength dependency modeled via a Hagen-Rubens relationship.

  19. Applying Data Envelopment Analysis and Grey Model for the Productivity Evaluation of Vietnamese Agroforestry Industry

    Directory of Open Access Journals (Sweden)

    Chia-Nan Wang

    2016-11-01

    Full Text Available Agriculture and forestry play important roles in Vietnam, particularly as they contribute to the creation of food, conservation of forest resources, and improvement of soil fertility. Therefore, understanding the performances of relevant enterprises in this field contributes to the sustainable development of this country’s agroforestry industry. This research proposes a hybrid model, which includes a grey model (GM and a Malmquist productivity index (MPI, to assess the performances of Vietnamese agroforestry enterprises over several time periods. After collecting the data of selected input and output variables for 10 Vietnam agroforestry enterprises in the period of 2011–2014, GM is used to forecast the future values of these input and output variables for the 10 agroforestry enterprises in 2015 and 2016. Following the results of GM, the MPI is used to measure the performance of these enterprises. The MPI scores showed some enterprises will become more efficient, while others will become less efficient. The proposed model gives past–present–future insights in order for decision-makers to sustain agroforestry development in Vietnam. This hybrid approach can be applied to performance analysis of other industries as well.

  20. Demand forecast model based on CRM

    Science.gov (United States)

    Cai, Yuancui; Chen, Lichao

    2006-11-01

    With interiorizing day by day management thought that regarding customer as the centre, forecasting customer demand becomes more and more important. In the demand forecast of customer relationship management, the traditional forecast methods have very great limitation because much uncertainty of the demand, these all require new modeling to meet the demands of development. In this paper, the notion is that forecasting the demand according to characteristics of the potential customer, then modeling by it. The model first depicts customer adopting uniform multiple indexes. Secondly, the model acquires characteristic customers on the basis of data warehouse and the technology of data mining. The last, there get the most similar characteristic customer by their comparing and forecast the demands of new customer by the most similar characteristic customer.

  1. Econometric Models for Forecasting of Macroeconomic Indices

    Science.gov (United States)

    Sukhanova, Elena I.; Shirnaeva, Svetlana Y.; Mokronosov, Aleksandr G.

    2016-01-01

    The urgency of the research topic was stipulated by the necessity to carry out an effective controlled process by the economic system which can hardly be imagined without indices forecasting characteristic of this system. An econometric model is a safe tool of forecasting which makes it possible to take into consideration the trend of indices…

  2. Forecasting with nonlinear time series models

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...

  3. Forecasting Ebola with a regression transmission model

    OpenAIRE

    Asher, Jason

    2017-01-01

    We describe a relatively simple stochastic model of Ebola transmission that was used to produce forecasts with the lowest mean absolute error among Ebola Forecasting Challenge participants. The model enabled prediction of peak incidence, the timing of this peak, and final size of the outbreak. The underlying discrete-time compartmental model used a time-varying reproductive rate modeled as a multiplicative random walk driven by the number of infectious individuals. This structure generalizes ...

  4. Combining SKU-level sales forecasts from models and experts

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); R. Legerstee (Rianne)

    2009-01-01

    textabstractWe study the performance of SKU-level sales forecasts which linearly combine statistical model forecasts and expert forecasts. Using a large and unique database containing model forecasts for monthly sales of various pharmaceutical products and forecasts given by about fifty experts, we

  5. Nambe Pueblo Water Budget and Forecasting model.

    Energy Technology Data Exchange (ETDEWEB)

    Brainard, James Robert

    2009-10-01

    This report documents The Nambe Pueblo Water Budget and Water Forecasting model. The model has been constructed using Powersim Studio (PS), a software package designed to investigate complex systems where flows and accumulations are central to the system. Here PS has been used as a platform for modeling various aspects of Nambe Pueblo's current and future water use. The model contains three major components, the Water Forecast Component, Irrigation Scheduling Component, and the Reservoir Model Component. In each of the components, the user can change variables to investigate the impacts of water management scenarios on future water use. The Water Forecast Component includes forecasting for industrial, commercial, and livestock use. Domestic demand is also forecasted based on user specified current population, population growth rates, and per capita water consumption. Irrigation efficiencies are quantified in the Irrigated Agriculture component using critical information concerning diversion rates, acreages, ditch dimensions and seepage rates. Results from this section are used in the Water Demand Forecast, Irrigation Scheduling, and the Reservoir Model components. The Reservoir Component contains two sections, (1) Storage and Inflow Accumulations by Categories and (2) Release, Diversion and Shortages. Results from both sections are derived from the calibrated Nambe Reservoir model where historic, pre-dam or above dam USGS stream flow data is fed into the model and releases are calculated.

  6. Weather forecasting based on hybrid neural model

    Science.gov (United States)

    Saba, Tanzila; Rehman, Amjad; AlGhamdi, Jarallah S.

    2017-11-01

    Making deductions and expectations about climate has been a challenge all through mankind's history. Challenges with exact meteorological directions assist to foresee and handle problems well in time. Different strategies have been investigated using various machine learning techniques in reported forecasting systems. Current research investigates climate as a major challenge for machine information mining and deduction. Accordingly, this paper presents a hybrid neural model (MLP and RBF) to enhance the accuracy of weather forecasting. Proposed hybrid model ensure precise forecasting due to the specialty of climate anticipating frameworks. The study concentrates on the data representing Saudi Arabia weather forecasting. The main input features employed to train individual and hybrid neural networks that include average dew point, minimum temperature, maximum temperature, mean temperature, average relative moistness, precipitation, normal wind speed, high wind speed and average cloudiness. The output layer composed of two neurons to represent rainy and dry weathers. Moreover, trial and error approach is adopted to select an appropriate number of inputs to the hybrid neural network. Correlation coefficient, RMSE and scatter index are the standard yard sticks adopted for forecast accuracy measurement. On individual standing MLP forecasting results are better than RBF, however, the proposed simplified hybrid neural model comes out with better forecasting accuracy as compared to both individual networks. Additionally, results are better than reported in the state of art, using a simple neural structure that reduces training time and complexity.

  7. Pollen Forecast and Dispersion Modelling

    Science.gov (United States)

    Costantini, Monica; Di Giuseppe, Fabio; Medaglia, Carlo Maria; Travaglini, Alessandro; Tocci, Raffaella; Brighetti, M. Antonia; Petitta, Marcello

    2014-05-01

    The aim of this study is monitoring, mapping and forecast of pollen distribution for the city of Rome using in-situ measurements of 10 species of common allergenic pollens and measurements of PM10. The production of daily concentration maps, associated to a mobile phone app, are innovative compared to existing dedicated services to people who suffer from respiratory allergies. The dispersal pollen is one of the most well-known causes of allergic disease that is manifested by disorders of the respiratory functions. Allergies are the third leading cause of chronic disease and it is estimated that tens millions of people in Italy suffer from it. Recent works reveal that during the last few years there was a progressive increase of affected subjects, especially in urban areas. This situation may depend: on the ability to transport of pollutants, on the ability to react between pollutants and pollen and from a combination of other irritants, existing in densely populated and polluted urban areas. The methodology used to produce maps is based on in-situ measurements time series relative to 2012, obtained from networks of air quality and pollen stations in the metropolitan area of Rome. The monitoring station aerobiological of University of Rome "Tor Vergata" is located at the Department of Biology. The instrument used to pollen monitoring is a volumetric sampler type Hirst (Hirst 1952), Model 2000 VPPS Lanzoni; the data acquisition is carried out as reported in Standard UNI 11008:2004 - "Qualità dell'aria - Metodo di campionamento e conteggio dei granuli pollinici e delle spore fungine aerodisperse" - the protocol that describes the procedure for measuring of the concentration of pollen grains and fungal spores dispersed into the atmosphere, and reported in the "Manuale di gestione e qualità della R.I.M.A" (Travaglini et. al. 2009). All 10 allergenic pollen are monitored since 1996. At Tor Vergata university is also operating a meteorological station (SP2000, CAE

  8. Spatiotemporal drought forecasting using nonlinear models

    Science.gov (United States)

    Vasiliades, Lampros; Loukas, Athanasios

    2010-05-01

    Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with

  9. Multicomponent ensemble models to forecast induced seismicity

    Science.gov (United States)

    Király-Proag, E.; Gischig, V.; Zechar, J. D.; Wiemer, S.

    2018-01-01

    In recent years, human-induced seismicity has become a more and more relevant topic due to its economic and social implications. Several models and approaches have been developed to explain underlying physical processes or forecast induced seismicity. They range from simple statistical models to coupled numerical models incorporating complex physics. We advocate the need for forecast testing as currently the best method for ascertaining if models are capable to reasonably accounting for key physical governing processes—or not. Moreover, operational forecast models are of great interest to help on-site decision-making in projects entailing induced earthquakes. We previously introduced a standardized framework following the guidelines of the Collaboratory for the Study of Earthquake Predictability, the Induced Seismicity Test Bench, to test, validate, and rank induced seismicity models. In this study, we describe how to construct multicomponent ensemble models based on Bayesian weightings that deliver more accurate forecasts than individual models in the case of Basel 2006 and Soultz-sous-Forêts 2004 enhanced geothermal stimulation projects. For this, we examine five calibrated variants of two significantly different model groups: (1) Shapiro and Smoothed Seismicity based on the seismogenic index, simple modified Omori-law-type seismicity decay, and temporally weighted smoothed seismicity; (2) Hydraulics and Seismicity based on numerically modelled pore pressure evolution that triggers seismicity using the Mohr-Coulomb failure criterion. We also demonstrate how the individual and ensemble models would perform as part of an operational Adaptive Traffic Light System. Investigating seismicity forecasts based on a range of potential injection scenarios, we use forecast periods of different durations to compute the occurrence probabilities of seismic events M ≥ 3. We show that in the case of the Basel 2006 geothermal stimulation the models forecast hazardous levels

  10. Automobile Industry Strategic Alliance Partner Selection: The Application of a Hybrid DEA and Grey Theory Model

    Directory of Open Access Journals (Sweden)

    Chia-Nan Wang

    2016-02-01

    Full Text Available Finding the right strategic alliance partner is a critical success factor for many enterprises. Therefore, the purpose of this study is to propose an effective approach based on grey theory and data envelopment analysis (DEA for selecting better partners for alliance. This study used grey forecasting to predict future business performances and used DEA for the partner selection of alliances. This research was implemented with realistic public data in four consecutive financial years (2009–2012 of the world’s 20 biggest automobile enterprises. Nissan Motor Co., Ltd was set to be the target decision making unit (DMU. The empirical results showed that, among 19 candidate DMUs, Renault (DMU10 and Daimler (DMU11 were the two feasible beneficial alliance partners for Nissan. Although this research is specifically applied to the automobile industry, the proposed method could also be applied to other manufacturing industries.

  11. A Novel Grey Wave Method for Predicting Total Chinese Trade Volume

    Directory of Open Access Journals (Sweden)

    Kedong Yin

    2017-12-01

    Full Text Available The total trade volume of a country is an important way of appraising its international trade situation. A prediction based on trade volume will help enterprises arrange production efficiently and promote the sustainability of the international trade. Because the total Chinese trade volume fluctuates over time, this paper proposes a Grey wave forecasting model with a Hodrick–Prescott filter (HP filter to forecast it. This novel model first parses time series into long-term trend and short-term cycle. Second, the model uses a general GM (1,1 to predict the trend term and the Grey wave forecasting model to predict the cycle term. Empirical analysis shows that the improved Grey wave prediction method provides a much more accurate forecast than the basic Grey wave prediction method, achieving better prediction results than autoregressive moving average model (ARMA.

  12. Modeling and forecasting petroleum futures volatility

    International Nuclear Information System (INIS)

    Sadorsky, Perry

    2006-01-01

    Forecasts of oil price volatility are important inputs into macroeconometric models, financial market risk assessment calculations like value at risk, and option pricing formulas for futures contracts. This paper uses several different univariate and multivariate statistical models to estimate forecasts of daily volatility in petroleum futures price returns. The out-of-sample forecasts are evaluated using forecast accuracy tests and market timing tests. The TGARCH model fits well for heating oil and natural gas volatility and the GARCH model fits well for crude oil and unleaded gasoline volatility. Simple moving average models seem to fit well in some cases provided the correct order is chosen. Despite the increased complexity, models like state space, vector autoregression and bivariate GARCH do not perform as well as the single equation GARCH model. Most models out perform a random walk and there is evidence of market timing. Parametric and non-parametric value at risk measures are calculated and compared. Non-parametric models outperform the parametric models in terms of number of exceedences in backtests. These results are useful for anyone needing forecasts of petroleum futures volatility. (author)

  13. The AviaDem forecasting model: illustration of a forecasting case at Amsterdam Schiphol Airport

    NARCIS (Netherlands)

    Veldhuis, J.; Lieshout, R.

    2010-01-01

    The paper describes an aviation market forecasting model which focuses on market forecasts for airports. Most forecasting models in use today assess aviation trends resulting from macroeconomic trends. The model described in this paper has this feature built in, but the added value of this model is

  14. Grey fuzzy optimization model for water quality management of a river system

    Science.gov (United States)

    Karmakar, Subhankar; Mujumdar, P. P.

    2006-07-01

    A grey fuzzy optimization model is developed for water quality management of river system to address uncertainty involved in fixing the membership functions for different goals of Pollution Control Agency (PCA) and dischargers. The present model, Grey Fuzzy Waste Load Allocation Model (GFWLAM), has the capability to incorporate the conflicting goals of PCA and dischargers in a deterministic framework. The imprecision associated with specifying the water quality criteria and fractional removal levels are modeled in a fuzzy mathematical framework. To address the imprecision in fixing the lower and upper bounds of membership functions, the membership functions themselves are treated as fuzzy in the model and the membership parameters are expressed as interval grey numbers, a closed and bounded interval with known lower and upper bounds but unknown distribution information. The model provides flexibility for PCA and dischargers to specify their aspirations independently, as the membership parameters for different membership functions, specified for different imprecise goals are interval grey numbers in place of a deterministic real number. In the final solution optimal fractional removal levels of the pollutants are obtained in the form of interval grey numbers. This enhances the flexibility and applicability in decision-making, as the decision-maker gets a range of optimal solutions for fixing the final decision scheme considering technical and economic feasibility of the pollutant treatment levels. Application of the GFWLAM is illustrated with case study of the Tunga-Bhadra river system in India.

  15. Coupled Model of Artificial Neural Network and Grey Model for Tendency Prediction of Labor Turnover

    Directory of Open Access Journals (Sweden)

    Yueru Ma

    2014-01-01

    Full Text Available The tendency of labor turnover in the Chinese enterprise shows the characteristics of seasonal fluctuations and irregular distribution of various factors, especially the Chinese traditional social and cultural characteristics. In this paper, we present a coupled model for the tendency prediction of labor turnover. In the model, a time series of tendency prediction of labor turnover was expressed as trend item and its random item. Trend item of tendency prediction of labor turnover is predicted using Grey theory. Random item of trend item is calculated by artificial neural network model (ANN. A case study is presented by the data of 24 months in a Chinese matured enterprise. The model uses the advantages of “accumulative generation” of a Grey prediction method, which weakens the original sequence of random disturbance factors and increases the regularity of data. It also takes full advantage of the ANN model approximation performance, which has a capacity to solve economic problems rapidly, describes the nonlinear relationship easily, and avoids the defects of Grey theory.

  16. Efficient Parameterization for Grey-box Model Identification of Complex Physical Systems

    DEFF Research Database (Denmark)

    Blanke, Mogens; Knudsen, Morten Haack

    2006-01-01

    Grey box model identification preserves known physical structures in a model but with limits to the possible excitation, all parameters are rarely identifiable, and different parametrizations give significantly different model quality. Convenient methods to show which parameterizations are the be...... that need be constrained to achieve satisfactory convergence. Identification of nonlinear models for a ship illustrate the concept....

  17. Research on prediction of agricultural machinery total power based on grey model optimized by genetic algorithm

    Science.gov (United States)

    Xie, Yan; Li, Mu; Zhou, Jin; Zheng, Chang-zheng

    2009-07-01

    Agricultural machinery total power is an important index to reflex and evaluate the level of agricultural mechanization. It is the power source of agricultural production, and is the main factors to enhance the comprehensive agricultural production capacity expand production scale and increase the income of the farmers. Its demand is affected by natural, economic, technological and social and other "grey" factors. Therefore, grey system theory can be used to analyze the development of agricultural machinery total power. A method based on genetic algorithm optimizing grey modeling process is introduced in this paper. This method makes full use of the advantages of the grey prediction model and characteristics of genetic algorithm to find global optimization. So the prediction model is more accurate. According to data from a province, the GM (1, 1) model for predicting agricultural machinery total power was given based on the grey system theories and genetic algorithm. The result indicates that the model can be used as agricultural machinery total power an effective tool for prediction.

  18. Application of Grey Model GM(1, 1) to Ultra Short-Term Predictions of Universal Time

    Science.gov (United States)

    Lei, Yu; Guo, Min; Zhao, Danning; Cai, Hongbing; Hu, Dandan

    2016-03-01

    A mathematical model known as one-order one-variable grey differential equation model GM(1, 1) has been herein employed successfully for the ultra short-term (advantage is that the developed method is easy to use. All these reveal a great potential of the GM(1, 1) model for UT1-UTC predictions.

  19. Principle Study of Head Meridian Acupoint Massage to Stress Release via Grey Data Model Analysis.

    Science.gov (United States)

    Lee, Ya-Ting

    2016-01-01

    This paper presents the scientific study of the effectiveness and action principle of head meridian acupoint massage by applying the grey data model analysis approach. First, the head massage procedure for massaging the important head meridian acupuncture points including Taiyang, Fengfu, Tianzhu, Fengqi, and Jianjing is formulated in a standard manner. Second, the status of the autonomic nervous system of each subject is evaluated by using the heart rate variability analyzer before and after the head massage following four weeks. Afterward, the physiological factors of autonomic nerves are quantitatively analyzed by using the grey data modeling theory. The grey data analysis can point out that the status of autonomic nervous system is greatly improved after the massage. The order change of the grey relationship weighting of physiological factors shows the action principle of the sympathetic and parasympathetic nerves when performing head massage. In other words, the grey data model is able to distinguish the detailed interaction of the autonomic nervous system and the head meridian acupoint massage. Thus, the stress relaxing effect of massaging head meridian acupoints is proved, which is lacked in literature. The results can be a reference principle for massage health care in practice.

  20. Forecasting Inflation through Econometrics Models: An Empirical ...

    African Journals Online (AJOL)

    This article aims at modeling and forecasting inflation in Pakistan. For this purpose a number of econometric approaches are implemented and their results are compared. In ARIMA models, adding additional lags for p and/or q necessarily reduced the sum of squares of the estimated residuals. When a model is estimated ...

  1. Modelling and Forecasting Multivariate Realized Volatility

    DEFF Research Database (Denmark)

    Chiriac, Roxana; Voev, Valeri

    . We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...

  2. Research on a Novel Kernel Based Grey Prediction Model and Its Applications

    Directory of Open Access Journals (Sweden)

    Xin Ma

    2016-01-01

    Full Text Available The discrete grey prediction models have attracted considerable interest of research due to its effectiveness to improve the modelling accuracy of the traditional grey prediction models. The autoregressive GM(1,1 model, abbreviated as ARGM(1,1, is a novel discrete grey model which is easy to use and accurate in prediction of approximate nonhomogeneous exponential time series. However, the ARGM(1,1 is essentially a linear model; thus, its applicability is still limited. In this paper a novel kernel based ARGM(1,1 model is proposed, abbreviated as KARGM(1,1. The KARGM(1,1 has a nonlinear function which can be expressed by a kernel function using the kernel method, and its modelling procedures are presented in details. Two case studies of predicting the monthly gas well production are carried out with the real world production data. The results of KARGM(1,1 model are compared to the existing discrete univariate grey prediction models, including ARGM(1,1, NDGM(1,1,k, DGM(1,1, and NGBMOP, and it is shown that the KARGM(1,1 outperforms the other four models.

  3. Predicting Rehabilitation Success Rate Trends among Ethnic Minorities Served by State Vocational Rehabilitation Agencies: A National Time Series Forecast Model Demonstration Study

    Science.gov (United States)

    Moore, Corey L.; Wang, Ningning; Washington, Janique Tynez

    2017-01-01

    Purpose: This study assessed and demonstrated the efficacy of two select empirical forecast models (i.e., autoregressive integrated moving average [ARIMA] model vs. grey model [GM]) in accurately predicting state vocational rehabilitation agency (SVRA) rehabilitation success rate trends across six different racial and ethnic population cohorts…

  4. Application of improved degree of grey incidence analysis model in fault diagnosis of steam generator

    International Nuclear Information System (INIS)

    Zhao Xinwen; Ren Xin

    2014-01-01

    In order to further reduce the misoperation after the faults occurring of nuclear-powered system in marine, the model based on weighted degree of grey incidence of optimized entropy and fault diagnosis system are proposed, and some simulation experiments about the typical faults of steam generator of nuclear-powered system in marine are conducted. And the results show that the diagnosis system based on improved degree of grey incidence model is more stable and its conclusion is right, and can satisfy diagnosis in real time, and higher faults subjection degrees resolving power can be achieved. (authors)

  5. A Hybrid Model for Forecasting Sales in Turkish Paint Industry

    OpenAIRE

    Alp Ustundag

    2009-01-01

    Sales forecasting is important for facilitating effective and efficient allocation of scarce resources. However, how to best model and forecast sales has been a long-standing issue. There is no best forecasting method that is applicable in all circumstances. Therefore, confidence in the accuracy of sales forecasts is achieved by corroborating the results using two or more methods. This paper proposes a hybrid forecasting model that uses an artificial intelligence method (AI) w...

  6. Examining the Determinants of China’s Inward FDI Using Grey Matrix Relational Analysis Model

    Directory of Open Access Journals (Sweden)

    Hang JIANG

    2017-12-01

    Full Text Available Grey relational analysis (GRA model is an important part of grey system theory, which is used to ascertain the relational grade between an influential factor and the major behavior factor. Most of GRA models are mainly applied to the field in which the behavior factor and influential factor are the cross-sectional or time series data in a given system. However, owing to the panel data contains plenty information including individual and time characteristics, the traditional GRA model cannot be applied to panel data analysis. To overcome this drawback, the grey matrix relational analysis model is applied to measure the similarity of panel data from two dimensions of individual and time on the basis of the definition of the matrix sequence of a discrete data sequence. This paper examines the determinants of inward foreign direct investment (IFDI in China using grey matrix relational analysis model. The study finds that the GDP per capita, enrollment of regular institutions of higher education, and internal expenditure on R&D are the key factors of IFDI.

  7. A mathematical model to forecast uranium production

    International Nuclear Information System (INIS)

    Camisani-Calzolari, F.A.G.M.

    1987-01-01

    The uranium production forecasting program described in this paper projects production from reasonably assured, estimated additional and speculative resources in the cost categories of less than $130/kg U. Originally designed to handle South African production, it has been expanded and redimensioned using available published information to forecast production for countries of the Western World. The program forecasts production from up to 400 plants over a period of fifty years and has built-in production models derived from documented historical data of the more important uranium provinces. It is particularly suitable to assess production capabilities on a national and global scale where variations in outputs for the individual plants tend to even out. The program is aimed at putting the uranium potential of any one country into a realistic perspective, and it could thus be useful for planning purposes and marketing strategies

  8. The simple modelling method for storm- and grey-water quality ...

    African Journals Online (AJOL)

    The simple modelling method for storm- and grey-water quality management applied to Alexandra settlement. ... objectives optimally consist of educational programmes, erosion and sediment control, street sweeping, removal of sanitation system overflows, impervious cover reduction, downspout disconnections, removal of ...

  9. Comparative uncertainty analysis of copper loads in stormwater systems using GLUE and grey-box modeling

    DEFF Research Database (Denmark)

    Lindblom, Erik Ulfson; Madsen, Henrik; Mikkelsen, Peter Steen

    2007-01-01

    . With the proposed model and input data, the GLUE analysis show that the total sampled copper mass can be predicted within a range of +/- 50% of the median value ( 385 g), whereas the grey-box analysis showed a prediction uncertainty of less than +/- 30%. Future work will clarify the pros and cons of the two methods...

  10. Forecasting Costa Rican Quarterly Growth with Mixed-frequency Models

    Directory of Open Access Journals (Sweden)

    Adolfo Rodríguez Vargas

    2014-11-01

    Full Text Available We assess the utility of mixed-frequency models to forecast the quarterly growth rate of Costa Rican real GDP: we estimate bridge and MiDaS models with several lag lengths using information of the IMAE and compute forecasts (horizons of 0-4 quarters which are compared between themselves, with those of ARIMA models and with those resulting from forecast combinations. Combining the most accurate forecasts is most useful when forecasting in real time, whereas MiDaS forecasts are the best-performing overall: as the forecasting horizon increases, their precisionis affected relatively little; their success rates in predicting the direction of changes in the growth rate are stable, and several forecastsremain unbiased. In particular, forecasts computed from simple MiDaS with 9 and 12 lags are unbiased at all horizons and information sets assessed, and show the highest number of significant differences in forecasting ability in comparison with all other models.

  11. Model Identification Using Stochastic Differential Equation Grey-Box Models in Diabetes

    DEFF Research Database (Denmark)

    Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard

    2013-01-01

    are uncorrelated and provides the possibility to pinpoint model deficiencies. METHODS: An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters...... in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. CONCLUSION: This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained...... are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. RESULTS: We found that the transformation of the ODE model into an SDE-GB resulted...

  12. Uncertainty representation of grey numbers and grey sets.

    Science.gov (United States)

    Yang, Yingjie; Liu, Sifeng; John, Robert

    2014-09-01

    In the literature, there is a presumption that a grey set and an interval-valued fuzzy set are equivalent. This presumption ignores the existence of discrete components in a grey number. In this paper, new measurements of uncertainties of grey numbers and grey sets, consisting of both absolute and relative uncertainties, are defined to give a comprehensive representation of uncertainties in a grey number and a grey set. Some simple examples are provided to illustrate that the proposed uncertainty measurement can give an effective representation of both absolute and relative uncertainties in a grey number and a grey set. The relationships between grey sets and interval-valued fuzzy sets are also analyzed from the point of view of the proposed uncertainty representation. The analysis demonstrates that grey sets and interval-valued fuzzy sets provide different but overlapping models for uncertainty representation in sets.

  13. Mesoscale Modeling, Forecasting and Remote Sensing Research.

    Science.gov (United States)

    remote sensing , cyclonic scale diagnostic studies and mesoscale numerical modeling and forecasting are summarized. Mechanisms involved in the release of potential instability are discussed and simulated quantitatively, giving particular attention to the convective formulation. The basic mesoscale model is documented including the equations, boundary condition, finite differences and initialization through an idealized frontal zone. Results of tests including a three dimensional test with real data, tests of convective/mesoscale interaction and tests with a detailed

  14. A comparative study on GM (1,1) and FRMGM (1,1) model in forecasting FBM KLCI

    Science.gov (United States)

    Ying, Sah Pei; Zakaria, Syerrina; Mutalib, Sharifah Sakinah Syed Abd

    2017-11-01

    FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBM KLCI) is a group of indexes combined in a standardized way and is used to measure the Malaysia overall market across the time. Although composite index can give ideas about stock market to investors, it is hard to predict accurately because it is volatile and it is necessary to identify a best model to forecast FBM KLCI. The objective of this study is to determine the most accurate forecasting model between GM (1,1) model and Fourier Residual Modification GM (1,1) (FRMGM (1,1)) model to forecast FBM KLCI. In this study, the actual daily closing data of FBM KLCI was collected from January 1, 2016 to March 15, 2016. GM (1,1) model and FRMGM (1,1) model were used to build the grey model and to test forecasting power of both models. Mean Absolute Percentage Error (MAPE) was used as a measure to determine the best model. Forecasted value by FRMGM (1,1) model do not differ much than the actual value compare to GM (1,1) model for in-sample and out-sample data. Results from MAPE also show that FRMGM (1,1) model is lower than GM (1,1) model for in-sample and out-sample data. These results shown that FRMGM (1,1) model is better than GM (1,1) model to forecast FBM KLCI.

  15. EXPENSES FORECASTING MODEL IN UNIVERSITY PROJECTS PLANNING

    Directory of Open Access Journals (Sweden)

    Sergei A. Arustamov

    2016-11-01

    Full Text Available The paper deals with mathematical model presentation of cash flows in project funding. We describe different types of expenses linked to university project activities. Problems of project budgeting that contribute most uncertainty have been revealed. As an example of the model implementation we consider calculation of vacation allowance expenses for project participants. We define problems of forecast for funds reservation: calculation based on methodology established by the Ministry of Education and Science calculation according to the vacation schedule and prediction of the most probable amount. A stochastic model for vacation allowance expenses has been developed. We have proposed methods and solution of the problems that increase the accuracy of forecasting for funds reservation based on 2015 data.

  16. A prediction method based on grey system theory in equipment condition based maintenance

    International Nuclear Information System (INIS)

    Yan, Shengyuan; Yan, Shengyuan; Zhang, Hongguo; Zhang, Zhijian; Peng, Minjun; Yang, Ming

    2007-01-01

    Grey prediction is a modeling method based on historical or present, known or indefinite information, which can be used for forecasting the development of the eigenvalues of the targeted equipment system and setting up the model by using less information. In this paper, the postulate of grey system theory, which includes the grey generating, the sorts of grey generating and the grey forecasting model, is introduced first. The concrete application process, which includes the grey prediction modeling, grey prediction, error calculation, equal dimension and new information approach, is introduced secondly. Application of a so-called 'Equal Dimension and New Information' (EDNI) technology in grey system theory is adopted in an application case, aiming at improving the accuracy of prediction without increasing the amount of calculation by replacing old data with new ones. The proposed method can provide a new way for solving the problem of eigenvalue data exploding in equal distance effectively, short time interval and real time prediction. The proposed method, which was based on historical or present, known or indefinite information, was verified by the vibration prediction of induced draft fan of a boiler of the Yantai Power Station in China, and the results show that the proposed method based on grey system theory is simple and provides a high accuracy in prediction. So, it is very useful and significant to the controlling and controllable management in safety production. (authors)

  17. Grey-box modelling of aeration tank settling.

    Science.gov (United States)

    Bechman, Henrik; Nielsen, Marinus K; Poulsen, Niels Kjølstad; Madsen, Henrik

    2002-04-01

    A model of the concentrations of suspended solids (SS) in the aeration tanks and in the effluent from these during Aeration tank settling (ATS) operation is established. The model is based on simple SS mass balances, a model of the sludge settling and a simple model of how the SS concentration in the effluent from the aeration tanks depends on the actual concentrations in the tanks and the sludge blanket depth. The model is formulated in continuous time by means of stochastic differential equations with discrete-time observations. The parameters of the model are estimated using a maximum likelihood method from data from an alternating BioDenipho waste water treatment plant (WWTP). The model is an important tool for analyzing ATS operation and for selecting the appropriate control actions during ATS, as the model can be used to predict the SS amounts in the aeration tanks as well as in the effluent from the aeration tanks.

  18. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Samoa

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the islands of Samoa at...

  19. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Guam

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the island of Guam at...

  20. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Oahu

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 3.5-day hourly forecast for the region surrounding the Hawaiian island of Oahu at...

  1. Weather Research and Forecasting (WRF) Regional Atmospheric Model: CNMI

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Commonwealth of the Northern...

  2. AIRLINE ACTIVITY FORECASTING BY REGRESSION MODELS

    Directory of Open Access Journals (Sweden)

    Н. Білак

    2012-04-01

    Full Text Available Proposed linear and nonlinear regression models, which take into account the equation of trend and seasonality indices for the analysis and restore the volume of passenger traffic over the past period of time and its prediction for future years, as well as the algorithm of formation of these models based on statistical analysis over the years. The desired model is the first step for the synthesis of more complex models, which will enable forecasting of passenger (income level airline with the highest accuracy and time urgency.

  3. Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

    NARCIS (Netherlands)

    Callot, Laurent A.F.; Kock, Anders B.; Medeiros, Marcelo C.

    2017-01-01

    We consider modeling and forecasting large realized covariance matrices by penalized vector autoregressive models. We consider Lasso-type estimators to reduce the dimensionality and provide strong theoretical guarantees on the forecast capability of our procedure. We show that we can forecast

  4. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

    erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.

  5. The Red Sea Modeling and Forecasting System

    KAUST Repository

    Hoteit, Ibrahim

    2015-04-01

    Despite its importance for a variety of socio-economical and political reasons and the presence of extensive coral reef gardens along its shores, the Red Sea remains one of the most under-studied large marine physical and biological systems in the global ocean. This contribution will present our efforts to build advanced modeling and forecasting capabilities for the Red Sea, which is part of the newly established Saudi ARAMCO Marine Environmental Research Center at KAUST (SAMERCK). Our Red Sea modeling system compromises both regional and nested costal MIT general circulation models (MITgcm) with resolutions varying between 8 km and 250 m to simulate the general circulation and mesoscale dynamics at various spatial scales, a 10-km resolution Weather Research Forecasting (WRF) model to simulate the atmospheric conditions, a 4-km resolution European Regional Seas Ecosystem Model (ERSEM) to simulate the Red Sea ecosystem, and a 1-km resolution WAVEWATCH-III model to simulate the wind driven surface waves conditions. We have also implemented an oil spill model, and a probabilistic dispersion and larval connectivity modeling system (CMS) based on a stochastic Lagrangian framework and incorporating biological attributes. We are using the models outputs together with available observational data to study all aspects of the Red Sea circulations. Advanced monitoring capabilities are being deployed in the Red Sea as part of the SAMERCK, comprising multiple gliders equipped with hydrographical and biological sensors, high frequency (HF) surface current/wave mapping, buoys/ moorings, etc, complementing the available satellite ocean and atmospheric observations and Automatic Weather Stations (AWS). The Red Sea models have also been equipped with advanced data assimilation capabilities. Fully parallel ensemble-based Kalman filtering (EnKF) algorithms have been implemented with the MITgcm and ERSEM for assimilating all available multivariate satellite and in-situ data sets. We

  6. The Red Sea Modeling and Forecasting System

    KAUST Repository

    Hoteit, Ibrahim; Gopalakrishnan, Ganesh; Latif, Hatem; Toye, Habib; Zhan, Peng; Kartadikaria, Aditya R.; Viswanadhapalli, Yesubabu; Yao, Fengchao; Triantafyllou, George; Langodan, Sabique; Cavaleri, Luigi; Guo, Daquan; Johns, Burt

    2015-01-01

    Despite its importance for a variety of socio-economical and political reasons and the presence of extensive coral reef gardens along its shores, the Red Sea remains one of the most under-studied large marine physical and biological systems in the global ocean. This contribution will present our efforts to build advanced modeling and forecasting capabilities for the Red Sea, which is part of the newly established Saudi ARAMCO Marine Environmental Research Center at KAUST (SAMERCK). Our Red Sea modeling system compromises both regional and nested costal MIT general circulation models (MITgcm) with resolutions varying between 8 km and 250 m to simulate the general circulation and mesoscale dynamics at various spatial scales, a 10-km resolution Weather Research Forecasting (WRF) model to simulate the atmospheric conditions, a 4-km resolution European Regional Seas Ecosystem Model (ERSEM) to simulate the Red Sea ecosystem, and a 1-km resolution WAVEWATCH-III model to simulate the wind driven surface waves conditions. We have also implemented an oil spill model, and a probabilistic dispersion and larval connectivity modeling system (CMS) based on a stochastic Lagrangian framework and incorporating biological attributes. We are using the models outputs together with available observational data to study all aspects of the Red Sea circulations. Advanced monitoring capabilities are being deployed in the Red Sea as part of the SAMERCK, comprising multiple gliders equipped with hydrographical and biological sensors, high frequency (HF) surface current/wave mapping, buoys/ moorings, etc, complementing the available satellite ocean and atmospheric observations and Automatic Weather Stations (AWS). The Red Sea models have also been equipped with advanced data assimilation capabilities. Fully parallel ensemble-based Kalman filtering (EnKF) algorithms have been implemented with the MITgcm and ERSEM for assimilating all available multivariate satellite and in-situ data sets. We

  7. Development of a sales forecasting model for canopy windows

    OpenAIRE

    2014-01-01

    M.Com. (Business Management) Forecasting is an important function used in a wide range of business planning or decision-making situations. The purpose ofthis study was to build a sales forecasting model that would be practical and cost effective, from the various forecasting methods and techniques available. Various forecast models, methods and techniques are outlined in the initial part of this study by the author. The author has outlined some of the fundamentals and limitations that unde...

  8. Forecasting Fossil Fuel Energy Consumption for Power Generation Using QHSA-Based LSSVM Model

    Directory of Open Access Journals (Sweden)

    Wei Sun

    2015-01-01

    Full Text Available Accurate forecasting of fossil fuel energy consumption for power generation is important and fundamental for rational power energy planning in the electricity industry. The least squares support vector machine (LSSVM is a powerful methodology for solving nonlinear forecasting issues with small samples. The key point is how to determine the appropriate parameters which have great effect on the performance of LSSVM model. In this paper, a novel hybrid quantum harmony search algorithm-based LSSVM (QHSA-LSSVM energy forecasting model is proposed. The QHSA which combines the quantum computation theory and harmony search algorithm is applied to searching the optimal values of and C in LSSVM model to enhance the learning and generalization ability. The case study on annual fossil fuel energy consumption for power generation in China shows that the proposed model outperforms other four comparative models, namely regression, grey model (1, 1 (GM (1, 1, back propagation (BP and LSSVM, in terms of prediction accuracy and forecasting risk.

  9. Stochastic model of forecasting spare parts demand

    Directory of Open Access Journals (Sweden)

    Ivan S. Milojević

    2012-01-01

    hypothesis of the existence of phenomenon change trends, the next step in the methodology of forecasting is the determination of a specific growth curve that describes the regularity of the development in time. These curves of growth are obtained by the analytical representation (expression of dynamic lines. There are two basic stages in the process of expression and they are: - The choice of the type of curve the shape of which corresponds to the character of the dynamic order variation - the determination of the number of values (evaluation of the curve parameters. The most widespread method of forecasting is the trend extrapolation. The basis of the trend extrapolation is the continuing of past trends in the future. The simplicity of the trend extrapolation process, on the one hand, and the absence of other information on the other hand, are the main reasons why the trend extrapolation is used for forecasting. The trend extrapolation is founded on the following assumptions: - The phenomenon development can be presented as an evolutionary trajectory or trend, - General conditions that influenced the trend development in the past will not undergo substantial changes in the future. Spare parts demand forecasting is constantly being done in all warehouses, workshops, and at all levels. Without demand forecasting, neither planning nor decision making can be done. Demand forecasting is the input for determining the level of reserve, size of the order, ordering cycles, etc. The question that arises is the one of the reliability and accuracy of a forecast and its effects. Forecasting 'by feeling' is not to be dismissed if there is nothing better, but in this case, one must be prepared for forecasting failures that cause unnecessary accumulation of certain spare parts, and also a chronic shortage of other spare parts. All this significantly increases costs and does not provide a satisfactory supply of spare parts. The main problem of the application of this model is that each

  10. [Medical human resources planning in Europe: A literature review of the forecasting models].

    Science.gov (United States)

    Benahmed, N; Deliège, D; De Wever, A; Pirson, M

    2018-02-01

    Healthcare is a labor-intensive sector in which half of the expenses are dedicated to human resources. Therefore, policy makers, at national and internal levels, attend to the number of practicing professionals and the skill mix. This paper aims to analyze the European forecasting model for supply and demand of physicians. To describe the forecasting tools used for physician planning in Europe, a grey literature search was done in the OECD, WHO, and European Union libraries. Electronic databases such as Pubmed, Medine, Embase and Econlit were also searched. Quantitative methods for forecasting medical supply rely mainly on stock-and-flow simulations and less often on systemic dynamics. Parameters included in forecasting models exhibit wide variability for data availability and quality. The forecasting of physician needs is limited to healthcare consumption and rarely considers overall needs and service targets. Besides quantitative methods, horizon scanning enables an evaluation of the changes in supply and demand in an uncertain future based on qualitative techniques such as semi-structured interviews, Delphi Panels, or focus groups. Finally, supply and demand forecasting models should be regularly updated. Moreover, post-hoc analyze is also needed but too rarely implemented. Medical human resource planning in Europe is inconsistent. Political implementation of the results of forecasting projections is essential to insure efficient planning. However, crucial elements such as mobility data between Member States are poorly understood, impairing medical supply regulation policies. These policies are commonly limited to training regulations, while horizontal and vertical substitution is less frequently taken into consideration. Copyright © 2017 Elsevier Masson SAS. All rights reserved.

  11. Probabilistic Forecasting for On-line Operation of Urban Drainage Systems

    DEFF Research Database (Denmark)

    Löwe, Roland

    This thesis deals with the generation of probabilistic forecasts in urban hydrology. In particular, we focus on the case of runoff forecasting for real-time control (RTC) on horizons of up to two hours. For the generation of probabilistic on-line runoff forecasts, we apply the stochastic grey...... and forecasts have on on-line runoff forecast quality. Finally, we implement the stochastic grey-box model approach in a real-world real-time control (RTC) setup and study how RTC can benefit from a dynamic quantification of runoff forecast uncertainty....

  12. Limited Area Forecasting and Statistical Modelling for Wind Energy Scheduling

    DEFF Research Database (Denmark)

    Rosgaard, Martin Haubjerg

    forecast accuracy for operational wind power scheduling. Numerical weather prediction history and scales of atmospheric motion are summarised, followed by a literature review of limited area wind speed forecasting. Hereafter, the original contribution to research on the topic is outlined. The quality...... control of wind farm data used as forecast reference is described in detail, and a preliminary limited area forecasting study illustrates the aggravation of issues related to numerical orography representation and accurate reference coordinates at ne weather model resolutions. For the o shore and coastal...... sites studied limited area forecasting is found to deteriorate wind speed prediction accuracy, while inland results exhibit a steady forecast performance increase with weather model resolution. Temporal smoothing of wind speed forecasts is shown to improve wind power forecast performance by up to almost...

  13. A Grey-Box Model for Spray Drying Plants

    DEFF Research Database (Denmark)

    Petersen, Lars Norbert; Poulsen, Niels Kjølstad; Niemann, Hans Henrik

    2013-01-01

    Multi-stage spray drying is an important and widely used unit operation in the production of food powders. In this paper we develop and present a dynamic model of the complete drying process in a multi-stage spray dryer. The dryer is divided into three stages: The spray stage and two fluid bed...

  14. Real-time Social Internet Data to Guide Forecasting Models

    Energy Technology Data Exchange (ETDEWEB)

    Del Valle, Sara Y. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-09-20

    Our goal is to improve decision support by monitoring and forecasting events using social media, mathematical models, and quantifying model uncertainty. Our approach is real-time, data-driven forecasts with quantified uncertainty: Not just for weather anymore. Information flow from human observations of events through an Internet system and classification algorithms is used to produce quantitatively uncertain forecast. In summary, we want to develop new tools to extract useful information from Internet data streams, develop new approaches to assimilate real-time information into predictive models, validate approaches by forecasting events, and our ultimate goal is to develop an event forecasting system using mathematical approaches and heterogeneous data streams.

  15. Short term load forecasting: two stage modelling

    Directory of Open Access Journals (Sweden)

    SOARES, L. J.

    2009-06-01

    Full Text Available This paper studies the hourly electricity load demand in the area covered by a utility situated in the Seattle, USA, called Puget Sound Power and Light Company. Our proposal is put into proof with the famous dataset from this company. We propose a stochastic model which employs ANN (Artificial Neural Networks to model short-run dynamics and the dependence among adjacent hours. The model proposed treats each hour's load separately as individual single series. This approach avoids modeling the intricate intra-day pattern (load profile displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is evaluated in similiar mode a TLSAR (Two-Level Seasonal Autoregressive model proposed by Soares (2003 using the years of 1995 and 1996 as the holdout sample. Moreover, we conclude that non linearity is present in some series of these data. The model results are analyzed. The experiment shows that our tool can be used to produce load forecasting in tropical climate places.

  16. Uncertainty calculation in transport models and forecasts

    DEFF Research Database (Denmark)

    Manzo, Stefano; Prato, Carlo Giacomo

    Transport projects and policy evaluations are often based on transport model output, i.e. traffic flows and derived effects. However, literature has shown that there is often a considerable difference between forecasted and observed traffic flows. This difference causes misallocation of (public...... implemented by using an approach based on stochastic techniques (Monte Carlo simulation and Bootstrap re-sampling) or scenario analysis combined with model sensitivity tests. Two transport models are used as case studies: the Næstved model and the Danish National Transport Model. 3 The first paper...... in a four-stage transport model related to different variable distributions (to be used in a Monte Carlo simulation procedure), assignment procedures and levels of congestion, at both the link and the network level. The analysis used as case study the Næstved model, referring to the Danish town of Næstved2...

  17. Grey-Box Modeling of an Offshore Deoiling Hydrocyclone System

    DEFF Research Database (Denmark)

    Bram, Mads Valentin; Hansen, Leif; Hansen, Dennis S.

    2017-01-01

    The increasing water cut from offshore production wells render optimization of the deoiling process vital for continuous oil and gas production. Hydrocyclones are commonly used as the last stage of the deoiling process and must therefore keep the oil content in the produced water below 30ppm...... a method to estimate how the hydrocyclone pressures are related to its flow rates by means of virtual orifice equations. The experimental results prove that the proposed model is able to estimate the relationship between pressures and flow rates with good accuracy and can be extended in future works...

  18. Integrated DEA models and grey system theory to evaluate past-to-future performance: a case of Indian electricity industry.

    Science.gov (United States)

    Wang, Chia-Nan; Nguyen, Nhu-Ty; Tran, Thanh-Tuyen

    2015-01-01

    The growth of economy and population together with the higher demand in energy has created many concerns for the Indian electricity industry whose capacity is at 211 gigawatts mostly in coal-fired plants. Due to insufficient fuel supply, India suffers from a shortage of electricity generation, leading to rolling blackouts; thus, performance evaluation and ranking the industry turn into significant issues. By this study, we expect to evaluate the rankings of these companies under control of the Ministry of Power. Also, this research would like to test if there are any significant differences between the two DEA models: Malmquist nonradial and Malmquist radial. Then, one advance model of MPI would be chosen to see these companies' performance in recent years and next few years by using forecasting results of Grey system theory. Totally, the realistic data 14 are considered to be in this evaluation after the strict selection from the whole industry. The results found that all companies have not shown many abrupt changes on their scores, and it is always not consistently good or consistently standing out, which demonstrated the high applicable usability of the integrated methods. This integrated numerical research gives a better "past-present-future" insights into performance evaluation in Indian electricity industry.

  19. Integrated DEA Models and Grey System Theory to Evaluate Past-to-Future Performance: A Case of Indian Electricity Industry

    Science.gov (United States)

    Wang, Chia-Nan; Tran, Thanh-Tuyen

    2015-01-01

    The growth of economy and population together with the higher demand in energy has created many concerns for the Indian electricity industry whose capacity is at 211 gigawatts mostly in coal-fired plants. Due to insufficient fuel supply, India suffers from a shortage of electricity generation, leading to rolling blackouts; thus, performance evaluation and ranking the industry turn into significant issues. By this study, we expect to evaluate the rankings of these companies under control of the Ministry of Power. Also, this research would like to test if there are any significant differences between the two DEA models: Malmquist nonradial and Malmquist radial. Then, one advance model of MPI would be chosen to see these companies' performance in recent years and next few years by using forecasting results of Grey system theory. Totally, the realistic data 14 are considered to be in this evaluation after the strict selection from the whole industry. The results found that all companies have not shown many abrupt changes on their scores, and it is always not consistently good or consistently standing out, which demonstrated the high applicable usability of the integrated methods. This integrated numerical research gives a better “past-present-future” insights into performance evaluation in Indian electricity industry. PMID:25821854

  20. Uncertainty Analysis of Multi-Model Flood Forecasts

    Directory of Open Access Journals (Sweden)

    Erich J. Plate

    2015-12-01

    Full Text Available This paper demonstrates, by means of a systematic uncertainty analysis, that the use of outputs from more than one model can significantly improve conditional forecasts of discharges or water stages, provided the models are structurally different. Discharge forecasts from two models and the actual forecasted discharge are assumed to form a three-dimensional joint probability density distribution (jpdf, calibrated on long time series of data. The jpdf is decomposed into conditional probability density distributions (cpdf by means of Bayes formula, as suggested and explored by Krzysztofowicz in a series of papers. In this paper his approach is simplified to optimize conditional forecasts for any set of two forecast models. Its application is demonstrated by means of models developed in a study of flood forecasting for station Stung Treng on the middle reach of the Mekong River in South-East Asia. Four different forecast models were used and pairwise combined: forecast with no model, with persistence model, with a regression model, and with a rainfall-runoff model. Working with cpdfs requires determination of dependency among variables, for which linear regressions are required, as was done by Krzysztofowicz. His Bayesian approach based on transforming observed probability distributions of discharges and forecasts into normal distributions is also explored. Results obtained with his method for normal prior and likelihood distributions are identical to results from direct multiple regressions. Furthermore, it is shown that in the present case forecast accuracy is only marginally improved, if Weibull distributed basic data were converted into normally distributed variables.

  1. Modeling, Forecasting and Mitigating Extreme Earthquakes

    Science.gov (United States)

    Ismail-Zadeh, A.; Le Mouel, J.; Soloviev, A.

    2012-12-01

    Recent earthquake disasters highlighted the importance of multi- and trans-disciplinary studies of earthquake risk. A major component of earthquake disaster risk analysis is hazards research, which should cover not only a traditional assessment of ground shaking, but also studies of geodetic, paleoseismic, geomagnetic, hydrological, deep drilling and other geophysical and geological observations together with comprehensive modeling of earthquakes and forecasting extreme events. Extreme earthquakes (large magnitude and rare events) are manifestations of complex behavior of the lithosphere structured as a hierarchical system of blocks of different sizes. Understanding of physics and dynamics of the extreme events comes from observations, measurements and modeling. A quantitative approach to simulate earthquakes in models of fault dynamics will be presented. The models reproduce basic features of the observed seismicity (e.g., the frequency-magnitude relationship, clustering of earthquakes, occurrence of extreme seismic events). They provide a link between geodynamic processes and seismicity, allow studying extreme events, influence of fault network properties on seismic patterns and seismic cycles, and assist, in a broader sense, in earthquake forecast modeling. Some aspects of predictability of large earthquakes (how well can large earthquakes be predicted today?) will be also discussed along with possibilities in mitigation of earthquake disasters (e.g., on 'inverse' forensic investigations of earthquake disasters).

  2. Optimal experiment design for identification of grey-box models

    DEFF Research Database (Denmark)

    Sadegh, Payman; Melgaard, Henrik; Madsen, Henrik

    1994-01-01

    Optimal experiment design is investigated for stochastic dynamic systems where the prior partial information about the system is given as a probability distribution function in the system parameters. The concept of information is related to entropy reduction in the system through Lindley's measur...... estimation results in a considerable reduction of the experimental length. Besides, it is established that the physical knowledge of the system enables us to design experiments, with the goal of maximizing information about the physical parameters of interest.......Optimal experiment design is investigated for stochastic dynamic systems where the prior partial information about the system is given as a probability distribution function in the system parameters. The concept of information is related to entropy reduction in the system through Lindley's measure...... of average information, and the relationship between the choice of information related criteria and some estimators (MAP and MLE) is established. A continuous time physical model of the heat dynamics of a building is considered and the results show that performing an optimal experiment corresponding to a MAP...

  3. "Grey nomads" in Australia: are they a good model for successful aging and health?

    Science.gov (United States)

    Higgs, Paul F D; Quirk, Frances

    2007-10-01

    Lifestyle factors have been identified as being very important in determining health in later life. Nutrition, exercise, and social environment all interact to promote, or to limit, opportunities for an active and healthy post-working life. Not only are rates of chronic illness and disability reduced through the promotion of healthy lifestyles, but also quality of life is maintained through the compression of morbidity. Governments in Australia, as in the European Union and North America, have highlighted the importance of behavioral change in health promotion strategies with the aim of having an impact on the health-related lifestyles of their populations. This paper examines the example of a group of older Australians, the "grey nomads," who may present opportunities for examining health-related lifestyle changes. The term grey nomad refers to a portion of the older population in Australia who choose to use their later years and retirement as opportunities for travel and leisure, mainly within the confines of the Australian continent. As such, they are similar to groups in North America, such as the "snow birds," who travel to the southern United States to escape the colder winters of more northerly latitudes. Similar seasonal migrations occur from Northern to Southern Europe. What all share in common is an active culture/lifestyle of attempting to "age successfully." Grey nomads also participate in the creation of what can be termed postmodern communities, where they and other regular travelers may develop a sense of community feeling with others who are also regularly returning to the same spot year after year. Social support is highly predictive of health outcomes and such mobile communities may prove a positive factor in promoting good health. In this paper we examine whether the "grey nomads" represent a good model for improving health-related lifestyles in later life.

  4. Dynamic occupancy modelling reveals a hierarchy of competition among fishers, grey foxes and ringtails.

    Science.gov (United States)

    Green, David S; Matthews, Sean M; Swiers, Robert C; Callas, Richard L; Scott Yaeger, J; Farber, Stuart L; Schwartz, Michael K; Powell, Roger A

    2018-05-01

    Determining how species coexist is critical for understanding functional diversity, niche partitioning and interspecific interactions. Identifying the direct and indirect interactions among sympatric carnivores that enable their coexistence is particularly important to elucidate because they are integral for maintaining ecosystem function. We studied the effects of removing nine fishers (Pekania pennanti) on their population dynamics and used this perturbation to elucidate the interspecific interactions among fishers, grey foxes (Urocyon cinereoargenteus) and ringtails (Bassariscus astutus). Grey foxes (family: Canidae) are likely to compete with fishers due to their similar body sizes and dietary overlap, and ringtails (family: Procyonidae), like fishers, are semi-arboreal species of conservation concern. We used spatial capture-recapture to investigate fisher population numbers and dynamic occupancy models that incorporated interspecific interactions to investigate the effects members of these species had on the colonization and persistence of each other's site occupancy. The fisher population showed no change in density for up to 3 years following the removals of fishers for translocations. In contrast, fisher site occupancy decreased in the years immediately following the translocations. During this same time period, site occupancy by grey foxes increased and remained elevated through the end of the study. We found a complicated hierarchy among fishers, foxes and ringtails. Fishers affected grey fox site persistence negatively but had a positive effect on their colonization. Foxes had a positive effect on ringtail site colonization. Thus, fishers were the dominant small carnivore where present and negatively affected foxes directly and ringtails indirectly. Coexistence among the small carnivores we studied appears to reflect dynamic spatial partitioning. Conservation and management efforts should investigate how intraguild interactions may influence the

  5. PETRA. The Forecast Model. Synthesis report

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    1998-09-01

    The aim of the PETRA project was to develop a model that could recreate the main aspects involved in the demand for travel. The attainment of this objective requires that the model system should retain a high degree of detail and be based on disaggregate models. This was both to ensure an accurate representation of the underlying behavioural intentions, and allow analysis of the underlying travel demand and related aspects across a number of dimensions. This has been achieved in all main respects. The model system is capable of close reproduction of the observed behaviour and generally responds as expected to changes, exhibiting consistent and plausible reactions. The dis-aggregation of the forecast population, according to the various criteria, allows the model to clearly illustrates the behavioural differences between different population segments. Thus, it seems reasonable to conclude that PETRA is capable of detailed analyses of the distributional and behavioural effects of policy changes. (au) EFP-94. 20 refs.

  6. Grey-box Modeling for System Identification of Household Refrigerators: a Step Toward Smart Appliances

    DEFF Research Database (Denmark)

    Costanzo, Giuseppe Tommaso; Sossan, Fabrizio; Marinelli, Mattia

    2013-01-01

    units, which operation can be shifted within temperature and operational constraints. Even if the refrigerators are not intended to be used as smart loads, validated models are useful in predicting units consumption. This information can increase the optimality of the management of other flexible units......This paper presents the grey-box modeling of a vapor-compression refrigeration system for residential applications based on maximum likelihood estimation of parameters in stochastic differential equations. Models obtained are useful in the view of controlling refrigerators as flexible consumption...

  7. Neural Network Models for Time Series Forecasts

    OpenAIRE

    Tim Hill; Marcus O'Connor; William Remus

    1996-01-01

    Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...

  8. Model identification using stochastic differential equation grey-box models in diabetes.

    Science.gov (United States)

    Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard; Møller, Jonas Bech; Nørgaard, Kirsten; Jørgensen, John Bagterp; Madsen, Henrik

    2013-03-01

    The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable of predicting not only a realistic trajectory, but also the uncertainty of the prediction. In an SDE, the prediction error is split into two noise terms. This separation ensures that the errors are uncorrelated and provides the possibility to pinpoint model deficiencies. An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. We found that the transformation of the ODE model into an SDE-GB resulted in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained due to the separation of the prediction error. SDE-GBs offer a solid framework for using statistical tools for model validation and model development. © 2013 Diabetes Technology Society.

  9. Space weather: Modeling and forecasting ionospheric

    International Nuclear Information System (INIS)

    Calzadilla Mendez, A.

    2008-01-01

    Full text: Space weather is the set of phenomena and interactions that take place in the interplanetary medium. It is regulated primarily by the activity originating in the Sun and affects both the artificial satellites that are outside of the protective cover of the Earth's atmosphere as the rest of the planets in the solar system. Among the phenomena that are of great relevance and impact on Earth are the auroras and geomagnetic storms , these are a direct result of irregularities in the flow of the solar wind and the interplanetary magnetic field . Given the high complexity of the physical phenomena involved (magnetic reconnection , particle inlet and ionizing radiation to the atmosphere) one of the great scientific challenges today is to forecast the state of plasmatic means either the interplanetary medium , the magnetosphere and ionosphere , for their importance to the development of various human activities such as radio , global positioning , navigation, etc. . It briefly address some of the international ionospheric modeling methods and contributions and participation that currently has the space group of the Institute of Geophysics Geophysics and Astronomy (IGA) in these activities of modeling and forecasting ionospheric. (author)

  10. INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

    KAUST Repository

    Elkantassi, Soumaya

    2017-10-03

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  11. INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

    KAUST Repository

    Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul

    2017-01-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  12. Neural network versus classical time series forecasting models

    Science.gov (United States)

    Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam

    2017-05-01

    Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.

  13. Electricity price forecasting through transfer function models

    International Nuclear Information System (INIS)

    Nogales, F.J.; Conejo, A.J.

    2006-01-01

    Forecasting electricity prices in present day competitive electricity markets is a must for both producers and consumers because both need price estimates to develop their respective market bidding strategies. This paper proposes a transfer function model to predict electricity prices based on both past electricity prices and demands, and discuss the rationale to build it. The importance of electricity demand information is assessed. Appropriate metrics to appraise prediction quality are identified and used. Realistic and extensive simulations based on data from the PJM Interconnection for year 2003 are conducted. The proposed model is compared with naive and other techniques. Journal of the Operational Research Society (2006) 57, 350-356.doi:10.1057/palgrave.jors.2601995; published online 18 May 2005. (author)

  14. Statistical and RBF NN models : providing forecasts and risk assessment

    OpenAIRE

    Marček, Milan

    2009-01-01

    Forecast accuracy of economic and financial processes is a popular measure for quantifying the risk in decision making. In this paper, we develop forecasting models based on statistical (stochastic) methods, sometimes called hard computing, and on a soft method using granular computing. We consider the accuracy of forecasting models as a measure for risk evaluation. It is found that the risk estimation process based on soft methods is simplified and less critical to the question w...

  15. Tourism Demand Modelling and Forecasting: A Review of Recent Research

    OpenAIRE

    Song, H; Li, G

    2008-01-01

    This paper reviews the published studies on tourism demand modelling and forecasting since 2000. One of the key findings of this review is that the methods used in analysing and forecasting the demand for tourism have been more diverse than those identified by other review articles. In addition to the most popular time-series and econometric models, a number of new techniques have emerged in the literature. However, as far as the forecasting accuracy is concerned, the study shows that there i...

  16. Data Driven Broiler Weight Forecasting using Dynamic Neural Network Models

    DEFF Research Database (Denmark)

    Johansen, Simon Vestergaard; Bendtsen, Jan Dimon; Riisgaard-Jensen, Martin

    2017-01-01

    In this article, the dynamic influence of environmental broiler house conditions and broiler growth is investigated. Dynamic neural network forecasting models have been trained on farm-scale broiler batch production data from 12 batches from the same house. The model forecasts future broiler weight...... and uses environmental conditions such as heating, ventilation, and temperature along with broiler behavior such as feed and water consumption. Training data and forecasting data is analyzed to explain when the model might fail at generalizing. We present ensemble broiler weight forecasts to day 7, 14, 21...

  17. Models of Investor Forecasting Behavior — Experimental Evidence

    Directory of Open Access Journals (Sweden)

    Federico Bonetto

    2017-12-01

    Full Text Available Different forecasting behaviors affect investors’ trading decisions and lead to qualitatively different asset price trajectories. It has been shown in the literature that the weights that investors place on observed asset price changes when forecasting future price changes, and the nature of their confidence when price changes are forecast, determine whether price bubbles, price crashes, and unpredictable price cycles occur. In this paper, we report the results of behavioral experiments involving multiple investors who participated in a market for a virtual asset. Our goal is to study investors’ forecast formation. We conducted three experimental sessions with different participants in each session. We fit different models of forecast formation to the observed data. There is strong evidence that the investors forecast future prices by extrapolating past price changes, even when they know the fundamental value of the asset exactly and the extrapolated forecasts differ significantly from the fundamental value. The rational expectations hypothesis seems inconsistent with the observed forecasts. The forecasting models of all participants that best fit the observed forecasting data were of the type that cause price bubbles and cycles in dynamical systems models, and price bubbles and cycles ended up occurring in all three sessions.

  18. A Hybrid Model for Forecasting Sales in Turkish Paint Industry

    Directory of Open Access Journals (Sweden)

    Alp Ustundag

    2009-12-01

    Full Text Available Sales forecasting is important for facilitating effective and efficient allocation of scarce resources. However, how to best model and forecast sales has been a long-standing issue. There is no best forecasting method that is applicable in all circumstances. Therefore, confidence in the accuracy of sales forecasts is achieved by corroborating the results using two or more methods. This paper proposes a hybrid forecasting model that uses an artificial intelligence method (AI with multiple linear regression (MLR to predict product sales for the largest Turkish paint producer. In the hybrid model, three different AI methods, fuzzy rule-based system (FRBS, artificial neural network (ANN and adaptive neuro fuzzy network (ANFIS, are used and compared to each other. The results indicate that FRBS yields better forecasting accuracy in terms of root mean squared error (RMSE and mean absolute percentage error (MAPE.

  19. A Simple Hybrid Model for Short-Term Load Forecasting

    Directory of Open Access Journals (Sweden)

    Suseelatha Annamareddi

    2013-01-01

    Full Text Available The paper proposes a simple hybrid model to forecast the electrical load data based on the wavelet transform technique and double exponential smoothing. The historical noisy load series data is decomposed into deterministic and fluctuation components using suitable wavelet coefficient thresholds and wavelet reconstruction method. The variation characteristics of the resulting series are analyzed to arrive at reasonable thresholds that yield good denoising results. The constitutive series are then forecasted using appropriate exponential adaptive smoothing models. A case study performed on California energy market data demonstrates that the proposed method can offer high forecasting precision for very short-term forecasts, considering a time horizon of two weeks.

  20. Inverse grey-box model-based control of a dielectric elastomer actuator

    DEFF Research Database (Denmark)

    Jones, Richard William; Sarban, Rahimullah

    2012-01-01

    control performance across the operating range of the DE actuator, a gain scheduling term, which linearizes the operating characteristics of the tubular dielectric elastomer actuator, is developed and implemented in series with the IMC controller. The IMC-based approach is investigated for servo control......An accurate physical-based electromechanical model of a commercially available tubular dielectric elastomer (DE) actuator has been developed and validated. In this contribution, the use of the physical-based electromechanical model to formulate a model-based controller is examined. The choice...... of control scheme was dictated by the desire for transparency in both controller design and operation. The internal model control (IMC) approach was chosen. In this particular application, the inverse of the linearized form of the grey-box model is used to formulate the IMC controller. To ensure consistent...

  1. A Novel Clustering Model Based on Set Pair Analysis for the Energy Consumption Forecast in China

    Directory of Open Access Journals (Sweden)

    Mingwu Wang

    2014-01-01

    Full Text Available The energy consumption forecast is important for the decision-making of national economic and energy policies. But it is a complex and uncertainty system problem affected by the outer environment and various uncertainty factors. Herein, a novel clustering model based on set pair analysis (SPA was introduced to analyze and predict energy consumption. The annual dynamic relative indicator (DRI of historical energy consumption was adopted to conduct a cluster analysis with Fisher’s optimal partition method. Combined with indicator weights, group centroids of DRIs for influence factors were transferred into aggregating connection numbers in order to interpret uncertainty by identity-discrepancy-contrary (IDC analysis. Moreover, a forecasting model based on similarity to group centroid was discussed to forecast energy consumption of a certain year on the basis of measured values of influence factors. Finally, a case study predicting China’s future energy consumption as well as comparison with the grey method was conducted to confirm the reliability and validity of the model. The results indicate that the method presented here is more feasible and easier to use and can interpret certainty and uncertainty of development speed of energy consumption and influence factors as a whole.

  2. Nawiliwili, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nawiliwili, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  3. Neah Bay, Washington Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Neah Bay, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  4. Bar Harbor, ME Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Bar Harbor, Maine Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  5. Sitka, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Sitka, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  6. Newport, Oregon Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Newport, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  7. Wake Island Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Wake Island Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  8. Garibaldi, Oregon Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Garibaldi, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  9. Keauhou, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Keauhou, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  10. Westport, Washington Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Westport, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  11. Daytona Beach, Florida Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Daytona Beach, Florida Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  12. Lahaina, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Lahaina, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  13. Fajardo, Puerto Rico Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Fajardo, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  14. Florence, Oregon Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Florence, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  15. Ponce, Puerto Rico Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Ponce, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  16. Shemya, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Shemya, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  17. Key West, Florida Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Key West, Florida Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  18. Montauk, New York Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Montauk, New York Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  19. Kodiak, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kodiak, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  20. Sand Point, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Sand Point, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  1. Ocean City, Maryland Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Ocean City, Maryland Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  2. Kahului, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kahului, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  3. Port Orford, Oregon Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port Orford, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  4. Kailua-Kona, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kailua-Kona, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  5. Seward, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Seward, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  6. Seaside, Oregon Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Seaside, Oregon Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  7. Apra Harbor, Guam Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Apra Harbor, Guam Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  8. Kihei, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Kihei, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  9. Adak, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Adak, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  10. Arecibo, Puerto Rico Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Arecibo, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  11. San Juan, Puerto Rico Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The San Juan, Puerto Rico Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  12. Pearl Harbor, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Pearl Harbor, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  13. Palm Beach, Florida Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Palm Beach, Florida Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  14. Toke Point, Washington Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Toke Point, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  15. Hanalei, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Hanalei, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  16. Homer, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Homer, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is...

  17. Nikolski, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nikolski, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  18. Monterey, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Monterey, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  19. Port Alexander, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port Alexander, Alaska Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  20. La Push, Washington Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The La Push, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model....

  1. Haleiwa, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Haleiwa, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  2. Hilo, Hawaii Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Hilo, Hawaii Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  3. Savannah, Georgia Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Savannah, Georgia Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  4. Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection

    DEFF Research Database (Denmark)

    Bork, Lasse; Møller, Stig Vinther

    2015-01-01

    We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves substantia......We examine house price forecastability across the 50 states using Dynamic Model Averaging and Dynamic Model Selection, which allow for model change and parameter shifts. By allowing the entire forecasting model to change over time and across locations, the forecasting accuracy improves...

  5. When mechanism matters: Bayesian forecasting using models of ecological diffusion

    Science.gov (United States)

    Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.

    2017-01-01

    Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.

  6. Day ahead price forecasting of electricity markets by a mixed data model and hybrid forecast method

    International Nuclear Information System (INIS)

    Amjady, Nima; Keynia, Farshid

    2008-01-01

    In a competitive electricity market, forecast of energy prices is a key information for the market participants. However, price signal usually has a complex behavior due to its nonlinearity, nonstationarity, and time variancy. In spite of all performed researches on this area in the recent years, there is still an essential need for more accurate and robust price forecast methods. In this paper, a combination of wavelet transform (WT) and a hybrid forecast method is proposed for this purpose. The hybrid method is composed of cascaded forecasters where each forecaster consists of a neural network (NN) and an evolutionary algorithms (EA). Both time domain and wavelet domain features are considered in a mixed data model for price forecast, in which the candidate input variables are refined by a feature selection technique. The adjustable parameters of the whole method are fine-tuned by a cross-validation technique. The proposed method is examined on PJM electricity market and compared with some of the most recent price forecast methods. (author)

  7. Regional Model Nesting Within GFS Daily Forecasts Over West Africa

    Science.gov (United States)

    Druyan, Leonard M.; Fulakeza, Matthew; Lonergan, Patrick; Worrell, Ruben

    2010-01-01

    The study uses the RM3, the regional climate model at the Center for Climate Systems Research of Columbia University and the NASA/Goddard Institute for Space Studies (CCSR/GISS). The paper evaluates 30 48-hour RM3 weather forecasts over West Africa during September 2006 made on a 0.5 grid nested within 1 Global Forecast System (GFS) global forecasts. September 2006 was the Special Observing Period #3 of the African Monsoon Multidisciplinary Analysis (AMMA). Archived GFS initial conditions and lateral boundary conditions for the simulations from the US National Weather Service, National Oceanographic and Atmospheric Administration were interpolated four times daily. Results for precipitation forecasts are validated against Tropical Rainfall Measurement Mission (TRMM) satellite estimates and data from the Famine Early Warning System (FEWS), which includes rain gauge measurements, and forecasts of circulation are compared to reanalysis 2. Performance statistics for the precipitation forecasts include bias, root-mean-square errors and spatial correlation coefficients. The nested regional model forecasts are compared to GFS forecasts to gauge whether nesting provides additional realistic information. They are also compared to RM3 simulations driven by reanalysis 2, representing high potential skill forecasts, to gauge the sensitivity of results to lateral boundary conditions. Nested RM3/GFS forecasts generate excessive moisture advection toward West Africa, which in turn causes prodigious amounts of model precipitation. This problem is corrected by empirical adjustments in the preparation of lateral boundary conditions and initial conditions. The resulting modified simulations improve on the GFS precipitation forecasts, achieving time-space correlations with TRMM of 0.77 on the first day and 0.63 on the second day. One realtime RM3/GFS precipitation forecast made at and posted by the African Centre of Meteorological Application for Development (ACMAD) in Niamey, Niger

  8. Model predictive control for a smart solar tank based on weather and consumption forecasts

    DEFF Research Database (Denmark)

    Halvgaard, Rasmus; Bacher, Peder; Perers, Bengt

    2012-01-01

    In this work the heat dynamics of a storage tank were modelled on the basis of data and maximum likelihood methods. The resulting grey-box model was used for Economic Model Predictive Control (MPC) of the energy in the tank. The control objective was to balance the energy from a solar collector...... and the heat consumption in a residential house. The storage tank provides heat in periods where there is low solar radiation and stores heat when there is surplus solar heat. The forecasts of consumption patterns were based on data obtained from meters in a group of single-family houses in Denmark. The tank...... can also be heated by electric heating elements if necessary, but the electricity costs of operating these heating elements should be minimized. Consequently, the heating elements should be used in periods with cheap electricity. It is proposed to integrate a price-sensitive control to enable...

  9. An improved grey model for the prediction of real-time GPS satellite clock bias

    Science.gov (United States)

    Zheng, Z. Y.; Chen, Y. Q.; Lu, X. S.

    2008-07-01

    In real-time GPS precise point positioning (PPP), real-time and reliable satellite clock bias (SCB) prediction is a key to implement real-time GPS PPP. It is difficult to hold the nuisance and inenarrable performance of space-borne GPS satellite atomic clock because of its high-frequency, sensitivity and impressionable, it accords with the property of grey model (GM) theory, i. e. we can look on the variable process of SCB as grey system. Firstly, based on limits of quadratic polynomial (QP) and traditional GM to predict SCB, a modified GM (1,1) is put forward to predict GPS SCB in this paper; and then, taking GPS SCB data for example, we analyzed clock bias prediction with different sample interval, the relationship between GM exponent and prediction accuracy, precision comparison of GM to QP, and concluded the general rule of different type SCB and GM exponent; finally, to test the reliability and validation of the modified GM what we put forward, taking IGS clock bias ephemeris product as reference, we analyzed the prediction precision with the modified GM, It is showed that the modified GM is reliable and validation to predict GPS SCB and can offer high precise SCB prediction for real-time GPS PPP.

  10. Grey relation projection model for evaluating permafrost environment in the Muli coal mining area, China

    Energy Technology Data Exchange (ETDEWEB)

    Wei Cao; Yu Sheng; Yinghong Qin; Jing Li; Jichun Wu [Chinese Academy of Sciences, Lanzhou (China). State Key Laboratory of Frozen Soil Engineering

    2010-12-15

    This study attempts to estimate the current stage of the permafrost environment in the Muli coal mining area, an opencast mining site in the Qinghai-Tibet plateau, China. The estimation is done by regarding this site's permafrost environment as a system which was divided into three subsystems consisting of permafrost freeze-thaw erosion sensibility, permafrost thermal stability, and permafrost ecological fragility. The subsystems were characterized with their influencing indicators, each of which was assigned with a weight according to analytic hierarchy process. The relationship between these indictors is established using an environmental evaluation model based on grey system theory. The evaluated results show that currently the normalised grey relation projection values (GRPV) of permafrost freezing-thawing erosion sensibility, permafrost thermal stability, permafrost ecological fragility and permafrost environment are 0.58 (general situation), 0.47 (bad situation), 0.63 (general situation) and 0.56 (general situation), respectively. These values imply that the permafrost environment has been deteriorated to a certain degree by human activities and potentially could be further degraded. However, at this degree, a new equilibrium could be achieved if the current environmental degradation ratio is held and if effective treatments are constructed against further damages.

  11. Determination of the Number of Fixture Locating Points for Sheet Metal By Grey Model

    Directory of Open Access Journals (Sweden)

    Yang Bo

    2017-01-01

    Full Text Available In the process of the traditional fixture design for sheet metal part based on the "N-2-1" locating principle, the number of fixture locating points is determined by trial and error or the experience of the designer. To that end, a new design method based on grey theory is proposed to determine the number of sheet metal fixture locating points in this paper. Firstly, the training sample set is generated by Latin hypercube sampling (LHS and finite element analysis (FEA. Secondly, the GM(1, 1 grey model is constructed based on the established training sample set to approximate the mapping relationship between the number of fixture locating points and the concerned sheet metal maximum deformation. Thirdly, the final number of fixture locating points for sheet metal can be inversely calculated under the allowable maximum deformation. Finally, a sheet metal case is conducted and the results indicate that the proposed approach is effective and efficient in determining the number of fixture locating points for sheet metal.

  12. Wind-Farm Forecasting Using the HARMONIE Weather Forecast Model and Bayes Model Averaging for Bias Removal.

    Science.gov (United States)

    O'Brien, Enda; McKinstry, Alastair; Ralph, Adam

    2015-04-01

    Building on previous work presented at EGU 2013 (http://www.sciencedirect.com/science/article/pii/S1876610213016068 ), more results are available now from a different wind-farm in complex terrain in southwest Ireland. The basic approach is to interpolate wind-speed forecasts from an operational weather forecast model (i.e., HARMONIE in the case of Ireland) to the precise location of each wind-turbine, and then use Bayes Model Averaging (BMA; with statistical information collected from a prior training-period of e.g., 25 days) to remove systematic biases. Bias-corrected wind-speed forecasts (and associated power-generation forecasts) are then provided twice daily (at 5am and 5pm) out to 30 hours, with each forecast validation fed back to BMA for future learning. 30-hr forecasts from the operational Met Éireann HARMONIE model at 2.5km resolution have been validated against turbine SCADA observations since Jan. 2014. An extra high-resolution (0.5km grid-spacing) HARMONIE configuration has been run since Nov. 2014 as an extra member of the forecast "ensemble". A new version of HARMONIE with extra filters designed to stabilize high-resolution configurations has been run since Jan. 2015. Measures of forecast skill and forecast errors will be provided, and the contributions made by the various physical and computational enhancements to HARMONIE will be quantified.

  13. Dispersion Modeling Using Ensemble Forecasts Compared to ETEX Measurements.

    Science.gov (United States)

    Straume, Anne Grete; N'dri Koffi, Ernest; Nodop, Katrin

    1998-11-01

    Numerous numerical models are developed to predict long-range transport of hazardous air pollution in connection with accidental releases. When evaluating and improving such a model, it is important to detect uncertainties connected to the meteorological input data. A Lagrangian dispersion model, the Severe Nuclear Accident Program, is used here to investigate the effect of errors in the meteorological input data due to analysis error. An ensemble forecast, produced at the European Centre for Medium-Range Weather Forecasts, is then used as model input. The ensemble forecast members are generated by perturbing the initial meteorological fields of the weather forecast. The perturbations are calculated from singular vectors meant to represent possible forecast developments generated by instabilities in the atmospheric flow during the early part of the forecast. The instabilities are generated by errors in the analyzed fields. Puff predictions from the dispersion model, using ensemble forecast input, are compared, and a large spread in the predicted puff evolutions is found. This shows that the quality of the meteorological input data is important for the success of the dispersion model. In order to evaluate the dispersion model, the calculations are compared with measurements from the European Tracer Experiment. The model manages to predict the measured puff evolution concerning shape and time of arrival to a fairly high extent, up to 60 h after the start of the release. The modeled puff is still too narrow in the advection direction.

  14. Improving wave forecasting by integrating ensemble modelling and machine learning

    Science.gov (United States)

    O'Donncha, F.; Zhang, Y.; James, S. C.

    2017-12-01

    Modern smart-grid networks use technologies to instantly relay information on supply and demand to support effective decision making. Integration of renewable-energy resources with these systems demands accurate forecasting of energy production (and demand) capacities. For wave-energy converters, this requires wave-condition forecasting to enable estimates of energy production. Current operational wave forecasting systems exhibit substantial errors with wave-height RMSEs of 40 to 60 cm being typical, which limits the reliability of energy-generation predictions thereby impeding integration with the distribution grid. In this study, we integrate physics-based models with statistical learning aggregation techniques that combine forecasts from multiple, independent models into a single "best-estimate" prediction of the true state. The Simulating Waves Nearshore physics-based model is used to compute wind- and currents-augmented waves in the Monterey Bay area. Ensembles are developed based on multiple simulations perturbing input data (wave characteristics supplied at the model boundaries and winds) to the model. A learning-aggregation technique uses past observations and past model forecasts to calculate a weight for each model. The aggregated forecasts are compared to observation data to quantify the performance of the model ensemble and aggregation techniques. The appropriately weighted ensemble model outperforms an individual ensemble member with regard to forecasting wave conditions.

  15. Operational forecasting based on a modified Weather Research and Forecasting model

    Energy Technology Data Exchange (ETDEWEB)

    Lundquist, J; Glascoe, L; Obrecht, J

    2010-03-18

    Accurate short-term forecasts of wind resources are required for efficient wind farm operation and ultimately for the integration of large amounts of wind-generated power into electrical grids. Siemens Energy Inc. and Lawrence Livermore National Laboratory, with the University of Colorado at Boulder, are collaborating on the design of an operational forecasting system for large wind farms. The basis of the system is the numerical weather prediction tool, the Weather Research and Forecasting (WRF) model; large-eddy simulations and data assimilation approaches are used to refine and tailor the forecasting system. Representation of the atmospheric boundary layer is modified, based on high-resolution large-eddy simulations of the atmospheric boundary. These large-eddy simulations incorporate wake effects from upwind turbines on downwind turbines as well as represent complex atmospheric variability due to complex terrain and surface features as well as atmospheric stability. Real-time hub-height wind speed and other meteorological data streams from existing wind farms are incorporated into the modeling system to enable uncertainty quantification through probabilistic forecasts. A companion investigation has identified optimal boundary-layer physics options for low-level forecasts in complex terrain, toward employing decadal WRF simulations to anticipate large-scale changes in wind resource availability due to global climate change.

  16. Short-term forecasting model for aggregated regional hydropower generation

    International Nuclear Information System (INIS)

    Monteiro, Claudio; Ramirez-Rosado, Ignacio J.; Fernandez-Jimenez, L. Alfredo

    2014-01-01

    Highlights: • Original short-term forecasting model for the hourly hydropower generation. • The use of NWP forecasts allows horizons of several days. • New variable to represent the capacity level for generating hydroelectric energy. • The proposed model significantly outperforms the persistence model. - Abstract: This paper presents an original short-term forecasting model of the hourly electric power production for aggregated regional hydropower generation. The inputs of the model are previously recorded values of the aggregated hourly production of hydropower plants and hourly water precipitation forecasts using Numerical Weather Prediction tools, as well as other hourly data (load demand and wind generation). This model is composed of three modules: the first one gives the prediction of the “monthly” hourly power production of the hydropower plants; the second module gives the prediction of hourly power deviation values, which are added to that obtained by the first module to achieve the final forecast of the hourly hydropower generation; the third module allows a periodic adjustment of the prediction of the first module to improve its BIAS error. The model has been applied successfully to the real-life case study of the short-term forecasting of the aggregated hydropower generation in Spain and Portugal (Iberian Peninsula Power System), achieving satisfactory results for the next-day forecasts. The model can be valuable for agents involved in electricity markets and useful for power system operations

  17. With string model to time series forecasting

    Science.gov (United States)

    Pinčák, Richard; Bartoš, Erik

    2015-10-01

    Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets. Analyses are not conducted on the non equidistant date but rather on the aggregate date, which is also not a real financial case. In this paper, we would like to show a new way how to analyze and, moreover, forecast financial market. We utilize the projections of the real exchange rate dynamics onto the string-like topology in the OANDA market. The latter approach allows us to build the stable prediction models in trading in the financial forex market. The real application of the multi-string structures is provided to demonstrate our ideas for the solution of the problem of the robust portfolio selection. The comparison with the trend following strategies was performed, the stability of the algorithm on the transaction costs for long trade periods was confirmed.

  18. Morehead City, North Carolina Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Morehead City, North Carolina Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  19. Christiansted, Virgin Islands Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Christiansted, Virgin Islands Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  20. Arena Cove, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Arena Cove, California Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST...

  1. Atlantic City, New Jersey Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Atlantic City, New Jersey Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  2. Crescent City, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Crescent City, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  3. Charlotte Amalie, Virgin Islands Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Charlotte Amalie, Virgin Islands Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami...

  4. Pago Pago, American Samoa Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Pago Pago, American Samoa Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  5. Statistical Studies of Mesoscale Forecast Models MM5 and WRF

    National Research Council Canada - National Science Library

    Henmi, Teizi

    2004-01-01

    ... models were carried out and the results were compared with surface observation data. Both models tended to overforecast temperature and dew-point temperature, although the correlation coefficients between forecast and observations were fairly high...

  6. Myrtle Beach, South Carolina Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Myrtle Beach, South Carolina Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  7. Los Angeles, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Los Angeles, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  8. Port Angeles, Washington Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port Angeles, Washington Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  9. Virginia Beach Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Virginia Beach, Virginia Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  10. Cordova, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Cordova, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  11. Nantucket, Massachusetts Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nantucket, Massachusetts Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  12. Unalaska, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Unalaska, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  13. Santa Barbara, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Santa Barbara, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  14. Point Reyes, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Point Reyes, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  15. Port San Luis, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Port San Luis, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  16. Eureka, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Eureka, California Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  17. Cape Hatteras, North Carolina Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Cape Hatteras, North Carolina Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  18. San Francisco, California Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The San Francisco, California Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  19. Elfin Cove, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Elfin Cove, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  20. British Columbia, Canada Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The British Columbia, Canada Forecast Model Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST)...

  1. Chignik, Alaska Tsunami Forecast Grids for MOST Model

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Chignik, Alaska Forecast Grids provides bathymetric data strictly for tsunami inundation modeling with the Method of Splitting Tsunami (MOST) model. MOST is a...

  2. Cash flow forecasting model for nuclear power projects

    International Nuclear Information System (INIS)

    Liu Wei; Guo Jilin

    2002-01-01

    Cash flow forecasting is very important for owners and contractors of nuclear power projects to arrange the capital and to decrease the capital cost. The factors related to contractor cash flow forecasting are analyzed and a cash flow forecasting model is presented which is suitable for both contractors and owners. The model is efficiently solved using a cost-schedule data integration scheme described. A program is developed based on the model and verified with real project data. The result indicates that the model is efficient and effective

  3. Dynamic Modeling of Steam Condenser and Design of PI Controller Based on Grey Wolf Optimizer

    Directory of Open Access Journals (Sweden)

    Shu-Xia Li

    2015-01-01

    Full Text Available Shell-and-tube condenser is a heat exchanger for cooling steam with high temperature and pressure, which is one of the main kinds of heat exchange equipment in thermal, nuclear, and marine power plant. Based on the lumped parameter modeling method, the dynamic mathematical model of the simplified steam condenser is established. Then, the pressure PI control system of steam condenser based on the Matlab/Simulink simulation platform is designed. In order to obtain better performance, a new metaheuristic intelligent algorithm, grey wolf optimizer (GWO, is used to realize the fine-tuning of PI controller parameters. On the other hand, the Z-N engineering tuning method, genetic algorithm, and particle swarm algorithm are adopted for tuning PI controller parameters and compared with GWO algorithm. Simulation results show that GWO algorithm has better control performance than other four algorithms.

  4. Forecasting Analysis of Shanghai Stock Index Based on ARIMA Model

    Directory of Open Access Journals (Sweden)

    Li Chenggang

    2017-01-01

    Full Text Available Prediction and analysis of the Shanghai Composite Index is conducive for investors to investing in the stock market, and providing investors with reference. This paper selects Shanghai Composite Index monthly closing price from Jan, 2005 to Oct, 2016 to construct ARIMA model. This paper carries on the forecast of the last three monthly closing price of Shanghai Stock Index that have occurred, and compared it with the actual value, which tests the accuracy and feasibility of the model in the short term Shanghai Stock Index forecast. At last, this paper uses the ARIMA model to forecast the Shanghai Composite Index closing price of the last two months in 2016.

  5. Evaluation of statistical models for forecast errors from the HBV model

    Science.gov (United States)

    Engeland, Kolbjørn; Renard, Benjamin; Steinsland, Ingelin; Kolberg, Sjur

    2010-04-01

    SummaryThree statistical models for the forecast errors for inflow into the Langvatn reservoir in Northern Norway have been constructed and tested according to the agreement between (i) the forecast distribution and the observations and (ii) median values of the forecast distribution and the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order auto-regressive model was constructed for the forecast errors. The parameters were conditioned on weather classes. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order auto-regressive model was constructed for the forecast errors. For the third model positive and negative errors were modeled separately. The errors were first NQT-transformed before conditioning the mean error values on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: we wanted (a) the forecast distribution to be reliable; (b) the forecast intervals to be narrow; (c) the median values of the forecast distribution to be close to the observed values. Models 1 and 2 gave almost identical results. The median values improved the forecast with Nash-Sutcliffe R eff increasing from 0.77 for the original forecast to 0.87 for the corrected forecasts. Models 1 and 2 over-estimated the forecast intervals but gave the narrowest intervals. Their main drawback was that the distributions are less reliable than Model 3. For Model 3 the median values did not fit well since the auto-correlation was not accounted for. Since Model 3 did not benefit from the potential variance reduction that lies in bias estimation and removal it gave on average wider forecasts intervals than the two other models. At the same time Model 3 on average slightly under-estimated the forecast intervals, probably explained by the use of average measures to evaluate the fit.

  6. Verification of short lead time forecast models: applied to Kp and Dst forecasting

    Science.gov (United States)

    Wintoft, Peter; Wik, Magnus

    2016-04-01

    In the ongoing EU/H2020 project PROGRESS models that predicts Kp, Dst, and AE from L1 solar wind data will be used as inputs to radiation belt models. The possible lead times from L1 measurements are shorter (10s of minutes to hours) than the typical duration of the physical phenomena that should be forecast. Under these circumstances several metrics fail to single out trivial cases, such as persistence. In this work we explore metrics and approaches for short lead time forecasts. We apply these to current Kp and Dst forecast models. This project has received funding from the European Union's Horizon 2020 research and innovation programme under grant agreement No 637302.

  7. Analysis and Modeling for China’s Electricity Demand Forecasting Using a Hybrid Method Based on Multiple Regression and Extreme Learning Machine: A View from Carbon Emission

    Directory of Open Access Journals (Sweden)

    Yi Liang

    2016-11-01

    Full Text Available The power industry is the main battlefield of CO2 emission reduction, which plays an important role in the implementation and development of the low carbon economy. The forecasting of electricity demand can provide a scientific basis for the country to formulate a power industry development strategy and further promote the sustained, healthy and rapid development of the national economy. Under the goal of low-carbon economy, medium and long term electricity demand forecasting will have very important practical significance. In this paper, a new hybrid electricity demand model framework is characterized as follows: firstly, integration of grey relation degree (GRD with induced ordered weighted harmonic averaging operator (IOWHA to propose a new weight determination method of hybrid forecasting model on basis of forecasting accuracy as induced variables is presented; secondly, utilization of the proposed weight determination method to construct the optimal hybrid forecasting model based on extreme learning machine (ELM forecasting model and multiple regression (MR model; thirdly, three scenarios in line with the level of realization of various carbon emission targets and dynamic simulation of effect of low-carbon economy on future electricity demand are discussed. The resulting findings show that, the proposed model outperformed and concentrated some monomial forecasting models, especially in boosting the overall instability dramatically. In addition, the development of a low-carbon economy will increase the demand for electricity, and have an impact on the adjustment of the electricity demand structure.

  8. Modeling and forecasting the CO2 emissions, energy consumption, and economic growth in Brazil

    International Nuclear Information System (INIS)

    Pao, Hsiao-Tien; Tsai, Chung-Ming

    2011-01-01

    This paper examines the dynamic relationships between pollutant emissions, energy consumption, and the output for Brazil during 1980-2007. The Grey prediction model (GM) is applied to predict three variables during 2008-2013. In the long-run equilibrium emissions appear to be both energy consumption and output inelastic, but energy is a more important determinant of emissions than output. This may be because Brazilian unsustainable land use and forestry contribute most to the country's greenhouse gas emissions. The findings of the inverted U-shaped relationships of both emissions-income and energy consumption-income imply that both environmental damage and energy consumption firstly increase with income, then stabilize, and eventually decline. The causality results indicate that there is a bidirectional strong causality running between income, energy consumption and emissions. In order to reduce emissions and to avoid a negative effect on the economic growth, Brazil should adopt the dual strategy of increasing investment in energy infrastructure and stepping up energy conservation policies to increase energy efficiency and reduce wastage of energy. The forecasting ability of GM is compared with the autoregressive integrated moving average (ARIMA) model over the out-of-sample period between 2002 and 2007. All of the optimal GMs and ARIMAs have a strong forecasting performance with MAPEs of less than 3%. -- Highlights: → Emissions are energy consumption and output inelastic, but energy is a more important determinant of emissions than output. → The relationship between emissions and income is an inverted U-shaped curve. → The relationship between consumption and income is an inverted U-shaped curve. → The causality results indicate that there is a bidirectional strong causality running between income, energy consumption and emissions. → The Grey prediction model is applied to predict emissions, energy consumption and output during 2008-2013.

  9. Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors

    Directory of Open Access Journals (Sweden)

    Claudio Monteiro

    2018-04-01

    Full Text Available This article presents original probabilistic price forecasting meta-models (PPFMCP models, by aggregation of competitive predictors, for day-ahead hourly probabilistic price forecasting. The best twenty predictors of the EEM2016 EPF competition are used to create ensembles of hourly spot price forecasts. For each hour, the parameter values of the probability density function (PDF of a Beta distribution for the output variable (hourly price can be directly obtained from the expected and variance values associated to the ensemble for such hour, using three aggregation strategies of predictor forecasts corresponding to three PPFMCP models. A Reliability Indicator (RI and a Loss function Indicator (LI are also introduced to give a measure of uncertainty of probabilistic price forecasts. The three PPFMCP models were satisfactorily applied to the real-world case study of the Iberian Electricity Market (MIBEL. Results from PPFMCP models showed that PPFMCP model 2, which uses aggregation by weight values according to daily ranks of predictors, was the best probabilistic meta-model from a point of view of mean absolute errors, as well as of RI and LI. PPFMCP model 1, which uses the averaging of predictor forecasts, was the second best meta-model. PPFMCP models allow evaluations of risk decisions based on the price to be made.

  10. A hybrid spatiotemporal drought forecasting model for operational use

    Science.gov (United States)

    Vasiliades, L.; Loukas, A.

    2010-09-01

    Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. This study develops a hybrid spatiotemporal scheme for integrated spatial and temporal forecasting. Temporal forecasting is achieved using feed-forward neural networks and the temporal forecasts are extended to the spatial dimension using a spatial recurrent neural network model. The methodology is demonstrated for an operational meteorological drought index the Standardized Precipitation Index (SPI) calculated at multiple timescales. 48 precipitation stations and 18 independent precipitation stations, located at Pinios river basin in Thessaly region, Greece, were used for the development and spatiotemporal validation of the hybrid spatiotemporal scheme. Several quantitative temporal and spatial statistical indices were considered for the performance evaluation of the models. Furthermore, qualitative statistical criteria based on contingency tables between observed and forecasted drought episodes were calculated. The results show that the lead time of forecasting for operational use depends on the SPI timescale. The hybrid spatiotemporal drought forecasting model could be operationally used for forecasting up to three months ahead for SPI short timescales (e.g. 3-6 months) up to six months ahead for large SPI timescales (e.g. 24 months). The above findings could be useful in developing a drought preparedness plan in the region.

  11. Near-infrared spectroscopic monitoring of a series of industrial batch processes using a bilinear grey model.

    Science.gov (United States)

    van Sprang, Eric N M; Ramaker, Henk-Jan; Westerhuis, Johan A; Smilde, Age K; Gurden, Stephen P; Wienke, Dietrich

    2003-08-01

    A good process understanding is the foundation for process optimization, process monitoring, end-point detection, and estimation of the end-product quality. Performing good process measurements and the construction of process models will contribute to a better process understanding. To improve the process knowledge it is common to build process models. These models are often based on first principles such as kinetic rates or mass balances. These types of models are also known as hard or white models. White models are characterized by being generally applicable but often having only a reasonable fit to real process data. Other commonly used types of models are empirical or black-box models such as regression and neural nets. Black-box models are characterized by having a good data fit but they lack a chemically meaningful model interpretation. Alternative models are grey models, which are combinations of white models and black models. The aim of a grey model is to combine the advantages of both black-box models and white models. In a qualitative case study of monitoring industrial batches using near-infrared (NIR) spectroscopy, it is shown that grey models are a good tool for detecting batch-to-batch variations and an excellent tool for process diagnosis compared to common spectroscopic monitoring tools.

  12. Lithium-ion battery remaining useful life prediction based on grey support vector machines

    Directory of Open Access Journals (Sweden)

    Xiaogang Li

    2015-12-01

    Full Text Available In this article, an improved grey prediction model is proposed to address low-accuracy prediction issue of grey forecasting model. The first step is using a trigonometric function to transform the original data sequence to smooth the data, which is called smoothness of grey prediction model, and then a grey support vector machine model by integrating the improved grey model with support vector machine is introduced. At the initial stage of the model, trigonometric functions and accumulation generation operation can be used to preprocess the data, which enhances the smoothness of the data and reduces the associated randomness. In addition, support vector machine is implemented to establish a prediction model for the pre-processed data and select the optimal model parameters via genetic algorithms. Finally, the data are restored through the ‘regressive generate’ operation to obtain the forecasting data. To prove that the grey support vector machine model is superior to the other models, the battery life data from the Center for Advanced Life Cycle Engineering are selected, and the presented model is used to predict the remaining useful life of the battery. The predicted result is compared to that of grey model and support vector machines. For a more intuitive comparison of the three models, this article quantifies the root mean square errors for these three different models in the case of different ratio of training samples and prediction samples. The results show that the effect of grey support vector machine model is optimal, and the corresponding root mean square error is only 3.18%.

  13. Network Bandwidth Utilization Forecast Model on High Bandwidth Network

    Energy Technology Data Exchange (ETDEWEB)

    Yoo, Wucherl; Sim, Alex

    2014-07-07

    With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2percent. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

  14. Network bandwidth utilization forecast model on high bandwidth networks

    Energy Technology Data Exchange (ETDEWEB)

    Yoo, Wuchert (William) [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Sim, Alex [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)

    2015-03-30

    With the increasing number of geographically distributed scientific collaborations and the scale of the data size growth, it has become more challenging for users to achieve the best possible network performance on a shared network. We have developed a forecast model to predict expected bandwidth utilization for high-bandwidth wide area network. The forecast model can improve the efficiency of resource utilization and scheduling data movements on high-bandwidth network to accommodate ever increasing data volume for large-scale scientific data applications. Univariate model is developed with STL and ARIMA on SNMP path utilization data. Compared with traditional approach such as Box-Jenkins methodology, our forecast model reduces computation time by 83.2%. It also shows resilience against abrupt network usage change. The accuracy of the forecast model is within the standard deviation of the monitored measurements.

  15. Forecast of useful energy for the TIMES-Norway model

    International Nuclear Information System (INIS)

    Rosenberg, Eva

    2012-01-01

    A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)

  16. Forecast of useful energy for the TIMES-Norway model

    Energy Technology Data Exchange (ETDEWEB)

    Rosenberg, Eva

    2012-07-25

    A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)

  17. A grey NGM(1,1, k) self-memory coupling prediction model for energy consumption prediction.

    Science.gov (United States)

    Guo, Xiaojun; Liu, Sifeng; Wu, Lifeng; Tang, Lingling

    2014-01-01

    Energy consumption prediction is an important issue for governments, energy sector investors, and other related corporations. Although there are several prediction techniques, selection of the most appropriate technique is of vital importance. As for the approximate nonhomogeneous exponential data sequence often emerging in the energy system, a novel grey NGM(1,1, k) self-memory coupling prediction model is put forward in order to promote the predictive performance. It achieves organic integration of the self-memory principle of dynamic system and grey NGM(1,1, k) model. The traditional grey model's weakness as being sensitive to initial value can be overcome by the self-memory principle. In this study, total energy, coal, and electricity consumption of China is adopted for demonstration by using the proposed coupling prediction technique. The results show the superiority of NGM(1,1, k) self-memory coupling prediction model when compared with the results from the literature. Its excellent prediction performance lies in that the proposed coupling model can take full advantage of the systematic multitime historical data and catch the stochastic fluctuation tendency. This work also makes a significant contribution to the enrichment of grey prediction theory and the extension of its application span.

  18. A Grey NGM(1,1, k) Self-Memory Coupling Prediction Model for Energy Consumption Prediction

    Science.gov (United States)

    Guo, Xiaojun; Liu, Sifeng; Wu, Lifeng; Tang, Lingling

    2014-01-01

    Energy consumption prediction is an important issue for governments, energy sector investors, and other related corporations. Although there are several prediction techniques, selection of the most appropriate technique is of vital importance. As for the approximate nonhomogeneous exponential data sequence often emerging in the energy system, a novel grey NGM(1,1, k) self-memory coupling prediction model is put forward in order to promote the predictive performance. It achieves organic integration of the self-memory principle of dynamic system and grey NGM(1,1, k) model. The traditional grey model's weakness as being sensitive to initial value can be overcome by the self-memory principle. In this study, total energy, coal, and electricity consumption of China is adopted for demonstration by using the proposed coupling prediction technique. The results show the superiority of NGM(1,1, k) self-memory coupling prediction model when compared with the results from the literature. Its excellent prediction performance lies in that the proposed coupling model can take full advantage of the systematic multitime historical data and catch the stochastic fluctuation tendency. This work also makes a significant contribution to the enrichment of grey prediction theory and the extension of its application span. PMID:25054174

  19. A hierarchical spatiotemporal analog forecasting model for count data.

    Science.gov (United States)

    McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua

    2018-01-01

    Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.

  20. Mean Bias in Seasonal Forecast Model and ENSO Prediction Error.

    Science.gov (United States)

    Kim, Seon Tae; Jeong, Hye-In; Jin, Fei-Fei

    2017-07-20

    This study uses retrospective forecasts made using an APEC Climate Center seasonal forecast model to investigate the cause of errors in predicting the amplitude of El Niño Southern Oscillation (ENSO)-driven sea surface temperature variability. When utilizing Bjerknes coupled stability (BJ) index analysis, enhanced errors in ENSO amplitude with forecast lead times are found to be well represented by those in the growth rate estimated by the BJ index. ENSO amplitude forecast errors are most strongly associated with the errors in both the thermocline slope response and surface wind response to forcing over the tropical Pacific, leading to errors in thermocline feedback. This study concludes that upper ocean temperature bias in the equatorial Pacific, which becomes more intense with increasing lead times, is a possible cause of forecast errors in the thermocline feedback and thus in ENSO amplitude.

  1. A forecasting model of gaming revenues in Clark County, Nevada

    International Nuclear Information System (INIS)

    Edwards, B.; Bando, A.; Basset, G.; Rosen, A.; Meenan, C.; Carlson, J.

    1992-01-01

    This paper describes the Western Area Gaming and Economic Response Simulator (WAGERS), a forecasting model that emphasizes the role of the gaming industry in Clark County, Nevada. It is designed to generate forecasts of gaming revenues in Clark County, whose regional economy is dominated by the gaming industry, and identify the exogenous variables that affect gaming revenues. This model will provide baseline forecasts of Clark County gaming revenues in order to assess changes in gaming related economic activity resulting from future events like the siting of a permanent high-level radioactive waste repository at Yucca Mountain

  2. Forecasting daily meteorological time series using ARIMA and regression models

    Science.gov (United States)

    Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

    2018-04-01

    The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

  3. A forecasting model of gaming revenues in Clark County, Nevada

    International Nuclear Information System (INIS)

    Edwards, B.; Bando, A.; Bassett, G.; Rosen, A.; Carlson, J.; Meenan, C.

    1992-01-01

    This paper describes the Western Area Gaining and Economic Response Simulator (WAGERS), a forecasting model that emphasizes the role of the gaming industry in Clark County, Nevada. It is designed to generate forecasts of gaming revenues in Clark County, whose regional economy is dominated by the gaming industry, an identify the exogenous variables that affect gaming revenues. This model will provide baseline forecasts of Clark County gaming revenues in order to assess changes in gaming related economic activity resulting from future events like the siting of a permanent high-level radioactive waste repository at Yucca Mountain

  4. A forecasting model of gaming revenues in Clark County, Nevada

    Energy Technology Data Exchange (ETDEWEB)

    Edwards, B.; Bando, A.; Bassett, G.; Rosen, A. [Argonne National Lab., IL (United States); Carlson, J.; Meenan, C. [Science Applications International Corp., Las Vegas, NV (United States)

    1992-04-01

    This paper describes the Western Area Gaming and Economic Response Simulator (WAGERS), a forecasting model that emphasizes the role of the gaming industry in Clark County, Nevada. It is designed to generate forecasts of gaming revenues in Clark County, whose regional economy is dominated by the gaming industry, an identify the exogenous variables that affect gaming revenues. This model will provide baseline forecasts of Clark County gaming revenues in order to assess changes in gaming related economic activity resulting from future events like the siting of a permanent high-level radioactive waste repository at Yucca Mountain.

  5. A Grey NGM(1,1,k Self-Memory Coupling Prediction Model for Energy Consumption Prediction

    Directory of Open Access Journals (Sweden)

    Xiaojun Guo

    2014-01-01

    Full Text Available Energy consumption prediction is an important issue for governments, energy sector investors, and other related corporations. Although there are several prediction techniques, selection of the most appropriate technique is of vital importance. As for the approximate nonhomogeneous exponential data sequence often emerging in the energy system, a novel grey NGM(1,1,k self-memory coupling prediction model is put forward in order to promote the predictive performance. It achieves organic integration of the self-memory principle of dynamic system and grey NGM(1,1,k model. The traditional grey model’s weakness as being sensitive to initial value can be overcome by the self-memory principle. In this study, total energy, coal, and electricity consumption of China is adopted for demonstration by using the proposed coupling prediction technique. The results show the superiority of NGM(1,1,k self-memory coupling prediction model when compared with the results from the literature. Its excellent prediction performance lies in that the proposed coupling model can take full advantage of the systematic multitime historical data and catch the stochastic fluctuation tendency. This work also makes a significant contribution to the enrichment of grey prediction theory and the extension of its application span.

  6. Human-model hybrid Korean air quality forecasting system.

    Science.gov (United States)

    Chang, Lim-Seok; Cho, Ara; Park, Hyunju; Nam, Kipyo; Kim, Deokrae; Hong, Ji-Hyoung; Song, Chang-Keun

    2016-09-01

    The Korean national air quality forecasting system, consisting of the Weather Research and Forecasting, the Sparse Matrix Operator Kernel Emissions, and the Community Modeling and Analysis (CMAQ), commenced from August 31, 2013 with target pollutants of particulate matters (PM) and ozone. Factors contributing to PM forecasting accuracy include CMAQ inputs of meteorological field and emissions, forecasters' capacity, and inherent CMAQ limit. Four numerical experiments were conducted including two global meteorological inputs from the Global Forecast System (GFS) and the Unified Model (UM), two emissions from the Model Intercomparison Study Asia (MICS-Asia) and the Intercontinental Chemical Transport Experiment (INTEX-B) for the Northeast Asia with Clear Air Policy Support System (CAPSS) for South Korea, and data assimilation of the Monitoring Atmospheric Composition and Climate (MACC). Significant PM underpredictions by using both emissions were found for PM mass and major components (sulfate and organic carbon). CMAQ predicts PM2.5 much better than PM10 (NMB of PM2.5: -20~-25%, PM10: -43~-47%). Forecasters' error usually occurred at the next day of high PM event. Once CMAQ fails to predict high PM event the day before, forecasters are likely to dismiss the model predictions on the next day which turns out to be true. The best combination of CMAQ inputs is the set of UM global meteorological field, MICS-Asia and CAPSS 2010 emissions with the NMB of -12.3%, the RMSE of 16.6μ/m(3) and the R(2) of 0.68. By using MACC data as an initial and boundary condition, the performance skill of CMAQ would be improved, especially in the case of undefined coarse emission. A variety of methods such as ensemble and data assimilation are considered to improve further the accuracy of air quality forecasting, especially for high PM events to be comparable to for all cases. The growing utilization of the air quality forecast induced the public strongly to demand that the accuracy of the

  7. Medium Range Forecast (MRF) and Nested Grid Model (NGM)

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — The Nested Grid Model (NGM) and Medium Range Forecast (MRF) Archive is historical digital data set DSI-6140, archived at the NOAA National Centers for Environmental...

  8. Empirical evaluation of a forecasting model for successful facilitation ...

    African Journals Online (AJOL)

    During 2000 the annual Facilitator Customer Satisfaction Survey was ... the forecasting model is successful concerning the CSI value and a high positive linear ... namely that of human behaviour to incorporate other influences than just the ...

  9. forecasting with nonlinear time series model: a monte-carlo

    African Journals Online (AJOL)

    PUBLICATIONS1

    Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.

  10. Development of rainfall-runoff forecast model | Oyebode | Journal of ...

    African Journals Online (AJOL)

    ... and meterological variables involved in rainfall-runoff process to improve forecast accuracy of rainfallrunoff. ... The simulation was done using MATLAB® 7.0. The simulation results showed that neurofuzzy-based model has higher coefficient ...

  11. Evaluation and Application of the Weather Research and Forecast Model

    National Research Council Canada - National Science Library

    Passner, Jeffrey E

    2007-01-01

    ... by the U.S. Army Research Laboratory (ARL) to determine how accurate and robust the model is under a variety of meteorological conditions, with an emphasis on fine resolution, short-range forecasts in complex terrain...

  12. Probabilistic online runoff forecasting for urban catchments using inputs from rain gauges as well as statically and dynamically adjusted weather radar

    DEFF Research Database (Denmark)

    Löwe, Roland; Thorndahl, Søren; Mikkelsen, Peter Steen

    2014-01-01

    We investigate the application of rainfall observations and forecasts from rain gauges and weather radar as input to operational urban runoff forecasting models. We apply lumped rainfall runoff models implemented in a stochastic grey-box modelling framework. Different model structures are conside......We investigate the application of rainfall observations and forecasts from rain gauges and weather radar as input to operational urban runoff forecasting models. We apply lumped rainfall runoff models implemented in a stochastic grey-box modelling framework. Different model structures...

  13. Formation of an Integrated Stock Price Forecast Model in Lithuania

    Directory of Open Access Journals (Sweden)

    Audrius Dzikevičius

    2016-12-01

    Full Text Available Technical and fundamental analyses are widely used to forecast stock prices due to lack of knowledge of other modern models and methods such as Residual Income Model, ANN-APGARCH, Support Vector Machine, Probabilistic Neural Network and Genetic Fuzzy Systems. Although stock price forecast models integrating both technical and fundamental analyses are currently used widely, their integration is not justified comprehensively enough. This paper discusses theoretical one-factor and multi-factor stock price forecast models already applied by investors at a global level and determines possibility to create and apply practically a stock price forecast model which integrates fundamental and technical analysis with the reference to the Lithuanian stock market. The research is aimed to determine the relationship between stock prices of the 14 Lithuanian companies listed in the Main List by the Nasdaq OMX Baltic and various fundamental variables. Based on correlation and regression analysis results and application of c-Squared Test, ANOVA method, a general stock price forecast model is generated. This paper discusses practical implications how the developed model can be used to forecast stock prices by individual investors and suggests additional check measures.

  14. Modelling and forecasting Turkish residential electricity demand

    International Nuclear Information System (INIS)

    Dilaver, Zafer; Hunt, Lester C

    2011-01-01

    This research investigates the relationship between Turkish residential electricity consumption, household total final consumption expenditure and residential electricity prices by applying the structural time series model to annual data over the period from 1960 to 2008. Household total final consumption expenditure, real energy prices and an underlying energy demand trend are found to be important drivers of Turkish residential electricity demand with the estimated short run and the long run total final consumption expenditure elasticities being 0.38 and 1.57, respectively, and the estimated short run and long run price elasticities being -0.09 and -0.38, respectively. Moreover, the estimated underlying energy demand trend, (which, as far as is known, has not been investigated before for the Turkish residential sector) should be of some benefit to Turkish decision makers in terms of energy planning. It provides information about the impact of past policies, the influence of technical progress, the impacts of changes in consumer behaviour and the effects of changes in economic structure. Furthermore, based on the estimated equation, and different forecast assumptions, it is predicted that Turkish residential electricity demand will be somewhere between 48 and 80 TWh by 2020 compared to 40 TWh in 2008. - Research highlights: → Estimated short run and long run expenditure elasticities of 0.38 and 1.57, respectively. → Estimated short run and long run price elasticities of -0.09 and -0.38, respectively. → Estimated UEDT has increasing (i.e. energy using) and decreasing (i.e. energy saving) periods. → Predicted Turkish residential electricity demand between 48 and 80 TWh in 2020.

  15. Real-time process optimization based on grey-box neural models

    Directory of Open Access Journals (Sweden)

    F. A. Cubillos

    2007-09-01

    Full Text Available This paper investigates the feasibility of using grey-box neural models (GNM in Real Time Optimization (RTO. These models are based on a suitable combination of fundamental conservation laws and neural networks, being used in at least two different ways: to complement available phenomenological knowledge with empirical information, or to reduce dimensionality of complex rigorous physical models. We have observed that the benefits of using these simple adaptable models are counteracted by some difficulties associated with the solution of the optimization problem. Nonlinear Programming (NLP algorithms failed in finding the global optimum due to the fact that neural networks can introduce multimodal objective functions. One alternative considered to solve this problem was the use of some kind of evolutionary algorithms, like Genetic Algorithms (GA. Although these algorithms produced better results in terms of finding the appropriate region, they took long periods of time to reach the global optimum. It was found that a combination of genetic and nonlinear programming algorithms can be use to fast obtain the optimum solution. The proposed approach was applied to the Williams-Otto reactor, considering three different GNM models of increasing complexity. Results demonstrated that the use of GNM models and mixed GA/NLP optimization algorithms is a promissory approach for solving dynamic RTO problems.

  16. Inventory model using bayesian dynamic linear model for demand forecasting

    Directory of Open Access Journals (Sweden)

    Marisol Valencia-Cárdenas

    2014-12-01

    Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti

  17. Research and Application of a Hybrid Forecasting Model Based on Data Decomposition for Electrical Load Forecasting

    Directory of Open Access Journals (Sweden)

    Yuqi Dong

    2016-12-01

    Full Text Available Accurate short-term electrical load forecasting plays a pivotal role in the national economy and people’s livelihood through providing effective future plans and ensuring a reliable supply of sustainable electricity. Although considerable work has been done to select suitable models and optimize the model parameters to forecast the short-term electrical load, few models are built based on the characteristics of time series, which will have a great impact on the forecasting accuracy. For that reason, this paper proposes a hybrid model based on data decomposition considering periodicity, trend and randomness of the original electrical load time series data. Through preprocessing and analyzing the original time series, the generalized regression neural network optimized by genetic algorithm is used to forecast the short-term electrical load. The experimental results demonstrate that the proposed hybrid model can not only achieve a good fitting ability, but it can also approximate the actual values when dealing with non-linear time series data with periodicity, trend and randomness.

  18. Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

    Directory of Open Access Journals (Sweden)

    Piotr Białowolski

    2012-03-01

    Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period.  Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.

  19. Coastal and Riverine Flood Forecast Model powered by ADCIRC

    Science.gov (United States)

    Khalid, A.; Ferreira, C.

    2017-12-01

    Coastal flooding is becoming a major threat to increased population in the coastal areas. To protect coastal communities from tropical storms & hurricane damages, early warning systems are being developed. These systems have the capability of real time flood forecasting to identify hazardous coastal areas and aid coastal communities in rescue operations. State of the art hydrodynamic models forced by atmospheric forcing have given modelers the ability to forecast storm surge, water levels and currents. This helps to identify the areas threatened by intense storms. Study on Chesapeake Bay area has gained national importance because of its combined riverine and coastal phenomenon, which leads to greater uncertainty in flood predictions. This study presents an automated flood forecast system developed by following Advanced Circulation (ADCIRC) Surge Guidance System (ASGS) guidelines and tailored to take in riverine and coastal boundary forcing, thus includes all the hydrodynamic processes to forecast total water in the Potomac River. As studies on tidal and riverine flow interaction are very scarce in number, our forecast system would be a scientific tool to examine such area and fill the gaps with precise prediction for Potomac River. Real-time observations from National Oceanic and Atmospheric Administration (NOAA) and field measurements have been used as model boundary feeding. The model performance has been validated by using major historical riverine and coastal flooding events. Hydrodynamic model ADCIRC produced promising predictions for flood inundation areas. As better forecasts can be achieved by using coupled models, this system is developed to take boundary conditions from Global WaveWatchIII for the research purposes. Wave and swell propagation will be fed through Global WavewatchIII model to take into account the effects of swells and currents. This automated forecast system is currently undergoing rigorous testing to include any missing parameters which

  20. ECONOMIC FORECASTS BASED ON ECONOMETRIC MODELS USING EViews 5

    Directory of Open Access Journals (Sweden)

    Cornelia TomescuDumitrescu,

    2009-05-01

    Full Text Available The forecast of evolution of economic phenomena represent on the most the final objective of econometrics. It withal represent a real attempt of validity elaborate model. Unlike the forecasts based on the study of temporal series which have an recognizable inertial character the forecasts generated by econometric model with simultaneous equations are after to contour the future of ones of important economic variables toward the direct and indirect influences bring the bear on their about exogenous variables. For the relief of the calculus who the realization of the forecasts based on the econometric models its suppose is indicate the use of the specialized informatics programs. One of this is the EViews which is applied because it reduces significant the time who is destined of the econometric analysis and it assure a high accuracy of calculus and of the interpretation of results.

  1. A Comparative Study Of Stock Price Forecasting Using Nonlinear Models

    Directory of Open Access Journals (Sweden)

    Diteboho Xaba

    2017-03-01

    Full Text Available This study compared the in-sample forecasting accuracy of three forecasting nonlinear models namely: the Smooth Transition Regression (STR model, the Threshold Autoregressive (TAR model and the Markov-switching Autoregressive (MS-AR model. Nonlinearity tests were used to confirm the validity of the assumptions of the study. The study used model selection criteria, SBC to select the optimal lag order and for the selection of appropriate models. The Mean Square Error (MSE, Mean Absolute Error (MAE and Root Mean Square Error (RMSE served as the error measures in evaluating the forecasting ability of the models. The MS-AR models proved to perform well with lower error measures as compared to LSTR and TAR models in most cases.

  2. Coupling meteorological and hydrological models for flood forecasting

    Directory of Open Access Journals (Sweden)

    Bartholmes

    2005-01-01

    Full Text Available This paper deals with the problem of analysing the coupling of meteorological meso-scale quantitative precipitation forecasts with distributed rainfall-runoff models to extend the forecasting horizon. Traditionally, semi-distributed rainfall-runoff models have been used for real time flood forecasting. More recently, increased computer capabilities allow the utilisation of distributed hydrological models with mesh sizes from tenths of metres to a few kilometres. On the other hand, meteorological models, providing the quantitative precipitation forecast, tend to produce average values on meshes ranging from slightly less than 10 to 200 kilometres. Therefore, to improve the quality of flood forecasts, the effects of coupling the meteorological and the hydrological models at different scales were analysed. A distributed hydrological model (TOPKAPI was developed and calibrated using a 1x1 km mesh for the case of the river Po closed at Ponte Spessa (catchment area c. 37000 km2. The model was then coupled with several other European meteorological models ranging from the Limited Area Models (provided by DMI and DWD with resolutions from 0.0625° * 0.0625°, to the ECMWF ensemble predictions with a resolution of 1.85° * 1.85°. Interesting results, describing the coupled model behaviour, are available for a meteorological extreme event in Northern Italy (Nov. 1994. The results demonstrate the poor reliability of the quantitative precipitation forecasts produced by meteorological models presently available; this is not resolved using the Ensemble Forecasting technique, when compared with results obtainable with measured rainfall.

  3. Meteoroid Environment Modeling: the Meteoroid Engineering Model and Shower Forecasting

    Science.gov (United States)

    Moorhead, Althea V.

    2017-01-01

    The meteoroid environment is often divided conceptually into meteor showers plus a sporadic background component. The sporadic complex poses the bulk of the risk to spacecraft, but showers can produce significant short-term enhancements of the meteoroid flux. The Meteoroid Environment Office (MEO) has produced two environment models to handle these cases: the Meteoroid Engineering Model (MEM) and an annual meteor shower forecast. Both MEM and the forecast are used by multiple manned spaceflight projects in their meteoroid risk evaluation, and both tools are being revised to incorporate recent meteor velocity, density, and timing measurements. MEM describes the sporadic meteoroid complex and calculates the flux, speed, and directionality of the meteoroid environment relative to a user-supplied spacecraft trajectory, taking the spacecraft's motion into account. MEM is valid in the inner solar system and offers near-Earth and cis-lunar environments. While the current version of MEM offers a nominal meteoroid environment corresponding to a single meteoroid bulk density, the next version of MEMR3 will offer both flux uncertainties and a density distribution in addition to a revised near-Earth environment. We have updated the near-Earth meteor speed distribution and have made the first determination of uncertainty in this distribution. We have also derived a meteor density distribution from the work of Kikwaya et al. (2011). The annual meteor shower forecast takes the form of a report and data tables that can be used in conjunction with an existing MEM assessment. Fluxes are typically quoted to a constant limiting kinetic energy in order to comport with commonly used ballistic limit equations. For the 2017 annual forecast, the MEO substantially revised the list of showers and their characteristics using 14 years of meteor flux measurements from the Canadian Meteor Orbit Radar (CMOR). Defunct or insignificant showers were removed and the temporal profiles of many showers

  4. Predicting Urban Medical Services Demand in China: An Improved Grey Markov Chain Model by Taylor Approximation.

    Science.gov (United States)

    Duan, Jinli; Jiao, Feng; Zhang, Qishan; Lin, Zhibin

    2017-08-06

    The sharp increase of the aging population has raised the pressure on the current limited medical resources in China. To better allocate resources, a more accurate prediction on medical service demand is very urgently needed. This study aims to improve the prediction on medical services demand in China. To achieve this aim, the study combines Taylor Approximation into the Grey Markov Chain model, and develops a new model named Taylor-Markov Chain GM (1,1) (T-MCGM (1,1)). The new model has been tested by adopting the historical data, which includes the medical service on treatment of diabetes, heart disease, and cerebrovascular disease from 1997 to 2015 in China. The model provides a predication on medical service demand of these three types of disease up to 2022. The results reveal an enormous growth of urban medical service demand in the future. The findings provide practical implications for the Health Administrative Department to allocate medical resources, and help hospitals to manage investments on medical facilities.

  5. Comparison on the forecast model of landfill surface

    International Nuclear Information System (INIS)

    Zhou Xiaozhi; Sang Shuxun; Cao Liwen; Ji Xiaoyan

    2010-01-01

    Using four large-scale simulated landfill equipments, indoor parallel simulation landfill experiment was carried out. By monitoring the cumulative settlement of MSW, comparable researches indicate the actual effects of 'empirical model' and 'biodegradation model' on landfill surface settlement forecast, and the optimization measures are proposed on the basis of model defects analysis. Research leaded to following results: To the short-term prediction of MSW settlement, two types of models all have satisfactory predictive validity. When performing medium and long-term prediction, 'empirical model' predicted a significant deviation from the actual, and the forecasting error of 'biodegradation model' is also gradually enlarge with the extending forecast period. For optimizing these two types of model, long-term surface settlement monitoring is fundamental method, and constantly modify the model parameters is the key according to the dynamic monitoring data. (authors)

  6. A complex autoregressive model and application to monthly temperature forecasts

    Directory of Open Access Journals (Sweden)

    X. Gu

    2005-11-01

    Full Text Available A complex autoregressive model was established based on the mathematic derivation of the least squares for the complex number domain which is referred to as the complex least squares. The model is different from the conventional way that the real number and the imaginary number are separately calculated. An application of this new model shows a better forecast than forecasts from other conventional statistical models, in predicting monthly temperature anomalies in July at 160 meteorological stations in mainland China. The conventional statistical models include an autoregressive model, where the real number and the imaginary number are separately disposed, an autoregressive model in the real number domain, and a persistence-forecast model.

  7. Application of Markov Model in Crude Oil Price Forecasting

    Directory of Open Access Journals (Sweden)

    Nuhu Isah

    2017-08-01

    Full Text Available Crude oil is an important energy commodity to mankind. Several causes have made crude oil prices to be volatile. The fluctuation of crude oil prices has affected many related sectors and stock market indices. Hence, forecasting the crude oil prices is essential to avoid the future prices of the non-renewable natural resources to rise. In this study, daily crude oil prices data was obtained from WTI dated 2 January to 29 May 2015. We used Markov Model (MM approach in forecasting the crude oil prices. In this study, the analyses were done using EViews and Maple software where the potential of this software in forecasting daily crude oil prices time series data was explored. Based on the study, we concluded that MM model is able to produce accurate forecast based on a description of history patterns in crude oil prices.

  8. A model for Long-term Industrial Energy Forecasting (LIEF)

    Energy Technology Data Exchange (ETDEWEB)

    Ross, M. [Lawrence Berkeley Lab., CA (United States)]|[Michigan Univ., Ann Arbor, MI (United States). Dept. of Physics]|[Argonne National Lab., IL (United States). Environmental Assessment and Information Sciences Div.; Hwang, R. [Lawrence Berkeley Lab., CA (United States)

    1992-02-01

    The purpose of this report is to establish the content and structural validity of the Long-term Industrial Energy Forecasting (LIEF) model, and to provide estimates for the model`s parameters. The model is intended to provide decision makers with a relatively simple, yet credible tool to forecast the impacts of policies which affect long-term energy demand in the manufacturing sector. Particular strengths of this model are its relative simplicity which facilitates both ease of use and understanding of results, and the inclusion of relevant causal relationships which provide useful policy handles. The modeling approach of LIEF is intermediate between top-down econometric modeling and bottom-up technology models. It relies on the following simple concept, that trends in aggregate energy demand are dependent upon the factors: (1) trends in total production; (2) sectoral or structural shift, that is, changes in the mix of industrial output from energy-intensive to energy non-intensive sectors; and (3) changes in real energy intensity due to technical change and energy-price effects as measured by the amount of energy used per unit of manufacturing output (KBtu per constant $ of output). The manufacturing sector is first disaggregated according to their historic output growth rates, energy intensities and recycling opportunities. Exogenous, macroeconomic forecasts of individual subsector growth rates and energy prices can then be combined with endogenous forecasts of real energy intensity trends to yield forecasts of overall energy demand. 75 refs.

  9. On the effect of model parameters on forecast objects

    Science.gov (United States)

    Marzban, Caren; Jones, Corinne; Li, Ning; Sandgathe, Scott

    2018-04-01

    Many physics-based numerical models produce a gridded, spatial field of forecasts, e.g., a temperature map. The field for some quantities generally consists of spatially coherent and disconnected objects. Such objects arise in many problems, including precipitation forecasts in atmospheric models, eddy currents in ocean models, and models of forest fires. Certain features of these objects (e.g., location, size, intensity, and shape) are generally of interest. Here, a methodology is developed for assessing the impact of model parameters on the features of forecast objects. The main ingredients of the methodology include the use of (1) Latin hypercube sampling for varying the values of the model parameters, (2) statistical clustering algorithms for identifying objects, (3) multivariate multiple regression for assessing the impact of multiple model parameters on the distribution (across the forecast domain) of object features, and (4) methods for reducing the number of hypothesis tests and controlling the resulting errors. The final output of the methodology is a series of box plots and confidence intervals that visually display the sensitivities. The methodology is demonstrated on precipitation forecasts from a mesoscale numerical weather prediction model.

  10. Wavelet regression model in forecasting crude oil price

    Science.gov (United States)

    Hamid, Mohd Helmie; Shabri, Ani

    2017-05-01

    This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

  11. Functional dynamic factor models with application to yield curve forecasting

    KAUST Repository

    Hays, Spencer

    2012-09-01

    Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for yield curve forecasting has been elusive, and prior attempts often resulted in a trade-off between goodness of fit and consistency with economic theory. To address this, herein we propose a novel formulation which connects the dynamic factor model (DFM) framework with concepts from functional data analysis: a DFM with functional factor loading curves. This results in a model capable of forecasting functional time series. Further, in the yield curve context we show that the model retains economic interpretation. Model estimation is achieved through an expectation- maximization algorithm, where the time series parameters and factor loading curves are simultaneously estimated in a single step. Efficient computing is implemented and a data-driven smoothing parameter is nicely incorporated. We show that our model performs very well on forecasting actual yield data compared with existing approaches, especially in regard to profit-based assessment for an innovative trading exercise. We further illustrate the viability of our model to applications outside of yield forecasting.

  12. A model for Long-term Industrial Energy Forecasting (LIEF)

    Energy Technology Data Exchange (ETDEWEB)

    Ross, M. (Lawrence Berkeley Lab., CA (United States) Michigan Univ., Ann Arbor, MI (United States). Dept. of Physics Argonne National Lab., IL (United States). Environmental Assessment and Information Sciences Div.); Hwang, R. (Lawrence Berkeley Lab., CA (United States))

    1992-02-01

    The purpose of this report is to establish the content and structural validity of the Long-term Industrial Energy Forecasting (LIEF) model, and to provide estimates for the model's parameters. The model is intended to provide decision makers with a relatively simple, yet credible tool to forecast the impacts of policies which affect long-term energy demand in the manufacturing sector. Particular strengths of this model are its relative simplicity which facilitates both ease of use and understanding of results, and the inclusion of relevant causal relationships which provide useful policy handles. The modeling approach of LIEF is intermediate between top-down econometric modeling and bottom-up technology models. It relies on the following simple concept, that trends in aggregate energy demand are dependent upon the factors: (1) trends in total production; (2) sectoral or structural shift, that is, changes in the mix of industrial output from energy-intensive to energy non-intensive sectors; and (3) changes in real energy intensity due to technical change and energy-price effects as measured by the amount of energy used per unit of manufacturing output (KBtu per constant $ of output). The manufacturing sector is first disaggregated according to their historic output growth rates, energy intensities and recycling opportunities. Exogenous, macroeconomic forecasts of individual subsector growth rates and energy prices can then be combined with endogenous forecasts of real energy intensity trends to yield forecasts of overall energy demand. 75 refs.

  13. Container Throughput Forecasting Using Dynamic Factor Analysis and ARIMAX Model

    Directory of Open Access Journals (Sweden)

    Marko Intihar

    2017-11-01

    Full Text Available The paper examines the impact of integration of macroeconomic indicators on the accuracy of container throughput time series forecasting model. For this purpose, a Dynamic factor analysis and AutoRegressive Integrated Moving-Average model with eXogenous inputs (ARIMAX are used. Both methodologies are integrated into a novel four-stage heuristic procedure. Firstly, dynamic factors are extracted from external macroeconomic indicators influencing the observed throughput. Secondly, the family of ARIMAX models of different orders is generated based on the derived factors. In the third stage, the diagnostic and goodness-of-fit testing is applied, which includes statistical criteria such as fit performance, information criteria, and parsimony. Finally, the best model is heuristically selected and tested on the real data of the Port of Koper. The results show that by applying macroeconomic indicators into the forecasting model, more accurate future throughput forecasts can be achieved. The model is also used to produce future forecasts for the next four years indicating a more oscillatory behaviour in (2018-2020. Hence, care must be taken concerning any bigger investment decisions initiated from the management side. It is believed that the proposed model might be a useful reinforcement of the existing forecasting module in the observed port.

  14. Acoustic waves in the solar atmosphere. VII - Non-grey, non-LTE H(-) models

    Science.gov (United States)

    Schmitz, F.; Ulmschneider, P.; Kalkofen, W.

    1985-01-01

    The propagation and shock formation of radiatively damped acoustic waves in the solar chromosphere are studied under the assumption that H(-) is the only absorber; the opacity is non-grey. Deviations from local thermodynamic equilibrium (LTE) are permitted. The results of numerical simulations show the depth dependence of the heating by the acoustic waves to be insensitive to the mean state of the atmosphere. After the waves have developed into shocks, their energy flux decays exponentially with a constant damping length of about 1.4 times the pressure scale height, independent of initial flux and wave period. Departures from LTE have a strong influence on the mean temperature structure in dynamical chromosphere models; this is even more pronounced in models with reduced particle density - simulating conditions in magnetic flux tubes - which show significantly increased temperatures in response to mechanical heating. When the energy dissipation of the waves is sufficiently large to dissociate most of the H(-) ions, a strong temperature rise is found that is reminiscent of the temperature structure in the transition zone between chromosphere and corona; the energy flux remaining in the waves then drives mass motions.

  15. Grey-Theory-Based Optimization Model of Emergency Logistics Considering Time Uncertainty.

    Science.gov (United States)

    Qiu, Bao-Jian; Zhang, Jiang-Hua; Qi, Yuan-Tao; Liu, Yang

    2015-01-01

    Natural disasters occur frequently in recent years, causing huge casualties and property losses. Nowadays, people pay more and more attention to the emergency logistics problems. This paper studies the emergency logistics problem with multi-center, multi-commodity, and single-affected-point. Considering that the path near the disaster point may be damaged, the information of the state of the paths is not complete, and the travel time is uncertainty, we establish the nonlinear programming model that objective function is the maximization of time-satisfaction degree. To overcome these drawbacks: the incomplete information and uncertain time, this paper firstly evaluates the multiple roads of transportation network based on grey theory and selects the reliable and optimal path. Then simplify the original model under the scenario that the vehicle only follows the optimal path from the emergency logistics center to the affected point, and use Lingo software to solve it. The numerical experiments are presented to show the feasibility and effectiveness of the proposed method.

  16. A review of forecasting models for new products

    Directory of Open Access Journals (Sweden)

    Marta Mas-Machuca

    2014-02-01

    Full Text Available Purpose. The main objective of this article is to present an up-to-date review of new product forecasting techniques. Design/methodology/approach: A systematic review of forecasting journals was carried out using the ISI-Web of Knowledge database. Several articles were retrieved and examined, and forecasting techniques relevant to this study were selected and assessed. Findings: The strengths, weaknesses and applications of the main forecasting models are discussed to examine trends and set future challenges. Research limitations/implications: A theoretical reference framework for forecasting techniques classified into judgmental, consumer/market research, cause-effect and artificial intelligence is proposed. Future research can assess these models qualitatively. Practical implications: Companies are currently motivated to launch new products and thus attract new customers to expand their market share.  In order to reduce uncertainty and risk, many companies go to extra lengths to forecast sales accurately using several techniques. Originality/value: This article outlines new lines of research on the improvement of new product performance which will aid managers in decision making and allow companies to sustain their competitive advantages in this challenging world.

  17. Ensemble Prediction Model with Expert Selection for Electricity Price Forecasting

    Directory of Open Access Journals (Sweden)

    Bijay Neupane

    2017-01-01

    Full Text Available Forecasting of electricity prices is important in deregulated electricity markets for all of the stakeholders: energy wholesalers, traders, retailers and consumers. Electricity price forecasting is an inherently difficult problem due to its special characteristic of dynamicity and non-stationarity. In this paper, we present a robust price forecasting mechanism that shows resilience towards the aggregate demand response effect and provides highly accurate forecasted electricity prices to the stakeholders in a dynamic environment. We employ an ensemble prediction model in which a group of different algorithms participates in forecasting 1-h ahead the price for each hour of a day. We propose two different strategies, namely, the Fixed Weight Method (FWM and the Varying Weight Method (VWM, for selecting each hour’s expert algorithm from the set of participating algorithms. In addition, we utilize a carefully engineered set of features selected from a pool of features extracted from the past electricity price data, weather data and calendar data. The proposed ensemble model offers better results than the Autoregressive Integrated Moving Average (ARIMA method, the Pattern Sequence-based Forecasting (PSF method and our previous work using Artificial Neural Networks (ANN alone on the datasets for New York, Australian and Spanish electricity markets.

  18. Application of grey model on analyzing the passive natural circulation residual heat removal system of HTR-10

    Institute of Scientific and Technical Information of China (English)

    ZHOU Tao; PENG Changhong; WANG Zenghui; WANG Ruosu

    2008-01-01

    Using the grey correlation analysis, it can be concluded that the reactor pressure vessel wall temperature has the strongest effect on the passive residual heat removal system in HTR (High Temperature gas-cooled Reactor),the chimney height takes the second place, and the influence of inlet air temperature of the chimney is the least. This conclusion is the same as that analyzed by the traditional method. According to the grey model theory, the GM(1,1) and GM(1, 3) model are built based on the inlet air temperature of chimney, pressure vessel temperature and the chimney height. Then the effect of three factors on the heat removal power is studied in this paper. The model plays an important role on data prediction, and is a new method for studying the heat removal power. The method can provide a new theoretical analysis to the passive residual heat removal system of HTR.

  19. Evaluation of the performance of DIAS ionospheric forecasting models

    Directory of Open Access Journals (Sweden)

    Tsagouri Ioanna

    2011-08-01

    Full Text Available Nowcasting and forecasting ionospheric products and services for the European region are regularly provided since August 2006 through the European Digital upper Atmosphere Server (DIAS, http://dias.space.noa.gr. Currently, DIAS ionospheric forecasts are based on the online implementation of two models: (i the solar wind driven autoregression model for ionospheric short-term forecast (SWIF, which combines historical and real-time ionospheric observations with solar-wind parameters obtained in real time at the L1 point from NASA ACE spacecraft, and (ii the geomagnetically correlated autoregression model (GCAM, which is a time series forecasting method driven by a synthetic geomagnetic index. In this paper we investigate the operational ability and the accuracy of both DIAS models carrying out a metrics-based evaluation of their performance under all possible conditions. The analysis was established on the systematic comparison between models’ predictions with actual observations obtained over almost one solar cycle (1998–2007 at four European ionospheric locations (Athens, Chilton, Juliusruh and Rome and on the comparison of the models’ performance against two simple prediction strategies, the median- and the persistence-based predictions during storm conditions. The results verify operational validity for both models and quantify their prediction accuracy under all possible conditions in support of operational applications but also of comparative studies in assessing or expanding the current ionospheric forecasting capabilities.

  20. A structural model of age, grey matter volumes, education, and personality traits.

    Science.gov (United States)

    Kitamura, Soichiro; Yasuno, Fumihiko; Yamamoto, Akihide; Kazui, Hiroaki; Kudo, Takashi; Matsuoka, Kiwamu; Kiuchi, Kuniaki; Kosaka, Jun; Nagatsuka, Kazuyuki; Iida, Hidehiro; Kishimoto, Toshifumi

    2016-01-01

    When the relationship between ageing and changes in personality traits is considered, it is important to know how they are influenced by biological and environmental factors. The present study examined the relationships between various factors associated with the effect of ageing on personality traits, including structural changes of the brain and environmental factors such as education. We recruited 41 healthy subjects. We administered the NEO Five-Factor Inventory to assess personality factors. Magnetic resonance imaging was performed, and regional grey matter (GM) volumes were obtained. We identified associations in the correlation analysis of age, cerebral GM volume, years of education, and the personality trait of openness. Path analysis was used to estimate the relationships among these factors. The path analysis model of age, GM volume, years of education, and the personality trait of openness revealed that age has an indirect negative association with openness through GM volume and years of education. Ageing was related to a decrease in GM volume, which was in turn related to a decrease in the openness score. Older subjects generally had fewer years of education, which was related to a lower openness score. Maintaining openness against the effects of ageing is desirable, and our results imply that interventions against age-related cerebral atrophy and the promotion of opportunities for higher education may contribute to the development and stability of a healthy personality during the adult life course. © 2015 The Authors. Psychogeriatrics © 2015 Japanese Psychogeriatric Society.

  1. Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models

    Directory of Open Access Journals (Sweden)

    Hojin Lee

    2009-12-01

    Full Text Available We investigate the asymmetry between positive and negative returns in their effect on conditional variance of the stock market index and incorporate the characteristics to form an out-of-sample volatility forecast. Contrary to prior evidence, however, the results in this paper suggest that no asymmetric GARCH model is superior to basic GARCH(1,1 model. It is our prior knowledge that, for equity returns, it is unlikely that positive and negative shocks have the same impact on the volatility. In order to reflect this intuition, we implement three diagnostic tests for volatility models: the Sign Bias Test, the Negative Size Bias Test, and the Positive Size Bias Test and the tests against the alternatives of QGARCH and GJR-GARCH. The asymmetry test results indicate that the sign and the size of the unexpected return shock do not influence current volatility differently which contradicts our presumption that there are asymmetric effects in the stock market volatility. This result is in line with various diagnostic tests which are designed to determine whether the GARCH(1,1 volatility estimates adequately represent the data. The diagnostic tests in section 2 indicate that the GARCH(1,1 model for weekly KOSPI returns is robust to the misspecification test. We also investigate two representative asymmetric GARCH models, QGARCH and GJR-GARCH model, for our out-of-sample forecasting performance. The out-of-sample forecasting ability test reveals that no single model is clearly outperforming. It is seen that the GJR-GARCH and QGARCH model give mixed results in forecasting ability on all four criteria across all forecast horizons considered. Also, the predictive accuracy test of Diebold and Mariano based on both absolute and squared prediction errors suggest that the forecasts from the linear and asymmetric GARCH models need not be significantly different from each other.

  2. Air Quality Forecasts Using the NASA GEOS Model

    Science.gov (United States)

    Keller, Christoph A.; Knowland, K. Emma; Nielsen, Jon E.; Orbe, Clara; Ott, Lesley; Pawson, Steven; Saunders, Emily; Duncan, Bryan; Follette-Cook, Melanie; Liu, Junhua; hide

    2018-01-01

    We provide an introduction to a new high-resolution (0.25 degree) global composition forecast produced by NASA's Global Modeling and Assimilation office. The NASA Goddard Earth Observing System version 5 (GEOS-5) model has been expanded to provide global near-real-time forecasts of atmospheric composition at a horizontal resolution of 0.25 degrees (25 km). Previously, this combination of detailed chemistry and resolution was only provided by regional models. This system combines the operational GEOS-5 weather forecasting model with the state-of-the-science GEOS-Chem chemistry module (version 11) to provide detailed chemical analysis of a wide range of air pollutants such as ozone, carbon monoxide, nitrogen oxides, and fine particulate matter (PM2.5). The resolution of the forecasts is the highest resolution compared to current, publically-available global composition forecasts. Evaluation and validation of modeled trace gases and aerosols compared to surface and satellite observations will be presented for constituents relative to health air quality standards. Comparisons of modeled trace gases and aerosols against satellite observations show that the model produces realistic concentrations of atmospheric constituents in the free troposphere. Model comparisons against surface observations highlight the model's capability to capture the diurnal variability of air pollutants under a variety of meteorological conditions. The GEOS-5 composition forecasting system offers a new tool for scientists and the public health community, and is being developed jointly with several government and non-profit partners. Potential applications include air quality warnings, flight campaign planning and exposure studies using the archived analysis fields.

  3. An interdisciplinary approach for earthquake modelling and forecasting

    Science.gov (United States)

    Han, P.; Zhuang, J.; Hattori, K.; Ogata, Y.

    2016-12-01

    Earthquake is one of the most serious disasters, which may cause heavy casualties and economic losses. Especially in the past two decades, huge/mega earthquakes have hit many countries. Effective earthquake forecasting (including time, location, and magnitude) becomes extremely important and urgent. To date, various heuristically derived algorithms have been developed for forecasting earthquakes. Generally, they can be classified into two types: catalog-based approaches and non-catalog-based approaches. Thanks to the rapid development of statistical seismology in the past 30 years, now we are able to evaluate the performances of these earthquake forecast approaches quantitatively. Although a certain amount of precursory information is available in both earthquake catalogs and non-catalog observations, the earthquake forecast is still far from satisfactory. In most case, the precursory phenomena were studied individually. An earthquake model that combines self-exciting and mutually exciting elements was developed by Ogata and Utsu from the Hawkes process. The core idea of this combined model is that the status of the event at present is controlled by the event itself (self-exciting) and all the external factors (mutually exciting) in the past. In essence, the conditional intensity function is a time-varying Poisson process with rate λ(t), which is composed of the background rate, the self-exciting term (the information from past seismic events), and the external excitation term (the information from past non-seismic observations). This model shows us a way to integrate the catalog-based forecast and non-catalog-based forecast. Against this background, we are trying to develop a new earthquake forecast model which combines catalog-based and non-catalog-based approaches.

  4. EXCHANGE-RATES FORECASTING: EXPONENTIAL SMOOTHING TECHNIQUES AND ARIMA MODELS

    Directory of Open Access Journals (Sweden)

    Dezsi Eva

    2011-07-01

    Full Text Available Exchange rates forecasting is, and has been a challenging task in finance. Statistical and econometrical models are widely used in analysis and forecasting of foreign exchange rates. This paper investigates the behavior of daily exchange rates of the Romanian Leu against the Euro, United States Dollar, British Pound, Japanese Yen, Chinese Renminbi and the Russian Ruble. Smoothing techniques are generated and compared with each other. These models include the Simple Exponential Smoothing technique, as the Double Exponential Smoothing technique, the Simple Holt-Winters, the Additive Holt-Winters, namely the Autoregressive Integrated Moving Average model.

  5. Machine learning based switching model for electricity load forecasting

    Energy Technology Data Exchange (ETDEWEB)

    Fan, Shu; Lee, Wei-Jen [Energy Systems Research Center, The University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States); Chen, Luonan [Department of Electronics, Information and Communication Engineering, Osaka Sangyo University, 3-1-1 Nakagaito, Daito, Osaka 574-0013 (Japan)

    2008-06-15

    In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma. (author)

  6. Machine learning based switching model for electricity load forecasting

    Energy Technology Data Exchange (ETDEWEB)

    Fan Shu [Energy Systems Research Center, University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States); Chen Luonan [Department of Electronics, Information and Communication Engineering, Osaka Sangyo University, 3-1-1 Nakagaito, Daito, Osaka 574-0013 (Japan); Lee, Weijen [Energy Systems Research Center, University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States)], E-mail: wlee@uta.edu

    2008-06-15

    In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma.

  7. Machine learning based switching model for electricity load forecasting

    International Nuclear Information System (INIS)

    Fan Shu; Chen Luonan; Lee, Weijen

    2008-01-01

    In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma

  8. Lake Michigan lake trout PCB model forecast post audit

    Science.gov (United States)

    Scenario forecasts for total PCBs in Lake Michigan (LM) lake trout were conducted using the linked LM2-Toxics and LM Food Chain models, supported by a suite of additional LM models. Efforts were conducted under the Lake Michigan Mass Balance Study and the post audit represents th...

  9. Linking seasonal climate forecasts with crop models in Iberian Peninsula

    Science.gov (United States)

    Capa, Mirian; Ines, Amor; Baethgen, Walter; Rodriguez-Fonseca, Belen; Han, Eunjin; Ruiz-Ramos, Margarita

    2015-04-01

    Translating seasonal climate forecasts into agricultural production forecasts could help to establish early warning systems and to design crop management adaptation strategies that take advantage of favorable conditions or reduce the effect of adverse conditions. In this study, we use seasonal rainfall forecasts and crop models to improve predictability of wheat yield in the Iberian Peninsula (IP). Additionally, we estimate economic margins and production risks associated with extreme scenarios of seasonal rainfall forecast. This study evaluates two methods for disaggregating seasonal climate forecasts into daily weather data: 1) a stochastic weather generator (CondWG), and 2) a forecast tercile resampler (FResampler). Both methods were used to generate 100 (with FResampler) and 110 (with CondWG) weather series/sequences for three scenarios of seasonal rainfall forecasts. Simulated wheat yield is computed with the crop model CERES-wheat (Ritchie and Otter, 1985), which is included in Decision Support System for Agrotechnology Transfer (DSSAT v.4.5, Hoogenboom et al., 2010). Simulations were run at two locations in northeastern Spain where the crop model was calibrated and validated with independent field data. Once simulated yields were obtained, an assessment of farmer's gross margin for different seasonal climate forecasts was accomplished to estimate production risks under different climate scenarios. This methodology allows farmers to assess the benefits and risks of a seasonal weather forecast in IP prior to the crop growing season. The results of this study may have important implications on both, public (agricultural planning) and private (decision support to farmers, insurance companies) sectors. Acknowledgements Research by M. Capa-Morocho has been partly supported by a PICATA predoctoral fellowship of the Moncloa Campus of International Excellence (UCM-UPM) and MULCLIVAR project (CGL2012-38923-C02-02) References Hoogenboom, G. et al., 2010. The Decision

  10. Forecast model of safety economy contribution rate of China

    Institute of Scientific and Technical Information of China (English)

    LIU Li-jun; SHI Shi-liang

    2005-01-01

    It is the rational and exact computation of the safety economy contribution rate that has the far-reaching realistic meaning to the improvement of society cognition to safety and the investment to the nation safety and the national macro-safety decision-makings. The accurate function between safety inputs and outputs was obtained through a founded econometric model. Then the forecasted safety economy contribution rate is 3.01% and the forecasted ratio between safety inputs and outputs is 1:1.81 in China in 2005. And the model accords with the practice of China and the results are satisfying.

  11. A national econometric forecasting model of the dental sector.

    Science.gov (United States)

    Feldstein, P J; Roehrig, C S

    1980-01-01

    The Econometric Model of the the Dental Sector forecasts a broad range of dental sector variables, including dental care prices; the amount of care produced and consumed; employment of hygienists, dental assistants, and clericals; hours worked by dentists; dental incomes; and number of dentists. These forecasts are based upon values specified by the user for the various factors which help determine the supply an demand for dental care, such as the size of the population, per capita income, the proportion of the population covered by private dental insurance, the cost of hiring clericals and dental assistants, and relevant government policies. In a test of its reliability, the model forecast dental sector behavior quite accurately for the period 1971 through 1977. PMID:7461974

  12. Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants

    Directory of Open Access Journals (Sweden)

    Rasika Yatigammana

    2018-05-01

    Full Text Available The direction of price movements are analysed under an ordered probit framework, recognising the importance of accounting for discreteness in price changes. By extending the work of Hausman et al. (1972 and Yang and Parwada (2012,This paper focuses on improving the forecast performance of the model while infusing a more practical perspective by enhancing flexibility. This is achieved by extending the existing framework to generate short term multi period ahead forecasts for better decision making, whilst considering the serial dependence structure. This approach enhances the flexibility and adaptability of the model to future price changes, particularly targeting risk minimisation. Empirical evidence is provided, based on seven stocks listed on the Australian Securities Exchange (ASX. The prediction success varies between 78 and 91 per cent for in-sample and out-of-sample forecasts for both the short term and long term.

  13. Ionospheric scintillation forecasting model based on NN-PSO technique

    Science.gov (United States)

    Sridhar, M.; Venkata Ratnam, D.; Padma Raju, K.; Sai Praharsha, D.; Saathvika, K.

    2017-09-01

    The forecasting and modeling of ionospheric scintillation effects are crucial for precise satellite positioning and navigation applications. In this paper, a Neural Network model, trained using Particle Swarm Optimization (PSO) algorithm, has been implemented for the prediction of amplitude scintillation index (S4) observations. The Global Positioning System (GPS) and Ionosonde data available at Darwin, Australia (12.4634° S, 130.8456° E) during 2013 has been considered. The correlation analysis between GPS S4 and Ionosonde drift velocities (hmf2 and fof2) data has been conducted for forecasting the S4 values. The results indicate that forecasted S4 values closely follow the measured S4 values for both the quiet and disturbed conditions. The outcome of this work will be useful for understanding the ionospheric scintillation phenomena over low latitude regions.

  14. Evaluation Of Statistical Models For Forecast Errors From The HBV-Model

    Science.gov (United States)

    Engeland, K.; Kolberg, S.; Renard, B.; Stensland, I.

    2009-04-01

    Three statistical models for the forecast errors for inflow to the Langvatn reservoir in Northern Norway have been constructed and tested according to how well the distribution and median values of the forecasts errors fit to the observations. For the first model observed and forecasted inflows were transformed by the Box-Cox transformation before a first order autoregressive model was constructed for the forecast errors. The parameters were conditioned on climatic conditions. In the second model the Normal Quantile Transformation (NQT) was applied on observed and forecasted inflows before a similar first order autoregressive model was constructed for the forecast errors. For the last model positive and negative errors were modeled separately. The errors were first NQT-transformed before a model where the mean values were conditioned on climate, forecasted inflow and yesterday's error. To test the three models we applied three criterions: We wanted a) the median values to be close to the observed values; b) the forecast intervals to be narrow; c) the distribution to be correct. The results showed that it is difficult to obtain a correct model for the forecast errors, and that the main challenge is to account for the auto-correlation in the errors. Model 1 and 2 gave similar results, and the main drawback is that the distributions are not correct. The 95% forecast intervals were well identified, but smaller forecast intervals were over-estimated, and larger intervals were under-estimated. Model 3 gave a distribution that fits better, but the median values do not fit well since the auto-correlation is not properly accounted for. If the 95% forecast interval is of interest, Model 2 is recommended. If the whole distribution is of interest, Model 3 is recommended.

  15. FORECASTING MODEL OF GHG EMISSION IN MANUFACTURING SECTORS OF THAILAND

    Directory of Open Access Journals (Sweden)

    Pruethsan Sutthichaimethee

    2017-01-01

    Full Text Available This study aims to analyze the modeling and forecasting the GHG emission of energy consumption in manufacturing sectors. The scope of the study is to analysis energy consumption and forecasting GHG emission of energy consumption for the next 10 years (2016-2025 and 25 years (2016-2040 by using ARIMAX model from the Input-output table of Thailand. The result shows that iron and steel has the highest value of energy consumption and followed by cement, fluorite, air transport, road freight transport, hotels and places of loading, coal and lignite, petrochemical products, other manufacturing, road passenger transport, respectively. The prediction results show that these models are effective in forecasting by measured by using RMSE, MAE, and MAPE. The results forecast of each model is as follows: 1 Model 1(2,1,1 shows that GHG emission will be increasing steadily and increasing at 25.17% by the year 2025 in comparison to 2016. 2 Model 2 (2,1,2 shows that GHG emission will be rising steadily and increasing at 41.51% by the year 2040 in comparison to 2016.

  16. Coal production forecast and low carbon policies in China

    International Nuclear Information System (INIS)

    Wang Jianzhou; Dong Yao; Wu Jie; Mu Ren; Jiang He

    2011-01-01

    With rapid economic growth and industrial expansion, China consumes more coal than any other nation. Therefore, it is particularly crucial to forecast China's coal production to help managers make strategic decisions concerning China's policies intended to reduce carbon emissions and concerning the country's future needs for domestic and imported coal. Such decisions, which must consider results from forecasts, will have important national and international effects. This article proposes three improved forecasting models based on grey systems theory: the Discrete Grey Model (DGM), the Rolling DGM (RDGM), and the p value RDGM. We use the statistical data of coal production in China from 1949 to 2005 to validate the effectiveness of these improved models to forecast the data from 2006 to 2010. The performance of the models demonstrates that the p value RDGM has the best forecasting behaviour over this historical time period. Furthermore, this paper forecasts coal production from 2011 to 2015 and suggests some policies for reducing carbon and other emissions that accompany the rise in forecasted coal production. - Highlights: → Improved forecasting models make full use of the advantages of individual model. → Proposed models create commendable improvements for current research. → Proposed models do not make complicated decisions about the explicit form. → We forecast coal production of China from 2011 to 2015. → We suggest some policies for reducing carbon emissions.

  17. Coal production forecast and low carbon policies in China

    Energy Technology Data Exchange (ETDEWEB)

    Wang Jianzhou [School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000 (China); Dong Yao, E-mail: dongyao20051987@yahoo.cn [School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000 (China); Wu Jie; Mu Ren; Jiang He [School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000 (China)

    2011-10-15

    With rapid economic growth and industrial expansion, China consumes more coal than any other nation. Therefore, it is particularly crucial to forecast China's coal production to help managers make strategic decisions concerning China's policies intended to reduce carbon emissions and concerning the country's future needs for domestic and imported coal. Such decisions, which must consider results from forecasts, will have important national and international effects. This article proposes three improved forecasting models based on grey systems theory: the Discrete Grey Model (DGM), the Rolling DGM (RDGM), and the p value RDGM. We use the statistical data of coal production in China from 1949 to 2005 to validate the effectiveness of these improved models to forecast the data from 2006 to 2010. The performance of the models demonstrates that the p value RDGM has the best forecasting behaviour over this historical time period. Furthermore, this paper forecasts coal production from 2011 to 2015 and suggests some policies for reducing carbon and other emissions that accompany the rise in forecasted coal production. - Highlights: > Improved forecasting models make full use of the advantages of individual model. > Proposed models create commendable improvements for current research. > Proposed models do not make complicated decisions about the explicit form. > We forecast coal production of China from 2011 to 2015. > We suggest some policies for reducing carbon emissions.

  18. Using Bayes Model Averaging for Wind Power Forecasts

    Science.gov (United States)

    Preede Revheim, Pål; Beyer, Hans Georg

    2014-05-01

    For operational purposes predictions of the forecasts of the lumped output of groups of wind farms spread over larger geographic areas will often be of interest. A naive approach is to make forecasts for each individual site and sum them up to get the group forecast. It is however well documented that a better choice is to use a model that also takes advantage of spatial smoothing effects. It might however be the case that some sites tends to more accurately reflect the total output of the region, either in general or for certain wind directions. It will then be of interest giving these a greater influence over the group forecast. Bayesian model averaging (BMA) is a statistical post-processing method for producing probabilistic forecasts from ensembles. Raftery et al. [1] show how BMA can be used for statistical post processing of forecast ensembles, producing PDFs of future weather quantities. The BMA predictive PDF of a future weather quantity is a weighted average of the ensemble members' PDFs, where the weights can be interpreted as posterior probabilities and reflect the ensemble members' contribution to overall forecasting skill over a training period. In Revheim and Beyer [2] the BMA procedure used in Sloughter, Gneiting and Raftery [3] were found to produce fairly accurate PDFs for the future mean wind speed of a group of sites from the single sites wind speeds. However, when the procedure was attempted applied to wind power it resulted in either problems with the estimation of the parameters (mainly caused by longer consecutive periods of no power production) or severe underestimation (mainly caused by problems with reflecting the power curve). In this paper the problems that arose when applying BMA to wind power forecasting is met through two strategies. First, the BMA procedure is run with a combination of single site wind speeds and single site wind power production as input. This solves the problem with longer consecutive periods where the input data

  19. Model for Adjustment of Aggregate Forecasts using Fuzzy Logic

    Directory of Open Access Journals (Sweden)

    Taracena–Sanz L. F.

    2010-07-01

    Full Text Available This research suggests a contribution in the implementation of forecasting models. The proposed model is developed with the aim to fit the projection of demand to surroundings of firms, and this is based on three considerations that cause that in many cases the forecasts of the demand are different from reality, such as: 1 one of the problems most difficult to model in the forecasts is the uncertainty related to the information available; 2 the methods traditionally used by firms for the projection of demand mainly are based on past behavior of the market (historical demand; and 3 these methods do not consider in their analysis the factors that are influencing so that the observed behaviour occurs. Therefore, the proposed model is based on the implementation of Fuzzy Logic, integrating the main variables that affect the behavior of market demand, and which are not considered in the classical statistical methods. The model was applied to a bottling of carbonated beverages, and with the adjustment of the projection of demand a more reliable forecast was obtained.

  20. Research on light rail electric load forecasting based on ARMA model

    Science.gov (United States)

    Huang, Yifan

    2018-04-01

    The article compares a variety of time series models and combines the characteristics of power load forecasting. Then, a light load forecasting model based on ARMA model is established. Based on this model, a light rail system is forecasted. The prediction results show that the accuracy of the model prediction is high.

  1. Time series modelling and forecasting of emergency department overcrowding.

    Science.gov (United States)

    Kadri, Farid; Harrou, Fouzi; Chaabane, Sondès; Tahon, Christian

    2014-09-01

    Efficient management of patient flow (demand) in emergency departments (EDs) has become an urgent issue for many hospital administrations. Today, more and more attention is being paid to hospital management systems to optimally manage patient flow and to improve management strategies, efficiency and safety in such establishments. To this end, EDs require significant human and material resources, but unfortunately these are limited. Within such a framework, the ability to accurately forecast demand in emergency departments has considerable implications for hospitals to improve resource allocation and strategic planning. The aim of this study was to develop models for forecasting daily attendances at the hospital emergency department in Lille, France. The study demonstrates how time-series analysis can be used to forecast, at least in the short term, demand for emergency services in a hospital emergency department. The forecasts were based on daily patient attendances at the paediatric emergency department in Lille regional hospital centre, France, from January 2012 to December 2012. An autoregressive integrated moving average (ARIMA) method was applied separately to each of the two GEMSA categories and total patient attendances. Time-series analysis was shown to provide a useful, readily available tool for forecasting emergency department demand.

  2. Comparison of Conventional and ANN Models for River Flow Forecasting

    Science.gov (United States)

    Jain, A.; Ganti, R.

    2011-12-01

    Hydrological models are useful in many water resources applications such as flood control, irrigation and drainage, hydro power generation, water supply, erosion and sediment control, etc. Estimates of runoff are needed in many water resources planning, design development, operation and maintenance activities. River flow is generally estimated using time series or rainfall-runoff models. Recently, soft artificial intelligence tools such as Artificial Neural Networks (ANNs) have become popular for research purposes but have not been extensively adopted in operational hydrological forecasts. There is a strong need to develop ANN models based on real catchment data and compare them with the conventional models. In this paper, a comparative study has been carried out for river flow forecasting using the conventional and ANN models. Among the conventional models, multiple linear, and non linear regression, and time series models of auto regressive (AR) type have been developed. Feed forward neural network model structure trained using the back propagation algorithm, a gradient search method, was adopted. The daily river flow data derived from Godavari Basin @ Polavaram, Andhra Pradesh, India have been employed to develop all the models included here. Two inputs, flows at two past time steps, (Q(t-1) and Q(t-2)) were selected using partial auto correlation analysis for forecasting flow at time t, Q(t). A wide range of error statistics have been used to evaluate the performance of all the models developed in this study. It has been found that the regression and AR models performed comparably, and the ANN model performed the best amongst all the models investigated in this study. It is concluded that ANN model should be adopted in real catchments for hydrological modeling and forecasting.

  3. Earthquake and failure forecasting in real-time: A Forecasting Model Testing Centre

    Science.gov (United States)

    Filgueira, Rosa; Atkinson, Malcolm; Bell, Andrew; Main, Ian; Boon, Steven; Meredith, Philip

    2013-04-01

    Across Europe there are a large number of rock deformation laboratories, each of which runs many experiments. Similarly there are a large number of theoretical rock physicists who develop constitutive and computational models both for rock deformation and changes in geophysical properties. Here we consider how to open up opportunities for sharing experimental data in a way that is integrated with multiple hypothesis testing. We present a prototype for a new forecasting model testing centre based on e-infrastructures for capturing and sharing data and models to accelerate the Rock Physicist (RP) research. This proposal is triggered by our work on data assimilation in the NERC EFFORT (Earthquake and Failure Forecasting in Real Time) project, using data provided by the NERC CREEP 2 experimental project as a test case. EFFORT is a multi-disciplinary collaboration between Geoscientists, Rock Physicists and Computer Scientist. Brittle failure of the crust is likely to play a key role in controlling the timing of a range of geophysical hazards, such as volcanic eruptions, yet the predictability of brittle failure is unknown. Our aim is to provide a facility for developing and testing models to forecast brittle failure in experimental and natural data. Model testing is performed in real-time, verifiably prospective mode, in order to avoid selection biases that are possible in retrospective analyses. The project will ultimately quantify the predictability of brittle failure, and how this predictability scales from simple, controlled laboratory conditions to the complex, uncontrolled real world. Experimental data are collected from controlled laboratory experiments which includes data from the UCL Laboratory and from Creep2 project which will undertake experiments in a deep-sea laboratory. We illustrate the properties of the prototype testing centre by streaming and analysing realistically noisy synthetic data, as an aid to generating and improving testing methodologies in

  4. Adaptation of Mesoscale Weather Models to Local Forecasting

    Science.gov (United States)

    Manobianco, John T.; Taylor, Gregory E.; Case, Jonathan L.; Dianic, Allan V.; Wheeler, Mark W.; Zack, John W.; Nutter, Paul A.

    2003-01-01

    Methodologies have been developed for (1) configuring mesoscale numerical weather-prediction models for execution on high-performance computer workstations to make short-range weather forecasts for the vicinity of the Kennedy Space Center (KSC) and the Cape Canaveral Air Force Station (CCAFS) and (2) evaluating the performances of the models as configured. These methodologies have been implemented as part of a continuing effort to improve weather forecasting in support of operations of the U.S. space program. The models, methodologies, and results of the evaluations also have potential value for commercial users who could benefit from tailoring their operations and/or marketing strategies based on accurate predictions of local weather. More specifically, the purpose of developing the methodologies for configuring the models to run on computers at KSC and CCAFS is to provide accurate forecasts of winds, temperature, and such specific thunderstorm-related phenomena as lightning and precipitation. The purpose of developing the evaluation methodologies is to maximize the utility of the models by providing users with assessments of the capabilities and limitations of the models. The models used in this effort thus far include the Mesoscale Atmospheric Simulation System (MASS), the Regional Atmospheric Modeling System (RAMS), and the National Centers for Environmental Prediction Eta Model ( Eta for short). The configuration of the MASS and RAMS is designed to run the models at very high spatial resolution and incorporate local data to resolve fine-scale weather features. Model preprocessors were modified to incorporate surface, ship, buoy, and rawinsonde data as well as data from local wind towers, wind profilers, and conventional or Doppler radars. The overall evaluation of the MASS, Eta, and RAMS was designed to assess the utility of these mesoscale models for satisfying the weather-forecasting needs of the U.S. space program. The evaluation methodology includes

  5. Forecasting inter-urban transport demand for a logistics company: A combined grey–periodic extension model with remnant correction

    Directory of Open Access Journals (Sweden)

    Donghui Wang

    2015-12-01

    Full Text Available Accurately predicting short-term transport demand for an individual logistics company involved in a competitive market is critical to make short-term operation decisions. This article proposes a combined grey–periodic extension model with remnant correction to forecast the short-term inter-urban transport demand of a logistics company involved in a nationwide competitive market, showing changes in trend and seasonal fluctuations with irregular periods different to the macroeconomic cycle. A basic grey–periodic extension model of an additive pattern, namely, the main combination model, is first constructed to fit the changing trends and the featured seasonal fluctuation periods. In order to improve prediction accuracy and model adaptability, the grey model is repeatedly modelled to fit the remnant tail time series of the main combination model until prediction accuracy is satisfied. The modelling approach is applied to a logistics company engaged in a nationwide less-than-truckload road transportation business in China. The results demonstrate that the proposed modelling approach produces good forecasting results and goodness of fit, also showing good model adaptability to the analysed object in a changing macro environment. This fact makes this modelling approach an option to analyse the short-term transportation demand of an individual logistics company.

  6. A systematic review of health manpower forecasting models.

    NARCIS (Netherlands)

    Martins-Coelho, G.; Greuningen, M. van; Barros, H.; Batenburg, R.

    2011-01-01

    Context: Health manpower planning (HMP) aims at matching health manpower (HM) supply to the population’s health requirements. To achieve this, HMP needs information on future HM supply and requirement (S&R). This is estimated by several different forecasting models (FMs). In this paper, we review

  7. Inflation, Forecast Intervals and Long Memory Regression Models

    NARCIS (Netherlands)

    C.S. Bos (Charles); Ph.H.B.F. Franses (Philip Hans); M. Ooms (Marius)

    2001-01-01

    textabstractWe examine recursive out-of-sample forecasting of monthly postwar U.S. core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading

  8. Inflation, Forecast Intervals and Long Memory Regression Models

    NARCIS (Netherlands)

    Ooms, M.; Bos, C.S.; Franses, P.H.

    2003-01-01

    We examine recursive out-of-sample forecasting of monthly postwar US core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading indicators

  9. A stochastic model for forecast consumption in master scheduling

    NARCIS (Netherlands)

    Weeda, P.J.; Weeda, P.J.

    1994-01-01

    This paper describes a stochastic model for the reduction of the initial forecast in the Master Schedule (MS) of an MRP system during progress of time by the acceptance of customer orders. Results are given for the expectation and variance of the number of yet unknown deliveries as a function of

  10. Development of a forecast model for global air traffic emissions

    Energy Technology Data Exchange (ETDEWEB)

    Schaefer, Martin

    2012-07-01

    The thesis describes the methodology and results of a simulation model that quantifies fuel consumption and emissions of civil air traffic. Besides covering historical emissions, the model aims at forecasting emissions in the medium-term future. For this purpose, simulation models of aircraft and engine types are used in combination with a database of global flight movements and assumptions about traffic growth, fleet rollover and operational aspects. Results from an application of the model include emissions of scheduled air traffic for the years 2000 to 2010 as well as forecasted emissions until the year 2030. In a baseline scenario of the forecast, input assumptions (e.g. traffic growth rates) are in line with predictions by the aircraft industry. Considering the effects of advanced technologies of the short-term and medium-term future, the forecast focusses on fuel consumption and emissions of nitric oxides. Calculations for historical air traffic additionally cover emissions of carbon monoxide, unburned hydrocarbons and soot. Results are validated against reference data including studies by the International Civil Aviation Organization (ICAO) and simulation results from international research projects. (orig.)

  11. Development of Parallel Code for the Alaska Tsunami Forecast Model

    Science.gov (United States)

    Bahng, B.; Knight, W. R.; Whitmore, P.

    2014-12-01

    The Alaska Tsunami Forecast Model (ATFM) is a numerical model used to forecast propagation and inundation of tsunamis generated by earthquakes and other means in both the Pacific and Atlantic Oceans. At the U.S. National Tsunami Warning Center (NTWC), the model is mainly used in a pre-computed fashion. That is, results for hundreds of hypothetical events are computed before alerts, and are accessed and calibrated with observations during tsunamis to immediately produce forecasts. ATFM uses the non-linear, depth-averaged, shallow-water equations of motion with multiply nested grids in two-way communications between domains of each parent-child pair as waves get closer to coastal waters. Even with the pre-computation the task becomes non-trivial as sub-grid resolution gets finer. Currently, the finest resolution Digital Elevation Models (DEM) used by ATFM are 1/3 arc-seconds. With a serial code, large or multiple areas of very high resolution can produce run-times that are unrealistic even in a pre-computed approach. One way to increase the model performance is code parallelization used in conjunction with a multi-processor computing environment. NTWC developers have undertaken an ATFM code-parallelization effort to streamline the creation of the pre-computed database of results with the long term aim of tsunami forecasts from source to high resolution shoreline grids in real time. Parallelization will also permit timely regeneration of the forecast model database with new DEMs; and, will make possible future inclusion of new physics such as the non-hydrostatic treatment of tsunami propagation. The purpose of our presentation is to elaborate on the parallelization approach and to show the compute speed increase on various multi-processor systems.

  12. An improved market penetration model for wind energy technology forecasting

    Energy Technology Data Exchange (ETDEWEB)

    Lund, P D [Helsinki Univ. of Technology, Espoo (Finland). Advanced Energy Systems

    1996-12-31

    An improved market penetration model with application to wind energy forecasting is presented. In the model, a technology diffusion model and manufacturing learning curve are combined. Based on a 85% progress ratio that was found for European wind manufactures and on wind market statistics, an additional wind power capacity of ca 4 GW is needed in Europe to reach a 30 % price reduction. A full breakthrough to low-cost utility bulk power markets could be achieved at a 24 GW level. (author)

  13. An improved market penetration model for wind energy technology forecasting

    International Nuclear Information System (INIS)

    Lund, P.D.

    1995-01-01

    An improved market penetration model with application to wind energy forecasting is presented. In the model, a technology diffusion model and manufacturing learning curve are combined. Based on a 85% progress ratio that was found for European wind manufactures and on wind market statistics, an additional wind power capacity of ca 4 GW is needed in Europe to reach a 30 % price reduction. A full breakthrough to low-cost utility bulk power markets could be achieved at a 24 GW level. (author)

  14. Energy Forecasting Models Within the Department of the Navy.

    Science.gov (United States)

    1982-06-01

    standing the climatic conditions responsible for the results. Both models have particular advantages in parti- cular applications and will be examined...and moving average processes. A similar notation for a model with seasonality . .- considerations will be ARIMA (p d j)(P Q) 3=12, where the upper...AD-A12l 950 ENERGY FORECASTING MODELS WITHIN THE DEPARTMENT OF THE 1/4 NAYY(U) NAVAL POSTGRADUATE SCHOOL MONTEREY CA L &I BUTTOIPH JUN 82

  15. An improved market penetration model for wind energy technology forecasting

    Energy Technology Data Exchange (ETDEWEB)

    Lund, P.D. [Helsinki Univ. of Technology, Espoo (Finland). Advanced Energy Systems

    1995-12-31

    An improved market penetration model with application to wind energy forecasting is presented. In the model, a technology diffusion model and manufacturing learning curve are combined. Based on a 85% progress ratio that was found for European wind manufactures and on wind market statistics, an additional wind power capacity of ca 4 GW is needed in Europe to reach a 30 % price reduction. A full breakthrough to low-cost utility bulk power markets could be achieved at a 24 GW level. (author)

  16. The Challenge of Forecasting Metropolitan Growth: Urban Characteristics Based Models versus Regional Dummy Based Models

    OpenAIRE

    NA

    2005-01-01

    This paper presents a study of errors in forecasting the population of Metropolitan Statistical Areas and the Primary MSAs of Consolidated Metropolitan Statistical Areas and New England MAs. The forecasts are for the year 2000 and are based on a semi-structural model estimated by Mills and Lubelle using 1970 to 1990 census data on population, employment and relative real wages. This model allows the testing of regional effects on population and employment growth. The year 2000 forecasts are f...

  17. Forecast combinations

    OpenAIRE

    Aiolfi, Marco; Capistrán, Carlos; Timmermann, Allan

    2010-01-01

    We consider combinations of subjective survey forecasts and model-based forecasts from linear and non-linear univariate specifications as well as multivariate factor-augmented models. Empirical results suggest that a simple equal-weighted average of survey forecasts outperform the best model-based forecasts for a majority of macroeconomic variables and forecast horizons. Additional improvements can in some cases be gained by using a simple equal-weighted average of survey and model-based fore...

  18. Modeling and Forecasting Mortality With Economic Growth: A Multipopulation Approach.

    Science.gov (United States)

    Boonen, Tim J; Li, Hong

    2017-10-01

    Research on mortality modeling of multiple populations focuses mainly on extrapolating past mortality trends and summarizing these trends by one or more common latent factors. This article proposes a multipopulation stochastic mortality model that uses the explanatory power of economic growth. In particular, we extend the Li and Lee model (Li and Lee 2005) by including economic growth, represented by the real gross domestic product (GDP) per capita, to capture the common mortality trend for a group of populations with similar socioeconomic conditions. We find that our proposed model provides a better in-sample fit and an out-of-sample forecast performance. Moreover, it generates lower (higher) forecasted period life expectancy for countries with high (low) GDP per capita than the Li and Lee model.

  19. Regional forecasting with global atmospheric models

    International Nuclear Information System (INIS)

    Crowley, T.J.; North, G.R.; Smith, N.R.

    1994-05-01

    The scope of the report is to present the results of the fourth year's work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals

  20. "Grey matters".

    Science.gov (United States)

    Rose, Katie

    2014-01-01

    It's common in this world, for diagnoses to be confused. This grey, oblique world is the "World of Brain Tumors" from which these narratives are written, a world I entered when a tangerine-sized tumor was found on my temporal lobe. Each narrative illustrates this world in which everything is covered in a thick film rendering things once obvious, now unknown. Parents are asked to choose treatment plans for their children, plans that will inevitably alter their child's quality of life but in ways they cannot determine or even imagine. Parents are asked to play God. Most of the parents who share their stories in this collection, parents of PBT (pediatric brain tumor) patients have to walk the line of trying to not disrupt their relationships with their physicians, wanting the best for their child, and facing the decision to follow their gut or go with advised treatment plans.

  1. Grey-box Modelling of a Household Refrigeration Unit Using Time Series Data in Application to Demand Side Management

    DEFF Research Database (Denmark)

    Sossan, Fabrizio; Lakshmanan, Venkatachalam; Costanzo, Giuseppe Tommaso

    2016-01-01

    This paper describes the application of stochastic grey-box modeling to identify electrical power consumption-to-temperature models of a domestic freezer using experimental measurements. The models are formulated using stochastic differential equations (SDEs), estimated by maximum likelihood......) to shift the electricity consumption of a freezer in demand response experiments, thereby addressing the model selection problem also from the application point of view and showing in an experimental context the ability of MPC to exploit the freezer as a demand side resource (DSR)....... estimation (MLE), validated through the model residuals analysis and cross-validated to detect model over-fitting. A nonlinear model based on the reversed Carnot cycle is also presented and included in the modeling performance analysis. As an application of the models, we apply model predictive control (MPC...

  2. Modeling and forecasting of electrical power demands for capacity planning

    International Nuclear Information System (INIS)

    Al-Shobaki, S.; Mohsen, M.

    2007-01-01

    Jordan imports oil from neighboring countries for use in power production. As such, the cost of electricity production is high compared to oil producing countries. It is anticipated that Jordan will face major challenges in trying to meet the growing energy and electricity demands while also developing the energy sector in a way that reduces any adverse impacts on the economy, the environment and social life. This paper described the development of forecasting models to predict future generation and sales loads of electrical power in Jordan. Two models that could be used for the prediction of electrical energy demand in Amman, Jordan were developed and validated. An analysis of the data was also presented. The first model was based on the levels of energy generated by the National Electric Power Company (NEPCO) and the other was based on the levels of energy sold by the company in the same area. The models were compared and the percent error was presented. Energy demand was also forecasted across the next 60 months for both models. Results were then compared with the output of the in-house forecast model used by NEPCO to predict the levels of generated energy needed across the 60 months time period. It was concluded that the NEPCO model predicted energy demand higher than the validated generated data model by an average of 5.25 per cent. 8 refs., 5 tabs., 15 figs

  3. Modeling and forecasting of electrical power demands for capacity planning

    Energy Technology Data Exchange (ETDEWEB)

    Al-Shobaki, S. [Hashemite Univ., Zarka (Jordan). Dept. of Industrial Engineering; Mohsen, M. [Hashemite Univ., Zarka (Jordan). Dept. of Mechanical Engineering

    2007-07-01

    Jordan imports oil from neighboring countries for use in power production. As such, the cost of electricity production is high compared to oil producing countries. It is anticipated that Jordan will face major challenges in trying to meet the growing energy and electricity demands while also developing the energy sector in a way that reduces any adverse impacts on the economy, the environment and social life. This paper described the development of forecasting models to predict future generation and sales loads of electrical power in Jordan. Two models that could be used for the prediction of electrical energy demand in Amman, Jordan were developed and validated. An analysis of the data was also presented. The first model was based on the levels of energy generated by the National Electric Power Company (NEPCO) and the other was based on the levels of energy sold by the company in the same area. The models were compared and the percent error was presented. Energy demand was also forecasted across the next 60 months for both models. Results were then compared with the output of the in-house forecast model used by NEPCO to predict the levels of generated energy needed across the 60 months time period. It was concluded that the NEPCO model predicted energy demand higher than the validated generated data model by an average of 5.25 per cent. 8 refs., 5 tabs., 15 figs.

  4. Modelling of hydration kinetics of brown and grey African yam bean ...

    African Journals Online (AJOL)

    The Peleg constant (K1) decreased from 6.66 x 10-2 to 1.5 x 10-2 h %-1 for the grey AYB, and from 4.89 x 10-2 to 1.21 x 10-2 h %-1 for the brown AYB seeds as the hydration temperature increased from 30 to 60oC, suggesting a corresponding increase in the initial water absorption rate. The temperature dependence of K1 ...

  5. Forecasting Lightning Threat using Cloud-resolving Model Simulations

    Science.gov (United States)

    McCaul, E. W., Jr.; Goodman, S. J.; LaCasse, K. M.; Cecil, D. J.

    2009-01-01

    As numerical forecasts capable of resolving individual convective clouds become more common, it is of interest to see if quantitative forecasts of lightning flash rate density are possible, based on fields computed by the numerical model. Previous observational research has shown robust relationships between observed lightning flash rates and inferred updraft and large precipitation ice fields in the mixed phase regions of storms, and that these relationships might allow simulated fields to serve as proxies for lightning flash rate density. It is shown in this paper that two simple proxy fields do indeed provide reasonable and cost-effective bases for creating time-evolving maps of predicted lightning flash rate density, judging from a series of diverse simulation case study events in North Alabama for which Lightning Mapping Array data provide ground truth. One method is based on the product of upward velocity and the mixing ratio of precipitating ice hydrometeors, modeled as graupel only, in the mixed phase region of storms at the -15\\dgc\\ level, while the second method is based on the vertically integrated amounts of ice hydrometeors in each model grid column. Each method can be calibrated by comparing domainwide statistics of the peak values of simulated flash rate proxy fields against domainwide peak total lightning flash rate density data from observations. Tests show that the first method is able to capture much of the temporal variability of the lightning threat, while the second method does a better job of depicting the areal coverage of the threat. A blended solution is designed to retain most of the temporal sensitivity of the first method, while adding the improved spatial coverage of the second. Weather Research and Forecast Model simulations of selected North Alabama cases show that this model can distinguish the general character and intensity of most convective events, and that the proposed methods show promise as a means of generating

  6. Forecasting wind-driven wildfires using an inverse modelling approach

    Directory of Open Access Journals (Sweden)

    O. Rios

    2014-06-01

    Full Text Available A technology able to rapidly forecast wildfire dynamics would lead to a paradigm shift in the response to emergencies, providing the Fire Service with essential information about the ongoing fire. This paper presents and explores a novel methodology to forecast wildfire dynamics in wind-driven conditions, using real-time data assimilation and inverse modelling. The forecasting algorithm combines Rothermel's rate of spread theory with a perimeter expansion model based on Huygens principle and solves the optimisation problem with a tangent linear approach and forward automatic differentiation. Its potential is investigated using synthetic data and evaluated in different wildfire scenarios. The results show the capacity of the method to quickly predict the location of the fire front with a positive lead time (ahead of the event in the order of 10 min for a spatial scale of 100 m. The greatest strengths of our method are lightness, speed and flexibility. We specifically tailor the forecast to be efficient and computationally cheap so it can be used in mobile systems for field deployment and operativeness. Thus, we put emphasis on producing a positive lead time and the means to maximise it.

  7. Review of Wind Energy Forecasting Methods for Modeling Ramping Events

    Energy Technology Data Exchange (ETDEWEB)

    Wharton, S; Lundquist, J K; Marjanovic, N; Williams, J L; Rhodes, M; Chow, T K; Maxwell, R

    2011-03-28

    Tall onshore wind turbines, with hub heights between 80 m and 100 m, can extract large amounts of energy from the atmosphere since they generally encounter higher wind speeds, but they face challenges given the complexity of boundary layer flows. This complexity of the lowest layers of the atmosphere, where wind turbines reside, has made conventional modeling efforts less than ideal. To meet the nation's goal of increasing wind power into the U.S. electrical grid, the accuracy of wind power forecasts must be improved. In this report, the Lawrence Livermore National Laboratory, in collaboration with the University of Colorado at Boulder, University of California at Berkeley, and Colorado School of Mines, evaluates innovative approaches to forecasting sudden changes in wind speed or 'ramping events' at an onshore, multimegawatt wind farm. The forecast simulations are compared to observations of wind speed and direction from tall meteorological towers and a remote-sensing Sound Detection and Ranging (SODAR) instrument. Ramping events, i.e., sudden increases or decreases in wind speed and hence, power generated by a turbine, are especially problematic for wind farm operators. Sudden changes in wind speed or direction can lead to large power generation differences across a wind farm and are very difficult to predict with current forecasting tools. Here, we quantify the ability of three models, mesoscale WRF, WRF-LES, and PF.WRF, which vary in sophistication and required user expertise, to predict three ramping events at a North American wind farm.

  8. Short-Term Power Plant GHG Emissions Forecasting Model

    International Nuclear Information System (INIS)

    Vidovic, D.

    2016-01-01

    In 2010, the share of greenhouse gas (GHG) emissions from power generation in the total emissions at the global level was about 25 percent. From January 1st, 2013 Croatian facilities have been involved in the European Union Emissions Trading System (EU ETS). The share of the ETS sector in total GHG emissions in Croatia in 2012 was about 30 percent, where power plants and heat generation facilities contributed to almost 50 percent. Since 2013 power plants are obliged to purchase all emission allowances. The paper describes the short-term climate forecasting model of greenhouse gas emissions from power plants while covering the daily load diagram of the system. Forecasting is done on an hourly domain typically for one day, it is possible and more days ahead. Forecasting GHG emissions in this way would enable power plant operators to purchase additional or sell surplus allowances on the market at the time. Example that describes the operation of the above mentioned forecasting model is given at the end of the paper.(author).

  9. Towards operational modeling and forecasting of the Iberian shelves ecosystem.

    Directory of Open Access Journals (Sweden)

    Martinho Marta-Almeida

    Full Text Available There is a growing interest on physical and biogeochemical oceanic hindcasts and forecasts from a wide range of users and businesses. In this contribution we present an operational biogeochemical forecast system for the Portuguese and Galician oceanographic regions, where atmospheric, hydrodynamic and biogeochemical variables are integrated. The ocean model ROMS, with a horizontal resolution of 3 km, is forced by the atmospheric model WRF and includes a Nutrients-Phytoplankton-Zooplankton-Detritus biogeochemical module (NPZD. In addition to oceanographic variables, the system predicts the concentration of nitrate, phytoplankton, zooplankton and detritus (mmol N m(-3. Model results are compared against radar currents and remote sensed SST and chlorophyll. Quantitative skill assessment during a summer upwelling period shows that our modelling system adequately represents the surface circulation over the shelf including the observed spatial variability and trends of temperature and chlorophyll concentration. Additionally, the skill assessment also shows some deficiencies like the overestimation of upwelling circulation and consequently, of the duration and intensity of the phytoplankton blooms. These and other departures from the observations are discussed, their origins identified and future improvements suggested. The forecast system is the first of its kind in the region and provides free online distribution of model input and output, as well as comparisons of model results with satellite imagery for qualitative operational assessment of model skill.

  10. A state-dependent model for inflation forecasting

    OpenAIRE

    Andrea Stella; James H. Stock

    2012-01-01

    We develop a parsimonious bivariate model of inflation and unemployment that allows for persistent variation in trend inflation and the NAIRU. The model, which consists of five unobserved components (including the trends) with stochastic volatility, implies a time-varying VAR for changes in the rates of inflation and unemployment. The implied backwards-looking Phillips curve has a time-varying slope that is steeper in the 1970s than in the 1990s. Pseudo out-of-sample forecasting experiments i...

  11. COMBINING LONG MEMORY AND NONLINEAR MODEL OUTPUTS FOR INFLATION FORECAST

    OpenAIRE

    Heri Kuswanto; Irhamah Alimuhajin; Laylia Afidah

    2014-01-01

    Long memory and nonlinearity have been proven as two models that are easily to be mistaken. In other words, nonlinearity is a strong candidate of spurious long memory by introducing a certain degree of fractional integration that lies in the region of long memory. Indeed, nonlinear process belongs to short memory with zero integration order. The idea of the forecast is to obtain the future condition with minimum error. Some researches argued that no matter what the model is, the important thi...

  12. Results of verification and investigation of wind velocity field forecast. Verification of wind velocity field forecast model

    International Nuclear Information System (INIS)

    Ogawa, Takeshi; Kayano, Mitsunaga; Kikuchi, Hideo; Abe, Takeo; Saga, Kyoji

    1995-01-01

    In Environmental Radioactivity Research Institute, the verification and investigation of the wind velocity field forecast model 'EXPRESS-1' have been carried out since 1991. In fiscal year 1994, as the general analysis, the validity of weather observation data, the local features of wind field, and the validity of the positions of monitoring stations were investigated. The EXPRESS which adopted 500 m mesh so far was improved to 250 m mesh, and the heightening of forecast accuracy was examined, and the comparison with another wind velocity field forecast model 'SPEEDI' was carried out. As the results, there are the places where the correlation with other points of measurement is high and low, and it was found that for the forecast of wind velocity field, by excluding the data of the points with low correlation or installing simplified observation stations to take their data in, the forecast accuracy is improved. The outline of the investigation, the general analysis of weather observation data and the improvements of wind velocity field forecast model and forecast accuracy are reported. (K.I.)

  13. New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.

    Science.gov (United States)

    Song, Qiang; Chissom, Brad S.

    Since university enrollment forecasting is very important, many different methods and models have been proposed by researchers. Two new methods for enrollment forecasting are introduced: (1) the fuzzy time series model; and (2) the artificial neural networks model. Fuzzy time series has been proposed to deal with forecasting problems within a…

  14. Model Uncertainty and Exchange Rate Forecasting

    NARCIS (Netherlands)

    Kouwenberg, R.; Markiewicz, A.; Verhoeks, R.; Zwinkels, R.C.J.

    2017-01-01

    Exchange rate models with uncertain and incomplete information predict that investors focus on a small set of fundamentals that changes frequently over time. We design a model selection rule that captures the current set of fundamentals that best predicts the exchange rate. Out-of-sample tests show

  15. A forecast comparison of volatility models

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    2005-01-01

    We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM-$ exchange rate data and IBM return data, where the latter is based on a new data set of realized variance. We find no evidence that a GARCH(1,1) is outpe......We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM-$ exchange rate data and IBM return data, where the latter is based on a new data set of realized variance. We find no evidence that a GARCH(1...... snooping (RC). Our empirical results show that the RC lacks power to an extent that makes it unable to distinguish "good" and "bad" models in our analysis....

  16. Regional forecasting with global atmospheric models

    International Nuclear Information System (INIS)

    Crowley, T.J.; North, G.R.; Smith, N.R.

    1994-05-01

    This report was prepared by the Applied Research Corporation (ARC), College Station, Texas, under subcontract to Pacific Northwest Laboratory (PNL) as part of a global climate studies task. The task supports site characterization work required for the selection of a potential high-level nuclear waste repository and is part of the Performance Assessment Scientific Support (PASS) Program at PNL. The work is under the overall direction of the Office of Civilian Radioactive Waste Management (OCRWM), US Department of Energy Headquarters, Washington, DC. The scope of the report is to present the results of the third year's work on the atmospheric modeling part of the global climate studies task. The development testing of computer models and initial results are discussed. The appendices contain several studies that provide supporting information and guidance to the modeling work and further details on computer model development. Complete documentation of the models, including user information, will be prepared under separate reports and manuals

  17. Modelling and forecasting monthly swordfish catches in the Eastern Mediterranean

    Directory of Open Access Journals (Sweden)

    Konstantinos I. Stergiou

    2003-04-01

    Full Text Available In this study, we used the X-11 census technique for modelling and forecasting the monthly swordfish (Xiphias gladius catches in the Greek Seas during 1982-1996 and 1997 respectively, using catches reported by the National Statistical Service of Greece (NSSG. Forecasts built with X-11 were also compared with those derived from ARIMA andWinter’s exponential smoothing (WES models. The X-11 method captured the features of the study series and outperformed the other two methods, in terms of both fitting and forecasting performance, for all the accuracy measures used. Thus, with the exception of October, November and December 1997, when the corresponding absolute percentage error(APE values were very high (as high as 178.6% because of the low level of the catches, monthly catches during the remaining months of 1997 were predicted accurately, with a mean APE of 12.5%. In contrast, the mean APE values of the other two methods for the same months were higher (ARIMA: 14.6%; WES: 16.6%. The overall good performance of X-11 andthe fact that it provides an insight into the various components (i.e. the seasonal, trend-cycle and irregular components of the time series of interest justify its use in fisheries research. The basic features of the swordfish catches revealed by the application of the X-11 method, the effect of the length of the forecasting horizon on forecasting accuracy and the accuracy of the catches reported by NSSG are also discussed.

  18. Models for forecasting energy use in the US farm sector

    Science.gov (United States)

    Christensen, L. R.

    1981-07-01

    Econometric models were developed and estimated for the purpose of forecasting electricity and petroleum demand in US agriculture. A structural approach is pursued which takes account of the fact that the quantity demanded of any one input is a decision made in conjunction with other input decisions. Three different functional forms of varying degrees of complexity are specified for the structural cost function, which describes the cost of production as a function of the level of output and factor prices. Demand for materials (all purchased inputs) is derived from these models. A separate model which break this demand up into demand for the four components of materials is used to produce forecasts of electricity and petroleum is a stepwise manner.

  19. Developing energy forecasting model using hybrid artificial intelligence method

    Institute of Scientific and Technical Information of China (English)

    Shahram Mollaiy-Berneti

    2015-01-01

    An important problem in demand planning for energy consumption is developing an accurate energy forecasting model. In fact, it is not possible to allocate the energy resources in an optimal manner without having accurate demand value. A new energy forecasting model was proposed based on the back-propagation (BP) type neural network and imperialist competitive algorithm. The proposed method offers the advantage of local search ability of BP technique and global search ability of imperialist competitive algorithm. Two types of empirical data regarding the energy demand (gross domestic product (GDP), population, import, export and energy demand) in Turkey from 1979 to 2005 and electricity demand (population, GDP, total revenue from exporting industrial products and electricity consumption) in Thailand from 1986 to 2010 were investigated to demonstrate the applicability and merits of the present method. The performance of the proposed model is found to be better than that of conventional back-propagation neural network with low mean absolute error.

  20. A hybrid degradation tendency measurement method for mechanical equipment based on moving window and Grey-Markov model

    Science.gov (United States)

    Jiang, Wei; Zhou, Jianzhong; Zheng, Yang; Liu, Han

    2017-11-01

    Accurate degradation tendency measurement is vital for the secure operation of mechanical equipment. However, the existing techniques and methodologies for degradation measurement still face challenges, such as lack of appropriate degradation indicator, insufficient accuracy, and poor capability to track the data fluctuation. To solve these problems, a hybrid degradation tendency measurement method for mechanical equipment based on a moving window and Grey-Markov model is proposed in this paper. In the proposed method, a 1D normalized degradation index based on multi-feature fusion is designed to assess the extent of degradation. Subsequently, the moving window algorithm is integrated with the Grey-Markov model for the dynamic update of the model. Two key parameters, namely the step size and the number of states, contribute to the adaptive modeling and multi-step prediction. Finally, three types of combination prediction models are established to measure the degradation trend of equipment. The effectiveness of the proposed method is validated with a case study on the health monitoring of turbine engines. Experimental results show that the proposed method has better performance, in terms of both measuring accuracy and data fluctuation tracing, in comparison with other conventional methods.

  1. Forecasting models for national economic planning

    CERN Document Server

    Heesterman, A R G

    1972-01-01

    This book is about the specification of linear econometric models, and for this reason some important related fields have been deliberately omitted. I did not want to discuss the problems of parameter-estimation, at least not in any detail, as there are other books on these problems written by specialized statisticians. This book is about the models them­ selves and macro-economic models in particular. A second related sub­ ject is the policy decision that can be made with the help of a model. While I did write a chapter on policy decisions, I limited myself to some extent because of my views on planning as such. The logical approach to this problem is in terms of mathematical programming, but our models and our ideas about the policies we want are too crude for its effective utilisation. A realistic formulation of the problem should involve non­ linearities in an essential way, the models I consider (and most existing models) are linear. At the present state of econometrics, I do not really believe in suc...

  2. Daily reservoir inflow forecasting combining QPF into ANNs model

    Science.gov (United States)

    Zhang, Jun; Cheng, Chun-Tian; Liao, Sheng-Li; Wu, Xin-Yu; Shen, Jian-Jian

    2009-01-01

    Daily reservoir inflow predictions with lead-times of several days are essential to the operational planning and scheduling of hydroelectric power system. The demand for quantitative precipitation forecasting (QPF) is increasing in hydropower operation with the dramatic advances in the numerical weather prediction (NWP) models. This paper presents a simple and an effective algorithm for daily reservoir inflow predictions which solicits the observed precipitation, forecasted precipitation from QPF as predictors and discharges in following 1 to 6 days as predicted targets for multilayer perceptron artificial neural networks (MLP-ANNs) modeling. An improved error back-propagation algorithm with self-adaptive learning rate and self-adaptive momentum coefficient is used to make the supervised training procedure more efficient in both time saving and search optimization. Several commonly used error measures are employed to evaluate the performance of the proposed model and the results, compared with that of ARIMA model, show that the proposed model is capable of obtaining satisfactory forecasting not only in goodness of fit but also in generalization. Furthermore, the presented algorithm is integrated into a practical software system which has been severed for daily inflow predictions with lead-times varying from 1 to 6 days of more than twenty reservoirs operated by the Fujian Province Grid Company, China.

  3. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

    Directory of Open Access Journals (Sweden)

    Shelton Peiris

    2017-12-01

    Full Text Available This paper considers a flexible class of time series models generated by Gegenbauer polynomials incorporating the long memory in stochastic volatility (SV components in order to develop the General Long Memory SV (GLMSV model. We examine the corresponding statistical properties of this model, discuss the spectral likelihood estimation and investigate the finite sample properties via Monte Carlo experiments. We provide empirical evidence by applying the GLMSV model to three exchange rate return series and conjecture that the results of out-of-sample forecasts adequately confirm the use of GLMSV model in certain financial applications.

  4. Research on Storm-Tide Disaster Losses in China Using a New Grey Relational Analysis Model with the Dispersion of Panel Data.

    Science.gov (United States)

    Yin, Kedong; Zhang, Ya; Li, Xuemei

    2017-11-01

    Owing to the difference of the sequences' orders and the surface structure in the current panel grey relational models, research results will not be unique. In addition, individual measurement of indicators and objects and the subjectivity of combined weight would significantly weaken the effective information of panel data and reduce the reliability and accuracy of research results. Therefore, we propose the concept and calculation method of dispersion of panel data, establish the grey relational model based on dispersion of panel data (DPGRA), and prove that DPGRA exhibits the effective properties of uniqueness, symmetry, and normality. To demonstrate its applicability, the proposed DPGRA model is used to research on storm-tide disaster losses in China's coastal areas. Comparing research results of three models, which are DPGRA, Euclidean distance grey relational model, and grey grid relational model, it was shown that DPGRA is more effective, feasible, and stable. It is indicated that DPGRA can entirely utilize the effective information of panel data; what's more, it can not only handle the non-uniqueness of the grey relational model's results but also improve the reliability and accuracy of research results. The research results are of great significance for coastal areas to focus on monitoring storm-tide disasters hazards, strengthen the protection measures of natural disasters, and improve the ability of disaster prevention and reduction.

  5. Modeling and forecasting natural gas demand in Bangladesh

    International Nuclear Information System (INIS)

    Wadud, Zia; Dey, Himadri S.; Kabir, Md. Ashfanoor; Khan, Shahidul I.

    2011-01-01

    Natural gas is the major indigenous source of energy in Bangladesh and accounts for almost one-half of all primary energy used in the country. Per capita and total energy use in Bangladesh is still very small, and it is important to understand how energy, and natural gas demand will evolve in the future. We develop a dynamic econometric model to understand the natural gas demand in Bangladesh, both in the national level, and also for a few sub-sectors. Our demand model shows large long run income elasticity - around 1.5 - for aggregate demand for natural gas. Forecasts into the future also show a larger demand in the future than predicted by various national and multilateral organizations. Even then, it is possible that our forecasts could still be at the lower end of the future energy demand. Price response was statistically not different from zero, indicating that prices are possibly too low and that there is a large suppressed demand for natural gas in the country. - Highlights: → Natural gas demand is modeled using dynamic econometric methods, first of its kind in Bangladesh. → Income elasticity for aggregate natural gas demand in Bangladesh is large-around 1.5. → Demand is price insensitive, indicating too low prices and/or presence of large suppressed demand. → Demand forecasts reveal large divergence from previous estimates, which is important for planning. → Attempts to model demand for end-use sectors were successful only for the industrial sector.

  6. An efficient and simplified model for forecasting using SRM

    International Nuclear Information System (INIS)

    Asif, H.M.; Hyat, M.F.; Ahmad, T.

    2014-01-01

    Learning form continuous financial systems play a vital role in enterprise operations. One of the most sophisticated non-parametric supervised learning classifiers, SVM (Support Vector Machines), provides robust and accurate results, however it may require intense computation and other resources. The heart of SLT (Statistical Learning Theory), SRM (Structural Risk Minimization )Principle can also be used for model selection. In this paper, we focus on comparing the performance of model estimation using SRM with SVR (Support Vector Regression) for forecasting the retail sales of consumer products. The potential benefits of an accurate sales forecasting technique in businesses are immense. Retail sales forecasting is an integral part of strategic business planning in areas such as sales planning, marketing research, pricing, production planning and scheduling. Performance comparison of support vector regression with model selection using SRM shows comparable results to SVR but in a computationally efficient manner. This research targeted the real life data to conclude the results after investigating the computer generated datasets for different types of model building. (author)

  7. Electricity prices forecasting by automatic dynamic harmonic regression models

    International Nuclear Information System (INIS)

    Pedregal, Diego J.; Trapero, Juan R.

    2007-01-01

    The changes experienced by electricity markets in recent years have created the necessity for more accurate forecast tools of electricity prices, both for producers and consumers. Many methodologies have been applied to this aim, but in the view of the authors, state space models are not yet fully exploited. The present paper proposes a univariate dynamic harmonic regression model set up in a state space framework for forecasting prices in these markets. The advantages of the approach are threefold. Firstly, a fast automatic identification and estimation procedure is proposed based on the frequency domain. Secondly, the recursive algorithms applied offer adaptive predictions that compare favourably with respect to other techniques. Finally, since the method is based on unobserved components models, explicit information about trend, seasonal and irregular behaviours of the series can be extracted. This information is of great value to the electricity companies' managers in order to improve their strategies, i.e. it provides management innovations. The good forecast performance and the rapid adaptability of the model to changes in the data are illustrated with actual prices taken from the PJM interconnection in the US and for the Spanish market for the year 2002. (author)

  8. Modeling and forecasting natural gas demand in Bangladesh

    Energy Technology Data Exchange (ETDEWEB)

    Wadud, Zia, E-mail: ziawadud@yahoo.com [Bangladesh University of Engineering and Technology (Bangladesh); Dey, Himadri S. [University of Notre Dame (United States); Kabir, Md. Ashfanoor; Khan, Shahidul I. [Bangladesh University of Engineering and Technology (Bangladesh)

    2011-11-15

    Natural gas is the major indigenous source of energy in Bangladesh and accounts for almost one-half of all primary energy used in the country. Per capita and total energy use in Bangladesh is still very small, and it is important to understand how energy, and natural gas demand will evolve in the future. We develop a dynamic econometric model to understand the natural gas demand in Bangladesh, both in the national level, and also for a few sub-sectors. Our demand model shows large long run income elasticity - around 1.5 - for aggregate demand for natural gas. Forecasts into the future also show a larger demand in the future than predicted by various national and multilateral organizations. Even then, it is possible that our forecasts could still be at the lower end of the future energy demand. Price response was statistically not different from zero, indicating that prices are possibly too low and that there is a large suppressed demand for natural gas in the country. - Highlights: > Natural gas demand is modeled using dynamic econometric methods, first of its kind in Bangladesh. > Income elasticity for aggregate natural gas demand in Bangladesh is large-around 1.5. > Demand is price insensitive, indicating too low prices and/or presence of large suppressed demand. > Demand forecasts reveal large divergence from previous estimates, which is important for planning. > Attempts to model demand for end-use sectors were successful only for the industrial sector.

  9. An Efficient and Simplified Model for Forecasting using SRM

    Directory of Open Access Journals (Sweden)

    Hafiz Muhammad Shahzad Asif

    2014-01-01

    Full Text Available Learning form continuous financial systems play a vital role in enterprise operations. One of the most sophisticated non-parametric supervised learning classifiers, SVM (Support Vector Machines, provides robust and accurate results, however it may require intense computation and other resources. The heart of SLT (Statistical Learning Theory, SRM (Structural Risk Minimization Principle can also be used for model selection. In this paper, we focus on comparing the performance of model estimation using SRM with SVR (Support Vector Regression for forecasting the retail sales of consumer products. The potential benefits of an accurate sales forecasting technique in businesses are immense. Retail sales forecasting is an integral part of strategic business planning in areas such as sales planning, marketing research, pricing, production planning and scheduling. Performance comparison of support vector regression with model selection using SRM shows comparable results to SVR but in a computationally efficient manner. This research targeted the real life data to conclude the results after investigating the computer generated datasets for different types of model building

  10. Forecasting characteristic earthquakes in a minimalist model

    DEFF Research Database (Denmark)

    Vázquez-Prada, M.; Pacheco, A.; González, Á.

    2003-01-01

    -dimensional numerical exploration of the loss function. This first strategy is then refined by considering a classification of the seismic cycles of the model according to the presence, or not, of some factors related to the seismicity observed in the cycle. These factors, statistically speaking, enlarge or shorten...

  11. MODELLING CHALLENGES TO FORECAST URBAN GOODS DEMAND FOR RAIL

    Directory of Open Access Journals (Sweden)

    Antonio COMI

    2015-12-01

    Full Text Available This paper explores the new research challenges for forecasting urban goods demand by rail. In fact, the growing interest to find urban logistics solutions for improving city sustainability and liveability, mainly due to the reduction of urban road accessibility and environmental constraints, has pushed to explore solutions alternative to the road. Multimodal urban logistics, based on the use of railway, seem an interesting alternative solution, but it remained mainly at conceptual level. Few studies have explored the factors, that push actors to find competitive such a system with respect to the road, and modelling framework for forecasting the relative demand. Therefore, paper reviews the current literature, investigates the factors involved in choosing such a mode, and finally, recalls a recent modelling framework and hence proposes some advancements that allow to point out the rail transport alternative.

  12. Analysis and forecast of railway coal transportation volume based on BP neural network combined forecasting model

    Science.gov (United States)

    Xu, Yongbin; Xie, Haihong; Wu, Liuyi

    2018-05-01

    The share of coal transportation in the total railway freight volume is about 50%. As is widely acknowledged, coal industry is vulnerable to the economic situation and national policies. Coal transportation volume fluctuates significantly under the new economic normal. Grasp the overall development trend of railway coal transportation market, have important reference and guidance significance to the railway and coal industry decision-making. By analyzing the economic indicators and policy implications, this paper expounds the trend of the coal transportation volume, and further combines the economic indicators with the high correlation with the coal transportation volume with the traditional traffic prediction model to establish a combined forecasting model based on the back propagation neural network. The error of the prediction results is tested, which proves that the method has higher accuracy and has practical application.

  13. Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

    KAUST Repository

    Elkantassi, Soumaya

    2017-01-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized

  14. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Maui-Oahu

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Hawaiian islands of Oahu,...

  15. Weather Research and Forecasting (WRF) Regional Atmospheric Model: Main Hawaiian Islands

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — Weather Research and Forecasting (WRF) mesoscale numerical weather prediction model 7-day hourly forecast for the region surrounding the Main Hawaiian Islands (MHI)...

  16. Recent advances in operational seasonal forecasting in South Africa: Models, infrastructure and networks

    CSIR Research Space (South Africa)

    Landman, WA

    2011-11-01

    Full Text Available The various institutions involved with seasonal forecast development and production are discussed. New modelling approaches and the establishment of infrastructures to improve forecast dissemination are discussed....

  17. Research on Storm-Tide Disaster Losses in China Using a New Grey Relational Analysis Model with the Dispersion of Panel Data

    Science.gov (United States)

    Yin, Kedong; Zhang, Ya; Li, Xuemei

    2017-01-01

    Owing to the difference of the sequences’ orders and the surface structure in the current panel grey relational models, research results will not be unique. In addition, individual measurement of indicators and objects and the subjectivity of combined weight would significantly weaken the effective information of panel data and reduce the reliability and accuracy of research results. Therefore, we propose the concept and calculation method of dispersion of panel data, establish the grey relational model based on dispersion of panel data (DPGRA), and prove that DPGRA exhibits the effective properties of uniqueness, symmetry, and normality. To demonstrate its applicability, the proposed DPGRA model is used to research on storm-tide disaster losses in China’s coastal areas. Comparing research results of three models, which are DPGRA, Euclidean distance grey relational model, and grey grid relational model, it was shown that DPGRA is more effective, feasible, and stable. It is indicated that DPGRA can entirely utilize the effective information of panel data; what’s more, it can not only handle the non-uniqueness of the grey relational model’s results but also improve the reliability and accuracy of research results. The research results are of great significance for coastal areas to focus on monitoring storm–tide disasters hazards, strengthen the protection measures of natural disasters, and improve the ability of disaster prevention and reduction. PMID:29104262

  18. Modeling and Forecasting Persistent Financial Durations

    Czech Academy of Sciences Publication Activity Database

    Žikeš, F.; Baruník, Jozef; Shenai, N.

    2017-01-01

    Roč. 36, č. 10 (2017), s. 1081-1110 ISSN 0747-4938 R&D Projects: GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Institutional support: RVO:67985556 Keywords : price durations * long memory * multifractal models * realized volatility * Whittle estimation Subject RIV: AH - Economics OBOR OECD: Applied Economics , Econometrics Impact factor: 1.333, year: 2016 http://library.utia.cas.cz/separaty/2014/E/barunik-0434201.pdf

  19. State-level electricity demand forecasting model. [For 1980, 1985, 1990

    Energy Technology Data Exchange (ETDEWEB)

    Nguyen, H. D.

    1978-01-01

    This note briefly describes the Oak Ridge National Laboratory (ORNL) state-level electricity demand (SLED) forecasting model developed for the Nuclear Regulatory Commission. Specifically, the note presents (1) the special features of the model, (2) the methodology used to forecast electricity demand, and (3) forecasts of electricity demand and average price by sector for 15 states for 1980, 1985, 1990.

  20. Analysis and design of a Taguchi-Grey based electricity demand predictor for energy management systems

    International Nuclear Information System (INIS)

    Yao, Albert W.L.; Chi, S.C.

    2004-01-01

    In order to use electricity efficiently, a demand control management system is one of the effective ways to reduce energy consumption and electric bills. An electricity demand control system is used as a means to monitor and manage the usage of electricity effectively. Moreover, it is a useful tool for avoiding penalties beyond the contracted demand value of electricity with the electric power company. In this project, we developed a Taguchi-Grey based predictor to forecast the demand value of electricity on line. In a Grey prediction, the parameter settings are highly relevant to the accuracy of forecasting. A Taguchi method was employed to optimize the parameter settings for the Grey based electricity demand value predictor. Our experimental results show that the optimal parameter settings of the Grey prediction are α=0.4, five point modeling and three minute sampling time of the data acquisition system. The improved Taguchi-Grey based electricity demand predictor in conjunction with the PC based electricity demand control system is a cost effective and efficient means to manage the usage of electricity

  1. Local TEC Modelling and Forecasting using Neural Networks

    Science.gov (United States)

    Tebabal, A.; Radicella, S. M.; Nigussie, M.; Damtie, B.; Nava, B.; Yizengaw, E.

    2017-12-01

    Abstract Modelling the Earth's ionospheric characteristics is the focal task for the ionospheric community to mitigate its effect on the radio communication, satellite navigation and technologies. However, several aspects of modelling are still challenging, for example, the storm time characteristics. This paper presents modelling efforts of TEC taking into account solar and geomagnetic activity, time of the day and day of the year using neural networks (NNs) modelling technique. The NNs have been designed with GPS-TEC measured data from low and mid-latitude GPS stations. The training was conducted using the data obtained for the period from 2011 to 2014. The model prediction accuracy was evaluated using data of year 2015. The model results show that diurnal and seasonal trend of the GPS-TEC is well reproduced by the model for the two stations. The seasonal characteristics of GPS-TEC is compared with NN and NeQuick 2 models prediction when the latter one is driven by the monthly average value of solar flux. It is found that NN model performs better than the corresponding NeQuick 2 model for low latitude region. For the mid-latitude both NN and NeQuick 2 models reproduce the average characteristics of TEC variability quite successfully. An attempt of one day ahead forecast of TEC at the two locations has been made by introducing as driver previous day solar flux and geomagnetic index values. The results show that a reasonable day ahead forecast of local TEC can be achieved.

  2. Forecasting municipal solid waste generation using artificial intelligence modelling approaches.

    Science.gov (United States)

    Abbasi, Maryam; El Hanandeh, Ali

    2016-10-01

    Municipal solid waste (MSW) management is a major concern to local governments to protect human health, the environment and to preserve natural resources. The design and operation of an effective MSW management system requires accurate estimation of future waste generation quantities. The main objective of this study was to develop a model for accurate forecasting of MSW generation that helps waste related organizations to better design and operate effective MSW management systems. Four intelligent system algorithms including support vector machine (SVM), adaptive neuro-fuzzy inference system (ANFIS), artificial neural network (ANN) and k-nearest neighbours (kNN) were tested for their ability to predict monthly waste generation in the Logan City Council region in Queensland, Australia. Results showed artificial intelligence models have good prediction performance and could be successfully applied to establish municipal solid waste forecasting models. Using machine learning algorithms can reliably predict monthly MSW generation by training with waste generation time series. In addition, results suggest that ANFIS system produced the most accurate forecasts of the peaks while kNN was successful in predicting the monthly averages of waste quantities. Based on the results, the total annual MSW generated in Logan City will reach 9.4×10(7)kg by 2020 while the peak monthly waste will reach 9.37×10(6)kg. Copyright © 2016 Elsevier Ltd. All rights reserved.

  3. IMD's model for forecasting monsoon in India

    Digital Repository Service at National Institute of Oceanography (India)

    Varkey, M.J.

    feeling of the subject to the younger generation. There is an increa s ing need for modelling, simulating and optimizing technological, physical, medi cal and economic processes. In fa ct, recently a study 2 program ent i- tled ?Tech0... . This is the first instance an Indian scie n- tist has been elected as a foreign fellow. C. N. R. Rao is already a member of all the major academies of the world. MEETING REPORTS Nutrition is the key to health and nation?s develo p ment* So say...

  4. Day-ahead electricity price forecasting using wavelet transform combined with ARIMA and GARCH models

    International Nuclear Information System (INIS)

    Tan, Zhongfu; Zhang, Jinliang; Xu, Jun; Wang, Jianhui

    2010-01-01

    This paper proposes a novel price forecasting method based on wavelet transform combined with ARIMA and GARCH models. By wavelet transform, the historical price series is decomposed and reconstructed into one approximation series and some detail series. Then each subseries can be separately predicted by a suitable time series model. The final forecast is obtained by composing the forecasted results of each subseries. This proposed method is examined on Spanish and PJM electricity markets and compared with some other forecasting methods. (author)

  5. Artificial neural network models' application for radioactive substances' migration forecasting in soil

    International Nuclear Information System (INIS)

    Kovalenko, V.I.; Khil'ko, O.S.; Kundas, S.P.

    2009-01-01

    The work is indicated to the use of artificial neural network (ANN) models in program complex SPS for radioactive substances' migration forecasting in soil. For the problem solution two ANN models are used. One of them forecasts radioactive substances' migration, another carries out forecasting of physical and chemical soil properties. Program complex SPS allows to achieve a low error of forecasting (no more than 5 %) and high training speed. (authors)

  6. Forecasting macroeconomic variables using neural network models and three automated model selection techniques

    DEFF Research Database (Denmark)

    Kock, Anders Bredahl; Teräsvirta, Timo

    2016-01-01

    When forecasting with neural network models one faces several problems, all of which influence the accuracy of the forecasts. First, neural networks are often hard to estimate due to their highly nonlinear structure. To alleviate the problem, White (2006) presented a solution (QuickNet) that conv...

  7. Deterministic and heuristic models of forecasting spare parts demand

    Directory of Open Access Journals (Sweden)

    Ivan S. Milojević

    2012-04-01

    Full Text Available Knowing the demand of spare parts is the basis for successful spare parts inventory management. Inventory management has two aspects. The first one is operational management: acting according to certain models and making decisions in specific situations which could not have been foreseen or have not been encompassed by models. The second aspect is optimization of the model parameters by means of inventory management. Supply items demand (asset demand is the expression of customers' needs in units in the desired time and it is one of the most important parameters in the inventory management. The basic task of the supply system is demand fulfillment. In practice, demand is expressed through requisition or request. Given the conditions in which inventory management is considered, demand can be: - deterministic or stochastic, - stationary or nonstationary, - continuous or discrete, - satisfied or unsatisfied. The application of the maintenance concept is determined by the technological level of development of the assets being maintained. For example, it is hard to imagine that the concept of self-maintenance can be applied to assets developed and put into use 50 or 60 years ago. Even less complex concepts cannot be applied to those vehicles that only have indicators of engine temperature - those that react only when the engine is overheated. This means that the maintenance concepts that can be applied are the traditional preventive maintenance and the corrective maintenance. In order to be applied in a real system, modeling and simulation methods require a completely regulated system and that is not the case with this spare parts supply system. Therefore, this method, which also enables the model development, cannot be applied. Deterministic models of forecasting are almost exclusively related to the concept of preventive maintenance. Maintenance procedures are planned in advance, in accordance with exploitation and time resources. Since the timing

  8. Trend time-series modeling and forecasting with neural networks.

    Science.gov (United States)

    Qi, Min; Zhang, G Peter

    2008-05-01

    Despite its great importance, there has been no general consensus on how to model the trends in time-series data. Compared to traditional approaches, neural networks (NNs) have shown some promise in time-series forecasting. This paper investigates how to best model trend time series using NNs. Four different strategies (raw data, raw data with time index, detrending, and differencing) are used to model various trend patterns (linear, nonlinear, deterministic, stochastic, and breaking trend). We find that with NNs differencing often gives meritorious results regardless of the underlying data generating processes (DGPs). This finding is also confirmed by the real gross national product (GNP) series.

  9. Profit Forecast Model Using Monte Carlo Simulation in Excel

    Directory of Open Access Journals (Sweden)

    Petru BALOGH

    2014-01-01

    Full Text Available Profit forecast is very important for any company. The purpose of this study is to provide a method to estimate the profit and the probability of obtaining the expected profit. Monte Carlo methods are stochastic techniques–meaning they are based on the use of random numbers and probability statistics to investigate problems. Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. Our example of Monte Carlo simulation in Excel will be a simplified profit forecast model. Each step of the analysis will be described in detail. The input data for the case presented: the number of leads per month, the percentage of leads that result in sales, , the cost of a single lead, the profit per sale and fixed cost, allow obtaining profit and associated probabilities of achieving.

  10. Application of nonlinear forecasting techniques for meteorological modeling

    Directory of Open Access Journals (Sweden)

    V. Pérez-Muñuzuri

    2000-10-01

    Full Text Available A nonlinear forecasting method was used to predict the behavior of a cloud coverage time series several hours in advance. The method is based on the reconstruction of a chaotic strange attractor using four years of cloud absorption data obtained from half-hourly Meteosat infrared images from Northwestern Spain. An exhaustive nonlinear analysis of the time series was carried out to reconstruct the phase space of the underlying chaotic attractor. The forecast values are used by a non-hydrostatic meteorological model ARPS for daily weather prediction and their results compared with surface temperature measurements from a meteorological station and a vertical sounding. The effect of noise in the time series is analyzed in terms of the prediction results.Key words: Meterology and atmospheric dynamics (mesoscale meteorology; general – General (new fields

  11. Application of nonlinear forecasting techniques for meteorological modeling

    Directory of Open Access Journals (Sweden)

    V. Pérez-Muñuzuri

    Full Text Available A nonlinear forecasting method was used to predict the behavior of a cloud coverage time series several hours in advance. The method is based on the reconstruction of a chaotic strange attractor using four years of cloud absorption data obtained from half-hourly Meteosat infrared images from Northwestern Spain. An exhaustive nonlinear analysis of the time series was carried out to reconstruct the phase space of the underlying chaotic attractor. The forecast values are used by a non-hydrostatic meteorological model ARPS for daily weather prediction and their results compared with surface temperature measurements from a meteorological station and a vertical sounding. The effect of noise in the time series is analyzed in terms of the prediction results.

    Key words: Meterology and atmospheric dynamics (mesoscale meteorology; general – General (new fields

  12. Forecasting corn production in Serbia using ARIMA model

    Directory of Open Access Journals (Sweden)

    Ilić Ivana

    2016-01-01

    Full Text Available Agricultural crop production is closely related to climate, as a decisive success factor. Temperature fluctuations and changes in the volume of precipitation are the main factors affecting the growth and development of crops, and, ultimately, the quantity produced. Corn is the most common crop necessary to provide for domestic needs, and a strategic product for export. Production of corn in the period from 1947 to 2014 in Serbia had an oscillatory trend, with significant jumps and falls in production. The subject of this paper is the forecasting of future trends in corn production in Serbia. Building on the subject, the purpose of this paper is to create the model for forecasting future corn production and establishing its trends.

  13. Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model

    Directory of Open Access Journals (Sweden)

    Petrovska Magdalena

    2016-09-01

    Full Text Available This paper aims at assessing the usefulness of leading indicators in business cycle research and forecast. Initially we test the predictive power of the economic sentiment indicator (ESI within a static probit model as a leading indicator, commonly perceived to be able to provide a reliable summary of the current economic conditions. We further proceed analyzing how well an extended set of indicators performs in forecasting turning points of the Macedonian business cycle by employing the Qual VAR approach of Dueker (2005. In continuation, we evaluate the quality of the selected indicators in pseudo-out-of-sample context. The results show that the use of survey-based indicators as a complement to macroeconomic data work satisfactory well in capturing the business cycle developments in Macedonia.

  14. HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

    Science.gov (United States)

    Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

    2017-08-01

    Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.

  15. Forecasting oil price trends using wavelets and hidden Markov models

    International Nuclear Information System (INIS)

    Souza e Silva, Edmundo G. de; Souza e Silva, Edmundo A. de; Legey, Luiz F.L.

    2010-01-01

    The crude oil price is influenced by a great number of factors, most of which interact in very complex ways. For this reason, forecasting it through a fundamentalist approach is a difficult task. An alternative is to use time series methodologies, with which the price's past behavior is conveniently analyzed, and used to predict future movements. In this paper, we investigate the usefulness of a nonlinear time series model, known as hidden Markov model (HMM), to predict future crude oil price movements. Using an HMM, we develop a forecasting methodology that consists of, basically, three steps. First, we employ wavelet analysis to remove high frequency price movements, which can be assumed as noise. Then, the HMM is used to forecast the probability distribution of the price return accumulated over the next F days. Finally, from this distribution, we infer future price trends. Our results indicate that the proposed methodology might be a useful decision support tool for agents participating in the crude oil market. (author)

  16. A New Group Decision Model Based on Grey-Intuitionistic Fuzzy-ELECTRE and VIKOR for Contractor Assessment Problem

    Directory of Open Access Journals (Sweden)

    Hassan Hashemi

    2018-05-01

    Full Text Available This study introduces a new decision model with multi-criteria analysis by a group of decision makers (DMs with intuitionistic fuzzy sets (IFSs. The presented model depends on a new integration of IFSs theory, ELECTRE and VIKOR along with grey relational analysis (GRA. To portray uncertain real-life situations and take account of complex decision problem, multi-criteria group decision-making (MCGDM model by totally unknown importance are introduced with IF-setting. Hence, a weighting method depended on Entropy and IFSs, is developed to present the weights of DMs and evaluation factors. A new ranking approach is provided for prioritizing the alternatives. To indicate the applicability of the presented new decision model, an industrial application for assessing contractors in the construction industry is given and discussed from the recent literature.

  17. Poor transferability of species distribution models for a pelagic predator, the grey petrel, indicates contrasting habitat preferences across ocean basins.

    Directory of Open Access Journals (Sweden)

    Leigh G Torres

    Full Text Available Species distribution models (SDMs are increasingly applied in conservation management to predict suitable habitat for poorly known populations. High predictive performance of SDMs is evident in validations performed within the model calibration area (interpolation, but few studies have assessed SDM transferability to novel areas (extrapolation, particularly across large spatial scales or pelagic ecosystems. We performed rigorous SDM validation tests on distribution data from three populations of a long-ranging marine predator, the grey petrel Procellaria cinerea, to assess model transferability across the Southern Hemisphere (25-65°S. Oceanographic data were combined with tracks of grey petrels from two remote sub-Antarctic islands (Antipodes and Kerguelen using boosted regression trees to generate three SDMs: one for each island population, and a combined model. The predictive performance of these models was assessed using withheld tracking data from within the model calibration areas (interpolation, and from a third population, Marion Island (extrapolation. Predictive performance was assessed using k-fold cross validation and point biserial correlation. The two population-specific SDMs included the same predictor variables and suggested birds responded to the same broad-scale oceanographic influences. However, all model validation tests, including of the combined model, determined strong interpolation but weak extrapolation capabilities. These results indicate that habitat use reflects both its availability and bird preferences, such that the realized distribution patterns differ for each population. The spatial predictions by the three SDMs were compared with tracking data and fishing effort to demonstrate the conservation pitfalls of extrapolating SDMs outside calibration regions. This exercise revealed that SDM predictions would have led to an underestimate of overlap with fishing effort and potentially misinformed bycatch mitigation

  18. Frost Monitoring and Forecasting Using MODIS Land Surface Temperature Data and a Numerical Weather Prediction Model Forecasts for Eastern Africa

    Science.gov (United States)

    Kabuchanga, Eric; Flores, Africa; Malaso, Susan; Mungai, John; Sakwa, Vincent; Shaka, Ayub; Limaye, Ashutosh

    2014-01-01

    Frost is a major challenge across Eastern Africa, severely impacting agricultural farms. Frost damages have wide ranging economic implications on tea and coffee farms, which represent a major economic sector. Early monitoring and forecasting will enable farmers to take preventive actions to minimize the losses. Although clearly important, timely information on when to protect crops from freezing is relatively limited. MODIS Land Surface Temperature (LST) data, derived from NASA's Terra and Aqua satellites, and 72-hr weather forecasts from the Kenya Meteorological Service's operational Weather Research Forecast model are enabling the Regional Center for Mapping of Resources for Development (RCMRD) and the Tea Research Foundation of Kenya to provide timely information to farmers in the region. This presentation will highlight an ongoing collaboration among the Kenya Meteorological Service, RCMRD, and the Tea Research Foundation of Kenya to identify frost events and provide farmers with potential frost forecasts in Eastern Africa.

  19. Models for Train Passenger Forecasting of Java and Sumatra

    Science.gov (United States)

    Sartono

    2017-04-01

    People tend to take public transportation to avoid high traffic, especially in Java. In Jakarta, the number of railway passengers is over than the capacity of the train at peak time. This is an opportunity as well as a challenge. If it is managed well then the company can get high profit. Otherwise, it may lead to disaster. This article discusses models for the train passengers, hence, finding the reasonable models to make a prediction overtimes. The Box-Jenkins method is occupied to develop a basic model. Then, this model is compared to models obtained using exponential smoothing method and regression method. The result shows that Holt-Winters model is better to predict for one-month, three-month, and six-month ahead for the passenger in Java. In addition, SARIMA(1,1,0)(2,0,0) is more accurate for nine-month and twelve-month oversee. On the other hand, for Sumatra passenger forecasting, SARIMA(1,1,1)(0,0,2) gives a better approximation for one-month ahead, and ARIMA model is best for three-month ahead prediction. The rest, Trend Seasonal and Liner Model has the least of RMSE to forecast for six-month, nine-month, and twelve-month ahead.

  20. Forecast model of landslides in a short time

    International Nuclear Information System (INIS)

    Sanchez Lopez, Reinaldo

    2006-01-01

    The IDEAM in development of their functions as member of the national technical committee for the prevention and disasters attention (SNPAD) accomplishes the follow-up, monitoring and forecast in real time of the environmental dynamics that in extreme situations constitute threats and natural risks. One of the frequent dynamics and of greater impact is related to landslides, those that affect persistently the life of the persons, the infrastructure, the socioeconomic activities and the balance of the environment. The landslide in Colombia and in the world are caused mainly by effects of the rain, due to that, IDEAM has come developing forecast model, as an instrument for risk management in a short time. This article presents aspects related to their structure, operation, temporary space resolution, products, results, achievements and projections of the model. Conceptually, the model is support by the principle of the dynamic temporary - space, of the processes that consolidate natural hazards, particularly in areas where the man has come building the risk. Structurally, the model is composed by two sub-models; the general susceptibility of the earthly model and the critical rain model as a denotative factor, that consolidate the hazard process. In real time, the model, works as a GIS, permitting the automatic zoning of the landslides hazard for issue public advisory warming to help makers decisions on the risk that cause frequently these events, in the country

  1. Forecast Combinations

    OpenAIRE

    Timmermann, Allan G

    2005-01-01

    Forecast combinations have frequently been found in empirical studies to produce better forecasts on average than methods based on the ex-ante best individual forecasting model. Moreover, simple combinations that ignore correlations between forecast errors often dominate more refined combination schemes aimed at estimating the theoretically optimal combination weights. In this paper we analyse theoretically the factors that determine the advantages from combining forecasts (for example, the d...

  2. Forecasting the mortality rates using Lee-Carter model and Heligman-Pollard model

    Science.gov (United States)

    Ibrahim, R. I.; Ngataman, N.; Abrisam, W. N. A. Wan Mohd

    2017-09-01

    Improvement in life expectancies has driven further declines in mortality. The sustained reduction in mortality rates and its systematic underestimation has been attracting the significant interest of researchers in recent years because of its potential impact on population size and structure, social security systems, and (from an actuarial perspective) the life insurance and pensions industry worldwide. Among all forecasting methods, the Lee-Carter model has been widely accepted by the actuarial community and Heligman-Pollard model has been widely used by researchers in modelling and forecasting future mortality. Therefore, this paper only focuses on Lee-Carter model and Heligman-Pollard model. The main objective of this paper is to investigate how accurately these two models will perform using Malaysian data. Since these models involves nonlinear equations that are explicitly difficult to solve, the Matrix Laboratory Version 8.0 (MATLAB 8.0) software will be used to estimate the parameters of the models. Autoregressive Integrated Moving Average (ARIMA) procedure is applied to acquire the forecasted parameters for both models as the forecasted mortality rates are obtained by using all the values of forecasted parameters. To investigate the accuracy of the estimation, the forecasted results will be compared against actual data of mortality rates. The results indicate that both models provide better results for male population. However, for the elderly female population, Heligman-Pollard model seems to underestimate to the mortality rates while Lee-Carter model seems to overestimate to the mortality rates.

  3. Support Vector Regression Model Based on Empirical Mode Decomposition and Auto Regression for Electric Load Forecasting

    Directory of Open Access Journals (Sweden)

    Hong-Juan Li

    2013-04-01

    Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents a SVR model hybridized with the empirical mode decomposition (EMD method and auto regression (AR for electric load forecasting. The electric load data of the New South Wales (Australia market are employed for comparing the forecasting performances of different forecasting models. The results confirm the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.

  4. A Feature Fusion Based Forecasting Model for Financial Time Series

    Science.gov (United States)

    Guo, Zhiqiang; Wang, Huaiqing; Liu, Quan; Yang, Jie

    2014-01-01

    Predicting the stock market has become an increasingly interesting research area for both researchers and investors, and many prediction models have been proposed. In these models, feature selection techniques are used to pre-process the raw data and remove noise. In this paper, a prediction model is constructed to forecast stock market behavior with the aid of independent component analysis, canonical correlation analysis, and a support vector machine. First, two types of features are extracted from the historical closing prices and 39 technical variables obtained by independent component analysis. Second, a canonical correlation analysis method is utilized to combine the two types of features and extract intrinsic features to improve the performance of the prediction model. Finally, a support vector machine is applied to forecast the next day's closing price. The proposed model is applied to the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better in the area of prediction than other two similar models. PMID:24971455

  5. An investigation of forecast horizon and observation fit’s influence on an econometric rate forecast model in the liner shipping industry

    DEFF Research Database (Denmark)

    Nielsen, Peter; Jiang, Liping; Rytter, Niels Gorm Malý

    2014-01-01

    This paper evaluates the influence of forecast horizon and observation fit on the robustness and performance of a specific freight rate forecast model used in the liner shipping industry. In the first stage of the research, a forecast model used to predict container freight rate development...... of the forecast horizon and observation fit and their interactions on the forecast model's performance. The results underline the complicated nature of creating a suitable forecast model by balancing business needs, a desire to fit a good model and achieve high accuracy. There is strong empirical evidence from...... this study; that a robust model is preferable, that overfitting is a true danger, and that a balance must be achieved between forecast horizon and the number of observations used to fit the model. In addition, methodological guidance has also been provided on how to test, design, and choose the superior...

  6. Day-ahead wind speed forecasting using f-ARIMA models

    International Nuclear Information System (INIS)

    Kavasseri, Rajesh G.; Seetharaman, Krithika

    2009-01-01

    With the integration of wind energy into electricity grids, it is becoming increasingly important to obtain accurate wind speed/power forecasts. Accurate wind speed forecasts are necessary to schedule dispatchable generation and tariffs in the day-ahead electricity market. This paper examines the use of fractional-ARIMA or f-ARIMA models to model, and forecast wind speeds on the day-ahead (24 h) and two-day-ahead (48 h) horizons. The models are applied to wind speed records obtained from four potential wind generation sites in North Dakota. The forecasted wind speeds are used in conjunction with the power curve of an operational (NEG MICON, 750 kW) turbine to obtain corresponding forecasts of wind power production. The forecast errors in wind speed/power are analyzed and compared with the persistence model. Results indicate that significant improvements in forecasting accuracy are obtained with the proposed models compared to the persistence method. (author)

  7. Pharmaceutical expenditure forecast model to support health policy decision making.

    Science.gov (United States)

    Rémuzat, Cécile; Urbinati, Duccio; Kornfeld, Åsa; Vataire, Anne-Lise; Cetinsoy, Laurent; Aballéa, Samuel; Mzoughi, Olfa; Toumi, Mondher

    2014-01-01

    With constant incentives for healthcare payers to contain their pharmaceutical budgets, modelling policy decision impact became critical. The objective of this project was to test the impact of various policy decisions on pharmaceutical budget (developed for the European Commission for the project 'European Union (EU) Pharmaceutical expenditure forecast' - http://ec.europa.eu/health/healthcare/key_documents/index_en.htm). A model was built to assess policy scenarios' impact on the pharmaceutical budgets of seven member states of the EU, namely France, Germany, Greece, Hungary, Poland, Portugal, and the United Kingdom. The following scenarios were tested: expanding the UK policies to EU, changing time to market access, modifying generic price and penetration, shifting the distribution chain of biosimilars (retail/hospital). Applying the UK policy resulted in dramatic savings for Germany (10 times the base case forecast) and substantial additional savings for France and Portugal (2 and 4 times the base case forecast, respectively). Delaying time to market was found be to a very powerful tool to reduce pharmaceutical expenditure. Applying the EU transparency directive (6-month process for pricing and reimbursement) increased pharmaceutical expenditure for all countries (from 1.1 to 4 times the base case forecast), except in Germany (additional savings). Decreasing the price of generics and boosting the penetration rate, as well as shifting distribution of biosimilars through hospital chain were also key methods to reduce pharmaceutical expenditure. Change in the level of reimbursement rate to 100% in all countries led to an important increase in the pharmaceutical budget. Forecasting pharmaceutical expenditure is a critical exercise to inform policy decision makers. The most important leverages identified by the model on pharmaceutical budget were driven by generic and biosimilar prices, penetration rate, and distribution. Reducing, even slightly, the prices of

  8. Demand forecasting of electricity in Indonesia with limited historical data

    Science.gov (United States)

    Dwi Kartikasari, Mujiati; Rohmad Prayogi, Arif

    2018-03-01

    Demand forecasting of electricity is an important activity for electrical agents to know the description of electricity demand in future. Prediction of demand electricity can be done using time series models. In this paper, double moving average model, Holt’s exponential smoothing model, and grey model GM(1,1) are used to predict electricity demand in Indonesia under the condition of limited historical data. The result shows that grey model GM(1,1) has the smallest value of MAE (mean absolute error), MSE (mean squared error), and MAPE (mean absolute percentage error).

  9. Evaluation of streamflow forecast for the National Water Model of U.S. National Weather Service

    Science.gov (United States)

    Rafieeinasab, A.; McCreight, J. L.; Dugger, A. L.; Gochis, D.; Karsten, L. R.; Zhang, Y.; Cosgrove, B.; Liu, Y.

    2016-12-01

    The National Water Model (NWM), an implementation of the community WRF-Hydro modeling system, is an operational hydrologic forecasting model for the contiguous United States. The model forecasts distributed hydrologic states and fluxes, including soil moisture, snowpack, ET, and ponded water. In particular, the NWM provides streamflow forecasts at more than 2.7 million river reaches for three forecast ranges: short (15 hr), medium (10 days), and long (30 days). In this study, we verify short and medium range streamflow forecasts in the context of the verification of their respective quantitative precipitation forecasts/forcing (QPF), the High Resolution Rapid Refresh (HRRR) and the Global Forecast System (GFS). The streamflow evaluation is performed for summer of 2016 at more than 6,000 USGS gauges. Both individual forecasts and forecast lead times are examined. Selected case studies of extreme events aim to provide insight into the quality of the NWM streamflow forecasts. A goal of this comparison is to address how much streamflow bias originates from precipitation forcing bias. To this end, precipitation verification is performed over the contributing areas above (and between assimilated) USGS gauge locations. Precipitation verification is based on the aggregated, blended StageIV/StageII data as the "reference truth". We summarize the skill of the streamflow forecasts, their skill relative to the QPF, and make recommendations for improving NWM forecast skill.

  10. Overview, comparative assessment and recommendations of forecasting models for short-term water demand prediction

    CSIR Research Space (South Africa)

    Anele, AO

    2017-11-01

    Full Text Available -term water demand (STWD) forecasts. In view of this, an overview of forecasting methods for STWD prediction is presented. Based on that, a comparative assessment of the performance of alternative forecasting models from the different methods is studied. Times...

  11. Forecasting US renewables in the national energy modelling system

    International Nuclear Information System (INIS)

    Diedrich, R.; Petersik, T.W.

    2001-01-01

    The Energy information Administration (EIA) of the US Department of Energy (DOE) forecasts US renewable energy supply and demand in the context of overall energy markets using the National Energy Modelling System (NEMS). Renewables compete with other supply and demand options within the residential, commercial, industrial, transportation, and electricity sectors of the US economy. NEMS forecasts renewable energy for grid-connected electricity production within the Electricity Market Module (EM), and characterizes central station biomass, geothermal, conventional hydroelectric, municipal solid waste, solar thermal, solar photovoltaic, and wind-powered electricity generating technologies. EIA's Annual Energy Outlook 1998, projecting US energy markets, forecasts marketed renewables to remain a minor part of US energy production and consumption through to 2020. The USA is expected to remain primarily a fossil energy producer and consumer throughout the period. An alternative case indicates that biomass, wind, and to some extent geothermal power would likely increase most rapidly if the US were to require greater use of renewables for power supply, though electricity prices would increase somewhat. (author)

  12. Perturbations of modeling and forecast of karachi coastal region seawater

    International Nuclear Information System (INIS)

    Hussain, M.A.; Abbas, S.; Ansari, M.R.K.; Zaffar, A.

    2013-01-01

    Global warming is now a stark reality affecting the humanity in many hazardous ways. Continuous floods in Pakistan in past two years are an eye opener in this regard. A great loss of property, agriculture and life as a result of these floods suggests for an intelligent monitoring of the future projections of climate change and global warming. This is necessary because the harmful impacts of natural hazards can be coped and alleviated with a good planning in advance. This monitoring demands for enhanced forecasting capabilities, use of better analytical techniques and a clear determination and study of the controlling factors. Karachi is a coastal city which is also the industrial hub of Pakistan. Moreover, it is among one of the largest metropolitans of the world. So expectedly is most suitable for the study of high level of complex natural and anthropogenic activities. It is peculiar in the sense that it has two summer seasons, a situation scarcely observable on the globe. Here, summer season seawater temperature fluctuations are studied with the help of Seasonal Autoregressive Integrated Moving Average (SARIMA) models and short- and long-term forecasts are made. Our short-term forecasts determine months for the summer wise temperature extremes. It appears that the months of May, June, July and August are the months of extreme temperature for the first summer and October is the month of extreme temperature for the second summer. The long-term forecasts predict that 2014, 2016, 2018, and 2019 will be the years of warm summers. The analysis appearing here would be useful for coastal-urban planners in emphasizing the impact of seawater extreme temperatures on urban industrial activities, etc. (author)

  13. Traffic congestion forecasting model for the INFORM System. Final report

    Energy Technology Data Exchange (ETDEWEB)

    Azarm, A.; Mughabghab, S.; Stock, D.

    1995-05-01

    This report describes a computerized traffic forecasting model, developed by Brookhaven National Laboratory (BNL) for a portion of the Long Island INFORM Traffic Corridor. The model has gone through a testing phase, and currently is able to make accurate traffic predictions up to one hour forward in time. The model will eventually take on-line traffic data from the INFORM system roadway sensors and make projections as to future traffic patterns, thus allowing operators at the New York State Department of Transportation (D.O.T.) INFORM Traffic Management Center to more optimally manage traffic. It can also form the basis of a travel information system. The BNL computer model developed for this project is called ATOP for Advanced Traffic Occupancy Prediction. The various modules of the ATOP computer code are currently written in Fortran and run on PC computers (pentium machine) faster than real time for the section of the INFORM corridor under study. The following summarizes the various routines currently contained in the ATOP code: Statistical forecasting of traffic flow and occupancy using historical data for similar days and time (long term knowledge), and the recent information from the past hour (short term knowledge). Estimation of the empirical relationships between traffic flow and occupancy using long and short term information. Mechanistic interpolation using macroscopic traffic models and based on the traffic flow and occupancy forecasted (item-1), and the empirical relationships (item-2) for the specific highway configuration at the time of simulation (construction, lane closure, etc.). Statistical routine for detection and classification of anomalies and their impact on the highway capacity which are fed back to previous items.

  14. Forecasting Lightning Threat using Cloud-Resolving Model Simulations

    Science.gov (United States)

    McCaul, Eugene W., Jr.; Goodman, Steven J.; LaCasse, Katherine M.; Cecil, Daniel J.

    2008-01-01

    Two new approaches are proposed and developed for making time and space dependent, quantitative short-term forecasts of lightning threat, and a blend of these approaches is devised that capitalizes on the strengths of each. The new methods are distinctive in that they are based entirely on the ice-phase hydrometeor fields generated by regional cloud-resolving numerical simulations, such as those produced by the WRF model. These methods are justified by established observational evidence linking aspects of the precipitating ice hydrometeor fields to total flash rates. The methods are straightforward and easy to implement, and offer an effective near-term alternative to the incorporation of complex and costly cloud electrification schemes into numerical models. One method is based on upward fluxes of precipitating ice hydrometeors in the mixed phase region at the-15 C level, while the second method is based on the vertically integrated amounts of ice hydrometeors in each model grid column. Each method can be calibrated by comparing domain-wide statistics of the peak values of simulated flash rate proxy fields against domain-wide peak total lightning flash rate density data from observations. Tests show that the first method is able to capture much of the temporal variability of the lightning threat, while the second method does a better job of depicting the areal coverage of the threat. Our blended solution is designed to retain most of the temporal sensitivity of the first method, while adding the improved spatial coverage of the second. Exploratory tests for selected North Alabama cases show that, because WRF can distinguish the general character of most convective events, our methods show promise as a means of generating quantitatively realistic fields of lightning threat. However, because the models tend to have more difficulty in predicting the instantaneous placement of storms, forecasts of the detailed location of the lightning threat based on single

  15. Propagation of Uncertainty in Bayesian Kernel Models - Application to Multiple-Step Ahead Forecasting

    DEFF Research Database (Denmark)

    Quinonero, Joaquin; Girard, Agathe; Larsen, Jan

    2003-01-01

    The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models such as the Gaus......The object of Bayesian modelling is predictive distribution, which, in a forecasting scenario, enables evaluation of forecasted values and their uncertainties. We focus on reliably estimating the predictive mean and variance of forecasted values using Bayesian kernel based models...... such as the Gaussian process and the relevance vector machine. We derive novel analytic expressions for the predictive mean and variance for Gaussian kernel shapes under the assumption of a Gaussian input distribution in the static case, and of a recursive Gaussian predictive density in iterative forecasting...

  16. A COMPARATIVE STUDY OF FORECASTING MODELS FOR TREND AND SEASONAL TIME SERIES DOES COMPLEX MODEL ALWAYS YIELD BETTER FORECAST THAN SIMPLE MODELS

    Directory of Open Access Journals (Sweden)

    Suhartono Suhartono

    2005-01-01

    Full Text Available Many business and economic time series are non-stationary time series that contain trend and seasonal variations. Seasonality is a periodic and recurrent pattern caused by factors such as weather, holidays, or repeating promotions. A stochastic trend is often accompanied with the seasonal variations and can have a significant impact on various forecasting methods. In this paper, we will investigate and compare some forecasting methods for modeling time series with both trend and seasonal patterns. These methods are Winter's, Decomposition, Time Series Regression, ARIMA and Neural Networks models. In this empirical research, we study on the effectiveness of the forecasting performance, particularly to answer whether a complex method always give a better forecast than a simpler method. We use a real data, that is airline passenger data. The result shows that the more complex model does not always yield a better result than a simpler one. Additionally, we also find the possibility to do further research especially the use of hybrid model by combining some forecasting method to get better forecast, for example combination between decomposition (as data preprocessing and neural network model.

  17. Distributed HUC-based modeling with SUMMA for ensemble streamflow forecasting over large regional domains.

    Science.gov (United States)

    Saharia, M.; Wood, A.; Clark, M. P.; Bennett, A.; Nijssen, B.; Clark, E.; Newman, A. J.

    2017-12-01

    Most operational streamflow forecasting systems rely on a forecaster-in-the-loop approach in which some parts of the forecast workflow require an experienced human forecaster. But this approach faces challenges surrounding process reproducibility, hindcasting capability, and extension to large domains. The operational hydrologic community is increasingly moving towards `over-the-loop' (completely automated) large-domain simulations yet recent developments indicate a widespread lack of community knowledge about the strengths and weaknesses of such systems for forecasting. A realistic representation of land surface hydrologic processes is a critical element for improving forecasts, but often comes at the substantial cost of forecast system agility and efficiency. While popular grid-based models support the distributed representation of land surface processes, intermediate-scale Hydrologic Unit Code (HUC)-based modeling could provide a more efficient and process-aligned spatial discretization, reducing the need for tradeoffs between model complexity and critical forecasting requirements such as ensemble methods and comprehensive model calibration. The National Center for Atmospheric Research is collaborating with the University of Washington, the Bureau of Reclamation and the USACE to implement, assess, and demonstrate real-time, over-the-loop distributed streamflow forecasting for several large western US river basins and regions. In this presentation, we present early results from short to medium range hydrologic and streamflow forecasts for the Pacific Northwest (PNW). We employ a real-time 1/16th degree daily ensemble model forcings as well as downscaled Global Ensemble Forecasting System (GEFS) meteorological forecasts. These datasets drive an intermediate-scale configuration of the Structure for Unifying Multiple Modeling Alternatives (SUMMA) model, which represents the PNW using over 11,700 HUCs. The system produces not only streamflow forecasts (using the Mizu

  18. Electricity consumption forecasting in Italy using linear regression models

    Energy Technology Data Exchange (ETDEWEB)

    Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio [DIAM, Seconda Universita degli Studi di Napoli, Via Roma 29, 81031 Aversa (CE) (Italy)

    2009-09-15

    The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of {+-}1% for the best case and {+-}11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)

  19. Electricity consumption forecasting in Italy using linear regression models

    International Nuclear Information System (INIS)

    Bianco, Vincenzo; Manca, Oronzio; Nardini, Sergio

    2009-01-01

    The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The time period considered for the historical data is from 1970 to 2007. Different regression models were developed, using historical electricity consumption, gross domestic product (GDP), gross domestic product per capita (GDP per capita) and population. A first part of the paper considers the estimation of GDP, price and GDP per capita elasticities of domestic and non-domestic electricity consumption. The domestic and non-domestic short run price elasticities are found to be both approximately equal to -0.06, while long run elasticities are equal to -0.24 and -0.09, respectively. On the contrary, the elasticities of GDP and GDP per capita present higher values. In the second part of the paper, different regression models, based on co-integrated or stationary data, are presented. Different statistical tests are employed to check the validity of the proposed models. A comparison with national forecasts, based on complex econometric models, such as Markal-Time, was performed, showing that the developed regressions are congruent with the official projections, with deviations of ±1% for the best case and ±11% for the worst. These deviations are to be considered acceptable in relation to the time span taken into account. (author)

  20. Forecasting daily political opinion polls using the fractionally cointegrated VAR model

    DEFF Research Database (Denmark)

    Nielsen, Morten Ørregaard; Shibaev, Sergei S.

    We examine forecasting performance of the recent fractionally cointegrated vector autoregressive (FCVAR) model. We use daily polling data of political support in the United Kingdom for 2010-2015 and compare with popular competing models at several forecast horizons. Our findings show that the four...... trend from the model follows the vote share of the UKIP very closely, and we thus interpret it as a measure of Euro-skepticism in public opinion rather than an indicator of the more traditional left-right political spectrum. In terms of prediction of vote shares in the election, forecasts generated...... variants of the FCVAR model considered are generally ranked as the top four models in terms of forecast accuracy, and the FCVAR model significantly outperforms both univariate fractional models and the standard cointegrated VAR (CVAR) model at all forecast horizons. The relative forecast improvement...

  1. Out-of-sample Forecasting Performance of Won/Dollar Exchange Rate Return Volatility Model

    Directory of Open Access Journals (Sweden)

    Hojin Lee

    2009-06-01

    Full Text Available We compare the out-of-sample forecasting performance of volatility models using daily exchange rate for the KRW/USD during the period from 1992 to 2008. For various forecasting horizons, historical volatility models with a long memory tend to make more accurate forecasts. Especially, we carefully observe the difference between the EWMA and the GARCH(1,1 model. Our empirical finding that the GARCH model puts too much weight on recent observations relative to those in the past is consistent with prior evidence showing that asset market volatility has a long memory, such as Ding and Granger (1996. The forecasting model with the lowest MSFE and VaR forecast error among the models we consider is the EWMA model in which the forecast volatility for the coming period is a weighted average of recent squared return with exponentially declining weights. In terms of forecast accuracy, it clearly dominates the widely accepted GARCH and rolling window GARCH models. We also present a multiple comparison of the out-of-sample forecasting performance of volatility using the stationary bootstrap of Politis and Romano (1994. We find that the White's reality check for the GARCH(1,1 expanding window model and the FIGARCH(1,1 expanding window model clearly reject the null hypothesis and there exists a better model than the two benchmark models. On the other hand, when the EWMA model is the benchmark, the White's for all forecasting horizons are very high, which indicates the null hypothesis may not be rejected. The Hansen's report the same results. The GARCH(1,1 expanding window model and the FIGARCH(1,1 expanding window model are dominated by the best competing model in most of the forecasting horizons. In contrast, the RiskMetrics model seems to be the most preferred. We also consider combining the forecasts generated by averaging the six raw forecasts and a trimmed set of forecasts which calculate the mean of the four forecasts after disregarding the highest and

  2. Short-Term Wind Power Interval Forecasting Based on an EEMD-RT-RVM Model

    Directory of Open Access Journals (Sweden)

    Haixiang Zang

    2016-01-01

    Full Text Available Accurate short-term wind power forecasting is important for improving the security and economic success of power grids. Existing wind power forecasting methods are mostly types of deterministic point forecasting. Deterministic point forecasting is vulnerable to forecasting errors and cannot effectively deal with the random nature of wind power. In order to solve the above problems, we propose a short-term wind power interval forecasting model based on ensemble empirical mode decomposition (EEMD, runs test (RT, and relevance vector machine (RVM. First, in order to reduce the complexity of data, the original wind power sequence is decomposed into a plurality of intrinsic mode function (IMF components and residual (RES component by using EEMD. Next, we use the RT method to reconstruct the components and obtain three new components characterized by the fine-to-coarse order. Finally, we obtain the overall forecasting results (with preestablished confidence levels by superimposing the forecasting results of each new component. Our results show that, compared with existing methods, our proposed short-term interval forecasting method has less forecasting errors, narrower interval widths, and larger interval coverage percentages. Ultimately, our forecasting model is more suitable for engineering applications and other forecasting methods for new energy.

  3. A note on the multi model super ensemble technique for reducing forecast errors

    International Nuclear Information System (INIS)

    Kantha, L.; Carniel, S.; Sclavo, M.

    2008-01-01

    The multi model super ensemble (S E) technique has been used with considerable success to improve meteorological forecasts and is now being applied to ocean models. Although the technique has been shown to produce deterministic forecasts that can be superior to the individual models in the ensemble or a simple multi model ensemble forecast, there is a clear need to understand its strengths and limitations. This paper is an attempt to do so in simple, easily understood contexts. The results demonstrate that the S E forecast is almost always better than the simple ensemble forecast, the degree of improvement depending on the properties of the models in the ensemble. However, the skill of the S E forecast with respect to the true forecast depends on a number of factors, principal among which is the skill of the models in the ensemble. As can be expected, if the ensemble consists of models with poor skill, the S E forecast will also be poor, although better than the ensemble forecast. On the other hand, the inclusion of even a single skillful model in the ensemble increases the forecast skill significantly.

  4. Synergizing two NWP models to improve hub-height wind speed forecasts

    Energy Technology Data Exchange (ETDEWEB)

    Liu, H. [Ortech International, Mississauga, ON (Canada); Taylor, P. [York Univ., Toronto, ON (Canada)

    2010-07-01

    This PowerPoint presentation discussed some of the methods used to optimize hub-height wind speed forecasts. Statistical and physical forecast paradigms were considered. Forecast errors are often dictated by phase error, while refined NWP modelling is limited by data availability. A nested meso-scale NWP model was combined with a physical model to predict wind and power forecasts. Maps of data sources were included as well as equations used to derive predictions. Data from meteorological masts located near the Great Lakes were used to demonstrate the model. The results were compared with other modelling prediction methods. Forecasts obtained using the modelling approach can help operators in scheduling and trading procedures. Further research is being conducted to determine if the model can be used to improve ramp forecasts. tabs., figs.

  5. Evaluating winds and vertical wind shear from Weather Research and Forecasting model forecasts using seven planetary boundary layer schemes

    DEFF Research Database (Denmark)

    Draxl, Caroline; Hahmann, Andrea N.; Pena Diaz, Alfredo

    2014-01-01

    with different PBL parameterizations at one coastal site over western Denmark. The evaluation focuses on determining which PBL parameterization performs best for wind energy forecasting, and presenting a validation methodology that takes into account wind speed at different heights. Winds speeds at heights...... regarding wind energy at these levels partly depends on the formulation and implementation of planetary boundary layer (PBL) parameterizations in these models. This study evaluates wind speeds and vertical wind shears simulated by theWeather Research and Forecasting model using seven sets of simulations...

  6. Fuzzy logic-based analogue forecasting and hybrid modelling of horizontal visibility

    Science.gov (United States)

    Tuba, Zoltán; Bottyán, Zsolt

    2018-04-01

    Forecasting visibility is one of the greatest challenges in aviation meteorology. At the same time, high accuracy visibility forecasts can significantly reduce or make avoidable weather-related risk in aviation as well. To improve forecasting visibility, this research links fuzzy logic-based analogue forecasting and post-processed numerical weather prediction model outputs in hybrid forecast. Performance of analogue forecasting model was improved by the application of Analytic Hierarchy Process. Then, linear combination of the mentioned outputs was applied to create ultra-short term hybrid visibility prediction which gradually shifts the focus from statistical to numerical products taking their advantages during the forecast period. It gives the opportunity to bring closer the numerical visibility forecast to the observations even it is wrong initially. Complete verification of categorical forecasts was carried out; results are available for persistence and terminal aerodrome forecasts (TAF) as well in order to compare. The average value of Heidke Skill Score (HSS) of examined airports of analogue and hybrid forecasts shows very similar results even at the end of forecast period where the rate of analogue prediction in the final hybrid output is 0.1-0.2 only. However, in case of poor visibility (1000-2500 m), hybrid (0.65) and analogue forecasts (0.64) have similar average of HSS in the first 6 h of forecast period, and have better performance than persistence (0.60) or TAF (0.56). Important achievement that hybrid model takes into consideration physics and dynamics of the atmosphere due to the increasing part of the numerical weather prediction. In spite of this, its performance is similar to the most effective visibility forecasting methods and does not follow the poor verification results of clearly numerical outputs.

  7. Pharmaceutical expenditure forecast model to support health policy decision making

    Science.gov (United States)

    Rémuzat, Cécile; Urbinati, Duccio; Kornfeld, Åsa; Vataire, Anne-Lise; Cetinsoy, Laurent; Aballéa, Samuel; Mzoughi, Olfa; Toumi, Mondher

    2014-01-01

    Background and objective With constant incentives for healthcare payers to contain their pharmaceutical budgets, modelling policy decision impact became critical. The objective of this project was to test the impact of various policy decisions on pharmaceutical budget (developed for the European Commission for the project ‘European Union (EU) Pharmaceutical expenditure forecast’ – http://ec.europa.eu/health/healthcare/key_documents/index_en.htm). Methods A model was built to assess policy scenarios’ impact on the pharmaceutical budgets of seven member states of the EU, namely France, Germany, Greece, Hungary, Poland, Portugal, and the United Kingdom. The following scenarios were tested: expanding the UK policies to EU, changing time to market access, modifying generic price and penetration, shifting the distribution chain of biosimilars (retail/hospital). Results Applying the UK policy resulted in dramatic savings for Germany (10 times the base case forecast) and substantial additional savings for France and Portugal (2 and 4 times the base case forecast, respectively). Delaying time to market was found be to a very powerful tool to reduce pharmaceutical expenditure. Applying the EU transparency directive (6-month process for pricing and reimbursement) increased pharmaceutical expenditure for all countries (from 1.1 to 4 times the base case forecast), except in Germany (additional savings). Decreasing the price of generics and boosting the penetration rate, as well as shifting distribution of biosimilars through hospital chain were also key methods to reduce pharmaceutical expenditure. Change in the level of reimbursement rate to 100% in all countries led to an important increase in the pharmaceutical budget. Conclusions Forecasting pharmaceutical expenditure is a critical exercise to inform policy decision makers. The most important leverages identified by the model on pharmaceutical budget were driven by generic and biosimilar prices, penetration rate

  8. Wind and load forecast error model for multiple geographically distributed forecasts

    Energy Technology Data Exchange (ETDEWEB)

    Makarov, Yuri V.; Reyes-Spindola, Jorge F.; Samaan, Nader; Diao, Ruisheng; Hafen, Ryan P. [Pacific Northwest National Laboratory, Richland, WA (United States)

    2010-07-01

    The impact of wind and load forecast errors on power grid operations is frequently evaluated by conducting multi-variant studies, where these errors are simulated repeatedly as random processes based on their known statistical characteristics. To simulate these errors correctly, we need to reflect their distributions (which do not necessarily follow a known distribution law), standard deviations. auto- and cross-correlations. For instance, load and wind forecast errors can be closely correlated in different zones of the system. This paper introduces a new methodology for generating multiple cross-correlated random processes to produce forecast error time-domain curves based on a transition probability matrix computed from an empirical error distribution function. The matrix will be used to generate new error time series with statistical features similar to observed errors. We present the derivation of the method and some experimental results obtained by generating new error forecasts together with their statistics. (orig.)

  9. Electricity generation modeling and photovoltaic forecasts in China

    Science.gov (United States)

    Li, Shengnan

    With the economic development of China, the demand for electricity generation is rapidly increasing. To explain electricity generation, we use gross GDP, the ratio of urban population to rural population, the average per capita income of urban residents, the electricity price for industry in Beijing, and the policy shift that took place in China. Ordinary least squares (OLS) is used to develop a model for the 1979--2009 period. During the process of designing the model, econometric methods are used to test and develop the model. The final model is used to forecast total electricity generation and assess the possible role of photovoltaic generation. Due to the high demand for resources and serious environmental problems, China is pushing to develop the photovoltaic industry. The system price of PV is falling; therefore, photovoltaics may be competitive in the future.

  10. A numerical storm surge forecast model with Kalman filter

    Institute of Scientific and Technical Information of China (English)

    Yu Fujiang; Zhang Zhanhai; Lin Yihua

    2001-01-01

    Kalman filter data assimilation technique is incorporated into a standard two-dimensional linear storm surge model. Imperfect model equation and imperfect meteorological forcimg are accounted for by adding noise terms to the momentum equations. The deterministic model output is corrected by using the available tidal gauge station data. The stationary Kalman filter algorithm for the model domain is calculated by an iterative procedure using specified information on the inaccuracies in the momentum equations and specified error information for the observations. An application to a real storm surge that occurred in the summer of 1956 in the East China Sea is performed by means of this data assimilation technique. The result shows that Kalman filter is useful for storm surge forecast and hindcast.

  11. Forecasting the Reference Evapotranspiration Using Time Series Model

    Directory of Open Access Journals (Sweden)

    H. Zare Abyaneh

    2016-10-01

    Full Text Available Introduction: Reference evapotranspiration is one of the most important factors in irrigation timing and field management. Moreover, reference evapotranspiration forecasting can play a vital role in future developments. Therefore in this study, the seasonal autoregressive integrated moving average (ARIMA model was used to forecast the reference evapotranspiration time series in the Esfahan, Semnan, Shiraz, Kerman, and Yazd synoptic stations. Materials and Methods: In the present study in all stations (characteristics of the synoptic stations are given in Table 1, the meteorological data, including mean, maximum and minimum air temperature, relative humidity, dry-and wet-bulb temperature, dew-point temperature, wind speed, precipitation, air vapor pressure and sunshine hours were collected from the Islamic Republic of Iran Meteorological Organization (IRIMO for the 41 years from 1965 to 2005. The FAO Penman-Monteith equation was used to calculate the monthly reference evapotranspiration in the five synoptic stations and the evapotranspiration time series were formed. The unit root test was used to identify whether the time series was stationary, then using the Box-Jenkins method, seasonal ARIMA models were applied to the sample data. Table 1. The geographical location and climate conditions of the synoptic stations Station\tGeographical location\tAltitude (m\tMean air temperature (°C\tMean precipitation (mm\tClimate, according to the De Martonne index classification Longitude (E\tLatitude (N Annual\tMin. and Max. Esfahan\t51° 40'\t32° 37'\t1550.4\t16.36\t9.4-23.3\t122\tArid Semnan\t53° 33'\t35° 35'\t1130.8\t18.0\t12.4-23.8\t140\tArid Shiraz\t52° 36'\t29° 32'\t1484\t18.0\t10.2-25.9\t324\tSemi-arid Kerman\t56° 58'\t30° 15'\t1753.8\t15.6\t6.7-24.6\t142\tArid Yazd\t54° 17'\t31° 54'\t1237.2\t19.2\t11.8-26.0\t61\tArid Results and Discussion: The monthly meteorological data were used as input for the Ref-ET software and monthly reference

  12. A grey DEMATEL-based approach for modeling enablers of green innovation in manufacturing organizations.

    Science.gov (United States)

    Gupta, Himanshu; Barua, Mukesh Kumar

    2018-04-01

    Incorporating green practices into the manufacturing process has gained momentum over the past few years and is a matter of great concern for both manufacturers as well as researchers. Regulatory pressures in developed countries have forced the organizations to adopt green practices; however, this issue still lacks attention in developing economies like India. There is an urgent need to identify enablers of green innovation for manufacturing organizations and also to identify prominent enablers among those. This study is an attempt to first identify enablers of green innovation and then establish a causal relationship among them to identify the enablers that can drive others. Grey DEMATEL (Decision Making Trial and Evaluation Laboratory) methodology is used for establishing the causal relationship among enablers. The novelty of this study lies in the fact that no study has been done in the past to identify the enablers of green innovation and then establishing the causal relationship among them. A total of 21 enablers of green innovation have been identified; research indicates developing green manufacturing capabilities, resources for green innovation, ease of getting loans from financial institutions, and environmental regulations as the most influential enablers of green innovation. Managerial and practical implications of the research are also presented to assist managers of the case company in adopting green innovation practices at their end.

  13. Disinfection of grey water

    OpenAIRE

    Winward, Gideon Paul

    2007-01-01

    The reuse of grey water, for applications such as toilet flushing and irrigation, represents a potential sustainable solution to water shortages experienced by regions worldwide. Although reused grey water is not intended for potable use, the potential for transmission of waterborne pathogens by aerosol inhalation, topical contact, or indirect ingestion is a key concern for grey water reuse. This thesis explores the pathogen content of grey water and investigates pathogen remov...

  14. Case studies of extended model-based flood forecasting: prediction of dike strength and flood impacts

    Science.gov (United States)

    Stuparu, Dana; Bachmann, Daniel; Bogaard, Tom; Twigt, Daniel; Verkade, Jan; de Bruijn, Karin; de Leeuw, Annemargreet

    2017-04-01

    Flood forecasts, warning and emergency response are important components in flood risk management. Most flood forecasting systems use models to translate weather predictions to forecasted discharges or water levels. However, this information is often not sufficient for real time decisions. A sound understanding of the reliability of embankments and flood dynamics is needed to react timely and reduce the negative effects of the flood. Where are the weak points in the dike system? When, how much and where the water will flow? When and where is the greatest impact expected? Model-based flood impact forecasting tries to answer these questions by adding new dimensions to the existing forecasting systems by providing forecasted information about: (a) the dike strength during the event (reliability), (b) the flood extent in case of an overflow or a dike failure (flood spread) and (c) the assets at risk (impacts). This work presents three study-cases in which such a set-up is applied. Special features are highlighted. Forecasting of dike strength. The first study-case focusses on the forecast of dike strength in the Netherlands for the river Rhine branches Waal, Nederrijn and IJssel. A so-called reliability transformation is used to translate the predicted water levels at selected dike sections into failure probabilities during a flood event. The reliability of a dike section is defined by fragility curves - a summary of the dike strength conditional to the water level. The reliability information enhances the emergency management and inspections of embankments. Ensemble forecasting. The second study-case shows the setup of a flood impact forecasting system in Dumfries, Scotland. The existing forecasting system is extended with a 2D flood spreading model in combination with the Delft-FIAT impact model. Ensemble forecasts are used to make use of the uncertainty in the precipitation forecasts, which is useful to quantify the certainty of a forecasted flood event. From global

  15. Modeling Philippine Stock Exchange Composite Index Using Weighted Geometric Brownian Motion Forecasts

    Directory of Open Access Journals (Sweden)

    Gayo Willy

    2016-01-01

    Full Text Available Philippine Stock Exchange Composite Index (PSEi is the main stock index of the Philippine Stock Exchange (PSE. PSEi is computed using a weighted mean of the top 30 publicly traded companies in the Philippines, called component stocks. It provides a single value by which the performance of the Philippine stock market is measured. Unfortunately, these weights, which may vary for every trading day, are not disclosed by the PSE. In this paper, we propose a model of forecasting the PSEi by estimating the weights based on historical data and forecasting each component stock using Monte Carlo simulation based on a Geometric Brownian Motion (GBM assumption. The model performance is evaluated and its forecast compared is with the results using a direct GBM forecast of PSEi over different forecast periods. Results showed that the forecasts using WGBM will yield smaller error compared to direct GBM forecast of PSEi.

  16. Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region

    Science.gov (United States)

    Khan, Muhammad Yousaf; Mittnik, Stefan

    2018-01-01

    In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.

  17. Model-free aftershock forecasts constructed from similar sequences in the past

    Science.gov (United States)

    van der Elst, N.; Page, M. T.

    2017-12-01

    The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity

  18. Grey water biodegradability

    NARCIS (Netherlands)

    Abu Ghunmi, L.; Zeeman, G.; Fayyad, M.; Van Lier, J.B.

    2010-01-01

    Knowing the biodegradability characteristics of grey water constituents is imperative for a proper design and operation of a biological treatment system of grey water. This study characterizes the different COD fractions of dormitory grey water and investigates the effect of applying different

  19. Grey water biodegradability

    NARCIS (Netherlands)

    Abu Ghunmi, L.; Zeeman, G.; Fayyad, M.; Lier, van J.B.

    2011-01-01

    Knowing the biodegradability characteristics of grey water constituents is imperative for a proper design and operation of a biological treatment system of grey water. This study characterizes the different COD fractions of dormitory grey water and investigates the effect of applying different

  20. Application of SARIMA model to forecasting monthly flows in Waterval River, South Africa

    Directory of Open Access Journals (Sweden)

    Tadesse Kassahun Birhanu

    2017-12-01

    Full Text Available Knowledge of future river flow information is fundamental for development and management of a river system. In this study, Waterval River flow was forecasted by SARIMA model using GRETL statistical software. Mean monthly flows from 1960 to 2016 were used for modelling and forecasting. Different unit root and Mann–Kendall trend analysis proved the stationarity of the observed flow time series. Based on seasonally differenced correlogram characteristics, different SARIMA models were evaluated; their parameters were optimized, and diagnostic check up of forecasts was made using white noise and heteroscedasticity tests. Finally, based on minimum Akaike Information (AI and Hannan–Quinn (HQ criteria, SARIMA (3, 0, 2 x (3, 1, 312 model was selected for Waterval River flow forecasting. Comparison of forecast performance of SARIMA models with that of computational intelligent forecasting techniques was recommended for future study.

  1. A high resolution WRF model for wind energy forecasting

    Science.gov (United States)

    Vincent, Claire Louise; Liu, Yubao

    2010-05-01

    The increasing penetration of wind energy into national electricity markets has increased the demand for accurate surface layer wind forecasts. There has recently been a focus on forecasting the wind at wind farm sites using both statistical models and numerical weather prediction (NWP) models. Recent advances in computing capacity and non-hydrostatic NWP models means that it is possible to nest mesoscale models down to Large Eddy Simulation (LES) scales over the spatial area of a typical wind farm. For example, the WRF model (Skamarock 2008) has been run at a resolution of 123 m over a wind farm site in complex terrain in Colorado (Liu et al. 2009). Although these modelling attempts indicate a great hope for applying such models for detailed wind forecasts over wind farms, one of the obvious challenges of running the model at this resolution is that while some boundary layer structures are expected to be modelled explicitly, boundary layer eddies into the inertial sub-range can only be partly captured. Therefore, the amount and nature of sub-grid-scale mixing that is required is uncertain. Analysis of Liu et al. (2009) modelling results in comparison to wind farm observations indicates that unrealistic wind speed fluctuations with a period of around 1 hour occasionally occurred during the two day modelling period. The problem was addressed by re-running the same modelling system with a) a modified diffusion constant and b) two-way nesting between the high resolution model and its parent domain. The model, which was run with horizontal grid spacing of 370 m, had dimensions of 505 grid points in the east-west direction and 490 points in the north-south direction. It received boundary conditions from a mesoscale model of resolution 1111 m. Both models had 37 levels in the vertical. The mesoscale model was run with a non-local-mixing planetary boundary layer scheme, while the 370 m model was run with no planetary boundary layer scheme. It was found that increasing the

  2. Daily air quality index forecasting with hybrid models: A case in China

    International Nuclear Information System (INIS)

    Zhu, Suling; Lian, Xiuyuan; Liu, Haixia; Hu, Jianming; Wang, Yuanyuan; Che, Jinxing

    2017-01-01

    Air quality is closely related to quality of life. Air pollution forecasting plays a vital role in air pollution warnings and controlling. However, it is difficult to attain accurate forecasts for air pollution indexes because the original data are non-stationary and chaotic. The existing forecasting methods, such as multiple linear models, autoregressive integrated moving average (ARIMA) and support vector regression (SVR), cannot fully capture the information from series of pollution indexes. Therefore, new effective techniques need to be proposed to forecast air pollution indexes. The main purpose of this research is to develop effective forecasting models for regional air quality indexes (AQI) to address the problems above and enhance forecasting accuracy. Therefore, two hybrid models (EMD-SVR-Hybrid and EMD-IMFs-Hybrid) are proposed to forecast AQI data. The main steps of the EMD-SVR-Hybrid model are as follows: the data preprocessing technique EMD (empirical mode decomposition) is utilized to sift the original AQI data to obtain one group of smoother IMFs (intrinsic mode functions) and a noise series, where the IMFs contain the important information (level, fluctuations and others) from the original AQI series. LS-SVR is applied to forecast the sum of the IMFs, and then, S-ARIMA (seasonal ARIMA) is employed to forecast the residual sequence of LS-SVR. In addition, EMD-IMFs-Hybrid first separately forecasts the IMFs via statistical models and sums the forecasting results of the IMFs as EMD-IMFs. Then, S-ARIMA is employed to forecast the residuals of EMD-IMFs. To certify the proposed hybrid model, AQI data from June 2014 to August 2015 collected from Xingtai in China are utilized as a test case to investigate the empirical research. In terms of some of the forecasting assessment measures, the AQI forecasting results of Xingtai show that the two proposed hybrid models are superior to ARIMA, SVR, GRNN, EMD-GRNN, Wavelet-GRNN and Wavelet-SVR. Therefore, the

  3. Initialization and Predictability of a Coupled ENSO Forecast Model

    Science.gov (United States)

    Chen, Dake; Zebiak, Stephen E.; Cane, Mark A.; Busalacchi, Antonio J.

    1997-01-01

    The skill of a coupled ocean-atmosphere model in predicting ENSO has recently been improved using a new initialization procedure in which initial conditions are obtained from the coupled model, nudged toward observations of wind stress. The previous procedure involved direct insertion of wind stress observations, ignoring model feedback from ocean to atmosphere. The success of the new scheme is attributed to its explicit consideration of ocean-atmosphere coupling and the associated reduction of "initialization shock" and random noise. The so-called spring predictability barrier is eliminated, suggesting that such a barrier is not intrinsic to the real climate system. Initial attempts to generalize the nudging procedure to include SST were not successful; possible explanations are offered. In all experiments forecast skill is found to be much higher for the 1980s than for the 1970s and 1990s, suggesting decadal variations in predictability.

  4. Grey zones of welfare

    Directory of Open Access Journals (Sweden)

    Ida Harboe Knudsen

    2015-01-01

    Full Text Available In this article I explore the ‘grey zones of welfare’ in rural Lithuania whereby I point to the inherent ambiguities that lies in a system where people to a high degree rely on networks and normative solutions to everyday shortcomings, rather than on the state. I argue that we in the period after socialism witness an increased degree of informal economies and social arrangements, as the formal sector of social security is perceived as unreliable. This results in a model where liberalism and individual ethics co-exist with a strong morality to support the poorest in society.

  5. Probabilistic Forecast of Wind Power Generation by Stochastic Differential Equation Models

    KAUST Repository

    Elkantassi, Soumaya

    2017-04-01

    Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

  6. Artificial Neural Network versus Linear Models Forecasting Doha Stock Market

    Science.gov (United States)

    Yousif, Adil; Elfaki, Faiz

    2017-12-01

    The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.

  7. Serial grey-box model of a stratified thermal tank for hierarchical control of a solar plant

    Energy Technology Data Exchange (ETDEWEB)

    Arahal, Manuel R. [Universidad de Sevilla, Dpto. de Ingenieria de Sistemas y Automatica, Camino de los Descubrimientos s/n, 41092 Sevilla (Spain); Cirre, Cristina M. [Convenio Universidad de Almeria-Plataforma Solar de Almeria, Ctra. Senes s/n, 04200 Tabernas, Almeria (Spain); Berenguel, Manuel [Universidad de Almeria, Dpto. Lenguajes y Computacion, Ctra. Sacramento s/n, 04120, Almeria (Spain)

    2008-05-15

    The ACUREX collector field together with a thermal storage tank and a power conversion system forms the Small Solar Power Systems plant of the Plataforma Solar de Almeria, a facility that has been used for research for the last 25 years. A simulator of the collector field produced by the last author has been available to and used as a test-bed for control strategies. Up to now, however, there is not a model for the whole plant. Such model is needed for hierarchical control schemes also proposed by the authors. In this paper a model of the thermal storage tank is derived using the Simultaneous Perturbation Stochastic Approximation technique to adjust the parameters of a serial grey-box model structure. The benefits of the proposed approach are discussed in the context of the intended use, requiring a model capable of simulating the behavior of the storage tank with low computational load and low error over medium to large horizons. The model is tested against real data in a variety of situations showing its performance in terms of simulation error in the temperature profile and in the usable energy stored in the tank. The results obtained demonstrate the viability of the proposed approach. (author)

  8. The long-run forecasting of energy prices using the model of shifting trend

    International Nuclear Information System (INIS)

    Radchenko, Stanislav

    2005-01-01

    Developing models for accurate long-term energy price forecasting is an important problem because these forecasts should be useful in determining both supply and demand of energy. On the supply side, long-term forecasts determine investment decisions of energy-related companies. On the demand side, investments in physical capital and durable goods depend on price forecasts of a particular energy type. Forecasting long-run rend movements in energy prices is very important on the macroeconomic level for several developing countries because energy prices have large impacts on their real output, the balance of payments, fiscal policy, etc. Pindyck (1999) argues that the dynamics of real energy prices is mean-reverting to trend lines with slopes and levels that are shifting unpredictably over time. The hypothesis of shifting long-term trend lines was statistically tested by Benard et al. (2004). The authors find statistically significant instabilities for coal and natural gas prices. I continue the research of energy prices in the framework of continuously shifting levels and slopes of trend lines started by Pindyck (1999). The examined model offers both parsimonious approach and perspective on the developments in energy markets. Using the model of depletable resource production, Pindyck (1999) argued that the forecast of energy prices in the model is based on the long-run total marginal cost. Because the model of a shifting trend is based on the competitive behavior, one may examine deviations of oil producers from the competitive behavior by studying the difference between actual prices and long-term forecasts. To construct the long-run forecasts (10-year-ahead and 15-year-ahead) of energy prices, I modify the univariate shifting trends model of Pindyck (1999). I relax some assumptions on model parameters, the assumption of white noise error term, and propose a new Bayesian approach utilizing a Gibbs sampling algorithm to estimate the model with autocorrelation. To

  9. WRF-Fire: coupled weather-wildland fire modeling with the weather research and forecasting model

    Science.gov (United States)

    Janice L. Coen; Marques Cameron; John Michalakes; Edward G. Patton; Philip J. Riggan; Kara M. Yedinak

    2012-01-01

    A wildland fire behavior module (WRF-Fire) was integrated into the Weather Research and Forecasting (WRF) public domain numerical weather prediction model. The fire module is a surface fire behavior model that is two-way coupled with the atmospheric model. Near-surface winds from the atmospheric model are interpolated to a finer fire grid and used, with fuel properties...

  10. An analysis of seasonal predictability in coupled model forecasts

    Energy Technology Data Exchange (ETDEWEB)

    Peng, P.; Wang, W. [NOAA, Climate Prediction Center, Washington, DC (United States); Kumar, A. [NOAA, Climate Prediction Center, Washington, DC (United States); NCEP/NWS/NOAA, Climate Prediction Center, Camp Springs, MD (United States)

    2011-02-15

    In the recent decade, operational seasonal prediction systems based on initialized coupled models have been developed. An analysis of how the predictability of seasonal means in the initialized coupled predictions evolves with lead-time is presented. Because of the short lead-time, such an analysis for the temporal behavior of seasonal predictability involves a mix of both the predictability of the first and the second kind. The analysis focuses on the lead-time dependence of ensemble mean variance, and the forecast spread. Further, the analysis is for a fixed target season of December-January-February, and is for sea surface temperature, rainfall, and 200-mb height. The analysis is based on a large set of hindcasts from an initialized coupled seasonal prediction system. Various aspects of predictability of the first and the second kind are highlighted for variables with long (for example, SST), and fast (for example, atmospheric) adjustment time scale. An additional focus of the analysis is how the predictability in the initialized coupled seasonal predictions compares with estimates based on the AMIP simulations. The results indicate that differences in the set up of AMIP simulations and coupled predictions, for example, representation of air-sea interactions, and evolution of forecast spread from initial conditions do not change fundamental conclusion about the seasonal predictability. A discussion of the analysis presented herein, and its implications for the use of AMIP simulations for climate attribution, and for time-slice experiments to provide regional information, is also included. (orig.)

  11. An artificial neural network model for rainfall forecasting in Bangkok, Thailand

    Directory of Open Access Journals (Sweden)

    N. Q. Hung

    2009-08-01

    Full Text Available This paper presents a new approach using an Artificial Neural Network technique to improve rainfall forecast performance. A real world case study was set up in Bangkok; 4 years of hourly data from 75 rain gauge stations in the area were used to develop the ANN model. The developed ANN model is being applied for real time rainfall forecasting and flood management in Bangkok, Thailand. Aimed at providing forecasts in a near real time schedule, different network types were tested with different kinds of input information. Preliminary tests showed that a generalized feedforward ANN model using hyperbolic tangent transfer function achieved the best generalization of rainfall. Especially, the use of a combination of meteorological parameters (relative humidity, air pressure, wet bulb temperature and cloudiness, the rainfall at the point of forecasting and rainfall at the surrounding stations, as an input data, advanced ANN model to apply with continuous data containing rainy and non-rainy period, allowed model to issue forecast at any moment. Additionally, forecasts by ANN model were compared to the convenient approach namely simple persistent method. Results show that ANN forecasts have superiority over the ones obtained by the persistent model. Rainfall forecasts for Bangkok from 1 to 3 h ahead were highly satisfactory. Sensitivity analysis indicated that the most important input parameter besides rainfall itself is the wet bulb temperature in forecasting rainfall.

  12. Multi-model forecast skill for mid-summer rainfall over southern Africa

    CSIR Research Space (South Africa)

    Landman, WA

    2012-02-01

    Full Text Available -model forecasts outperform the single 17 model forecasts, that the two multi-model schemes produce about equally skilful 18 forecasts, and that the forecasts perform better during El Ni?o and La Ni?a 19 seasons than during neutral years. 20 21 22 3 1... to be 19 anomalously dry during El Ni?o years and anomalously wet during La Ni?a years, 20 although wet El Ni?o seasons and dry La Ni?a seasons are not uncommon. 21 Indian and Atlantic Ocean SST also have a statistically detectable influence on 22 South...

  13. eWaterCycle: A global operational hydrological forecasting model

    Science.gov (United States)

    van de Giesen, Nick; Bierkens, Marc; Donchyts, Gennadii; Drost, Niels; Hut, Rolf; Sutanudjaja, Edwin

    2015-04-01

    Development of an operational hyper-resolution hydrological global model is a central goal of the eWaterCycle project (www.ewatercycle.org). This operational model includes ensemble forecasts (14 days) to predict water related stress around the globe. Assimilation of near-real time satellite data is part of the intended product that will be launched at EGU 2015. The challenges come from several directions. First, there are challenges that are mainly computer science oriented but have direct practical hydrological implications. For example, we aim to make use as much as possible of existing standards and open-source software. For example, different parts of our system are coupled through the Basic Model Interface (BMI) developed in the framework of the Community Surface Dynamics Modeling System (CSDMS). The PCR-GLOBWB model, built by Utrecht University, is the basic hydrological model that is the engine of the eWaterCycle project. Re-engineering of parts of the software was needed for it to run efficiently in a High Performance Computing (HPC) environment, and to be able to interface using BMI, and run on multiple compute nodes in parallel. The final aim is to have a spatial resolution of 1km x 1km, which is currently 10 x 10km. This high resolution is computationally not too demanding but very memory intensive. The memory bottleneck becomes especially apparent for data assimilation, for which we use OpenDA. OpenDa allows for different data assimilation techniques without the need to build these from scratch. We have developed a BMI adaptor for OpenDA, allowing OpenDA to use any BMI compatible model. To circumvent memory shortages which would result from standard applications of the Ensemble Kalman Filter, we have developed a variant that does not need to keep all ensemble members in working memory. At EGU, we will present this variant and how it fits well in HPC environments. An important step in the eWaterCycle project was the coupling between the hydrological and

  14. Modeling and forecasting of electrical power demands for capacity planning

    International Nuclear Information System (INIS)

    Al-Shobaki, Salman; Mohsen, Mousa

    2008-01-01

    This paper describes the development of forecasting models to predict future generation and electrical power consumption in Jordan. This is critical to production cost since power is generated by burning expensive imported oil. Currently, the National Electric Power Company (NEPCO) is using regression models that only accounts for trend dynamics in their planning of loads and demand levels. The models are simplistic and are based on generated energy historical levels. They produce results on yearly bases and do not account for monthly variability in demand levels. The paper presents two models, one based on the generated energy data and the other is based on the consumed energy data. The models account for trend, monthly seasonality, and cycle dynamics. Both models are compared to NEPCO's model and indicate that NEPCO is producing energy at levels higher than needed (5.25%) thus increasing the loss in generated energy. The developed models also show a 13% difference between the generated energy and the consumed energy that is lost due to transmission line and in-house consumption

  15. Modeling and forecasting of electrical power demands for capacity planning

    Energy Technology Data Exchange (ETDEWEB)

    Al-Shobaki, Salman [Department of Industrial Engineering, Hashemite University, Zarka 13115 (Jordan); Mohsen, Mousa [Department of Mechanical Engineering, Hashemite University, Zarka 13115 (Jordan)

    2008-11-15

    This paper describes the development of forecasting models to predict future generation and electrical power consumption in Jordan. This is critical to production cost since power is generated by burning expensive imported oil. Currently, the National Electric Power Company (NEPCO) is using regression models that only accounts for trend dynamics in their planning of loads and demand levels. The models are simplistic and are based on generated energy historical levels. They produce results on yearly bases and do not account for monthly variability in demand levels. The paper presents two models, one based on the generated energy data and the other is based on the consumed energy data. The models account for trend, monthly seasonality, and cycle dynamics. Both models are compared to NEPCO's model and indicate that NEPCO is producing energy at levels higher than needed (5.25%) thus increasing the loss in generated energy. The developed models also show a 13% difference between the generated energy and the consumed energy that is lost due to transmission line and in-house consumption. (author)

  16. Ensemble empirical model decomposition and neuro-fuzzy conjunction model for middle and long-term runoff forecast

    Science.gov (United States)

    Tan, Q.

    2017-12-01

    Forecasting the runoff over longer periods, such as months and years, is one of the important tasks for hydrologists and water resource managers to maximize the potential of the limited water. However, due to the nonlinear and nonstationary characteristic of the natural runoff, it is hard to forecast the middle and long-term runoff with a satisfactory accuracy. It has been proven that the forecast performance can be improved by using signal decomposition techniques to product more cleaner signals as model inputs. In this study, a new conjunction model (EEMD-neuro-fuzzy) with adaptive ability is proposed. The ensemble empirical model decomposition (EEMD) is used to decompose the runoff time series into several components, which are with different frequencies and more cleaner than the original time series. Then the neuro-fuzzy model is developed for each component. The final forecast results can be obtained by summing the outputs of all neuro-fuzzy models. Unlike the conventional forecast model, the decomposition and forecast models in this study are adjusted adaptively as long as new runoff information is added. The proposed models are applied to forecast the monthly runoff of Yichang station, located in Yangtze River of China. The results show that the performance of adaptive forecast model we proposed outperforms than the conventional forecast model, the Nash-Sutcliffe efficiency coefficient can reach to 0.9392. Due to its ability to process the nonstationary data, the forecast accuracy, especially in flood season, is improved significantly.

  17. Deep Learning Based Solar Flare Forecasting Model. I. Results for Line-of-sight Magnetograms

    Science.gov (United States)

    Huang, Xin; Wang, Huaning; Xu, Long; Liu, Jinfu; Li, Rong; Dai, Xinghua

    2018-03-01

    Solar flares originate from the release of the energy stored in the magnetic field of solar active regions, the triggering mechanism for these flares, however, remains unknown. For this reason, the conventional solar flare forecast is essentially based on the statistic relationship between solar flares and measures extracted from observational data. In the current work, the deep learning method is applied to set up the solar flare forecasting model, in which forecasting patterns can be learned from line-of-sight magnetograms of solar active regions. In order to obtain a large amount of observational data to train the forecasting model and test its performance, a data set is created from line-of-sight magnetogarms of active regions observed by SOHO/MDI and SDO/HMI from 1996 April to 2015 October and corresponding soft X-ray solar flares observed by GOES. The testing results of the forecasting model indicate that (1) the forecasting patterns can be automatically reached with the MDI data and they can also be applied to the HMI data; furthermore, these forecasting patterns are robust to the noise in the observational data; (2) the performance of the deep learning forecasting model is not sensitive to the given forecasting periods (6, 12, 24, or 48 hr); (3) the performance of the proposed forecasting model is comparable to that of the state-of-the-art flare forecasting models, even if the duration of the total magnetograms continuously spans 19.5 years. Case analyses demonstrate that the deep learning based solar flare forecasting model pays attention to areas with the magnetic polarity-inversion line or the strong magnetic field in magnetograms of active regions.

  18. Insights from a history of seasonal inflow forecasting with a conceptual hydrologic model

    Science.gov (United States)

    Druce, Donald J.

    2001-08-01

    BC Hydro has used a conceptual hydrologic model for forecasting the seasonal inflows to its Mica project, on the Columbia River, for more than 20 years. The model estimates the snowpack on the forecast date using recently observed weather data and then calculates the runoff response to approximately 30 historical weather sequences over the remainder of the year. The ensemble of equally likely seasonal inflows makes up the forecast. Forecasts are issued as of the first of each month from January to August. The same model and modeller have made all of such forecasts for the Mica project. While some may see this as a failure to progress, others may see it as an unique opportunity to learn how well an older hydrologic model has performed, in practice, over the long term. Comments on both perspectives are offered, after the analyses of the forecasts have been presented. The forecasts have been analysed, as of each of the monthly forecast dates, to determine the accuracy of the mean and to establish any differences between ex post and ex ante measures of uncertainty. Results are then compared with those from a regression model that has also been used for forecasting the seasonal inflows to the Mica project over the same period of record.

  19. A stochastic HMM-based forecasting model for fuzzy time series.

    Science.gov (United States)

    Li, Sheng-Tun; Cheng, Yi-Chung

    2010-10-01

    Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

  20. A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.

    Science.gov (United States)

    Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan

    2017-01-01

    Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

  1. A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method

    Directory of Open Access Journals (Sweden)

    Jun-He Yang

    2017-01-01

    Full Text Available Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir’s water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir’s water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.

  2. Forecasting Energy CO2 Emissions Using a Quantum Harmony Search Algorithm-Based DMSFE Combination Model

    Directory of Open Access Journals (Sweden)

    Xingsheng Gu

    2013-03-01

    Full Text Available he accurate forecasting of carbon dioxide (CO2 emissions from fossil fuel energy consumption is a key requirement for making energy policy and environmental strategy. In this paper, a novel quantum harmony search (QHS algorithm-based discounted mean square forecast error (DMSFE combination model is proposed. In the DMSFE combination forecasting model, almost all investigations assign the discounting factor (β arbitrarily since β varies between 0 and 1 and adopt one value for all individual models and forecasting periods. The original method doesn’t consider the influences of the individual model and the forecasting period. This work contributes by changing β from one value to a matrix taking the different model and the forecasting period into consideration and presenting a way of searching for the optimal β values by using the QHS algorithm through optimizing the mean absolute percent error (MAPE objective function. The QHS algorithm-based optimization DMSFE combination forecasting model is established and tested by forecasting CO2 emission of the World top‒5 CO2 emitters. The evaluation indexes such as MAPE, root mean squared error (RMSE and mean absolute error (MAE are employed to test the performance of the presented approach. The empirical analyses confirm the validity of the presented method and the forecasting accuracy can be increased in a certain degree.

  3. Hospital daily outpatient visits forecasting using a combinatorial model based on ARIMA and SES models.

    Science.gov (United States)

    Luo, Li; Luo, Le; Zhang, Xinli; He, Xiaoli

    2017-07-10

    Accurate forecasting of hospital outpatient visits is beneficial for the reasonable planning and allocation of healthcare resource to meet the medical demands. In terms of the multiple attributes of daily outpatient visits, such as randomness, cyclicity and trend, time series methods, ARIMA, can be a good choice for outpatient visits forecasting. On the other hand, the hospital outpatient visits are also affected by the doctors' scheduling and the effects are not pure random. Thinking about the impure specialty, this paper presents a new forecasting model that takes cyclicity and the day of the week effect into consideration. We formulate a seasonal ARIMA (SARIMA) model on a daily time series and then a single exponential smoothing (SES) model on the day of the week time series, and finally establish a combinatorial model by modifying them. The models are applied to 1 year of daily visits data of urban outpatients in two internal medicine departments of a large hospital in Chengdu, for forecasting the daily outpatient visits about 1 week ahead. The proposed model is applied to forecast the cross-sectional data for 7 consecutive days of daily outpatient visits over an 8-weeks period based on 43 weeks of observation data during 1 year. The results show that the two single traditional models and the combinatorial model are simplicity of implementation and low computational intensiveness, whilst being appropriate for short-term forecast horizons. Furthermore, the combinatorial model can capture the comprehensive features of the time series data better. Combinatorial model can achieve better prediction performance than the single model, with lower residuals variance and small mean of residual errors which needs to be optimized deeply on the next research step.

  4. Can models help to forecast rainwater dynamics for rainfed ecosystem?

    Directory of Open Access Journals (Sweden)

    Mukhtar Ahmed

    2014-10-01

    Full Text Available Simulation models are important tools to explore and illustrate dynamics of climatic variables in crop based ecosystem. In the rainfed ecosystem (RE, wheat production is impinged on certain climatic events per se high variability in rainfall and increased temperature. These climatic events turn out due to climatic drivers like Sea Surface Temperatures (SSTs and pressure. Current study is aimed to analyze long term rainfall data (1961–2011 of Pakistan׳s rainfed ecosystem zone (Islamabad, Chakwal and Talagang by using Agricultural Production Systems Simulator (APSIM and R model. The principal objective of this analysis was to study the link between SOI phases and SSTs; and thereby understanding the pattern of climate change due to these climatic drivers under rainfed conditions in Pakistan. The results revealed a positive link between July SOI phases and the rainfall variability during October–November (the sowing time of wheat in Pakistan. Long term rainfall data analysis (1961–2011 of Islamabad, Chakwal and Talagang revealed 44%, 40%, 35% possibility of exceeding median rainfall near zero whereas probability of consistently negative SOI phases were 35%, 34% and 33% respectively during July. Similarly, the forecasting results estimated by R using covariates like dry spell, NINO1.2, NINO3, NINO4, NINO3.4 and IOD of different months revealed that prediction of monsoon, wheat early growth, wheat grain filling period and total wheat growing season rainfall, have significant signals with climatic drivers. The study justified the importance of models in the decision making processes and rainfall forecasting as a beneficial and necessary tool for rainfed ecosystem conservation.

  5. Research on combination forecast of port cargo throughput based on time series and causality analysis

    Directory of Open Access Journals (Sweden)

    Chi Zhang

    2013-03-01

    Full Text Available Purpose: The purpose of this paper is to develop a combined model composed of grey-forecast model and Logistic-growth-curve model to improve the accuracy of forecast model of cargo throughput for the port. The authors also use the existing data of a current port to verify the validity of the combined model.Design/methodology/approach: A literature review is undertaken to find the appropriate forecast model of cargo throughput for the port. Through researching the related forecast model, the authors put together the individual models which are significant to study further. Finally, the authors combine two individual models (grey-forecast model and Logistic-growth-curve model into one combined model to forecast the port cargo throughput, and use the model to a physical port in China to testify the validity of the model.Findings: Test by the perceptional data of cargo throughput in the physical port, the results show that the combined model can obtain relatively higher forecast accuracy when it is not easy to find more information. Furthermore, the forecast made by the combined model are more accurate than any of the individual ones.Research limitations/implications: The study provided a new combined forecast model of cargo throughput with a relatively less information to improve the accuracy rate of the forecast. The limitation of the model is that it requires the cargo throughput of the port have an S-shaped change trend.Practical implications: This model is not limited by external conditions such as geographical, cultural. This model predicted the port cargo throughput of one real port in China in 2015, which provided some instructive guidance for the port development.Originality/value: This is the one of the study to improve the accuracy rate of the cargo throughput forecast with little information.

  6. Retrospective forecast of ETAS model with daily parameters estimate

    Science.gov (United States)

    Falcone, Giuseppe; Murru, Maura; Console, Rodolfo; Marzocchi, Warner; Zhuang, Jiancang

    2016-04-01

    We present a retrospective ETAS (Epidemic Type of Aftershock Sequence) model based on the daily updating of free parameters during the background, the learning and the test phase of a seismic sequence. The idea was born after the 2011 Tohoku-Oki earthquake. The CSEP (Collaboratory for the Study of Earthquake Predictability) Center in Japan provided an appropriate testing benchmark for the five 1-day submitted models. Of all the models, only one was able to successfully predict the number of events that really happened. This result was verified using both the real time and the revised catalogs. The main cause of the failure was in the underestimation of the forecasted events, due to model parameters maintained fixed during the test. Moreover, the absence in the learning catalog of an event similar to the magnitude of the mainshock (M9.0), which drastically changed the seismicity in the area, made the learning parameters not suitable to describe the real seismicity. As an example of this methodological development we show the evolution of the model parameters during the last two strong seismic sequences in Italy: the 2009 L'Aquila and the 2012 Reggio Emilia episodes. The achievement of the model with daily updated parameters is compared with that of same model where the parameters remain fixed during the test time.

  7. Model Forecast Skill and Sensitivity to Initial Conditions in the Seasonal Sea Ice Outlook

    Science.gov (United States)

    Blanchard-Wrigglesworth, E.; Cullather, R. I.; Wang, W.; Zhang, J.; Bitz, C. M.

    2015-01-01

    We explore the skill of predictions of September Arctic sea ice extent from dynamical models participating in the Sea Ice Outlook (SIO). Forecasts submitted in August, at roughly 2 month lead times, are skillful. However, skill is lower in forecasts submitted to SIO, which began in 2008, than in hindcasts (retrospective forecasts) of the last few decades. The multimodel mean SIO predictions offer slightly higher skill than the single-model SIO predictions, but neither beats a damped persistence forecast at longer than 2 month lead times. The models are largely unsuccessful at predicting each other, indicating a large difference in model physics and/or initial conditions. Motivated by this, we perform an initial condition sensitivity experiment with four SIO models, applying a fixed -1 m perturbation to the initial sea ice thickness. The significant range of the response among the models suggests that different model physics make a significant contribution to forecast uncertainty.

  8. Forecasting rain events - Meteorological models or collective intelligence?

    Science.gov (United States)

    Arazy, Ofer; Halfon, Noam; Malkinson, Dan

    2015-04-01

    Collective intelligence is shared (or group) intelligence that emerges from the collective efforts of many individuals. Collective intelligence is the aggregate of individual contributions: from simple collective decision making to more sophisticated aggregations such as in crowdsourcing and peer-production systems. In particular, collective intelligence could be used in making predictions about future events, for example by using prediction markets to forecast election results, stock prices, or the outcomes of sport events. To date, there is little research regarding the use of collective intelligence for prediction of weather forecasting. The objective of this study is to investigate the extent to which collective intelligence could be utilized to accurately predict weather events, and in particular rainfall. Our analyses employ metrics of group intelligence, as well as compare the accuracy of groups' predictions against the predictions of the standard model used by the National Meteorological Services. We report on preliminary results from a study conducted over the 2013-2014 and 2014-2015 winters. We have built a web site that allows people to make predictions on precipitation levels on certain locations. During each competition participants were allowed to enter their precipitation forecasts (i.e. 'bets') at three locations and these locations changed between competitions. A precipitation competition was defined as a 48-96 hour period (depending on the expected weather conditions), bets were open 24-48 hours prior to the competition, and during betting period participants were allowed to change their bets with no limitation. In order to explore the effect of transparency, betting mechanisms varied across study's sites: full transparency (participants able to see each other's bets); partial transparency (participants see the group's average bet); and no transparency (no information of others' bets is made available). Several interesting findings emerged from

  9. Use of medium-range numerical weather prediction model output to produce forecasts of streamflow

    Science.gov (United States)

    Clark, M.P.; Hay, L.E.

    2004-01-01

    This paper examines an archive containing over 40 years of 8-day atmospheric forecasts over the contiguous United States from the NCEP reanalysis project to assess the possibilities for using medium-range numerical weather prediction model output for predictions of streamflow. This analysis shows the biases in the NCEP forecasts to be quite extreme. In many regions, systematic precipitation biases exceed 100% of the mean, with temperature biases exceeding 3??C. In some locations, biases are even higher. The accuracy of NCEP precipitation and 2-m maximum temperature forecasts is computed by interpolating the NCEP model output for each forecast day to the location of each station in the NWS cooperative network and computing the correlation with station observations. Results show that the accuracy of the NCEP forecasts is rather low in many areas of the country. Most apparent is the generally low skill in precipitation forecasts (particularly in July) and low skill in temperature forecasts in the western United States, the eastern seaboard, and the southern tier of states. These results outline a clear need for additional processing of the NCEP Medium-Range Forecast Model (MRF) output before it is used for hydrologic predictions. Techniques of model output statistics (MOS) are used in this paper to downscale the NCEP forecasts to station locations. Forecasted atmospheric variables (e.g., total column precipitable water, 2-m air temperature) are used as predictors in a forward screening multiple linear regression model to improve forecasts of precipitation and temperature for stations in the National Weather Service cooperative network. This procedure effectively removes all systematic biases in the raw NCEP precipitation and temperature forecasts. MOS guidance also results in substantial improvements in the accuracy of maximum and minimum temperature forecasts throughout the country. For precipitation, forecast improvements were less impressive. MOS guidance increases

  10. Evaluating Forecasting Models for Unemployment Rates by Gender in Selected European Countries

    Directory of Open Access Journals (Sweden)

    Ksenija Dumičić

    2017-03-01

    Full Text Available The unemployment can be considered as one of the main economic problems. The aim of this article is to examine the differences in male and female unemployment rates in selected European countries and to predict their future trends by using different statistical forecasting models. Furthermore, the impact of adding a new data point on the selection of the most appropriate statistical forecasting model and on the overall forecasting errors values is also evaluated. Male and female unemployment rates are observed for twelve European countries in the period from 1991 to 2014. Four statistical forecasting models have been selected and applied and the most appropriate model is considered to be the one with the lowest overall forecasting errors values. The analysis has shown that in the period from 1991 to 2014 the decreasing trend of unemployment rates in the short-run is forecasted for more Eastern Balkan than the EU-28 countries. An additional data point for male and female unemployment rates in 2014 led to somewhat smaller forecasting errors in more than half of the observed countries. However, the additional data point does not necessarily improve forecasting performances of the used statistical forecasting models.

  11. Probabilistic Price Forecasting for Day-Ahead and Intraday Markets: Beyond the Statistical Model

    Directory of Open Access Journals (Sweden)

    José R. Andrade

    2017-10-01

    Full Text Available Forecasting the hourly spot price of day-ahead and intraday markets is particularly challenging in electric power systems characterized by high installed capacity of renewable energy technologies. In particular, periods with low and high price levels are difficult to predict due to a limited number of representative cases in the historical dataset, which leads to forecast bias problems and wide forecast intervals. Moreover, these markets also require the inclusion of multiple explanatory variables, which increases the complexity of the model without guaranteeing a forecasting skill improvement. This paper explores information from daily futures contract trading and forecast of the daily average spot price to correct point and probabilistic forecasting bias. It also shows that an adequate choice of explanatory variables and use of simple models like linear quantile regression can lead to highly accurate spot price point and probabilistic forecasts. In terms of point forecast, the mean absolute error was 3.03 €/MWh for day-ahead market and a maximum value of 2.53 €/MWh was obtained for intraday session 6. The probabilistic forecast results show sharp forecast intervals and deviations from perfect calibration below 7% for all market sessions.

  12. Electricity Demand Forecasting Using a Functional State Space Model

    OpenAIRE

    Nagbe , Komi; Cugliari , Jairo; Jacques , Julien

    2018-01-01

    In the last past years the liberalization of the electricity supply, the increase variability of electric appliances and their use, and the need to respond to the electricity demand in the real time had made electricity demand forecasting a challenge. To this challenge, many solutions are being proposed. The electricity demand involves many sources such as economic activities, household need and weather sources. All this sources make hard electricity demand forecasting. To forecast the electr...

  13. Econometric Forecasting Models for Air Traffic Passenger of Indonesia

    Directory of Open Access Journals (Sweden)

    Viktor Suryan

    2017-01-01

    Full Text Available One of the major benefits of the air transport services operating in bigger countries is the fact that they provide a vital social economic linkage. This study is an attempt to establish the determinants of the passenger air traffic in Indonesia. The main objective of the study is to determine the economic variables that affect the number of airline passengers using the econometrics model of projection with an emphasis on the use of panel data and to determine the economic variables that affect the number of airline passengers using the econometrics model of projection with an emphasis on the use of time series data. This research also predicts the upcoming number of air traffic passenger until 2030. Air transportation and the economic activity in a country are interdependent. This work first uses the data at the country level and then at the selected airport level for review. The methodology used in this study has adopted the study for both normal regression and panel data regression techniques. Once all these steps are performed, the final equation is taken up for the forecast of the passenger inflow data in the Indonesian airports. To forecast the same, the forecasted numbers of the GDP (Gross Domestic Product and population (independent variables were chosen as a part of the literature review exercise are used. The result of this study shows the GDP per capita have significant related to a number of passengers which the elasticity 2.23 (time-series data and 1.889 for panel data. The exchange rate variable is unrelated to a number of passengers as shown in the value of elasticity. In addition, the total of population gives small value for the elasticity. Moreover, the number of passengers is also affected by the dummy variable (deregulation. With three scenarios: low, medium and high for GDP per capita, the percentage of growth for total number of air traffic passenger from the year 2015 to 2030 is 199.3%, 205.7%, and 320.9% respectively.

  14. A Novel Wind Speed Forecasting Model for Wind Farms of Northwest China

    Science.gov (United States)

    Wang, Jian-Zhou; Wang, Yun

    2017-01-01

    Wind resources are becoming increasingly significant due to their clean and renewable characteristics, and the integration of wind power into existing electricity systems is imminent. To maintain a stable power supply system that takes into account the stochastic nature of wind speed, accurate wind speed forecasting is pivotal. However, no single model can be applied to all cases. Recent studies show that wind speed forecasting errors are approximately 25% to 40% in Chinese wind farms. Presently, hybrid wind speed forecasting models are widely used and have been verified to perform better than conventional single forecasting models, not only in short-term wind speed forecasting but also in long-term forecasting. In this paper, a hybrid forecasting model is developed, the Similar Coefficient Sum (SCS) and Hermite Interpolation are exploited to process the original wind speed data, and the SVM model whose parameters are tuned by an artificial intelligence model is built to make forecast. The results of case studies show that the MAPE value of the hybrid model varies from 22.96% to 28.87 %, and the MAE value varies from 0.47 m/s to 1.30 m/s. Generally, Sign test, Wilcoxon's Signed-Rank test, and Morgan-Granger-Newbold test tell us that the proposed model is different from the compared models.

  15. Forecasting Foreign Institutional Investment Flows towards India Using ARIMA Modelling

    Directory of Open Access Journals (Sweden)

    Vaishali S. Dhingra

    2015-05-01

    Full Text Available India has witnessed substantial increase in capital flows, particularly Foreign Institutional Investment in equity as well as derivatives segment since the 1990s. However, FII flows are sighted as ‘hot money’- more volatile than other type of flows, which gets affected by the domestic and global- macro economic factors, thereby raising questions about the need to encourage FII flows in narrow and shallow (in terms of absorption capacity capital market such as India. This paper attempts to forecast daily Aggregate FII flow in Indian Capital market and particularly in Futures Market (Derivative Segment using Auto Regressive Integrated Moving Average (ARIMA model.The paper tries to examine FII flows in India towards futures market along with spot market by tracing which AR terms and/or MA terms influence the current inflow or outflow.

  16. A fuzzy inference model for short-term load forecasting

    International Nuclear Information System (INIS)

    Mamlook, Rustum; Badran, Omar; Abdulhadi, Emad

    2009-01-01

    This paper is concerned with the short-term load forecasting (STLF) in power system operations. It provides load prediction for generation scheduling and unit commitment decisions, and therefore precise load forecasting plays an important role in reducing the generation cost and the spinning reserve capacity. Short-term electricity demand forecasting (i.e., the prediction of hourly loads (demand)) is one of the most important tools by which an electric utility/company plans, dispatches the loading of generating units in order to meet system demand. The accuracy of the dispatching system, which is derived from the accuracy of the forecasting algorithm used, will determine the economics of the operation of the power system. The inaccuracy or large error in the forecast simply means that load matching is not optimized and consequently the generation and transmission systems are not being operated in an efficient manner. In the present study, a proposed methodology has been introduced to decrease the forecasted error and the processing time by using fuzzy logic controller on an hourly base. Therefore, it predicts the effect of different conditional parameters (i.e., weather, time, historical data, and random disturbances) on load forecasting in terms of fuzzy sets during the generation process. These parameters are chosen with respect to their priority and importance. The forecasted values obtained by fuzzy method were compared with the conventionally forecasted ones. The results showed that the STLF of the fuzzy implementation have more accuracy and better outcomes

  17. A system-theory-based model for monthly river runoff forecasting: model calibration and optimization

    Directory of Open Access Journals (Sweden)

    Wu Jianhua

    2014-03-01

    Full Text Available River runoff is not only a crucial part of the global water cycle, but it is also an important source for hydropower and an essential element of water balance. This study presents a system-theory-based model for river runoff forecasting taking the Hailiutu River as a case study. The forecasting model, designed for the Hailiutu watershed, was calibrated and verified by long-term precipitation observation data and groundwater exploitation data from the study area. Additionally, frequency analysis, taken as an optimization technique, was applied to improve prediction accuracy. Following model optimization, the overall relative prediction errors are below 10%. The system-theory-based prediction model is applicable to river runoff forecasting, and following optimization by frequency analysis, the prediction error is acceptable.

  18. Surrogate reservoir models for CSI well probabilistic production forecast

    Directory of Open Access Journals (Sweden)

    Saúl Buitrago

    2017-09-01

    Full Text Available The aim of this work is to present the construction and use of Surrogate Reservoir Models capable of accurately predicting cumulative oil production for every well stimulated with cyclic steam injection at any given time in a heavy oil reservoir in Mexico considering uncertain variables. The central composite experimental design technique was selected to capture the maximum amount of information from the model response with a minimum number of reservoir models simulations. Four input uncertain variables (the dead oil viscosity with temperature, the reservoir pressure, the reservoir permeability and oil sand thickness hydraulically connected to the well were selected as the ones with more impact on the initial hot oil production rate according to an analytical production prediction model. Twenty five runs were designed and performed with the STARS simulator for each well type on the reservoir model. The results show that the use of Surrogate Reservoir Models is a fast viable alternative to perform probabilistic production forecasting of the reservoir.

  19. How informative are slip models for aftershock forecasting?

    Science.gov (United States)

    Bach, Christoph; Hainzl, Sebastian

    2013-04-01

    Coulomb stress changes (ΔCFS) have been recognized as a major trigger mechanism for earthquakes, in particular aftershock distributions and the spatial patterns of ΔCFS are often found to be correlated. However, the Coulomb stress calculations are based on slip inversions and the receiver fault mechanisms which both contain large uncertainties. In particular, slip inversions are usually non-unique and often differ strongly for the same earthquakes. Here we want to address the information content of those inversions with respect to aftershock forecasting. Therefore we compare the slip models to randomized fractal slip models which are only constrained by fault information and moment magnitude. The uncertainty of the aftershock mechanisms is considered by using many receiver fault orientations, and by calculating ΔCFS at several depth layers. The stress change is then converted into an aftershock probability map utilizing a clock advance model. To estimate the information content of the slip models, we use an Epidemic Type Aftershock Sequence (ETAS) model approach introduced by Bach and Hainzl (2012), where the spatial probability density of direct aftershocks is related to the ΔCFS calculations. Besides the directly triggered aftershocks, this approach also takes secondary aftershock triggering into account. We quantify our results by calculating the information gain of the randomized slip models relative to the corresponding published slip model. As case studies, we investigate the aftershock sequences of several well-known main shocks such as 1992 Landers, 1999 Hector Mine, 2004 Parkfield, 2002 Denali. First results show a huge difference in the information content of slip models. For some of the cases up to 90% of the random slip models are found to perform better than the originally published model, for some other cases only few random models are found performing better than the published slip model.

  20. Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach

    Science.gov (United States)

    Hamid, Mohd Fahmi Abdul; Shabri, Ani

    2017-05-01

    Palm oil price fluctuated without any clear trend or cyclical pattern in the last few decades. The instability of food commodities price causes it to change rapidly over time. This paper attempts to develop Autoregressive Distributed Lag (ARDL) model in modeling and forecasting the price of palm oil. In order to use ARDL as a forecasting model, this paper modifies the data structure where we only consider lagged explanatory variables to explain the variation in palm oil price. We then compare the performance of this ARDL model with a benchmark model namely ARIMA in term of their comparative forecasting accuracy. This paper also utilize ARDL bound testing approach to co-integration in examining the short run and long run relationship between palm oil price and its determinant; production, stock, and price of soybean as the substitute of palm oil and price of crude oil. The comparative forecasting accuracy suggests that ARDL model has a better forecasting accuracy compared to ARIMA.

  1. The importance of the reference populations for coherent mortality forecasting models

    DEFF Research Database (Denmark)

    Kjærgaard, Søren; Canudas-Romo, Vladimir; Vaupel, James W.

    -population mortality models aiming to find the optimal of the set of countries to use as reference population and analyse the importance of the selection of countries. The two multi-population mortality models used are the Li-Lee model and the Double-Gap life expectancy forecasting model. The reference populations......Coherent forecasting models that take into consideration mortality changes observed in different countries are today among the essential tools for demographers, actuaries and other researchers interested in forecasts. Medium and long term life expectancy forecasts are compared for two multi...... is calculated taking into account all the possible combinations of a set of 20 industrialized countries. The different reference populations possibilities are compared by their forecast performance. The results show that the selection of countries for multi-population mortality models has a significant effect...

  2. A multivariate time series approach to modeling and forecasting demand in the emergency department.

    Science.gov (United States)

    Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L

    2009-02-01

    The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.

  3. Real-Time Analysis and Forecasting of Multisite River Flow Using a Distributed Hydrological Model

    Directory of Open Access Journals (Sweden)

    Mingdong Sun

    2014-01-01

    Full Text Available A spatial distributed hydrological forecasting system was developed to promote the analysis of river flow dynamic state in a large basin. The research presented the real-time analysis and forecasting of multisite river flow in the Nakdong River Basin using a distributed hydrological model with radar rainfall forecast data. A real-time calibration algorithm of hydrological distributed model was proposed to investigate the particular relationship between the water storage and basin discharge. Demonstrate the approach of simulating multisite river flow using a distributed hydrological model couple with real-time calibration and forecasting of multisite river flow with radar rainfall forecasts data. The hydrographs and results exhibit that calibrated flow simulations are very approximate to the flow observation at all sites and the accuracy of forecasting flow is gradually decreased with lead times extending from 1 hr to 3 hrs. The flow forecasts are lower than the flow observation which is likely caused by the low estimation of radar rainfall forecasts. The research has well demonstrated that the distributed hydrological model is readily applicable for multisite real-time river flow analysis and forecasting in a large basin.

  4. Quantile Forecasting for Credit Risk Management Using Possibly Mis-specified Hidden Markov Models

    NARCIS (Netherlands)

    Banachewicz, K.P.; Lucas, A.

    2008-01-01

    Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs are used to forecast quantiles of corporate default rates. Little research has been done on the quality of such forecasts if the underlying HMM is potentially misspecified. In this paper, we focus on

  5. Data Assimilation at FLUXNET to Improve Models towards Ecological Forecasting (Invited)

    Science.gov (United States)

    Luo, Y.

    2009-12-01

    Dramatically increased volumes of data from observational and experimental networks such as FLUXNET call for transformation of ecological research to increase its emphasis on quantitative forecasting. Ecological forecasting will also meet the societal need to develop better strategies for natural resource management in a world of ongoing global change. Traditionally, ecological forecasting has been based on process-based models, informed by data in largely ad hoc ways. Although most ecological models incorporate some representation of mechanistic processes, today’s ecological models are generally not adequate to quantify real-world dynamics and provide reliable forecasts with accompanying estimates of uncertainty. A key tool to improve ecological forecasting is data assimilation, which uses data to inform initial conditions and to help constrain a model during simulation to yield results that approximate reality as closely as possible. In an era with dramatically increased availability of data from observational and experimental networks, data assimilation is a key technique that helps convert the raw data into ecologically meaningful products so as to accelerate our understanding of ecological processes, test ecological theory, forecast changes in ecological services, and better serve the society. This talk will use examples to illustrate how data from FLUXNET have been assimilated with process-based models to improve estimates of model parameters and state variables; to quantify uncertainties in ecological forecasting arising from observations, models and their interactions; and to evaluate information contributions of data and model toward short- and long-term forecasting of ecosystem responses to global change.

  6. A Practical Model for Forecasting New Freshman Enrollment during the Application Period.

    Science.gov (United States)

    Paulsen, Michael B.

    1989-01-01

    A simple and effective model for forecasting freshman enrollment during the application period is presented step by step. The model requires minimal and readily available information, uses a simple linear regression analysis on a personal computer, and provides updated monthly forecasts. (MSE)

  7. Do regional weather models contribute to better wind power forecasts? A few Norwegian case studies

    DEFF Research Database (Denmark)

    Bremnes, John Bjørnar; Giebel, Gregor

    2017-01-01

    resolution of this grid determines how accurate meteorological processes can be modeled and thereby also limits forecast quality. In this study, two global and four regional operational NWP models with spatial horizontal resolutions ranging from 1 to 32 km were applied to make wind power forecasts up to 66...

  8. A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method

    OpenAIRE

    Jun-He Yang; Ching-Hsue Cheng; Chia-Pan Chan

    2017-01-01

    Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting m...

  9. Short-Term Wind Speed Hybrid Forecasting Model Based on Bias Correcting Study and Its Application

    OpenAIRE

    Mingfei Niu; Shaolong Sun; Jie Wu; Yuanlei Zhang

    2015-01-01

    The accuracy of wind speed forecasting is becoming increasingly important to improve and optimize renewable wind power generation. In particular, reliable short-term wind speed forecasting can enable model predictive control of wind turbines and real-time optimization of wind farm operation. However, due to the strong stochastic nature and dynamic uncertainty of wind speed, the forecasting of wind speed data using different patterns is difficult. This paper proposes a novel combination bias c...

  10. Nowcasting of precipitation – Advective statistical forecast model (SAM) for the Czech Republic

    Czech Academy of Sciences Publication Activity Database

    Sokol, Zbyněk; Pešice, Petr

    2012-01-01

    Roč. 103, - (2012), s. 70-79 ISSN 0169-8095 R&D Projects: GA MŠk ME09033; GA ČR GA205/07/0905 Institutional research plan: CEZ:AV0Z30420517 Keywords : Precipitation forecast * Statistical models * Regression * Quantitative precipitation forecast * Extrapolation forecast Subject RIV: DG - Athmosphere Sciences, Meteorology Impact factor: 2.200, year: 2012 http://dx.doi.org/10.1016/j. atm osres.2011.07.013

  11. A Multi-scale, Multi-Model, Machine-Learning Solar Forecasting Technology

    Energy Technology Data Exchange (ETDEWEB)

    Hamann, Hendrik F. [IBM, Yorktown Heights, NY (United States). Thomas J. Watson Research Center

    2017-05-31

    The goal of the project was the development and demonstration of a significantly improved solar forecasting technology (short: Watt-sun), which leverages new big data processing technologies and machine-learnt blending between different models and forecast systems. The technology aimed demonstrating major advances in accuracy as measured by existing and new metrics which themselves were developed as part of this project. Finally, the team worked with Independent System Operators (ISOs) and utilities to integrate the forecasts into their operations.

  12. Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights

    NARCIS (Netherlands)

    L.F. Hoogerheide (Lennart); R.H. Kleijn (Richard); H.K. van Dijk (Herman); M.J.C.M. Verbeek (Marno)

    2009-01-01

    textabstractSeveral Bayesian model combination schemes, including some novel approaches that simultaneously allow for parameter uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic gains using financial and macroeconomic time

  13. Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns

    Directory of Open Access Journals (Sweden)

    Melike Bildirici

    2014-01-01

    Full Text Available The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes. The second purpose of the study is to augment the MS-GARCH type models with artificial neural networks to benefit from the universal approximation properties to achieve improved forecasting accuracy. Therefore, the proposed Markov-switching MS-ARMA-FIGARCH, APGARCH, and FIAPGARCH processes are further augmented with MLP, Recurrent NN, and Hybrid NN type neural networks. The MS-ARMA-GARCH family and MS-ARMA-GARCH-NN family are utilized for modeling the daily stock returns in an emerging market, the Istanbul Stock Index (ISE100. Forecast accuracy is evaluated in terms of MAE, MSE, and RMSE error criteria and Diebold-Mariano equal forecast accuracy tests. The results suggest that the fractionally integrated and asymmetric power counterparts of Gray’s MS-GARCH model provided promising results, while the best results are obtained for their neural network based counterparts. Further, among the models analyzed, the models based on the Hybrid-MLP and Recurrent-NN, the MS-ARMA-FIAPGARCH-HybridMLP, and MS-ARMA-FIAPGARCH-RNN provided the best forecast performances over the baseline single regime GARCH models and further, over the Gray’s MS-GARCH model. Therefore, the models are promising for various economic applications.

  14. Predicting Power Outages Using Multi-Model Ensemble Forecasts

    Science.gov (United States)

    Cerrai, D.; Anagnostou, E. N.; Yang, J.; Astitha, M.

    2017-12-01

    Power outages affect every year millions of people in the United States, affecting the economy and conditioning the everyday life. An Outage Prediction Model (OPM) has been developed at the University of Connecticut for helping utilities to quickly restore outages and to limit their adverse consequences on the population. The OPM, operational since 2015, combines several non-parametric machine learning (ML) models that use historical weather storm simulations and high-resolution weather forecasts, satellite remote sensing data, and infrastructure and land cover data to predict the number and spatial distribution of power outages. A new methodology, developed for improving the outage model performances by combining weather- and soil-related variables using three different weather models (WRF 3.7, WRF 3.8 and RAMS/ICLAMS), will be presented in this study. First, we will present a performance evaluation of each model variable, by comparing historical weather analyses with station data or reanalysis over the entire storm data set. Hence, each variable of the new outage model version is extracted from the best performing weather model for that variable, and sensitivity tests are performed for investigating the most efficient variable combination for outage prediction purposes. Despite that the final variables combination is extracted from different weather models, this ensemble based on multi-weather forcing and multi-statistical model power outage prediction outperforms the currently operational OPM version that is based on a single weather forcing variable (WRF 3.7), because each model component is the closest to the actual atmospheric state.

  15. A comparison of the VAR model and the PC factor model in forecasting inflation in Montenegro

    Directory of Open Access Journals (Sweden)

    Lipovina-Božović Milena

    2013-01-01

    Full Text Available Montenegro started using the euro in 2002 and regained independence in 2006. Its main economic partners are European countries, yet inflation movements in Montenegro do not coincide with consumer price fluctuations in the eurozone. Trying to develop a useful forecasting model for Montenegrin inflation, we compare the results of a three-variable vector autoregression (VAR model, and a principle component (PC factor model starting with twelve variables. The estimation period is January 2001 to December 2012, and the control months are the first six months of 2013. The results show that in forecasting inflation, despite a high level of Montenegrin economic dependence on international developments, more reliable forecasts are achieved with the use of additional information on a larger number of factors, which includes domestic economic activity.

  16. Markov Chain Modelling for Short-Term NDVI Time Series Forecasting

    Directory of Open Access Journals (Sweden)

    Stepčenko Artūrs

    2016-12-01

    Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.

  17. Forecasting electricity spot-prices using linear univariate time-series models

    International Nuclear Information System (INIS)

    Cuaresma, Jesus Crespo; Hlouskova, Jaroslava; Kossmeier, Stephan; Obersteiner, Michael

    2004-01-01

    This paper studies the forecasting abilities of a battery of univariate models on hourly electricity spot prices, using data from the Leipzig Power Exchange. The specifications studied include autoregressive models, autoregressive-moving average models and unobserved component models. The results show that specifications, where each hour of the day is modelled separately present uniformly better forecasting properties than specifications for the whole time-series, and that the inclusion of simple probabilistic processes for the arrival of extreme price events can lead to improvements in the forecasting abilities of univariate models for electricity spot prices. (Author)

  18. A novel hybrid decomposition-and-ensemble model based on CEEMD and GWO for short-term PM2.5 concentration forecasting

    Science.gov (United States)

    Niu, Mingfei; Wang, Yufang; Sun, Shaolong; Li, Yongwu

    2016-06-01

    To enhance prediction reliability and accuracy, a hybrid model based on the promising principle of "decomposition and ensemble" and a recently proposed meta-heuristic called grey wolf optimizer (GWO) is introduced for daily PM2.5 concentration forecasting. Compared with existing PM2.5 forecasting methods, this proposed model has improved the prediction accuracy and hit rates of directional prediction. The proposed model involves three main steps, i.e., decomposing the original PM2.5 series into several intrinsic mode functions (IMFs) via complementary ensemble empirical mode decomposition (CEEMD) for simplifying the complex data; individually predicting each IMF with support vector regression (SVR) optimized by GWO; integrating all predicted IMFs for the ensemble result as the final prediction by another SVR optimized by GWO. Seven benchmark models, including single artificial intelligence (AI) models, other decomposition-ensemble models with different decomposition methods and models with the same decomposition-ensemble method but optimized by different algorithms, are considered to verify the superiority of the proposed hybrid model. The empirical study indicates that the proposed hybrid decomposition-ensemble model is remarkably superior to all considered benchmark models for its higher prediction accuracy and hit rates of directional prediction.

  19. The value of model averaging and dynamical climate model predictions for improving statistical seasonal streamflow forecasts over Australia

    Science.gov (United States)

    Pokhrel, Prafulla; Wang, Q. J.; Robertson, David E.

    2013-10-01

    Seasonal streamflow forecasts are valuable for planning and allocation of water resources. In Australia, the Bureau of Meteorology employs a statistical method to forecast seasonal streamflows. The method uses predictors that are related to catchment wetness at the start of a forecast period and to climate during the forecast period. For the latter, a predictor is selected among a number of lagged climate indices as candidates to give the "best" model in terms of model performance in cross validation. This study investigates two strategies for further improvement in seasonal streamflow forecasts. The first is to combine, through Bayesian model averaging, multiple candidate models with different lagged climate indices as predictors, to take advantage of different predictive strengths of the multiple models. The second strategy is to introduce additional candidate models, using rainfall and sea surface temperature predictions from a global climate model as predictors. This is to take advantage of the direct simulations of various dynamic processes. The results show that combining forecasts from multiple statistical models generally yields more skillful forecasts than using only the best model and appears to moderate the worst forecast errors. The use of rainfall predictions from the dynamical climate model marginally improves the streamflow forecasts when viewed over all the study catchments and seasons, but the use of sea surface temperature predictions provide little additional benefit.

  20. Short term load forecasting technique based on the seasonal exponential adjustment method and the regression model

    International Nuclear Information System (INIS)

    Wu, Jie; Wang, Jianzhou; Lu, Haiyan; Dong, Yao; Lu, Xiaoxiao

    2013-01-01

    Highlights: ► The seasonal and trend items of the data series are forecasted separately. ► Seasonal item in the data series is verified by the Kendall τ correlation testing. ► Different regression models are applied to the trend item forecasting. ► We examine the superiority of the combined models by the quartile value comparison. ► Paired-sample T test is utilized to confirm the superiority of the combined models. - Abstract: For an energy-limited economy system, it is crucial to forecast load demand accurately. This paper devotes to 1-week-ahead daily load forecasting approach in which load demand series are predicted by employing the information of days before being similar to that of the forecast day. As well as in many nonlinear systems, seasonal item and trend item are coexisting in load demand datasets. In this paper, the existing of the seasonal item in the load demand data series is firstly verified according to the Kendall τ correlation testing method. Then in the belief of the separate forecasting to the seasonal item and the trend item would improve the forecasting accuracy, hybrid models by combining seasonal exponential adjustment method (SEAM) with the regression methods are proposed in this paper, where SEAM and the regression models are employed to seasonal and trend items forecasting respectively. Comparisons of the quartile values as well as the mean absolute percentage error values demonstrate this forecasting technique can significantly improve the accuracy though models applied to the trend item forecasting are eleven different ones. This superior performance of this separate forecasting technique is further confirmed by the paired-sample T tests