Improving Artificial Neural Network Forecasts with Kalman Filtering ...

African Journals Online (AJOL)

In this paper, we examine the use of the artificial neural network method as a forecasting technique in financial time series and the application of a Kalman filter algorithm to improve the accuracy of the model. Forecasting accuracy criteria are used to compare the two models over different set of data from different companies ...

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...

Short-term electricity prices forecasting in a competitive market: A neural network approach

International Nuclear Information System (INIS)

Catalao, J.P.S.; Mariano, S.J.P.S.; Mendes, V.M.F.; Ferreira, L.A.F.M.

2007-01-01

This paper proposes a neural network approach for forecasting short-term electricity prices. Almost until the end of last century, electricity supply was considered a public service and any price forecasting which was undertaken tended to be over the longer term, concerning future fuel prices and technical improvements. Nowadays, short-term forecasts have become increasingly important since the rise of the competitive electricity markets. In this new competitive framework, short-term price forecasting is required by producers and consumers to derive their bidding strategies to the electricity market. Accurate forecasting tools are essential for producers to maximize their profits, avowing profit losses over the misjudgement of future price movements, and for consumers to maximize their utilities. A three-layered feedforward neural network, trained by the Levenberg-Marquardt algorithm, is used for forecasting next-week electricity prices. We evaluate the accuracy of the price forecasting attained with the proposed neural network approach, reporting the results from the electricity markets of mainland Spain and California. (author)

Forecasting short-term data center network traffic load with convolutional neural networks

Science.gov (United States)

Ordozgoiti, Bruno; Gómez-Canaval, Sandra

2018-01-01

Efficient resource management in data centers is of central importance to content service providers as 90 percent of the network traffic is expected to go through them in the coming years. In this context we propose the use of convolutional neural networks (CNNs) to forecast short-term changes in the amount of traffic crossing a data center network. This value is an indicator of virtual machine activity and can be utilized to shape the data center infrastructure accordingly. The behaviour of network traffic at the seconds scale is highly chaotic and therefore traditional time-series-analysis approaches such as ARIMA fail to obtain accurate forecasts. We show that our convolutional neural network approach can exploit the non-linear regularities of network traffic, providing significant improvements with respect to the mean absolute and standard deviation of the data, and outperforming ARIMA by an increasingly significant margin as the forecasting granularity is above the 16-second resolution. In order to increase the accuracy of the forecasting model, we exploit the architecture of the CNNs using multiresolution input distributed among separate channels of the first convolutional layer. We validate our approach with an extensive set of experiments using a data set collected at the core network of an Internet Service Provider over a period of 5 months, totalling 70 days of traffic at the one-second resolution. PMID:29408936

Forecasting short-term data center network traffic load with convolutional neural networks.

Science.gov (United States)

Mozo, Alberto; Ordozgoiti, Bruno; Gómez-Canaval, Sandra

2018-01-01

Efficient resource management in data centers is of central importance to content service providers as 90 percent of the network traffic is expected to go through them in the coming years. In this context we propose the use of convolutional neural networks (CNNs) to forecast short-term changes in the amount of traffic crossing a data center network. This value is an indicator of virtual machine activity and can be utilized to shape the data center infrastructure accordingly. The behaviour of network traffic at the seconds scale is highly chaotic and therefore traditional time-series-analysis approaches such as ARIMA fail to obtain accurate forecasts. We show that our convolutional neural network approach can exploit the non-linear regularities of network traffic, providing significant improvements with respect to the mean absolute and standard deviation of the data, and outperforming ARIMA by an increasingly significant margin as the forecasting granularity is above the 16-second resolution. In order to increase the accuracy of the forecasting model, we exploit the architecture of the CNNs using multiresolution input distributed among separate channels of the first convolutional layer. We validate our approach with an extensive set of experiments using a data set collected at the core network of an Internet Service Provider over a period of 5 months, totalling 70 days of traffic at the one-second resolution.

Electricity price forecasting using Enhanced Probability Neural Network

International Nuclear Information System (INIS)

Lin, Whei-Min; Gow, Hong-Jey; Tsai, Ming-Tang

2010-01-01

This paper proposes a price forecasting system for electric market participants to reduce the risk of price volatility. Combining the Probability Neural Network (PNN) and Orthogonal Experimental Design (OED), an Enhanced Probability Neural Network (EPNN) is proposed in the solving process. In this paper, the Locational Marginal Price (LMP), system load and temperature of PJM system were collected and the data clusters were embedded in the Excel Database according to the year, season, workday, and weekend. With the OED to smooth parameters in the EPNN, the forecasting error can be improved during the training process to promote the accuracy and reliability where even the ''spikes'' can be tracked closely. Simulation results show the effectiveness of the proposed EPNN to provide quality information in a price volatile environment. (author)

Cyclone track forecasting based on satellite images using artificial neural networks

OpenAIRE

Kovordanyi, Rita; Roy, Chandan

2009-01-01

Many places around the world are exposed to tropical cyclones and associated storm surges. In spite of massive efforts, a great number of people die each year as a result of cyclone events. To mitigate this damage, improved forecasting techniques must be developed. The technique presented here uses artificial neural networks to interpret NOAA-AVHRR satellite images. A multi-layer neural network, resembling the human visual system, was trained to forecast the movement of cyclones based on sate...

Wave forecasting in near real time basis by neural network

Digital Repository Service at National Institute of Oceanography (India)

Rao, S.; Mandal, S.; Prabaharan, N.

., forecasting of waves become an important aspect of marine environment. This paper presents application of the neural network (NN) with better update algorithms, namely rprop, quickprop and superSAB for wave forecasting. Measured waves off Marmagoa, Goa, India...

An Artificial Neural Network for Data Forecasting Purposes

Directory of Open Access Journals (Sweden)

Catalina Lucia COCIANU

2015-01-01

Full Text Available Considering the fact that markets are generally influenced by different external factors, the stock market prediction is one of the most difficult tasks of time series analysis. The research reported in this paper aims to investigate the potential of artificial neural networks (ANN in solving the forecast task in the most general case, when the time series are non-stationary. We used a feed-forward neural architecture: the nonlinear autoregressive network with exogenous inputs. The network training function used to update the weight and bias parameters corresponds to gradient descent with adaptive learning rate variant of the backpropagation algorithm. The results obtained using this technique are compared with the ones resulted from some ARIMA models. We used the mean square error (MSE measure to evaluate the performances of these two models. The comparative analysis leads to the conclusion that the proposed model can be successfully applied to forecast the financial data.

Recurrent Neural Network For Forecasting Time Series With Long Memory Pattern

Science.gov (United States)

Walid; Alamsyah

2017-04-01

Recurrent Neural Network as one of the hybrid models are often used to predict and estimate the issues related to electricity, can be used to describe the cause of the swelling of electrical load which experienced by PLN. In this research will be developed RNN forecasting procedures at the time series with long memory patterns. Considering the application is the national electrical load which of course has a different trend with the condition of the electrical load in any country. This research produces the algorithm of time series forecasting which has long memory pattern using E-RNN after this referred to the algorithm of integrated fractional recurrent neural networks (FIRNN).The prediction results of long memory time series using models Fractional Integrated Recurrent Neural Network (FIRNN) showed that the model with the selection of data difference in the range of [-1,1] and the model of Fractional Integrated Recurrent Neural Network (FIRNN) (24,6,1) provides the smallest MSE value, which is 0.00149684.

Evaluation of artificial neural network techniques for flow forecasting in the River Yangtze, China

Directory of Open Access Journals (Sweden)

C. W. Dawson

2002-01-01

Full Text Available While engineers have been quantifying rainfall-runoff processes since the mid-19th century, it is only in the last decade that artificial neural network models have been applied to the same task. This paper evaluates two neural networks in this context: the popular multilayer perceptron (MLP, and the radial basis function network (RBF. Using six-hourly rainfall-runoff data for the River Yangtze at Yichang (upstream of the Three Gorges Dam for the period 1991 to 1993, it is shown that both neural network types can simulate river flows beyond the range of the training set. In addition, an evaluation of alternative RBF transfer functions demonstrates that the popular Gaussian function, often used in RBF networks, is not necessarily the ‘best’ function to use for river flow forecasting. Comparisons are also made between these neural networks and conventional statistical techniques; stepwise multiple linear regression, auto regressive moving average models and a zero order forecasting approach. Keywords: Artificial neural network, multilayer perception, radial basis function, flood forecasting

Deep Neural Network Based Demand Side Short Term Load Forecasting

Directory of Open Access Journals (Sweden)

Seunghyoung Ryu

2016-12-01

Full Text Available In the smart grid, one of the most important research areas is load forecasting; it spans from traditional time series analyses to recent machine learning approaches and mostly focuses on forecasting aggregated electricity consumption. However, the importance of demand side energy management, including individual load forecasting, is becoming critical. In this paper, we propose deep neural network (DNN-based load forecasting models and apply them to a demand side empirical load database. DNNs are trained in two different ways: a pre-training restricted Boltzmann machine and using the rectified linear unit without pre-training. DNN forecasting models are trained by individual customer’s electricity consumption data and regional meteorological elements. To verify the performance of DNNs, forecasting results are compared with a shallow neural network (SNN, a double seasonal Holt–Winters (DSHW model and the autoregressive integrated moving average (ARIMA. The mean absolute percentage error (MAPE and relative root mean square error (RRMSE are used for verification. Our results show that DNNs exhibit accurate and robust predictions compared to other forecasting models, e.g., MAPE and RRMSE are reduced by up to 17% and 22% compared to SNN and 9% and 29% compared to DSHW.

Wind Resource Assessment and Forecast Planning with Neural Networks

Directory of Open Access Journals (Sweden)

Nicolus K. Rotich

2014-06-01

Full Text Available In this paper we built three types of artificial neural networks, namely: Feed forward networks, Elman networks and Cascade forward networks, for forecasting wind speeds and directions. A similar network topology was used for all the forecast horizons, regardless of the model type. All the models were then trained with real data of collected wind speeds and directions over a period of two years in the municipal of Puumala, Finland. Up to 70th percentile of the data was used for training, validation and testing, while 71–85th percentile was presented to the trained models for validation. The model outputs were then compared to the last 15% of the original data, by measuring the statistical errors between them. The feed forward networks returned the lowest errors for wind speeds. Cascade forward networks gave the lowest errors for wind directions; Elman networks returned the lowest errors when used for short term forecasting.

Forecasting SPEI and SPI Drought Indices Using the Integrated Artificial Neural Networks

Directory of Open Access Journals (Sweden)

Petr Maca

2016-01-01

Full Text Available The presented paper compares forecast of drought indices based on two different models of artificial neural networks. The first model is based on feedforward multilayer perceptron, sANN, and the second one is the integrated neural network model, hANN. The analyzed drought indices are the standardized precipitation index (SPI and the standardized precipitation evaporation index (SPEI and were derived for the period of 1948–2002 on two US catchments. The meteorological and hydrological data were obtained from MOPEX experiment. The training of both neural network models was made by the adaptive version of differential evolution, JADE. The comparison of models was based on six model performance measures. The results of drought indices forecast, explained by the values of four model performance indices, show that the integrated neural network model was superior to the feedforward multilayer perceptron with one hidden layer of neurons.

DO DYNAMIC NEURAL NETWORKS STAND A BETTER CHANCE IN FRACTIONALLY INTEGRATED PROCESS FORECASTING?

Directory of Open Access Journals (Sweden)

Majid Delavari

2013-04-01

Full Text Available The main purpose of the present study was to investigate the capabilities of two generations of models such as those based on dynamic neural network (e.g., Nonlinear Neural network Auto Regressive or NNAR model and a regressive (Auto Regressive Fractionally Integrated Moving Average model which is based on Fractional Integration Approach in forecasting daily data related to the return index of Tehran Stock Exchange (TSE. In order to compare these models under similar conditions, Mean Square Error (MSE and also Root Mean Square Error (RMSE were selected as criteria for the models’ simulated out-of-sample forecasting performance. Besides, fractal markets hypothesis was examined and according to the findings, fractal structure was confirmed to exist in the time series under investigation. Another finding of the study was that dynamic artificial neural network model had the best performance in out-of-sample forecasting based on the criteria introduced for calculating forecasting error in comparison with the ARFIMA model.

Using the Artificial Neural Networks for Forecasting the Risk of Bankruptcy of Banks

Directory of Open Access Journals (Sweden)

Markov Mykhailo Ye.

2018-01-01

Full Text Available The article is aimed at finding the optimal structure of artificial neural network to solve the problem of forecasting the bankruptcy of banks and researching the efficiency of use of the neural networks model for the realities of Ukrainian banking sphere. Results of the research testify that the best accuracy of forecasts for 1-1,5 years showed the model on the basis of the multilayer perceptron with 10 and 2 neurons in the hidden layers. The developed neural networks model can be used as an alternative to statistical methods, as it has shown better results. Prospect for further research in this direction is development of a complex system of support for decision-making for banking institutions, which would include forecasting risks for bank, analysis of the bank’s financial condition and identification of financial problems using innovation instruments and technologies, ensuring the monitoring and control of risks of banking institution. The developed neural networks model can become one of elements of the complex system.

Model of Cholera Forecasting Using Artificial Neural Network in Chabahar City, Iran

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Zahra Pezeshki

2016-02-01

Full Text Available Background: Cholera as an endemic disease remains a health issue in Iran despite decrease in incidence. Since forecasting epidemic diseases provides appropriate preventive actions in disease spread, different forecasting methods including artificial neural networks have been developed to study parameters involved in incidence and spread of epidemic diseases such as cholera. Objectives: In this study, cholera in rural area of Chabahar, Iran was investigated to achieve a proper forecasting model. Materials and Methods: Data of cholera was gathered from 465 villages, of which 104 reported cholera during ten years period of study. Logistic regression modeling and correlate bivariate were used to determine risk factors and achieve possible predictive model one-hidden-layer perception neural network with backpropagation training algorithm and the sigmoid activation function was trained and tested between the two groups of infected and non-infected villages after preprocessing. For determining validity of prediction, the ROC diagram was used. The study variables included climate conditions and geographical parameters. Results: After determining significant variables of cholera incidence, the described artificial neural network model was capable of forecasting cholera event among villages of test group with accuracy up to 80%. The highest accuracy was achieved when model was trained with variables that were significant in statistical analysis describing that the two methods confirm the result of each other. Conclusions: Application of artificial neural networking assists forecasting cholera for adopting protective measures. For a more accurate prediction, comprehensive information is required including data on hygienic, social and demographic parameters.

Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network.

Science.gov (United States)

Falat, Lukas; Marcek, Dusan; Durisova, Maria

2016-01-01

This paper deals with application of quantitative soft computing prediction models into financial area as reliable and accurate prediction models can be very helpful in management decision-making process. The authors suggest a new hybrid neural network which is a combination of the standard RBF neural network, a genetic algorithm, and a moving average. The moving average is supposed to enhance the outputs of the network using the error part of the original neural network. Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network. They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation and backpropagation combined with K-means clustering algorithm. Finally, the authors find out that their suggested hybrid neural network is able to produce more accurate forecasts than the standard models and can be helpful in eliminating the risk of making the bad decision in decision-making process.

Toward automatic time-series forecasting using neural networks.

Science.gov (United States)

Yan, Weizhong

2012-07-01

Over the past few decades, application of artificial neural networks (ANN) to time-series forecasting (TSF) has been growing rapidly due to several unique features of ANN models. However, to date, a consistent ANN performance over different studies has not been achieved. Many factors contribute to the inconsistency in the performance of neural network models. One such factor is that ANN modeling involves determining a large number of design parameters, and the current design practice is essentially heuristic and ad hoc, this does not exploit the full potential of neural networks. Systematic ANN modeling processes and strategies for TSF are, therefore, greatly needed. Motivated by this need, this paper attempts to develop an automatic ANN modeling scheme. It is based on the generalized regression neural network (GRNN), a special type of neural network. By taking advantage of several GRNN properties (i.e., a single design parameter and fast learning) and by incorporating several design strategies (e.g., fusing multiple GRNNs), we have been able to make the proposed modeling scheme to be effective for modeling large-scale business time series. The initial model was entered into the NN3 time-series competition. It was awarded the best prediction on the reduced dataset among approximately 60 different models submitted by scholars worldwide.

Short term and medium term power distribution load forecasting by neural networks

International Nuclear Information System (INIS)

Yalcinoz, T.; Eminoglu, U.

2005-01-01

Load forecasting is an important subject for power distribution systems and has been studied from different points of view. In general, load forecasts should be performed over a broad spectrum of time intervals, which could be classified into short term, medium term and long term forecasts. Several research groups have proposed various techniques for either short term load forecasting or medium term load forecasting or long term load forecasting. This paper presents a neural network (NN) model for short term peak load forecasting, short term total load forecasting and medium term monthly load forecasting in power distribution systems. The NN is used to learn the relationships among past, current and future temperatures and loads. The neural network was trained to recognize the peak load of the day, total load of the day and monthly electricity consumption. The suitability of the proposed approach is illustrated through an application to real load shapes from the Turkish Electricity Distribution Corporation (TEDAS) in Nigde. The data represents the daily and monthly electricity consumption in Nigde, Turkey

Stacked Heterogeneous Neural Networks for Time Series Forecasting

Directory of Open Access Journals (Sweden)

Florin Leon

2010-01-01

Full Text Available A hybrid model for time series forecasting is proposed. It is a stacked neural network, containing one normal multilayer perceptron with bipolar sigmoid activation functions, and the other with an exponential activation function in the output layer. As shown by the case studies, the proposed stacked hybrid neural model performs well on a variety of benchmark time series. The combination of weights of the two stack components that leads to optimal performance is also studied.

Modelling and Forecasting Cruise Tourism Demand to İzmir by Different Artificial Neural Network Architectures

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Murat Cuhadar

2014-03-01

Full Text Available Abstract Cruise ports emerged as an important sector for the economy of Turkey bordered on three sides by water. Forecasting cruise tourism demand ensures better planning, efficient preparation at the destination and it is the basis for elaboration of future plans. In the recent years, new techniques such as; artificial neural networks were employed for developing of the predictive models to estimate tourism demand. In this study, it is aimed to determine the forecasting method that provides the best performance when compared the forecast accuracy of Multi-layer Perceptron (MLP, Radial Basis Function (RBF and Generalized Regression neural network (GRNN to estimate the monthly inbound cruise tourism demand to İzmir via the method giving best results. We used the total number of foreign cruise tourist arrivals as a measure of inbound cruise tourism demand and monthly cruise tourist arrivals to İzmir Cruise Port in the period of January 2005 ‐December 2013 were utilized to appropriate model. Experimental results showed that radial basis function (RBF neural network outperforms multi-layer perceptron (MLP and the generalised regression neural networks (GRNN in terms of forecasting accuracy. By the means of the obtained RBF neural network model, it has been forecasted the monthly inbound cruise tourism demand to İzmir for the year 2014.

Forecasting hourly global solar radiation using hybrid k-means and nonlinear autoregressive neural network models

International Nuclear Information System (INIS)

Benmouiza, Khalil; Cheknane, Ali

2013-01-01

Highlights: • An unsupervised clustering algorithm with a neural network model was explored. • The forecasting results of solar radiation time series and the comparison of their performance was simulated. • A new method was proposed combining k-means algorithm and NAR network to provide better prediction results. - Abstract: In this paper, we review our work for forecasting hourly global horizontal solar radiation based on the combination of unsupervised k-means clustering algorithm and artificial neural networks (ANN). k-Means algorithm focused on extracting useful information from the data with the aim of modeling the time series behavior and find patterns of the input space by clustering the data. On the other hand, nonlinear autoregressive (NAR) neural networks are powerful computational models for modeling and forecasting nonlinear time series. Taking the advantage of both methods, a new method was proposed combining k-means algorithm and NAR network to provide better forecasting results

Forecasting Kuala Lumpur Composite Index: Evidence of the Artificial Neural Network and Arima

OpenAIRE

Mahmud Iwan, Raditya Sukmana,

2007-01-01

The aim of this paper is to use, compare, and analyze two forecasting technique: namely Auto Regressive Integrated Moving Average(ARIMA) and Artificial Neural Network(ANN) using Kuala Lumpur Composite Index(KLCI) in Malaysia. Artificial Neural Network is used because of its popularity of capturing the volatility patterns in nonlinear time series while ARIMA used since it is a standard method in the forecasting tool. Daily data of Kuala Lumpur Composite Index from 4 January 1999 to 26 Septembe...

Forecasting Baltic Dirty Tanker Index by Applying Wavelet Neural Networks

DEFF Research Database (Denmark)

Fan, Shuangrui; JI, TINGYUN; Bergqvist, Rickard

2013-01-01

modeling techniques used in freight rate forecasting. At the same time research in shipping index forecasting e.g. BDTI applying artificial intelligent techniques is scarce. This analyses the possibilities to forecast the BDTI by applying Wavelet Neural Networks (WNN). Firstly, the characteristics...... of traditional and artificial intelligent forecasting techniques are discussed and rationales for choosing WNN are explained. Secondly, the components and features of BDTI will be explicated. After that, the authors delve the determinants and influencing factors behind fluctuations of the BDTI in order to set...

Application of Artificial Neural Networks to Rainfall Forecasting in Queensland, Australia

Institute of Scientific and Technical Information of China (English)

John ABBOT; Jennifer MAROHASY

2012-01-01

In this study,the application of artificial intelligence to monthly and seasonal rainfall forecasting in Queensland,Australia,was assessed by inputting recognized climate indices,monthly historical rainfall data,and atmospheric temperatures into a prototype stand-alone,dynamic,recurrent,time-delay,artificial neural network.Outputs,as monthly rainfall forecasts 3 months in advance for the period 1993 to 2009,were compared with observed rainfall data using time-series plots,root mean squared error (RMSE),and Pearson correlation coefficients.A comparison of RMSE values with forecasts generated by the Australian Bureau of Meteorology's Predictive Ocean Atmosphere Model for Australia (POAMA)-1.5 general circulation model (GCM) indicated that the prototype achieved a lower RMSE for 16 of the 17 sites compared.The application of artificial neural networks to rainfall forecasting was reviewed.The prototype design is considered preliminary,with potential for significant improvement such as inclusion of output from GCMs and experimentation with other input attributes.

Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network

Directory of Open Access Journals (Sweden)

Lukas Falat

2016-01-01

Full Text Available This paper deals with application of quantitative soft computing prediction models into financial area as reliable and accurate prediction models can be very helpful in management decision-making process. The authors suggest a new hybrid neural network which is a combination of the standard RBF neural network, a genetic algorithm, and a moving average. The moving average is supposed to enhance the outputs of the network using the error part of the original neural network. Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network. They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation and backpropagation combined with K-means clustering algorithm. Finally, the authors find out that their suggested hybrid neural network is able to produce more accurate forecasts than the standard models and can be helpful in eliminating the risk of making the bad decision in decision-making process.

Intelligent Soft Computing on Forex: Exchange Rates Forecasting with Hybrid Radial Basis Neural Network

Science.gov (United States)

Marcek, Dusan; Durisova, Maria

2016-01-01

This paper deals with application of quantitative soft computing prediction models into financial area as reliable and accurate prediction models can be very helpful in management decision-making process. The authors suggest a new hybrid neural network which is a combination of the standard RBF neural network, a genetic algorithm, and a moving average. The moving average is supposed to enhance the outputs of the network using the error part of the original neural network. Authors test the suggested model on high-frequency time series data of USD/CAD and examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, they perform a comparative statistical out-of-sample analysis of the tested model with autoregressive models and the standard neural network. They also incorporate genetic algorithm as an optimizing technique for adapting parameters of ANN which is then compared with standard backpropagation and backpropagation combined with K-means clustering algorithm. Finally, the authors find out that their suggested hybrid neural network is able to produce more accurate forecasts than the standard models and can be helpful in eliminating the risk of making the bad decision in decision-making process. PMID:26977450

Forecasting Zakat collection using artificial neural network

Science.gov (United States)

Sy Ahmad Ubaidillah, Sh. Hafizah; Sallehuddin, Roselina

2013-04-01

'Zakat', "that which purifies" or "alms", is the giving of a fixed portion of one's wealth to charity, generally to the poor and needy. It is one of the five pillars of Islam, and must be paid by all practicing Muslims who have the financial means (nisab). 'Nisab' is the minimum level to determine whether there is a 'zakat' to be paid on the assets. Today, in most Muslim countries, 'zakat' is collected through a decentralized and voluntary system. Under this voluntary system, 'zakat' committees are established, which are tasked with the collection and distribution of 'zakat' funds. 'Zakat' promotes a more equitable redistribution of wealth, and fosters a sense of solidarity amongst members of the 'Ummah'. The Malaysian government has established a 'zakat' center at every state to facilitate the management of 'zakat'. The center has to have a good 'zakat' management system to effectively execute its functions especially in the collection and distribution of 'zakat'. Therefore, a good forecasting model is needed. The purpose of this study is to develop a forecasting model for Pusat Zakat Pahang (PZP) to predict the total amount of collection from 'zakat' of assets more precisely. In this study, two different Artificial Neural Network (ANN) models using two different learning algorithms are developed; Back Propagation (BP) and Levenberg-Marquardt (LM). Both models are developed and compared in terms of their accuracy performance. The best model is determined based on the lowest mean square error and the highest correlations values. Based on the results obtained from the study, BP neural network is recommended as the forecasting model to forecast the collection from 'zakat' of assets for PZP.

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…

Forecasting Monsoon Precipitation Using Artificial Neural Networks

Institute of Scientific and Technical Information of China (English)

无

2001-01-01

This paper explores the application of Artificial Intelligent (AI) techniques for climate forecast. It pres ents a study on modelling the monsoon precipitation forecast by means of Artificial Neural Networks (ANNs). Using the historical data of the total amount of summer rainfall over the Delta Area of Yangtze River in China, three ANNs models have been developed to forecast the monsoon precipitation in the corre sponding area one year, five-year, and ten-year forward respectively. Performances of the models have been validated using a ＇new＇ data set that has not been exposed to the models during the processes of model development and test. The experiment results are promising, indicating that the proposed ANNs models have good quality in terms of the accuracy, stability and generalisation ability.

Forecasting electricity market pricing using artificial neural networks

International Nuclear Information System (INIS)

Pao, Hsiao-Tien

2007-01-01

Electricity price forecasting is extremely important for all market players, in particular for generating companies: in the short term, they must set up bids for the spot market; in the medium term, they have to define contract policies; and in the long term, they must define their expansion plans. For forecasting long-term electricity market pricing, in order to avoid excessive round-off and prediction errors, this paper proposes a new artificial neural network (ANN) with single output node structure by using direct forecasting approach. The potentials of ANNs are investigated by employing a rolling cross validation scheme. Out of sample performance evaluated with three criteria across five forecasting horizons shows that the proposed ANNs are a more robust multi-step ahead forecasting method than autoregressive error models. Moreover, ANN predictions are quite accurate even when the length of the forecast horizon is relatively short or long

LOAD FORECASTING FOR POWER SYSTEM PLANNING AND OPERATION USING ARTIFICIAL NEURAL NETWORK AT AL BATINAH REGION OMAN

Directory of Open Access Journals (Sweden)

HUSSEIN A. ABDULQADER

2012-08-01

Full Text Available Load forecasting is essential part for the power system planning and operation. In this paper the modeling and design of artificial neural network for load forecasting is carried out in a particular region of Oman. Neural network approach helps to reduce the problem associated with conventional method and has the advantage of learning directly from the historical data. The neural network here uses data such as past load; weather information like humidity and temperatures. Once the neural network is trained for the past set of data it can give a prediction of future load. This reduces the capital investment reducing the equipments to be installed. The actual data are taken from the Mazoon Electrical Company, Oman. The data of load for the year 2007, 2008 and 2009 are collected for a particular region called Al Batinah in Oman and trained using neural networks to forecast the future. The main objective is to forecast the amount of electricity needed for better load distribution in the areas of this region in Oman. The load forecasting is done for the year 2010 and is validated for the accuracy.

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...

Multifactor-influenced energy consumption forecasting using enhanced back-propagation neural network

International Nuclear Information System (INIS)

Zeng, Yu-Rong; Zeng, Yi; Choi, Beomjin; Wang, Lin

2017-01-01

Reliable energy consumption forecasting can provide effective decision-making support for planning development strategies to energy enterprises and for establishing national energy policies. Accordingly, the present study aims to apply a hybrid intelligent approach named ADE–BPNN, the back-propagation neural network (BPNN) model supported by an adaptive differential evolution algorithm, to estimate energy consumption. Most often, energy consumption is influenced by socioeconomic factors. The proposed hybrid model incorporates gross domestic product, population, import, and export data as inputs. An improved differential evolution with adaptive mutation and crossover is utilized to find appropriate global initial connection weights and thresholds to enhance the forecasting performance of the BPNN. A comparative example and two extended examples are utilized to validate the applicability and accuracy of the proposed ADE–BPNN model. Errors of the test data sets indicate that the ADE–BPNN model can effectively predict energy consumption compared with the traditional back-propagation neural network model and other popular existing models. Moreover, mean impact value based analysis is conducted for electrical energy consumption in U.S. and total energy consumption forecasting in China to quantitatively explore the relative importance of each input variable for the improvement of effective energy consumption prediction. - Highlights: • Enhanced back-propagation neural network (ADE-BPNN) for energy consumption forecasting. • ADE-BPNN outperforms the current best models for two comparative cases. • Mean impact value approach explores socio-economic factors' relative importance. • ADE-BPNN's adjusted goodness-of-fit is 99.2% for China's energy consumption forecasting.

Explicitly integrating parameter, input, and structure uncertainties into Bayesian Neural Networks for probabilistic hydrologic forecasting

KAUST Repository

Zhang, Xuesong

2011-11-01

Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow forecasting. In this study, we propose a Markov Chain Monte Carlo (MCMC) framework (BNN-PIS) to incorporate the uncertainties associated with parameters, inputs, and structures into BNNs. This framework allows the structure of the neural networks to change by removing or adding connections between neurons and enables scaling of input data by using rainfall multipliers. The results show that the new BNNs outperform BNNs that only consider uncertainties associated with parameters and model structures. Critical evaluation of posterior distribution of neural network weights, number of effective connections, rainfall multipliers, and hyper-parameters shows that the assumptions held in our BNNs are not well supported. Further understanding of characteristics of and interactions among different uncertainty sources is expected to enhance the application of neural networks for uncertainty analysis of hydrologic forecasting. © 2011 Elsevier B.V.

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)

Particle Swarm Optimization-based BP Neural Network for UHV DC Insulator Pollution Forecasting

Directory of Open Access Journals (Sweden)

Fangcheng Lü

2014-02-01

Full Text Available In order to realize the forecasting of the UHV DC insulator's pollution conditions, we introduced a PSOBP algorithm. A BP neural network (BPNN with leakage current, temperature, relative humidity and dew point as input neurons, and ESDD as output neuron was built to forecast the ESDD. The PSO was used to optimize the the BPNN, which had great improved the convergence rate of the BP neural network. The dew point as a brand new input unit has improved the iteration speed of the PSOBP algorithm in this study. It was the first time that the PSOBP algorithm was applied to the UHV DC insulator pollution forecasting. The experiment results showed that the method had great advantages in accuracy and speed of convergence. The research showed that this algorithm was suitable for the UHV DC insulator pollution forecasting.

APLIKASI MODEL ARTIFICIAL NEURAL NETWORKS UNTUK STOCK FORECASTING DI PASAR MODAL INDONESIA

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Christian Herdinata

2017-03-01

Full Text Available This research showed the applicat ion of model Art if icial Neural Networks (ANN orJaringan Syaraf Tiruan (JST at the f ield of monetary science, especially for the applicat ion off inancial forecast ing. ANN or JST was a new alternat ive for the applicat ion of f inancialforecast ing.The purpose of this research was to know whether the stock index instantaneouslyand fully ref lect historical informat ion, in Indonesia Stock Exchange (IDX. The research usedcomparison between return of technical t rading rule based Art if icial Neural Networks (ANNmodel and return of buy & hold st rategy. The result showed that the weakness form ofef f icient market hypothesis was rejected in the Indonesian capital market . Expectat ion ofthis research was giving informat ion and securing the market perpet rators that st ill enabledto get abnormal of return by doing commerce in chnical through forecast ing of model Art ificial Neural Networks (ANN or Jaringan Syaraf Tiruan ( JST.

Forecasting the daily electricity consumption in the Moscow region using artificial neural networks

Science.gov (United States)

Ivanov, V. V.; Kryanev, A. V.; Osetrov, E. S.

2017-07-01

In [1] we demonstrated the possibility in principle for short-term forecasting of daily volumes of passenger traffic in the Moscow metro with the help of artificial neural networks. During training and predicting, a set of the factors that affect the daily passenger traffic in the subway is passed to the input of the neural network. One of these factors is the daily power consumption in the Moscow region. Therefore, to predict the volume of the passenger traffic in the subway, we must first to solve the problem of forecasting the daily energy consumption in the Moscow region.

Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

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Haiyan Mo

2013-01-01

Full Text Available In view of the applications of artificial neural networks in economic and financial forecasting, a stochastic time strength function is introduced in the backpropagation neural network model to predict the fluctuations of stock price changes. In this model, stochastic time strength function gives a weight for each historical datum and makes the model have the effect of random movement, and then we investigate and forecast the behavior of volatility degrees of returns for the Chinese stock market indexes and some global market indexes. The empirical research is performed in testing the prediction effect of SSE, SZSE, HSI, DJIA, IXIC, and S&P 500 with different selected volatility degrees in the established model.

Forecasting of passenger traffic in Moscow metro applying artificial neural networks

International Nuclear Information System (INIS)

Ivanov, V.V.; Natsional'nyj Issledovatel'skij Yadernyj Univ. MIFI, Moscow; FKU Rostransmodernizatsiya, Moscow

2016-01-01

Methods for the forecasting of passenger traffic in Moscow metro have been developed using artificial neural networks. To this end, the factors primarily determining passenger traffic in the subway have been analyzed and selected [ru

Input data preprocessing method for exchange rate forecasting via neural network

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Antić Dragan S.

2014-01-01

Full Text Available The aim of this paper is to present a method for neural network input parameters selection and preprocessing. The purpose of this network is to forecast foreign exchange rates using artificial intelligence. Two data sets are formed for two different economic systems. Each system is represented by six categories with 70 economic parameters which are used in the analysis. Reduction of these parameters within each category was performed by using the principal component analysis method. Component interdependencies are established and relations between them are formed. Newly formed relations were used to create input vectors of a neural network. The multilayer feed forward neural network is formed and trained using batch training. Finally, simulation results are presented and it is concluded that input data preparation method is an effective way for preprocessing neural network data. [Projekat Ministarstva nauke Republike Srbije, br.TR 35005, br. III 43007 i br. III 44006

Analysis of recurrent neural networks for short-term energy load forecasting

Science.gov (United States)

Di Persio, Luca; Honchar, Oleksandr

2017-11-01

Short-term forecasts have recently gained an increasing attention because of the rise of competitive electricity markets. In fact, short-terms forecast of possible future loads turn out to be fundamental to build efficient energy management strategies as well as to avoid energy wastage. Such type of challenges are difficult to tackle both from a theoretical and applied point of view. Latter tasks require sophisticated methods to manage multidimensional time series related to stochastic phenomena which are often highly interconnected. In the present work we first review novel approaches to energy load forecasting based on recurrent neural network, focusing our attention on long/short term memory architectures (LSTMs). Such type of artificial neural networks have been widely applied to problems dealing with sequential data such it happens, e.g., in socio-economics settings, for text recognition purposes, concerning video signals, etc., always showing their effectiveness to model complex temporal data. Moreover, we consider different novel variations of basic LSTMs, such as sequence-to-sequence approach and bidirectional LSTMs, aiming at providing effective models for energy load data. Last but not least, we test all the described algorithms on real energy load data showing not only that deep recurrent networks can be successfully applied to energy load forecasting, but also that this approach can be extended to other problems based on time series prediction.

Comparisons of forecasting for hepatitis in Guangxi Province, China by using three neural networks models

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Ruijing Gan

2016-11-01

Full Text Available This study compares and evaluates the prediction of hepatitis in Guangxi Province, China by using back propagation neural networks based genetic algorithm (BPNN-GA, generalized regression neural networks (GRNN, and wavelet neural networks (WNN. In order to compare the results of forecasting, the data obtained from 2004 to 2013 and 2014 were used as modeling and forecasting samples, respectively. The results show that when the small data set of hepatitis has seasonal fluctuation, the prediction result by BPNN-GA will be better than the two other methods. The WNN method is suitable for predicting the large data set of hepatitis that has seasonal fluctuation and the same for the GRNN method when the data increases steadily.

Genetic Algorithms vs. Artificial Neural Networks in Economic Forecasting Process

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Nicolae Morariu

2008-01-01

Full Text Available This paper aims to describe the implementa-tion of a neural network and a genetic algorithm system in order to forecast certain economic indicators of a free market economy. In a free market economy forecasting process precedes the economic planning (a management function, providing important information for the result of the last process. Forecasting represents a starting point in setting of target for a firm, an organization or even a branch of the economy. Thus, the forecasting method used can influence in a significant mode the evolution of an entity. In the following we will describe the forecasting of an economic indicator using two intelligent systems. The difference between the results obtained by this two systems are described in chapter IV.

A Comparative Study of Neural Networks and ANFIS for Forecasting Attendance Rate of Soccer Games

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Mehmet Şahin

2017-11-01

Full Text Available The main purpose of this study was to develop and apply a neural network (NN approach and an adaptive neuro-fuzzy inference system (ANFIS model for forecasting the attendance rates at soccer games. The models were designed based on the characteristics of the problem. Past real data was used. Training data was used for training the models, and the testing data was used for evaluating the performance of the forecasting models. The obtained forecasting results were compared to the actual data and to each other. To evaluate the performance of the models, two statistical indicators, Mean Absolute Deviation (MAD and mean absolute percent error (MAPE, were used. Based on the results, the proposed neural network approach and the ANFIS model were shown to be effective in forecasting attendance at soccer games. The neural network approach performed better than the ANFIS model. The main contribution of this study is to introduce two effective techniques for estimating attendance at sports games. This is the first attempt to use an ANFIS model for that purpose.

Peak load demand forecasting using two-level discrete wavelet decomposition and neural network algorithm

Science.gov (United States)

Bunnoon, Pituk; Chalermyanont, Kusumal; Limsakul, Chusak

2010-02-01

This paper proposed the discrete transform and neural network algorithms to obtain the monthly peak load demand in mid term load forecasting. The mother wavelet daubechies2 (db2) is employed to decomposed, high pass filter and low pass filter signals from the original signal before using feed forward back propagation neural network to determine the forecasting results. The historical data records in 1997-2007 of Electricity Generating Authority of Thailand (EGAT) is used as reference. In this study, historical information of peak load demand(MW), mean temperature(Tmean), consumer price index (CPI), and industrial index (economic:IDI) are used as feature inputs of the network. The experimental results show that the Mean Absolute Percentage Error (MAPE) is approximately 4.32%. This forecasting results can be used for fuel planning and unit commitment of the power system in the future.

Stock prices forecasting based on wavelet neural networks with PSO

OpenAIRE

Wang Kai-Cheng; Yang Chi-I; Chang Kuei-Fang

2017-01-01

This research examines the forecasting performance of wavelet neural network (WNN) model using published stock data obtained from Financial Times Stock Exchange (FTSE) Taiwan Stock Exchange (TWSE) 50 index, also known as Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX), hereinafter referred to as Taiwan 50. Our WNN model uses particle swarm optimization (PSO) to choose the appropriate initial network values for different companies. The findings come with two advantages. First...

Forecasting of electricity prices with neural networks

Energy Technology Data Exchange (ETDEWEB)

Gareta, Raquel [Centro de Investigacion de Recursos y Consumos Energeticos (CIRCE), Universidad de Zaragoza, Centro Politecnico Superior, Maria de Luna, 3, 50018 Zaragoza (Spain); Romeo, Luis M. [Centro de Investigacion de Recursos y Consumos Energeticos (CIRCE), Universidad de Zaragoza, Centro Politecnico Superior, Maria de Luna, 3, 50018 Zaragoza (Spain)]. E-mail: luismi@unizar.es; Gil, Antonia [Centro de Investigacion de Recursos y Consumos Energeticos (CIRCE), Universidad de Zaragoza, Centro Politecnico Superior, Maria de Luna, 3, 50018 Zaragoza (Spain)

2006-08-15

During recent years, the electricity energy market deregulation has led to a new free competition situation in Europe and other countries worldwide. Generators, distributors and qualified clients have some uncertainties about the future evolution of electricity markets. In consequence, feasibility studies of new generation plants, design of new systems and energy management optimization are frequently postponed. The ability of forecasting energy prices, for instance the electricity prices, would be highly appreciated in order to improve the profitability of utility investments. The development of new simulation techniques, such as Artificial Intelligence (AI), has provided a good tool to forecast time series. In this paper, it is demonstrated that the Neural Network (NN) approach can be used to forecast short term hourly electricity pool prices (for the next day and two or three days after). The NN architecture and design for prices forecasting are described in this paper. The results are tested with extensive data sets, and good agreement is found between actual data and NN results. This methodology could help to improve power plant generation capacity management and, certainly, more profitable operation in daily energy pools.

Forecasting of electricity prices with neural networks

International Nuclear Information System (INIS)

Gareta, Raquel; Romeo, Luis M.; Gil, Antonia

2006-01-01

During recent years, the electricity energy market deregulation has led to a new free competition situation in Europe and other countries worldwide. Generators, distributors and qualified clients have some uncertainties about the future evolution of electricity markets. In consequence, feasibility studies of new generation plants, design of new systems and energy management optimization are frequently postponed. The ability of forecasting energy prices, for instance the electricity prices, would be highly appreciated in order to improve the profitability of utility investments. The development of new simulation techniques, such as Artificial Intelligence (AI), has provided a good tool to forecast time series. In this paper, it is demonstrated that the Neural Network (NN) approach can be used to forecast short term hourly electricity pool prices (for the next day and two or three days after). The NN architecture and design for prices forecasting are described in this paper. The results are tested with extensive data sets, and good agreement is found between actual data and NN results. This methodology could help to improve power plant generation capacity management and, certainly, more profitable operation in daily energy pools

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.

Prospects of application of artificial neural networks for forecasting of cargo transportation volume in transport systems

Directory of Open Access Journals (Sweden)

D. T. Yakupov

2017-01-01

Full Text Available The purpose of research – to identify the prospects for the use of neural network approach in relation to the tasks of economic forecasting of logistics performance, in particular of volume freight traffic in the transport system promiscuous regional freight traffic, as well as to substantiate the effectiveness of the use of artificial neural networks (ANN, as compared with the efficiency of traditional extrapolative methods of forecasting. The authors consider the possibility of forecasting to use ANN for these economic indicators not as an alternative to the traditional methods of statistical forecasting, but as one of the available simple means for solving complex problems.Materials and methods. When predicting the ANN, three methods of learning were used: 1 the Levenberg-Marquardt algorithm-network training stops when the generalization ceases to improve, which is shown by the increase in the mean square error of the output value; 2 Bayes regularization method - network training is stopped in accordance with the minimization of adaptive weights; 3 the method of scaled conjugate gradients, which is used to find the local extremum of a function on the basis of information about its values and gradient. The Neural Network Toolbox package is used for forecasting. The neural network model consists of a hidden layer of neurons with a sigmoidal activation function and an output neuron with a linear activation function, the input values of the dynamic time series, and the predicted value is removed from the output. For a more objective assessment of the prospects of the ANN application, the results of the forecast are presented in comparison with the results obtained in predicting the method of exponential smoothing.Results. When predicting the volumes of freight transportation by rail, satisfactory indicators of the verification of forecasting by both the method of exponential smoothing and ANN had been obtained, although the neural network

Wind power forecast using wavelet neural network trained by improved Clonal selection algorithm

International Nuclear Information System (INIS)

Chitsaz, Hamed; Amjady, Nima; Zareipour, Hamidreza

2015-01-01

Highlights: • Presenting a Morlet wavelet neural network for wind power forecasting. • Proposing improved Clonal selection algorithm for training the model. • Applying Maximum Correntropy Criterion to evaluate the training performance. • Extensive testing of the proposed wind power forecast method on real-world data. - Abstract: With the integration of wind farms into electric power grids, an accurate wind power prediction is becoming increasingly important for the operation of these power plants. In this paper, a new forecasting engine for wind power prediction is proposed. The proposed engine has the structure of Wavelet Neural Network (WNN) with the activation functions of the hidden neurons constructed based on multi-dimensional Morlet wavelets. This forecast engine is trained by a new improved Clonal selection algorithm, which optimizes the free parameters of the WNN for wind power prediction. Furthermore, Maximum Correntropy Criterion (MCC) has been utilized instead of Mean Squared Error as the error measure in training phase of the forecasting model. The proposed wind power forecaster is tested with real-world hourly data of system level wind power generation in Alberta, Canada. In order to demonstrate the efficiency of the proposed method, it is compared with several other wind power forecast techniques. The obtained results confirm the validity of the developed approach

Monthly electric energy demand forecasting with neural networks and Fourier series

International Nuclear Information System (INIS)

Gonzalez-Romera, E.; Jaramillo-Moran, M.A.; Carmona-Fernandez, D.

2008-01-01

Medium-term electric energy demand forecasting is a useful tool for grid maintenance planning and market research of electric energy companies. Several methods, such as ARIMA, regression or artificial intelligence, have been usually used to carry out those predictions. Some approaches include weather or economic variables, which strongly influence electric energy demand. Economic variables usually influence the general series trend, while weather provides a periodic behavior because of its seasonal nature. This work investigates the periodic behavior of the Spanish monthly electric demand series, obtained by rejecting the trend from the consumption series. A novel hybrid approach is proposed: the periodic behavior is forecasted with a Fourier series while the trend is predicted with a neural network. Satisfactory results have been obtained, with a lower than 2% MAPE, which improve those reached when only neural networks or ARIMA were used for the same purpose. (author)

An intelligent sales forecasting system through integration of artificial neural networks and fuzzy neural networks with fuzzy weight elimination.

Science.gov (United States)

Kuo, R J; Wu, P; Wang, C P

2002-09-01

Sales forecasting plays a very prominent role in business strategy. Numerous investigations addressing this problem have generally employed statistical methods, such as regression or autoregressive and moving average (ARMA). However, sales forecasting is very complicated owing to influence by internal and external environments. Recently, artificial neural networks (ANNs) have also been applied in sales forecasting since their promising performances in the areas of control and pattern recognition. However, further improvement is still necessary since unique circumstances, e.g. promotion, cause a sudden change in the sales pattern. Thus, this study utilizes a proposed fuzzy neural network (FNN), which is able to eliminate the unimportant weights, for the sake of learning fuzzy IF-THEN rules obtained from the marketing experts with respect to promotion. The result from FNN is further integrated with the time series data through an ANN. Both the simulated and real-world problem results show that FNN with weight elimination can have lower training error compared with the regular FNN. Besides, real-world problem results also indicate that the proposed estimation system outperforms the conventional statistical method and single ANN in accuracy.

Neural Networks-Based Forecasting Regarding the Convergence Process of CEE Countries to the Eurozone

Directory of Open Access Journals (Sweden)

Magdalena RĂDULESCU

2014-06-01

Full Text Available In the crisis frame, many forecasts failed to provide well determined ratios. What we tried to explain in this paper is how some selected Central and Eastern European countries will perform in the near future: Romania, Bulgaria, Hungary, Poland and Czech Republic, using neural networks- based forecasting model which we created for the nominal and real convergence ratios. As a methodology, we propose the forecasting based on artificial neural network (ANN, using the well-known software tool GMDH Shell. For each output variable, we obtain a forecast model, according to previous values and other input related variables, and we applied the model to all countries. Our forecasts are much closer to the partial results of 2013 in the analyzed countries than the European Commission’s or other international organizations’ forecasts. The results of the forecast are important both for governments to design their financial strategies and for the investors in these selected countries. According to our results, the Czech Republic seems to be closer to achieve its nominal convergence in the next two years, but it faces great difficulties in the real convergence area, because it did not overpass the recession.

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.

Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm

International Nuclear Information System (INIS)

Yu, Lean; Wang, Shouyang; Lai, Kin Keung

2008-01-01

In this study, an empirical mode decomposition (EMD) based neural network ensemble learning paradigm is proposed for world crude oil spot price forecasting. For this purpose, the original crude oil spot price series were first decomposed into a finite, and often small, number of intrinsic mode functions (IMFs). Then a three-layer feed-forward neural network (FNN) model was used to model each of the extracted IMFs, so that the tendencies of these IMFs could be accurately predicted. Finally, the prediction results of all IMFs are combined with an adaptive linear neural network (ALNN), to formulate an ensemble output for the original crude oil price series. For verification and testing, two main crude oil price series, West Texas Intermediate (WTI) crude oil spot price and Brent crude oil spot price, are used to test the effectiveness of the proposed EMD-based neural network ensemble learning methodology. Empirical results obtained demonstrate attractiveness of the proposed EMD-based neural network ensemble learning paradigm. (author)

Short-Term Forecasting of Electric Loads Using Nonlinear Autoregressive Artificial Neural Networks with Exogenous Vector Inputs

Directory of Open Access Journals (Sweden)

Jaime Buitrago

2017-01-01

Full Text Available Short-term load forecasting is crucial for the operations planning of an electrical grid. Forecasting the next 24 h of electrical load in a grid allows operators to plan and optimize their resources. The purpose of this study is to develop a more accurate short-term load forecasting method utilizing non-linear autoregressive artificial neural networks (ANN with exogenous multi-variable input (NARX. The proposed implementation of the network is new: the neural network is trained in open-loop using actual load and weather data, and then, the network is placed in closed-loop to generate a forecast using the predicted load as the feedback input. Unlike the existing short-term load forecasting methods using ANNs, the proposed method uses its own output as the input in order to improve the accuracy, thus effectively implementing a feedback loop for the load, making it less dependent on external data. Using the proposed framework, mean absolute percent errors in the forecast in the order of 1% have been achieved, which is a 30% improvement on the average error using feedforward ANNs, ARMAX and state space methods, which can result in large savings by avoiding commissioning of unnecessary power plants. The New England electrical load data are used to train and validate the forecast prediction.

Application of BP Neural Network Algorithm in Traditional Hydrological Model for Flood Forecasting

Directory of Open Access Journals (Sweden)

Jianjin Wang

2017-01-01

Full Text Available Flooding contributes to tremendous hazards every year; more accurate forecasting may significantly mitigate the damages and loss caused by flood disasters. Current hydrological models are either purely knowledge-based or data-driven. A combination of data-driven method (artificial neural networks in this paper and knowledge-based method (traditional hydrological model may booster simulation accuracy. In this study, we proposed a new back-propagation (BP neural network algorithm and applied it in the semi-distributed Xinanjiang (XAJ model. The improved hydrological model is capable of updating the flow forecasting error without losing the leading time. The proposed method was tested in a real case study for both single period corrections and real-time corrections. The results reveal that the proposed method could significantly increase the accuracy of flood forecasting and indicate that the global correction effect is superior to the second-order autoregressive correction method in real-time correction.

FORECASTING KUALA LUMPUR COMPOSITE INDEX: EVIDENCE OF THE ARTIFICIAL NEURAL NETWORK AND ARIMA

OpenAIRE

Sukmana, Raditya; Solihin, Mahmud Iwan

2007-01-01

The aim of this paper is to use, compare, and analyze two forecasting technique: namelyAuto Regressive Integrated Moving Average(ARIMA) and Artificial NeuralNetwork(ANN) using Kuala Lumpur Composite Index(KLCI) in Malaysia. ArtificialNeural Network is used because of its popularity of capturing the volatility patterns innonlinear time series while ARIMA used since it is a standard method in the forecastingtool. Daily data of Kuala Lumpur Composite Index from 4 January 1999 to 26 September2005...

Electricity price forecast using Combinatorial Neural Network trained by a new stochastic search method

International Nuclear Information System (INIS)

Abedinia, O.; Amjady, N.; Shafie-khah, M.; Catalão, J.P.S.

2015-01-01

Highlights: • Presenting a Combinatorial Neural Network. • Suggesting a new stochastic search method. • Adapting the suggested method as a training mechanism. • Proposing a new forecast strategy. • Testing the proposed strategy on real-world electricity markets. - Abstract: Electricity price forecast is key information for successful operation of electricity market participants. However, the time series of electricity price has nonlinear, non-stationary and volatile behaviour and so its forecast method should have high learning capability to extract the complex input/output mapping function of electricity price. In this paper, a Combinatorial Neural Network (CNN) based forecasting engine is proposed to predict the future values of price data. The CNN-based forecasting engine is equipped with a new training mechanism for optimizing the weights of the CNN. This training mechanism is based on an efficient stochastic search method, which is a modified version of chemical reaction optimization algorithm, giving high learning ability to the CNN. The proposed price forecast strategy is tested on the real-world electricity markets of Pennsylvania–New Jersey–Maryland (PJM) and mainland Spain and its obtained results are extensively compared with the results obtained from several other forecast methods. These comparisons illustrate effectiveness of the proposed strategy.

Recurrent networks for wave forecasting

Digital Repository Service at National Institute of Oceanography (India)

Mandal, S.; Prabaharan, N.

, merchant vessel routing, nearshore construction, etc. more efficiently and safely. This paper presents an application of the Artificial Neural Network, namely Backpropagation Recurrent Neural Network (BRNN) with rprop update algorithm for wave forecasting...

Forecasting Hoabinh Reservoir’s Incoming Flow: An Application of Neural Networks with the Cuckoo Search Algorithm

Directory of Open Access Journals (Sweden)

Jeng-Fung Chen

2014-11-01

Full Text Available The accuracy of reservoir flow forecasting has the most significant influence on the assurance of stability and annual operations of hydro-constructions. For instance, accurate forecasting on the ebb and flow of Vietnam’s Hoabinh Reservoir can aid in the preparation and prevention of lowland flooding and drought, as well as regulating electric energy. This raises the need to propose a model that accurately forecasts the incoming flow of the Hoabinh Reservoir. In this study, a solution to this problem based on neural network with the Cuckoo Search (CS algorithm is presented. In particular, we used hydrographic data and predicted total incoming flows of the Hoabinh Reservoir over a period of 10 days. The Cuckoo Search algorithm was utilized to train the feedforward neural network (FNN for prediction. The algorithm optimized the weights between layers and biases of the neuron network. Different forecasting models for the three scenarios were developed. The constructed models have shown high forecasting performance based on the performance indices calculated. These results were also compared with those obtained from the neural networks trained by the particle swarm optimization (PSO and back-propagation (BP, indicating that the proposed approach performed more effectively. Based on the experimental results, the scenario using the rainfall and the flow as input yielded the highest forecasting accuracy when compared with other scenarios. The performance criteria RMSE, MAPE, and R obtained by the CS-FNN in this scenario were calculated as 48.7161, 0.067268 and 0.8965, respectively. These results were highly correlated to actual values. It is expected that this work may be useful for hydrographic forecasting.

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.

Integrating a Storage Factor into R-NARX Neural Networks for Flood Forecasts

Science.gov (United States)

Chou, Po-Kai; Chang, Li-Chiu; Chang, Fi-John; Shih, Ban-Jwu

2017-04-01

Because mountainous terrains and steep landforms rapidly accelerate the speed of flood flow in Taiwan island, accurate multi-step-ahead inflow forecasts during typhoon events for providing reliable information benefiting the decision-makings of reservoir pre-storm release and flood-control operation are considered crucial and challenging. Various types of artificial neural networks (ANNs) have been successfully applied in hydrological fields. This study proposes a recurrent configuration of the nonlinear autoregressive with exogenous inputs (NARX) network, called R-NARX, with various effective inputs to forecast the inflows of the Feitsui Reservoir, a pivot reservoir for water supply to Taipei metropolitan in Taiwan, during typhoon periods. The proposed R-NARX is constructed based on the recurrent neural network (RNN), which is commonly used for modelling nonlinear dynamical systems. A large number of hourly rainfall and inflow data sets collected from 95 historical typhoon events in the last thirty years are used to train, validate and test the models. The potential input variables, including rainfall in previous time steps (one to six hours), cumulative rainfall, the storage factor and the storage function, are assessed, and various models are constructed with their reliability and accuracy being tested. We find that the previous (t-2) rainfall and cumulative rainfall are crucial inputs and the storage factor and the storage function would also improve the forecast accuracy of the models. We demonstrate that the R-NARX model not only can accurately forecast the inflows but also effectively catch the peak flow without adopting observed inflow data during the entire typhoon period. Besides, the model with the storage factor is superior to the model with the storage function, where its improvement can reach 24%. This approach can well model the rainfall-runoff process for the entire flood forecasting period without the use of observed inflow data and can provide

Artificial neural networks to forecast biomass of Pacific sardine and its environment

DEFF Research Database (Denmark)

Cisneros Mata, M.A.; Brey, T.; Jarre, Astrid

1996-01-01

We tested the forecasting performance of artificial neural networks (ANNs) using several time series of environmental and biotic data pertaining to the California Current (CC) neritic ecosystem. ANNs performed well predicting CC monthly 10-m depth temperature up to nine years in advance, using te...

Forecast of TEXT plasma disruptions using soft X rays as input signal in a neural network

International Nuclear Information System (INIS)

Vannucci, A.; Oliveira, K.A.; Tajima, T.

1999-01-01

A feedforward neural network with two hidden layers is used to forecast major and minor disruptive instabilities in TEXT tokamak discharges. Using the experimental data of soft X ray signals as input data, the neural network is trained with one disruptive plasma discharge, and a different disruptive discharge is used for validation. After being properly trained, the networks, with the same set of weights, are used to forecast disruptions in two other plasma discharges. It is observed that the neural network is able to predict the occurrence of a disruption more than 3 ms in advance. This time interval is almost 3 times longer than the one already obtained previously when a magnetic signal from a Mirnov coil was used to feed the neural networks. Visually no indication of an upcoming disruption is seen from the experimental data this far back from the time of disruption. Finally, by observing the predictive behaviour of the network for the disruptive discharges analysed and comparing the soft X ray data with the corresponding magnetic experimental signal, it is conjectured about where inside the plasma column the disruption first started. (author)

Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations

International Nuclear Information System (INIS)

Wang, Jie; Wang, Jun

2016-01-01

In an attempt to improve the forecasting accuracy of crude oil price fluctuations, a new neural network architecture is established in this work which combines Multilayer perception and ERNN (Elman recurrent neural networks) with stochastic time effective function. ERNN is a time-varying predictive control system and is developed with the ability to keep memory of recent events in order to predict future output. The stochastic time effective function represents that the recent information has a stronger effect for the investors than the old information. With the established model the empirical research has a good performance in testing the predictive effects on four different time series indices. Compared to other models, the present model is possible to evaluate data from 1990s to today with extreme accuracy and speedy. The applied CID (complexity invariant distance) analysis and multiscale CID analysis, are provided as the new useful measures to evaluate a better predicting ability of the proposed model than other traditional models. - Highlights: • A new forecasting model is developed by a random Elman recurrent neural network. • The forecasting accuracy of crude oil price fluctuations is improved by the model. • The forecasting results of the proposed model are more accurate than compared models. • Two new distance analysis methods are applied to confirm the predicting results.

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.

Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks

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Thierry Moudiki

2018-03-01

Full Text Available We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic regression models (Pankratz 2012, with the response variable’s lags included as predictors, and is known as Random Vector Functional Link (RVFL neural networks. The RVFL neural networks have been successfully applied in the past, to solving regression and classification problems. The novelty of our approach is to apply an RVFL model to multivariate time series, under two separate regularization constraints on the regression parameters.

Generalized versus non-generalized neural network model for multi-lead inflow forecasting at Aswan High Dam

Directory of Open Access Journals (Sweden)

A. El-Shafie

2011-03-01

Full Text Available Artificial neural networks (ANN have been found efficient, particularly in problems where characteristics of the processes are stochastic and difficult to describe using explicit mathematical models. However, time series prediction based on ANN algorithms is fundamentally difficult and faces problems. One of the major shortcomings is the search for the optimal input pattern in order to enhance the forecasting capabilities for the output. The second challenge is the over-fitting problem during the training procedure and this occurs when ANN loses its generalization. In this research, autocorrelation and cross correlation analyses are suggested as a method for searching the optimal input pattern. On the other hand, two generalized methods namely, Regularized Neural Network (RNN and Ensemble Neural Network (ENN models are developed to overcome the drawbacks of classical ANN models. Using Generalized Neural Network (GNN helped avoid over-fitting of training data which was observed as a limitation of classical ANN models. Real inflow data collected over the last 130 years at Lake Nasser was used to train, test and validate the proposed model. Results show that the proposed GNN model outperforms non-generalized neural network and conventional auto-regressive models and it could provide accurate inflow forecasting.

Modeling and Computing of Stock Index Forecasting Based on Neural Network and Markov Chain

Science.gov (United States)

Dai, Yonghui; Han, Dongmei; Dai, Weihui

2014-01-01

The stock index reflects the fluctuation of the stock market. For a long time, there have been a lot of researches on the forecast of stock index. However, the traditional method is limited to achieving an ideal precision in the dynamic market due to the influences of many factors such as the economic situation, policy changes, and emergency events. Therefore, the approach based on adaptive modeling and conditional probability transfer causes the new attention of researchers. This paper presents a new forecast method by the combination of improved back-propagation (BP) neural network and Markov chain, as well as its modeling and computing technology. This method includes initial forecasting by improved BP neural network, division of Markov state region, computing of the state transition probability matrix, and the prediction adjustment. Results of the empirical study show that this method can achieve high accuracy in the stock index prediction, and it could provide a good reference for the investment in stock market. PMID:24782659

Modeling and Computing of Stock Index Forecasting Based on Neural Network and Markov Chain

Directory of Open Access Journals (Sweden)

Yonghui Dai

2014-01-01

Full Text Available The stock index reflects the fluctuation of the stock market. For a long time, there have been a lot of researches on the forecast of stock index. However, the traditional method is limited to achieving an ideal precision in the dynamic market due to the influences of many factors such as the economic situation, policy changes, and emergency events. Therefore, the approach based on adaptive modeling and conditional probability transfer causes the new attention of researchers. This paper presents a new forecast method by the combination of improved back-propagation (BP neural network and Markov chain, as well as its modeling and computing technology. This method includes initial forecasting by improved BP neural network, division of Markov state region, computing of the state transition probability matrix, and the prediction adjustment. Results of the empirical study show that this method can achieve high accuracy in the stock index prediction, and it could provide a good reference for the investment in stock market.

Ensemble Nonlinear Autoregressive Exogenous Artificial Neural Networks for Short-Term Wind Speed and Power Forecasting.

Science.gov (United States)

Men, Zhongxian; Yee, Eugene; Lien, Fue-Sang; Yang, Zhiling; Liu, Yongqian

2014-01-01

Short-term wind speed and wind power forecasts (for a 72 h period) are obtained using a nonlinear autoregressive exogenous artificial neural network (ANN) methodology which incorporates either numerical weather prediction or high-resolution computational fluid dynamics wind field information as an exogenous input. An ensemble approach is used to combine the predictions from many candidate ANNs in order to provide improved forecasts for wind speed and power, along with the associated uncertainties in these forecasts. More specifically, the ensemble ANN is used to quantify the uncertainties arising from the network weight initialization and from the unknown structure of the ANN. All members forming the ensemble of neural networks were trained using an efficient particle swarm optimization algorithm. The results of the proposed methodology are validated using wind speed and wind power data obtained from an operational wind farm located in Northern China. The assessment demonstrates that this methodology for wind speed and power forecasting generally provides an improvement in predictive skills when compared to the practice of using an "optimal" weight vector from a single ANN while providing additional information in the form of prediction uncertainty bounds.

Data Pre-Analysis and Ensemble of Various Artificial Neural Networks for Monthly Streamflow Forecasting

Directory of Open Access Journals (Sweden)

Jianzhong Zhou

2018-05-01

Full Text Available This paper introduces three artificial neural network (ANN architectures for monthly streamflow forecasting: a radial basis function network, an extreme learning machine, and the Elman network. Three ensemble techniques, a simple average ensemble, a weighted average ensemble, and an ANN-based ensemble, were used to combine the outputs of the individual ANN models. The objective was to highlight the performance of the general regression neural network-based ensemble technique (GNE through an improvement of monthly streamflow forecasting accuracy. Before the construction of an ANN model, data preanalysis techniques, such as empirical wavelet transform (EWT, were exploited to eliminate the oscillations of the streamflow series. Additionally, a theory of chaos phase space reconstruction was used to select the most relevant and important input variables for forecasting. The proposed GNE ensemble model has been applied for the mean monthly streamflow observation data from the Wudongde hydrological station in the Jinsha River Basin, China. Comparisons and analysis of this study have demonstrated that the denoised streamflow time series was less disordered and unsystematic than was suggested by the original time series according to chaos theory. Thus, EWT can be adopted as an effective data preanalysis technique for the prediction of monthly streamflow. Concurrently, the GNE performed better when compared with other ensemble techniques.

A New Neural Network Approach to Short Term Load Forecasting of Electrical Power Systems

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Farshid Keynia

2011-03-01

Full Text Available Short-term load forecast (STLF is an important operational function in both regulated power systems and deregulated open electricity markets. However, STLF is not easy to handle due to the nonlinear and random-like behaviors of system loads, weather conditions, and social and economic environment variations. Despite the research work performed in the area, more accurate and robust STLF methods are still needed due to the importance and complexity of STLF. In this paper, a new neural network approach for STLF is proposed. The proposed neural network has a novel learning algorithm based on a new modified harmony search technique. This learning algorithm can widely search the solution space in various directions, and it can also avoid the overfitting problem, trapping in local minima and dead bands. Based on this learning algorithm, the suggested neural network can efficiently extract the input/output mapping function of the forecast process leading to high STLF accuracy. The proposed approach is tested on two practical power systems and the results obtained are compared with the results of several other recently published STLF methods. These comparisons confirm the validity of the developed approach.

Forecasting outpatient visits using empirical mode decomposition coupled with back-propagation artificial neural networks optimized by particle swarm optimization.

Science.gov (United States)

Huang, Daizheng; Wu, Zhihui

2017-01-01

Accurately predicting the trend of outpatient visits by mathematical modeling can help policy makers manage hospitals effectively, reasonably organize schedules for human resources and finances, and appropriately distribute hospital material resources. In this study, a hybrid method based on empirical mode decomposition and back-propagation artificial neural networks optimized by particle swarm optimization is developed to forecast outpatient visits on the basis of monthly numbers. The data outpatient visits are retrieved from January 2005 to December 2013 and first obtained as the original time series. Second, the original time series is decomposed into a finite and often small number of intrinsic mode functions by the empirical mode decomposition technique. Third, a three-layer back-propagation artificial neural network is constructed to forecast each intrinsic mode functions. To improve network performance and avoid falling into a local minimum, particle swarm optimization is employed to optimize the weights and thresholds of back-propagation artificial neural networks. Finally, the superposition of forecasting results of the intrinsic mode functions is regarded as the ultimate forecasting value. Simulation indicates that the proposed method attains a better performance index than the other four methods.

Hybrid Forecasting Approach Based on GRNN Neural Network and SVR Machine for Electricity Demand Forecasting

Directory of Open Access Journals (Sweden)

Weide Li

2017-01-01

Full Text Available Accurate electric power demand forecasting plays a key role in electricity markets and power systems. The electric power demand is usually a non-linear problem due to various unknown reasons, which make it difficult to get accurate prediction by traditional methods. The purpose of this paper is to propose a novel hybrid forecasting method for managing and scheduling the electricity power. EEMD-SCGRNN-PSVR, the proposed new method, combines ensemble empirical mode decomposition (EEMD, seasonal adjustment (S, cross validation (C, general regression neural network (GRNN and support vector regression machine optimized by the particle swarm optimization algorithm (PSVR. The main idea of EEMD-SCGRNN-PSVR is respectively to forecast waveform and trend component that hidden in demand series to substitute directly forecasting original electric demand. EEMD-SCGRNN-PSVR is used to predict the one week ahead half-hour’s electricity demand in two data sets (New South Wales (NSW and Victorian State (VIC in Australia. Experimental results show that the new hybrid model outperforms the other three models in terms of forecasting accuracy and model robustness.

A Hybrid Neural Network Model for Sales Forecasting Based on ARIMA and Search Popularity of Article Titles.

Science.gov (United States)

Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren

2016-01-01

Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words.

A Hybrid Neural Network Model for Sales Forecasting Based on ARIMA and Search Popularity of Article Titles

Science.gov (United States)

Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren

2016-01-01

Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words. PMID:27313605

Explicitly integrating parameter, input, and structure uncertainties into Bayesian Neural Networks for probabilistic hydrologic forecasting

KAUST Repository

Zhang, Xuesong; Liang, Faming; Yu, Beibei; Zong, Ziliang

2011-01-01

Estimating uncertainty of hydrologic forecasting is valuable to water resources and other relevant decision making processes. Recently, Bayesian Neural Networks (BNNs) have been proved powerful tools for quantifying uncertainty of streamflow

Multi nodal load forecasting in electric power systems using a radial basis neural network; Previsao de carga multinodal em sistemas eletricos de potencia usando uma rede neural de base radial

Energy Technology Data Exchange (ETDEWEB)

Altran, A.B.; Lotufo, A.D.P.; Minussi, C.R. [Universidade Estadual Paulista Julio de Mesquita Filho (UNESP), Ilha Solteira, SP (Brazil). Dept. de Engenharia Eletrica], Emails: lealtran@yahoo.com.br, annadiva@dee.feis.unesp.br, minussi@dee.feis.unesp.br; Lopes, M.L.M. [Universidade Estadual Paulista Julio de Mesquita Filho (UNESP), Ilha Solteira, SP (Brazil). Dept. de Matematica], E-mail: mara@mat.feis.unesp.br

2009-07-01

This paper presents a methodology for electrical load forecasting, using radial base functions as activation function in artificial neural networks with the training by backpropagation algorithm. This methodology is applied to short term electrical load forecasting (24 h ahead). Therefore, results are presented analyzing the use of radial base functions substituting the sigmoid function as activation function in multilayer perceptron neural networks. However, the main contribution of this paper is the proposal of a new formulation of load forecasting dedicated to the forecasting in several points of the electrical network, as well as considering several types of users (residential, commercial, industrial). It deals with the MLF (Multimodal Load Forecasting), with the same processing time as the GLF (Global Load Forecasting). (author)

Assessment of a conceptual hydrological model and artificial neural networks for daily outflows forecasting

NARCIS (Netherlands)

Rezaeianzadeh, M.; Stein, A.; Tabari, H.; Abghari, H.; Jalalkamali, N.; Hosseinipour, E.Z.; Singh, V.P.

2013-01-01

Artificial neural networks (ANNs) are used by hydrologists and engineers to forecast flows at the outlet of a watershed. They are employed in particular where hydrological data are limited. Despite these developments, practitioners still prefer conventional hydrological models. This study applied

Inflow forecasting using Artificial Neural Networks for reservoir operation

Directory of Open Access Journals (Sweden)

C. Chiamsathit

2016-05-01

Full Text Available In this study, multi-layer perceptron (MLP artificial neural networks have been applied to forecast one-month-ahead inflow for the Ubonratana reservoir, Thailand. To assess how well the forecast inflows have performed in the operation of the reservoir, simulations were carried out guided by the systems rule curves. As basis of comparison, four inflow situations were considered: (1 inflow known and assumed to be the historic (Type A; (2 inflow known and assumed to be the forecast (Type F; (3 inflow known and assumed to be the historic mean for month (Type M; and (4 inflow is unknown with release decision only conditioned on the starting reservoir storage (Type N. Reservoir performance was summarised in terms of reliability, resilience, vulnerability and sustainability. It was found that Type F inflow situation produced the best performance while Type N was the worst performing. This clearly demonstrates the importance of good inflow information for effective reservoir operation.

Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.

Science.gov (United States)

Jin, Junghwan; Kim, Jinsoo

2015-01-01

Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.

Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.

Directory of Open Access Journals (Sweden)

Junghwan Jin

Full Text Available Following the unconventional gas revolution, the forecasting of natural gas prices has become increasingly important because the association of these prices with those of crude oil has weakened. With this as motivation, we propose some modified hybrid models in which various combinations of the wavelet approximation, detail components, autoregressive integrated moving average, generalized autoregressive conditional heteroskedasticity, and artificial neural network models are employed to predict natural gas prices. We also emphasize the boundary problem in wavelet decomposition, and compare results that consider the boundary problem case with those that do not. The empirical results show that our suggested approach can handle the boundary problem, such that it facilitates the extraction of the appropriate forecasting results. The performance of the wavelet-hybrid approach was superior in all cases, whereas the application of detail components in the forecasting was only able to yield a small improvement in forecasting performance. Therefore, forecasting with only an approximation component would be acceptable, in consideration of forecasting efficiency.

Stock prices forecasting based on wavelet neural networks with PSO

Directory of Open Access Journals (Sweden)

Wang Kai-Cheng

2017-01-01

Full Text Available This research examines the forecasting performance of wavelet neural network (WNN model using published stock data obtained from Financial Times Stock Exchange (FTSE Taiwan Stock Exchange (TWSE 50 index, also known as Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX, hereinafter referred to as Taiwan 50. Our WNN model uses particle swarm optimization (PSO to choose the appropriate initial network values for different companies. The findings come with two advantages. First, the network initial values are automatically selected instead of being a constant. Second, threshold and training data percentage become constant values, because PSO assists with self-adjustment. We can achieve a success rate over 73% without the necessity to manually adjust parameter or create another math model.

A Hybrid Method Based on Singular Spectrum Analysis, Firefly Algorithm, and BP Neural Network for Short-Term Wind Speed Forecasting

Directory of Open Access Journals (Sweden)

Yuyang Gao

2016-09-01

Full Text Available With increasing importance being attached to big data mining, analysis, and forecasting in the field of wind energy, how to select an optimization model to improve the forecasting accuracy of the wind speed time series is not only an extremely challenging problem, but also a problem of concern for economic forecasting. The artificial intelligence model is widely used in forecasting and data processing, but the individual back-propagation artificial neural network cannot always satisfy the time series forecasting needs. Thus, a hybrid forecasting approach has been proposed in this study, which consists of data preprocessing, parameter optimization and a neural network for advancing the accuracy of short-term wind speed forecasting. According to the case study, in which the data are collected from Peng Lai, a city located in China, the simulation results indicate that the hybrid forecasting method yields better predictions compared to the individual BP, which indicates that the hybrid method exhibits stronger forecasting ability.

Genetic algorithm for neural networks optimization

Science.gov (United States)

Setyawati, Bina R.; Creese, Robert C.; Sahirman, Sidharta

2004-11-01

This paper examines the forecasting performance of multi-layer feed forward neural networks in modeling a particular foreign exchange rates, i.e. Japanese Yen/US Dollar. The effects of two learning methods, Back Propagation and Genetic Algorithm, in which the neural network topology and other parameters fixed, were investigated. The early results indicate that the application of this hybrid system seems to be well suited for the forecasting of foreign exchange rates. The Neural Networks and Genetic Algorithm were programmed using MATLAB«.

Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques

DEFF Research Database (Denmark)

Kock, Anders Bredahl; Teräsvirta, Timo

such as the neural network model is not appropriate if the data is generated by a linear mechanism. Hence, it might be appropriate to test the null of linearity prior to building a nonlinear model. We investigate whether this kind of pretesting improves the forecast accuracy compared to the case where...

Natural gas demand forecast system based on the application of artificial neural networks

International Nuclear Information System (INIS)

Sanfeliu, J.M.; Doumanian, J.E.

1997-01-01

Gas Natural BAN, as a distribution gas company since 1993 in the north and west area of Buenos Aires Argentina, with 1,000,000 customers, had to develop a gas demand forecast system which should comply with the following basic requirements: Be able to do reliable forecasts with short historical information (2 years); Distinguish demands in areas of different characteristics, i.e. mainly residential, mainly industrial; Self-learning capability. To accomplish above goals, Gas Natural BAN chose in view of its own necessities, an artificial intelligence application (neural networks). 'SANDRA', the gas demand forecast system for gas distribution used by Gas Natural BAN, has the following features: Daily gas demand forecast, Hourly gas demand forecast and Breakdown of both forecast for each of the 3 basic zones in which the distribution area of Gas Natural BAN is divided. (au)

Forecast on Water Locking Damage of Low Permeable Reservoir with Quantum Neural Network

Science.gov (United States)

Zhao, Jingyuan; Sun, Yuxue; Feng, Fuping; Zhao, Fulei; Sui, Dianjie; Xu, Jianjun

2018-01-01

It is of great importance in oil-gas reservoir protection to timely and correctly forecast the water locking damage, the greatest damage for low permeable reservoir. An analysis is conducted on the production mechanism and various influence factors of water locking damage, based on which a quantum neuron is constructed based on the information processing manner of a biological neuron and the principle of quantum neural algorithm, besides, the quantum neural network model forecasting the water locking of the reservoir is established and related software is also made to forecast the water locking damage of the gas reservoir. This method has overcome the defects of grey correlation analysis that requires evaluation matrix analysis and complicated operation. According to the practice in Longxi Area of Daqing Oilfield, this method is characterized by fast operation, few system parameters and high accuracy rate (the general incidence rate may reach 90%), which can provide reliable support for the protection technique of low permeable reservoir.

Financial impact of errors in business forecasting: a comparative study of linear models and neural networks

Directory of Open Access Journals (Sweden)

Claudimar Pereira da Veiga

2012-08-01

Full Text Available The importance of demand forecasting as a management tool is a well documented issue. However, it is difficult to measure costs generated by forecasting errors and to find a model that assimilate the detailed operation of each company adequately. In general, when linear models fail in the forecasting process, more complex nonlinear models are considered. Although some studies comparing traditional models and neural networks have been conducted in the literature, the conclusions are usually contradictory. In this sense, the objective was to compare the accuracy of linear methods and neural networks with the current method used by the company. The results of this analysis also served as input to evaluate influence of errors in demand forecasting on the financial performance of the company. The study was based on historical data from five groups of food products, from 2004 to 2008. In general, one can affirm that all models tested presented good results (much better than the current forecasting method used, with mean absolute percent error (MAPE around 10%. The total financial impact for the company was 6,05% on annual sales.

A High Precision Artificial Neural Networks Model for Short-Term Energy Load Forecasting

Directory of Open Access Journals (Sweden)

Ping-Huan Kuo

2018-01-01

Full Text Available One of the most important research topics in smart grid technology is load forecasting, because accuracy of load forecasting highly influences reliability of the smart grid systems. In the past, load forecasting was obtained by traditional analysis techniques such as time series analysis and linear regression. Since the load forecast focuses on aggregated electricity consumption patterns, researchers have recently integrated deep learning approaches with machine learning techniques. In this study, an accurate deep neural network algorithm for short-term load forecasting (STLF is introduced. The forecasting performance of proposed algorithm is compared with performances of five artificial intelligence algorithms that are commonly used in load forecasting. The Mean Absolute Percentage Error (MAPE and Cumulative Variation of Root Mean Square Error (CV-RMSE are used as accuracy evaluation indexes. The experiment results show that MAPE and CV-RMSE of proposed algorithm are 9.77% and 11.66%, respectively, displaying very high forecasting accuracy.

Short-term wind power forecasting in Portugal by neural networks and wavelet transform

Energy Technology Data Exchange (ETDEWEB)

Catalao, J.P.S. [Department of Electromechanical Engineering, University of Beira Interior, R. Fonte do Lameiro, 6201-001 Covilha (Portugal); Center for Innovation in Electrical and Energy Engineering, Instituto Superior Tecnico, Technical University of Lisbon, Av. Rovisco Pais, 1049-001 Lisbon (Portugal); Pousinho, H.M.I. [Department of Electromechanical Engineering, University of Beira Interior, R. Fonte do Lameiro, 6201-001 Covilha (Portugal); Mendes, V.M.F. [Department of Electrical Engineering and Automation, Instituto Superior de Engenharia de Lisboa, R. Conselheiro Emidio Navarro, 1950-062 Lisbon (Portugal)

2011-04-15

This paper proposes artificial neural networks in combination with wavelet transform for short-term wind power forecasting in Portugal. The increased integration of wind power into the electric grid, as nowadays occurs in Portugal, poses new challenges due to its intermittency and volatility. Hence, good forecasting tools play a key role in tackling these challenges. Results from a real-world case study are presented. A comparison is carried out, taking into account the results obtained with other approaches. Finally, conclusions are duly drawn. (author)

The Use of Artificial Neural Networks for Forecasting the Electric Demand of Stand-Alone Consumers

Science.gov (United States)

Ivanin, O. A.; Direktor, L. B.

2018-05-01

The problem of short-term forecasting of electric power demand of stand-alone consumers (small inhabited localities) situated outside centralized power supply areas is considered. The basic approaches to modeling the electric power demand depending on the forecasting time frame and the problems set, as well as the specific features of such modeling, are described. The advantages and disadvantages of the methods used for the short-term forecast of the electric demand are indicated, and difficulties involved in the solution of the problem are outlined. The basic principles of arranging artificial neural networks are set forth; it is also shown that the proposed method is preferable when the input information necessary for prediction is lacking or incomplete. The selection of the parameters that should be included into the list of the input data for modeling the electric power demand of residential areas using artificial neural networks is validated. The structure of a neural network is proposed for solving the problem of modeling the electric power demand of residential areas. The specific features of generation of the training dataset are outlined. The results of test modeling of daily electric demand curves for some settlements of Kamchatka and Yakutia based on known actual electric demand curves are provided. The reliability of the test modeling has been validated. A high value of the deviation of the modeled curve from the reference curve obtained in one of the four reference calculations is explained. The input data and the predicted power demand curves for the rural settlement of Kuokuiskii Nasleg are provided. The power demand curves were modeled for four characteristic days of the year, and they can be used in the future for designing a power supply system for the settlement. To enhance the accuracy of the method, a series of measures based on specific features of a neural network's functioning are proposed.

Hybrid Power Forecasting Model for Photovoltaic Plants Based on Neural Network with Air Quality Index

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Idris Khan

2017-01-01

Full Text Available High concentration of greenhouse gases in the atmosphere has increased dependency on photovoltaic (PV power, but its random nature poses a challenge for system operators to precisely predict and forecast PV power. The conventional forecasting methods were accurate for clean weather. But when the PV plants worked under heavy haze, the radiation is negatively impacted and thus reducing PV power; therefore, to deal with haze weather, Air Quality Index (AQI is introduced as a parameter to predict PV power. AQI, which is an indication of how polluted the air is, has been known to have a strong correlation with power generated by the PV panels. In this paper, a hybrid method based on the model of conventional back propagation (BP neural network for clear weather and BP AQI model for haze weather is used to forecast PV power with conventional parameters like temperature, wind speed, humidity, solar radiation, and an extra parameter of AQI as input. The results show that the proposed method has less error under haze condition as compared to conventional model of neural network.

Comparing the Selected Transfer Functions and Local Optimization Methods for Neural Network Flood Runoff Forecast

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Petr Maca

2014-01-01

Full Text Available The presented paper aims to analyze the influence of the selection of transfer function and training algorithms on neural network flood runoff forecast. Nine of the most significant flood events, caused by the extreme rainfall, were selected from 10 years of measurement on small headwater catchment in the Czech Republic, and flood runoff forecast was investigated using the extensive set of multilayer perceptrons with one hidden layer of neurons. The analyzed artificial neural network models with 11 different activation functions in hidden layer were trained using 7 local optimization algorithms. The results show that the Levenberg-Marquardt algorithm was superior compared to the remaining tested local optimization methods. When comparing the 11 nonlinear transfer functions, used in hidden layer neurons, the RootSig function was superior compared to the rest of analyzed activation functions.

An efficient approach for electric load forecasting using distributed ART (adaptive resonance theory) and HS-ARTMAP (Hyper-spherical ARTMAP network) neural network

International Nuclear Information System (INIS)

Cai, Yuan; Wang, Jian-zhou; Tang, Yun; Yang, Yu-chen

2011-01-01

This paper presents a neural network based on adaptive resonance theory, named distributed ART (adaptive resonance theory) and HS-ARTMAP (Hyper-spherical ARTMAP network), applied to the electric load forecasting problem. The distributed ART combines the stable fast learning capabilities of winner-take-all ART systems with the noise tolerance and code compression capabilities of multi-layer perceptions. The HS-ARTMAP, a hybrid of an RBF (Radial Basis Function)-network-like module which uses hyper-sphere basis function substitute the Gaussian basis function and an ART-like module, performs incremental learning capabilities in function approximation problem. The HS-ARTMAP only receives the compressed distributed coding processed by distributed ART to deal with the proliferation problem which ARTMAP (adaptive resonance theory map) architecture often encounters and still performs well in electric load forecasting. To demonstrate the performance of the methodology, data from New South Wales and Victoria in Australia are illustrated. Results show that the developed method is much better than the traditional BP and single HS-ARTMAP neural network. -- Research highlights: → The processing of the presented network is based on compressed distributed data. It's an innovation among the adaptive resonance theory architecture. → The presented network decreases the proliferation the Fuzzy ARTMAP architectures usually encounter. → The network on-line forecasts electrical load accurately, stably. → Both one-period and multi-period load forecasting are executed using data of different cities.

Forecast of TEXT plasma disruptions using soft X-rays as input signal in a neural network

International Nuclear Information System (INIS)

Vannucci, A.; Oliveira, K.A.; Tajima, T.; Tajima, Y.J.

2001-01-01

A feed-forward neural network is used to forecast major and minor disruptions in TEXT tokamak discharges. Using the experimental data of soft X-ray signals as input data, the neural net is trained with one disruptive plasma discharge, while a different disruptive discharge is used for validation. After proper training, the net works with the same set of weights, it is then used to forecast disruptions in two other different plasma discharges. It is observed that the neural net is capable of predicting the onset of a disruption up to 3.12 ms in advance. From what we observe in the predictive behavior of our network, speculations are made whether the disruption triggering mechanism is associated with an increase in the m=2 magnetic island, that disturbs the central part of the plasma column afterwards, or the initial perturbation has first occurred in the central part of the plasma column and then the m=2 MHD mode is destabilized. (author)

Day-ahead price forecasting in restructured power systems using artificial neural networks

International Nuclear Information System (INIS)

Vahidinasab, V.; Jadid, S.; Kazemi, A.

2008-01-01

Over the past 15 years most electricity supply companies around the world have been restructured from monopoly utilities to deregulated competitive electricity markets. Market participants in the restructured electricity markets find short-term electricity price forecasting (STPF) crucial in formulating their risk management strategies. They need to know future electricity prices as their profitability depends on them. This research project classifies and compares different techniques of electricity price forecasting in the literature and selects artificial neural networks (ANN) as a suitable method for price forecasting. To perform this task, market knowledge should be used to optimize the selection of input data for an electricity price forecasting tool. Then sensitivity analysis is used in this research to aid in the selection of the optimum inputs of the ANN and fuzzy c-mean (FCM) algorithm is used for daily load pattern clustering. Finally, ANN with a modified Levenberg-Marquardt (LM) learning algorithm are implemented for forecasting prices in Pennsylvania-New Jersey-Maryland (PJM) market. The forecasting results were compared with the previous works and showed that the results are reasonable and accurate. (author)

Daily Crude Oil Price Forecasting Using Hybridizing Wavelet and Artificial Neural Network Model

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Ani Shabri

2014-01-01

Full Text Available A new method based on integrating discrete wavelet transform and artificial neural networks (WANN model for daily crude oil price forecasting is proposed. The discrete Mallat wavelet transform is used to decompose the crude price series into one approximation series and some details series (DS. The new series obtained by adding the effective one approximation series and DS component is then used as input into the ANN model to forecast crude oil price. The relative performance of WANN model was compared to regular ANN model for crude oil forecasting at lead times of 1 day for two main crude oil price series, West Texas Intermediate (WTI and Brent crude oil spot prices. In both cases, WANN model was found to provide more accurate crude oil prices forecasts than individual ANN model.

Trend time-series modeling and forecasting with neural networks.

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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.

Day-ahead price forecasting of electricity markets by a new feature selection algorithm and cascaded neural network technique

International Nuclear Information System (INIS)

Amjady, Nima; Keynia, Farshid

2009-01-01

With the introduction of restructuring into the electric power industry, the price of electricity has become the focus of all activities in the power market. Electricity price forecast is key information for electricity market managers and participants. However, electricity price is a complex signal due to its non-linear, non-stationary, and time variant behavior. In spite of performed research in this area, more accurate and robust price forecast methods are still required. In this paper, a new forecast strategy is proposed for day-ahead price forecasting of electricity markets. Our forecast strategy is composed of a new two stage feature selection technique and cascaded neural networks. The proposed feature selection technique comprises modified Relief algorithm for the first stage and correlation analysis for the second stage. The modified Relief algorithm selects candidate inputs with maximum relevancy with the target variable. Then among the selected candidates, the correlation analysis eliminates redundant inputs. Selected features by the two stage feature selection technique are used for the forecast engine, which is composed of 24 consecutive forecasters. Each of these 24 forecasters is a neural network allocated to predict the price of 1 h of the next day. The whole proposed forecast strategy is examined on the Spanish and Australia's National Electricity Markets Management Company (NEMMCO) and compared with some of the most recent price forecast methods.

Parametric analysis of parameters for electrical-load forecasting using artificial neural networks

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Gerber, William J.; Gonzalez, Avelino J.; Georgiopoulos, Michael

1997-04-01

Accurate total system electrical load forecasting is a necessary part of resource management for power generation companies. The better the hourly load forecast, the more closely the power generation assets of the company can be configured to minimize the cost. Automating this process is a profitable goal and neural networks should provide an excellent means of doing the automation. However, prior to developing such a system, the optimal set of input parameters must be determined. The approach of this research was to determine what those inputs should be through a parametric study of potentially good inputs. Input parameters tested were ambient temperature, total electrical load, the day of the week, humidity, dew point temperature, daylight savings time, length of daylight, season, forecast light index and forecast wind velocity. For testing, a limited number of temperatures and total electrical loads were used as a basic reference input parameter set. Most parameters showed some forecasting improvement when added individually to the basic parameter set. Significantly, major improvements were exhibited with the day of the week, dew point temperatures, additional temperatures and loads, forecast light index and forecast wind velocity.

Results on SSH neural network forecasting in the Mediterranean Sea

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Rixen, Michel; Beckers, Jean-Marie; Alvarez, Alberto; Tintore, Joaquim

2002-01-01

Nowadays, satellites are the only monitoring systems that cover almost continuously all possible ocean areas and are now an essential part of operational oceanography. A novel approach based on artificial intelligence (AI) concepts, exploits pasts time series of satellite images to infer near future ocean conditions at the surface by neural networks and genetic algorithms. The size of the AI problem is drastically reduced by splitting the spatio-temporal variability contained in the remote sensing data by using empirical orthogonal function (EOF) decomposition. The problem of forecasting the dynamics of a 2D surface field can thus be reduced by selecting the most relevant empirical modes, and non-linear time series predictors are then applied on the amplitudes only. In the present case study, we use altimetric maps of the Mediterranean Sea, combining TOPEX-POSEIDON and ERS-1/2 data for the period 1992 to 1997. The learning procedure is applied to each mode individually. The final forecast is then reconstructed form the EOFs and the forecasted amplitudes and compared to the real observed field for validation of the method.

Neural networks to predict exosphere temperature corrections

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Choury, Anna; Bruinsma, Sean; Schaeffer, Philippe

2013-10-01

Precise orbit prediction requires a forecast of the atmospheric drag force with a high degree of accuracy. Artificial neural networks are universal approximators derived from artificial intelligence and are widely used for prediction. This paper presents a method of artificial neural networking for prediction of the thermosphere density by forecasting exospheric temperature, which will be used by the semiempirical thermosphere Drag Temperature Model (DTM) currently developed. Artificial neural network has shown to be an effective and robust forecasting model for temperature prediction. The proposed model can be used for any mission from which temperature can be deduced accurately, i.e., it does not require specific training. Although the primary goal of the study was to create a model for 1 day ahead forecast, the proposed architecture has been generalized to 2 and 3 days prediction as well. The impact of artificial neural network predictions has been quantified for the low-orbiting satellite Gravity Field and Steady-State Ocean Circulation Explorer in 2011, and an order of magnitude smaller orbit errors were found when compared with orbits propagated using the thermosphere model DTM2009.

Forecasting Water Levels Using Artificial Neural Networks

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Shreenivas N. Londhe

2011-06-01

Full Text Available For all Ocean related activities it is necessary to predict the actual water levels as accurate as possible. The present work aims at predicting the water levels with a lead time of few hours to a day using the technique of artificial neural networks. Instead of using the previous and current values of observed water level time series directly as input and output the water level anomaly (difference between the observed water level and harmonically predicted tidal level is calculated for each hour and the ANN model is developed using this time series. The network predicted anomaly is then added to harmonic tidal level to predict the water levels. The exercise is carried out at six locations, two in The Gulf of Mexico, two in The Gulf of Maine and two in The Gulf of Alaska along the USA coastline. The ANN models performed reasonably well for all forecasting intervals at all the locations. The ANN models were also run in real time mode for a period of eight months. Considering the hurricane season in Gulf of Mexico the models were also tested particularly during hurricanes.

Modelling self-optimised short term load forecasting for medium voltage loads using tunning fuzzy systems and Artificial Neural Networks

International Nuclear Information System (INIS)

Mahmoud, Thair S.; Habibi, Daryoush; Hassan, Mohammed Y.; Bass, Octavian

2015-01-01

Highlights: • A novel Short Term Medium Voltage (MV) Load Forecasting (STLF) model is presented. • A knowledge-based STLF error control mechanism is implemented. • An Artificial Neural Network (ANN)-based optimum tuning is applied on STLF. • The relationship between load profiles and operational conditions is analysed. - Abstract: This paper presents an intelligent mechanism for Short Term Load Forecasting (STLF) models, which allows self-adaptation with respect to the load operational conditions. Specifically, a knowledge-based FeedBack Tunning Fuzzy System (FBTFS) is proposed to instantaneously correlate the information about the demand profile and its operational conditions to make decisions for controlling the model’s forecasting error rate. To maintain minimum forecasting error under various operational scenarios, the FBTFS adaptation was optimised using a Multi-Layer Perceptron Artificial Neural Network (MLPANN), which was trained using Backpropagation algorithm, based on the information about the amount of error and the operational conditions at time of forecasting. For the sake of comparison and performance testing, this mechanism was added to the conventional forecasting methods, i.e. Nonlinear AutoRegressive eXogenous-Artificial Neural Network (NARXANN), Fuzzy Subtractive Clustering Method-based Adaptive Neuro Fuzzy Inference System (FSCMANFIS) and Gaussian-kernel Support Vector Machine (GSVM), and the measured forecasting error reduction average in a 12 month simulation period was 7.83%, 8.5% and 8.32% respectively. The 3.5 MW variable load profile of Edith Cowan University (ECU) in Joondalup, Australia, was used in the modelling and simulations of this model, and the data was provided by Western Power, the transmission and distribution company of the state of Western Australia.

Forecasting of Energy Expenditure of Induced Seismicity with Use of Artificial Neural Network

Science.gov (United States)

Cichy, Tomasz; Banka, Piotr

2017-12-01

Coal mining in many Polish mines in the Upper Silesian Coal Basin is accompanied by high levels of induced seismicity. In mining plants, the methods of shock monitoring are improved, allowing for more accurate localization of the occurring phenomena and determining their seismic energy. Equally important is the development of ways of forecasting seismic hazards that may occur while implementing mine design projects. These methods, depending on the length of time for which the forecasts are made, can be divided into: longterm, medium-term, short-term and so-called alarm. Long-term forecasts are particularly useful for the design of seam exploitations. The paper presents a method of predicting changes in energy expenditure of shock using a properly trained artificial neural network. This method allows to make long-term forecasts at the stage of the mine’s exploitation design, thus enabling the mining work plans to be reviewed to minimize the potential for tremors. The information given at the input of the neural network is indicative of the specific energy changes of the elastic deformation occurring in the selected, thick, resistant rock layers (tremor-prone layers). Energy changes, taking place in one or more tremor-prone layers are considered. These indicators describe only the specific energy changes of the elastic deformation accumulating in the rock as a consequence of the mining operation, but does not determine the amount of energy released during the destruction of a given volume of rock. In this process, the potential energy of elastic strain transforms into other, non-measurable energy types, including the seismic energy of recorded tremors. In this way, potential energy changes affect the observed induced seismicity. The parameters used are characterized by increases (declines) of specific energy with separation to occur before the hypothetical destruction of the rock and after it. Additional input information is an index characterizing the rate of

THE EFFECT OF DECOMPOSITION METHOD AS DATA PREPROCESSING ON NEURAL NETWORKS MODEL FOR FORECASTING TREND AND SEASONAL TIME SERIES

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Subanar Subanar

2006-01-01

Full Text Available Recently, one of the central topics for the neural networks (NN community is the issue of data preprocessing on the use of NN. In this paper, we will investigate this topic particularly on the effect of Decomposition method as data processing and the use of NN for modeling effectively time series with both trend and seasonal patterns. Limited empirical studies on seasonal time series forecasting with neural networks show that some find neural networks are able to model seasonality directly and prior deseasonalization is not necessary, and others conclude just the opposite. In this research, we study particularly on the effectiveness of data preprocessing, including detrending and deseasonalization by applying Decomposition method on NN modeling and forecasting performance. We use two kinds of data, simulation and real data. Simulation data are examined on multiplicative of trend and seasonality patterns. The results are compared to those obtained from the classical time series model. Our result shows that a combination of detrending and deseasonalization by applying Decomposition method is the effective data preprocessing on the use of NN for forecasting trend and seasonal time series.

Daily Reservoir Runoff Forecasting Method Using Artificial Neural Network Based on Quantum-behaved Particle Swarm Optimization

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Chun-tian Cheng

2015-07-01

Full Text Available Accurate daily runoff forecasting is of great significance for the operation control of hydropower station and power grid. Conventional methods including rainfall-runoff models and statistical techniques usually rely on a number of assumptions, leading to some deviation from the exact results. Artificial neural network (ANN has the advantages of high fault-tolerance, strong nonlinear mapping and learning ability, which provides an effective method for the daily runoff forecasting. However, its training has certain drawbacks such as time-consuming, slow learning speed and easily falling into local optimum, which cannot be ignored in the real world application. In order to overcome the disadvantages of ANN model, the artificial neural network model based on quantum-behaved particle swarm optimization (QPSO, ANN-QPSO for short, is presented for the daily runoff forecasting in this paper, where QPSO was employed to select the synaptic weights and thresholds of ANN, while ANN was used for the prediction. The proposed model can combine the advantages of both QPSO and ANN to enhance the generalization performance of the forecasting model. The methodology is assessed by using the daily runoff data of Hongjiadu reservoir in southeast Guizhou province of China from 2006 to 2014. The results demonstrate that the proposed approach achieves much better forecast accuracy than the basic ANN model, and the QPSO algorithm is an alternative training technique for the ANN parameters selection.

Forecasting influenza-like illness dynamics for military populations using neural networks and social media.

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Svitlana Volkova

Full Text Available This work is the first to take advantage of recurrent neural networks to predict influenza-like illness (ILI dynamics from various linguistic signals extracted from social media data. Unlike other approaches that rely on timeseries analysis of historical ILI data and the state-of-the-art machine learning models, we build and evaluate the predictive power of neural network architectures based on Long Short Term Memory (LSTMs units capable of nowcasting (predicting in "real-time" and forecasting (predicting the future ILI dynamics in the 2011 - 2014 influenza seasons. To build our models we integrate information people post in social media e.g., topics, embeddings, word ngrams, stylistic patterns, and communication behavior using hashtags and mentions. We then quantitatively evaluate the predictive power of different social media signals and contrast the performance of the-state-of-the-art regression models with neural networks using a diverse set of evaluation metrics. Finally, we combine ILI and social media signals to build a joint neural network model for ILI dynamics prediction. Unlike the majority of the existing work, we specifically focus on developing models for local rather than national ILI surveillance, specifically for military rather than general populations in 26 U.S. and six international locations., and analyze how model performance depends on the amount of social media data available per location. Our approach demonstrates several advantages: (a Neural network architectures that rely on LSTM units trained on social media data yield the best performance compared to previously used regression models. (b Previously under-explored language and communication behavior features are more predictive of ILI dynamics than stylistic and topic signals expressed in social media. (c Neural network models learned exclusively from social media signals yield comparable or better performance to the models learned from ILI historical data, thus

Forecasting influenza-like illness dynamics for military populations using neural networks and social media.

Science.gov (United States)

Volkova, Svitlana; Ayton, Ellyn; Porterfield, Katherine; Corley, Courtney D

2017-01-01

This work is the first to take advantage of recurrent neural networks to predict influenza-like illness (ILI) dynamics from various linguistic signals extracted from social media data. Unlike other approaches that rely on timeseries analysis of historical ILI data and the state-of-the-art machine learning models, we build and evaluate the predictive power of neural network architectures based on Long Short Term Memory (LSTMs) units capable of nowcasting (predicting in "real-time") and forecasting (predicting the future) ILI dynamics in the 2011 - 2014 influenza seasons. To build our models we integrate information people post in social media e.g., topics, embeddings, word ngrams, stylistic patterns, and communication behavior using hashtags and mentions. We then quantitatively evaluate the predictive power of different social media signals and contrast the performance of the-state-of-the-art regression models with neural networks using a diverse set of evaluation metrics. Finally, we combine ILI and social media signals to build a joint neural network model for ILI dynamics prediction. Unlike the majority of the existing work, we specifically focus on developing models for local rather than national ILI surveillance, specifically for military rather than general populations in 26 U.S. and six international locations., and analyze how model performance depends on the amount of social media data available per location. Our approach demonstrates several advantages: (a) Neural network architectures that rely on LSTM units trained on social media data yield the best performance compared to previously used regression models. (b) Previously under-explored language and communication behavior features are more predictive of ILI dynamics than stylistic and topic signals expressed in social media. (c) Neural network models learned exclusively from social media signals yield comparable or better performance to the models learned from ILI historical data, thus, signals from

Appraisal of artificial neural network for forecasting of economic parameters

Science.gov (United States)

Kordanuli, Bojana; Barjaktarović, Lidija; Jeremić, Ljiljana; Alizamir, Meysam

2017-01-01

The main aim of this research is to develop and apply artificial neural network (ANN) with extreme learning machine (ELM) and back propagation (BP) to forecast gross domestic product (GDP) and Hirschman-Herfindahl Index (HHI). GDP could be developed based on combination of different factors. In this investigation GDP forecasting based on the agriculture and industry added value in gross domestic product (GDP) was analysed separately. Other inputs are final consumption expenditure of general government, gross fixed capital formation (investments) and fertility rate. The relation between product market competition and corporate investment is contentious. On one hand, the relation can be positive, but on the other hand, the relation can be negative. Several methods have been proposed to monitor market power for the purpose of developing procedures to mitigate or eliminate the effects. The most widely used methods are based on indices such as the Hirschman-Herfindahl Index (HHI). The reliability of the ANN models were accessed based on simulation results and using several statistical indicators. Based upon simulation results, it was presented that ELM shows better performances than BP learning algorithm in applications of GDP and HHI forecasting.

Real-time flood forecasts & risk assessment using a possibility-theory based fuzzy neural network

Science.gov (United States)

Khan, U. T.

2016-12-01

Globally floods are one of the most devastating natural disasters and improved flood forecasting methods are essential for better flood protection in urban areas. Given the availability of high resolution real-time datasets for flood variables (e.g. streamflow and precipitation) in many urban areas, data-driven models have been effectively used to predict peak flow rates in river; however, the selection of input parameters for these types of models is often subjective. Additionally, the inherit uncertainty associated with data models along with errors in extreme event observations means that uncertainty quantification is essential. Addressing these concerns will enable improved flood forecasting methods and provide more accurate flood risk assessments. In this research, a new type of data-driven model, a quasi-real-time updating fuzzy neural network is developed to predict peak flow rates in urban riverine watersheds. A possibility-to-probability transformation is first used to convert observed data into fuzzy numbers. A possibility theory based training regime is them used to construct the fuzzy parameters and the outputs. A new entropy-based optimisation criterion is used to train the network. Two existing methods to select the optimum input parameters are modified to account for fuzzy number inputs, and compared. These methods are: Entropy-Wavelet-based Artificial Neural Network (EWANN) and Combined Neural Pathway Strength Analysis (CNPSA). Finally, an automated algorithm design to select the optimum structure of the neural network is implemented. The overall impact of each component of training this network is to replace the traditional ad hoc network configuration methods, with one based on objective criteria. Ten years of data from the Bow River in Calgary, Canada (including two major floods in 2005 and 2013) are used to calibrate and test the network. The EWANN method selected lagged peak flow as a candidate input, whereas the CNPSA method selected lagged

Hybrid methodology for tuberculosis incidence time-series forecasting based on ARIMA and a NAR neural network.

Science.gov (United States)

Wang, K W; Deng, C; Li, J P; Zhang, Y Y; Li, X Y; Wu, M C

2017-04-01

Tuberculosis (TB) affects people globally and is being reconsidered as a serious public health problem in China. Reliable forecasting is useful for the prevention and control of TB. This study proposes a hybrid model combining autoregressive integrated moving average (ARIMA) with a nonlinear autoregressive (NAR) neural network for forecasting the incidence of TB from January 2007 to March 2016. Prediction performance was compared between the hybrid model and the ARIMA model. The best-fit hybrid model was combined with an ARIMA (3,1,0) × (0,1,1)12 and NAR neural network with four delays and 12 neurons in the hidden layer. The ARIMA-NAR hybrid model, which exhibited lower mean square error, mean absolute error, and mean absolute percentage error of 0·2209, 0·1373, and 0·0406, respectively, in the modelling performance, could produce more accurate forecasting of TB incidence compared to the ARIMA model. This study shows that developing and applying the ARIMA-NAR hybrid model is an effective method to fit the linear and nonlinear patterns of time-series data, and this model could be helpful in the prevention and control of TB.

Short term load forecasting using neuro-fuzzy networks

Energy Technology Data Exchange (ETDEWEB)

Hoffman, M.; Hassan, A. [South Dakota School of Mines and Technology, Rapid City, SD (United States); Martinez, D. [Black Hills Power and Light, Rapid City, SD (United States)

2005-07-01

Details of a neuro-fuzzy network-based short term load forecasting system for power utilities were presented. The fuzzy logic controller was used to fuzzify inputs representing historical temperature and load curves. The fuzzified inputs were then used to develop the fuzzy rules matrix. Output membership function values were determined by evaluating the fuzzified inputs with the fuzzy rules. Output membership function values were used as inputs for the neural network portion of the system. The training process used a back propagation gradient descent algorithm to adjust the weight values of the neural network in order to reduce the error between the neural network output and the desired output. The neural network was then used to predict future load values. Sample data were taken from a local power company's daily load curve to validate the system. A 10 per cent forecast error was introduced in the temperature values to determine the effect on load prediction. Results of the study suggest that the combined use of fuzzy logic and neural networks provide greater accuracy than studies where either approach is used alone. 6 refs., 6 figs.

A methodology based on dynamic artificial neural network for short-term forecasting of the power output of a PV generator

International Nuclear Information System (INIS)

Almonacid, F.; Pérez-Higueras, P.J.; Fernández, Eduardo F.; Hontoria, L.

2014-01-01

Highlights: • The output of the majority of renewables energies depends on the variability of the weather conditions. • The short-term forecast is going to be essential for effectively integrating solar energy sources. • A new method based on artificial neural network to predict the power output of a PV generator one hour ahead is proposed. • This new method is based on dynamic artificial neural network to predict global solar irradiance and the air temperature. • The methodology developed can be used to estimate the power output of a PV generator with a satisfactory margin of error. - Abstract: One of the problems of some renewables energies is that the output of these kinds of systems is non-dispatchable depending on variability of weather conditions that cannot be predicted and controlled. From this point of view, the short-term forecast is going to be essential for effectively integrating solar energy sources, being a very useful tool for the reliability and stability of the grid ensuring that an adequate supply is present. In this paper a new methodology for forecasting the output of a PV generator one hour ahead based on dynamic artificial neural network is presented. The results of this study show that the proposed methodology could be used to forecast the power output of PV systems one hour ahead with an acceptable degree of accuracy

A short-term load forecasting model of natural gas based on optimized genetic algorithm and improved BP neural network

International Nuclear Information System (INIS)

Yu, Feng; Xu, Xiaozhong

2014-01-01

Highlights: • A detailed data processing will make more accurate results prediction. • Taking a full account of more load factors to improve the prediction precision. • Improved BP network obtains higher learning convergence. • Genetic algorithm optimized by chaotic cat map enhances the global search ability. • The combined GA–BP model improved by modified additional momentum factor is superior to others. - Abstract: This paper proposes an appropriate combinational approach which is based on improved BP neural network for short-term gas load forecasting, and the network is optimized by the real-coded genetic algorithm. Firstly, several kinds of modifications are carried out on the standard neural network to accelerate the convergence speed of network, including improved additional momentum factor, improved self-adaptive learning rate and improved momentum and self-adaptive learning rate. Then, it is available to use the global search capability of optimized genetic algorithm to determine the initial weights and thresholds of BP neural network to avoid being trapped in local minima. The ability of GA is enhanced by cat chaotic mapping. In light of the characteristic of natural gas load for Shanghai, a series of data preprocessing methods are adopted and more comprehensive load factors are taken into account to improve the prediction accuracy. Such improvements facilitate forecasting efficiency and exert maximum performance of the model. As a result, the integration model improved by modified additional momentum factor gets more ideal solutions for short-term gas load forecasting, through analyses and comparisons of the above several different combinational algorithms

Synapse:neural network for predict power consumption: users guide

Energy Technology Data Exchange (ETDEWEB)

Muller, C; Mangeas, M; Perrot, N

1994-08-01

SYNAPSE is forecasting tool designed to predict power consumption in metropolitan France on the half hour time scale. Some characteristics distinguish this forecasting model from those which already exist. In particular, it is composed of numerous neural networks. The idea for using many neural networks arises from past tests. These tests showed us that a single neural network is not able to solve the problem correctly. From this result, we decided to perform unsupervised classification of the 24 consumption curves. From this classification, six classes appeared, linked with the weekdays: Mondays, Tuesdays, Wednesdays, Thursdays, Fridays, Saturdays, Sundays, holidays and bridge days. For each class and for each half hour, two multilayer perceptrons are built. The two of them forecast the power for one particular half hour, and for a day including one of the determined class. The input of these two network are different: the first one (short time forecasting) includes the powers for the most recent half hour and relative power of the previous day; the second (medium time forecasting) includes only the relative power of the previous day. A process connects the results of every networks and allows one to forecast more than one half-hour in advance. In this process, short time forecasting networks and medium time forecasting networks are used differently. The first kind of neural networks gives good results on the scale of one day. The second one gives good forecasts for the next predicted powers. In this note, the organization of the SYNAPSE program is detailed, and the user`s menu is described. This first version of synapse works and should allow the APC group to evaluate its utility. (authors). 6 refs., 2 appends.

Estimation of clearness index using neural network with meteorological forecast; Kisho yoho wo nyuryoku toshita neural network ni yoru seiten shisu no yosoku

Energy Technology Data Exchange (ETDEWEB)

Nishimura, S; Kenmoku, Y; Sakakibara, T [Toyohashi University of Technology, Aichi (Japan); Nakagawa, S [Maizuru National College of Technology, Kyoto (Japan); Kawamoto, T [Shizuoka University, Shizuoka (Japan)

1997-11-25

Discussions were given on estimation of clearness index in order to operate stably a solar energy utilizing system. All-sky insolation amount varies not only by change in the climate, but also seasonal change in the sun`s altitude. Therefore, a clearness index (ratio of all-sky insolation to out-of-atmosphere insolation) was used. The larger the value, the higher the solar ray permeability. The all-sky insolation amount is a measured value, while the out-of-atmosphere insolation amount is a calculated value. Although the clearness index may be roughly estimated by weather forecast, the clearness index varies largely even on the same weather forecast, especially for cloudy days, if a weather forecast actually having error is used. Therefore, discussions were given on estimation of the clearness index by using a neural network which uses meteorological information such as air temperatures and precipitation probabilities as inputs. Using multiple number of meteorological forecast information simultaneously has reduced the average square error to 49% of that using only the weather forecast. The estimation accuracy depends on the accuracy of meteorological forecast, but using multiple number of forecast information can improve the accuracy. 6 refs., 7 figs., 1 tab.

Adaptive short-term electricity price forecasting using artificial neural networks in the restructured power markets

International Nuclear Information System (INIS)

Yamin, H.Y.; Shahidehpour, S.M.; Li, Z.

2004-01-01

This paper proposes a comprehensive model for the adaptive short-term electricity price forecasting using Artificial Neural Networks (ANN) in the restructured power markets. The model consists: price simulation, price forecasting, and performance analysis. The factors impacting the electricity price forecasting, including time factors, load factors, reserve factors, and historical price factor are discussed. We adopted ANN and proposed a new definition for the MAPE using the median to study the relationship between these factors and market price as well as the performance of the electricity price forecasting. The reserve factors are included to enhance the performance of the forecasting process. The proposed model handles the price spikes more efficiently due to considering the median instead of the average. The IEEE 118-bus system and California practical system are used to demonstrate the superiority of the proposed model. (author)

Urban Ozone Concentration Forecasting with Artificial Neural Network in Corsica

Directory of Open Access Journals (Sweden)

Tamas Wani

2014-03-01

Full Text Available Atmospheric pollutants concentration forecasting is an important issue in air quality monitoring. Qualitair Corse, the organization responsible for monitoring air quality in Corsica (France, needs to develop a short-term prediction model to lead its mission of information towards the public. Various deterministic models exist for local forecasting, but need important computing resources, a good knowledge of atmospheric processes and can be inaccurate because of local climatical or geographical particularities, as observed in Corsica, a mountainous island located in the Mediterranean Sea. As a result, we focus in this study on statistical models, and particularly Artificial Neural Networks (ANNs that have shown good results in the prediction of ozone concentration one hour ahead with data measured locally. The purpose of this study is to build a predictor realizing predictions of ozone 24 hours ahead in Corsica in order to be able to anticipate pollution peaks formation and to take appropriate preventive measures. Specific meteorological conditions are known to lead to particular pollution event in Corsica (e.g. Saharan dust events. Therefore, an ANN model will be used with pollutant and meteorological data for operational forecasting. Index of agreement of this model was calculated with a one year test dataset and reached 0.88.

Artificial Neural Network Models for Long Lead Streamflow Forecasts using Climate Information

Science.gov (United States)

Kumar, J.; Devineni, N.

2007-12-01

Information on season ahead stream flow forecasts is very beneficial for the operation and management of water supply systems. Daily streamflow conditions at any particular reservoir primarily depend on atmospheric and land surface conditions including the soil moisture and snow pack. On the other hand recent studies suggest that developing long lead streamflow forecasts (3 months ahead) typically depends on exogenous climatic conditions particularly Sea Surface Temperature conditions (SST) in the tropical oceans. Examples of some oceanic variables are El Nino Southern Oscillation (ENSO) and Pacific Decadal Oscillation (PDO). Identification of such conditions that influence the moisture transport into a given basin poses many challenges given the nonlinear dependency between the predictors (SST) and predictand (stream flows). In this study, we apply both linear and nonlinear dependency measures to identify the predictors that influence the winter flows into the Neuse basin. The predictor identification approach here adopted uses simple correlation coefficients to spearman rank correlation measures for detecting nonlinear dependency. All these dependency measures are employed with a lag 3 time series of the high flow season (January - February - March) using 75 years (1928-2002) of stream flows recorded in to the Falls Lake, Neuse River Basin. Developing streamflow forecasts contingent on these exogenous predictors will play an important role towards improved water supply planning and management. Recently, the soft computing techniques, such as artificial neural networks (ANNs) have provided an alternative method to solve complex problems efficiently. ANNs are data driven models which trains on the examples given to it. The ANNs functions as universal approximators and are non linear in nature. This paper presents a study aiming towards using climatic predictors for 3 month lead time streamflow forecast. ANN models representing the physical process of the system are

Artificial neural network intelligent method for prediction

Science.gov (United States)

Trifonov, Roumen; Yoshinov, Radoslav; Pavlova, Galya; Tsochev, Georgi

2017-09-01

Accounting and financial classification and prediction problems are high challenge and researchers use different methods to solve them. Methods and instruments for short time prediction of financial operations using artificial neural network are considered. The methods, used for prediction of financial data as well as the developed forecasting system with neural network are described in the paper. The architecture of a neural network used four different technical indicators, which are based on the raw data and the current day of the week is presented. The network developed is used for forecasting movement of stock prices one day ahead and consists of an input layer, one hidden layer and an output layer. The training method is algorithm with back propagation of the error. The main advantage of the developed system is self-determination of the optimal topology of neural network, due to which it becomes flexible and more precise The proposed system with neural network is universal and can be applied to various financial instruments using only basic technical indicators as input data.

Flood forecasting within urban drainage systems using NARX neural network.

Science.gov (United States)

Abou Rjeily, Yves; Abbas, Oras; Sadek, Marwan; Shahrour, Isam; Hage Chehade, Fadi

2017-11-01

Urbanization activity and climate change increase the runoff volumes, and consequently the surcharge of the urban drainage systems (UDS). In addition, age and structural failures of these utilities limit their capacities, and thus generate hydraulic operation shortages, leading to flooding events. The large increase in floods within urban areas requires rapid actions from the UDS operators. The proactivity in taking the appropriate actions is a key element in applying efficient management and flood mitigation. Therefore, this work focuses on developing a flooding forecast system (FFS), able to alert in advance the UDS managers for possible flooding. For a forecasted storm event, a quick estimation of the water depth variation within critical manholes allows a reliable evaluation of the flood risk. The Nonlinear Auto Regressive with eXogenous inputs (NARX) neural network was chosen to develop the FFS as due to its calculation nature it is capable of relating water depth variation in manholes to rainfall intensities. The campus of the University of Lille is used as an experimental site to test and evaluate the FFS proposed in this paper.

Combining neural networks and genetic algorithms for hydrological flow forecasting

Science.gov (United States)

Neruda, Roman; Srejber, Jan; Neruda, Martin; Pascenko, Petr

2010-05-01

We present a neural network approach to rainfall-runoff modeling for small size river basins based on several time series of hourly measured data. Different neural networks are considered for short time runoff predictions (from one to six hours lead time) based on runoff and rainfall data observed in previous time steps. Correlation analysis shows that runoff data, short time rainfall history, and aggregated API values are the most significant data for the prediction. Neural models of multilayer perceptron and radial basis function networks with different numbers of units are used and compared with more traditional linear time series predictors. Out of possible 48 hours of relevant history of all the input variables, the most important ones are selected by means of input filters created by a genetic algorithm. The genetic algorithm works with population of binary encoded vectors defining input selection patterns. Standard genetic operators of two-point crossover, random bit-flipping mutation, and tournament selection were used. The evaluation of objective function of each individual consists of several rounds of building and testing a particular neural network model. The whole procedure is rather computational exacting (taking hours to days on a desktop PC), thus a high-performance mainframe computer has been used for our experiments. Results based on two years worth data from the Ploucnice river in Northern Bohemia suggest that main problems connected with this approach to modeling are ovetraining that can lead to poor generalization, and relatively small number of extreme events which makes it difficult for a model to predict the amplitude of the event. Thus, experiments with both absolute and relative runoff predictions were carried out. In general it can be concluded that the neural models show about 5 per cent improvement in terms of efficiency coefficient over liner models. Multilayer perceptrons with one hidden layer trained by back propagation algorithm and

Annual electricity consumption forecasting by neural network in high energy consuming industrial sectors

International Nuclear Information System (INIS)

Azadeh, A.; Ghaderi, S.F.; Sohrabkhani, S.

2008-01-01

This paper presents an artificial neural network (ANN) approach for annual electricity consumption in high energy consumption industrial sectors. Chemicals, basic metals and non-metal minerals industries are defined as high energy consuming industries. It is claimed that, due to high fluctuations of energy consumption in high energy consumption industries, conventional regression models do not forecast energy consumption correctly and precisely. Although ANNs have been typically used to forecast short term consumptions, this paper shows that it is a more precise approach to forecast annual consumption in such industries. Furthermore, the ANN approach based on a supervised multi-layer perceptron (MLP) is used to show it can estimate the annual consumption with less error. Actual data from high energy consuming (intensive) industries in Iran from 1979 to 2003 is used to illustrate the applicability of the ANN approach. This study shows the advantage of the ANN approach through analysis of variance (ANOVA). Furthermore, the ANN forecast is compared with actual data and the conventional regression model through ANOVA to show its superiority. This is the first study to present an algorithm based on the ANN and ANOVA for forecasting long term electricity consumption in high energy consuming industries

Potential assessment of a neural network model with PCA/RBF approach for forecasting pollutant trends in Mong Kok urban air, Hong Kong

International Nuclear Information System (INIS)

Lu, W.-Z.; Wang, W.-J.; Wang, X.-K.; Yan, S.-H.; Lam, Joseph C.

2004-01-01

The forecasting of air pollutant trends has received much attention in recent years. It is an important and popular topic in environmental science, as concerns have been raised about the health impacts caused by unacceptable ambient air pollutant levels. Of greatest concern are metropolitan cities like Hong Kong. In Hong Kong, respirable suspended particulates (RSP), nitrogen oxides (NO x ), and nitrogen dioxide (NO 2 ) are major air pollutants due to the dominant usage of diesel fuel by commercial vehicles and buses. Hence, the study of the influence and the trends relating to these pollutants is extremely significant to the public health and the image of the city. The use of neural network techniques to predict trends relating to air pollutants is regarded as a reliable and cost-effective method for the task of prediction. The works reported here involve developing an improved neural network model that combines both the principal component analysis technique and the radial basis function network and forecasts pollutant tendencies based on a recorded database. Compared with general neural network models, the proposed model features a more simple network architecture, a faster training speed, and a more satisfactory prediction performance. The improved model was evaluated with hourly time series of RSP, NO x and NO 2 concentrations monitored at the Mong Kok Roadside Gaseous Monitory Station in Hong Kong during the year 2000 and proved to be effective. The model developed is a potential tool for forecasting air quality parameters and is superior to traditional neural network methods

Forecasting business cycle with chaotic time series based on neural network with weighted fuzzy membership functions

International Nuclear Information System (INIS)

Chai, Soo H.; Lim, Joon S.

2016-01-01

This study presents a forecasting model of cyclical fluctuations of the economy based on the time delay coordinate embedding method. The model uses a neuro-fuzzy network called neural network with weighted fuzzy membership functions (NEWFM). The preprocessed time series of the leading composite index using the time delay coordinate embedding method are used as input data to the NEWFM to forecast the business cycle. A comparative study is conducted using other methods based on wavelet transform and Principal Component Analysis for the performance comparison. The forecasting results are tested using a linear regression analysis to compare the approximation of the input data against the target class, gross domestic product (GDP). The chaos based model captures nonlinear dynamics and interactions within the system, which other two models ignore. The test results demonstrated that chaos based method significantly improved the prediction capability, thereby demonstrating superior performance to the other methods.

Development of distributed topographical forecasting model for wind resource assessment using artificial neural networks

Energy Technology Data Exchange (ETDEWEB)

Narayana, P.B. [Green Life Energy Solutions LLP, Secunderabad (India); Rao, S.S. [National Institute of Technology. Dept. of Mechanical Engineering, Warangal (India); Reddy, K.H. [JNT Univ.. Dept. of Mechanical Engineering, Anantapur (India)

2012-07-01

Economics of wind power projects largely depend on the availability of wind power density. Wind resource assessment is a study estimating wind speeds and wind power densities in the region under consideration. The accuracy and reliability of data sets comprising of wind speeds and wind power densities at different heights per topographic region characterized by elevation or mean sea level, is important for wind power projects. Indian Wind Resource Assessment program conducted in 80's consisted of wind data measured by monitoring stations at different topographies in order to measure wind power density values at 25 and 50 meters above the ground level. In this paper, an attempt has been made to assess wind resource at a given location using artificial neural networks. Existing wind resource data has been used to train the neural networks. Location topography (characterized by longitude, latitude and mean sea level), air density, mean annual wind speed (MAWS) are used as inputs to the neural network. Mean annual wind power density (MAWPD) in watt/m{sup 2} is predicted for a new topographic location. Simple back propagation based neural network has been found to be sufficient for predicting these values with suitable accuracy. This model is closely linked to the problem of wind energy forecasting considering the variations of specific atmospheric variables with time horizons. This model will help the wind farm developers to have an initial estimation of the wind energy potential at a particular topography. (Author)

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

Science.gov (United States)

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

Online multistep-ahead inundation depth forecasts by recurrent NARX networks

Directory of Open Access Journals (Sweden)

H.-Y. Shen

2013-03-01

Full Text Available Various types of artificial neural networks (ANNs have been successfully applied in hydrological fields, but relatively scant on multistep-ahead flood inundation forecasting, which is very difficult to achieve, especially when dealing with forecasts without regular observed data. This study proposes a recurrent configuration of nonlinear autoregressive with exogenous inputs (NARX network, called R-NARX, to forecast multistep-ahead inundation depths in an inundation area. The proposed R-NARX is constructed based on the recurrent neural network (RNN, which is commonly used for modeling nonlinear dynamical systems. The models were trained and tested based on a large number of inundation data generated by a well validated two-dimensional simulation model at thirteen inundation-prone sites in Yilan County, Taiwan. We demonstrate that the R-NARX model can effectively inhibit error growth and accumulation when being applied to online multistep-ahead inundation forecasts over a long lasting forecast period. For comparison, a feedforward time-delay and an online feedback configuration of NARX networks (T-NARX and O-NARX were performed. The results show that (1 T-NARX networks cannot make online forecasts due to unavailable inputs in the constructed networks even though they provide the best performances for reference only; and (2 R-NARX networks consistently outperform O-NARX networks and can be adequately applied to online multistep-ahead forecasts of inundation depths in the study area during typhoon events.

Mode Choice Modeling Using Artificial Neural Networks

OpenAIRE

Edara, Praveen Kumar

2003-01-01

Artificial intelligence techniques have produced excellent results in many diverse fields of engineering. Techniques such as neural networks and fuzzy systems have found their way into transportation engineering. In recent years, neural networks are being used instead of regression techniques for travel demand forecasting purposes. The basic reason lies in the fact that neural networks are able to capture complex relationships and learn from examples and also able to adapt when new data becom...

Application of Neural Network Optimized by Mind Evolutionary Computation in Building Energy Prediction

Science.gov (United States)

Song, Chen; Zhong-Cheng, Wu; Hong, Lv

2018-03-01

Building Energy forecasting plays an important role in energy management and plan. Using mind evolutionary algorithm to find the optimal network weights and threshold, to optimize the BP neural network, can overcome the problem of the BP neural network into a local minimum point. The optimized network is used for time series prediction, and the same month forecast, to get two predictive values. Then two kinds of predictive values are put into neural network, to get the final forecast value. The effectiveness of the method was verified by experiment with the energy value of three buildings in Hefei.

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.

Experimental Analysis of the Input Variables’ Relevance to Forecast Next Day’s Aggregated Electric Demand Using Neural Networks

Directory of Open Access Journals (Sweden)

Pablo García

2013-06-01

Full Text Available Thanks to the built in intelligence (deployment of new intelligent devices and sensors in places where historically they were not present, the Smart Grid and Microgrid paradigms are able to take advantage from aggregated load forecasting, which opens the door for the implementation of new algorithms to seize this information for optimization and advanced planning. Therefore, accuracy in load forecasts will potentially have a big impact on key operation factors for the future Smart Grid/Microgrid-based energy network like user satisfaction and resource saving, and new methods to achieve an efficient prediction in future energy landscapes (very different from the centralized, big area networks studied so far. This paper proposes different improved models to forecast next day’s aggregated load using artificial neural networks, taking into account the variables that are most relevant for the aggregated. In particular, seven models based on the multilayer perceptron will be proposed, progressively adding input variables after analyzing the influence of climate factors on aggregated load. The results section presents the forecast from the proposed models, obtained from real data.

Developing a Mixed Neural Network Approach to Forecast the Residential Electricity Consumption Based on Sensor Recorded Data.

Science.gov (United States)

Oprea, Simona-Vasilica; Pîrjan, Alexandru; Căruțașu, George; Petroșanu, Dana-Mihaela; Bâra, Adela; Stănică, Justina-Lavinia; Coculescu, Cristina

2018-05-05

In this paper, we report a study having as a main goal the obtaining of a method that can provide an accurate forecast of the residential electricity consumption, refining it up to the appliance level, using sensor recorded data, for residential smart homes complexes that use renewable energy sources as a part of their consumed electricity, overcoming the limitations of not having available historical meteorological data and the unwillingness of the contractor to acquire such data periodically in the future accurate short-term forecasts from a specialized institute due to the implied costs. In this purpose, we have developed a mixed artificial neural network (ANN) approach using both non-linear autoregressive with exogenous input (NARX) ANNs and function fitting neural networks (FITNETs). We have used a large dataset containing detailed electricity consumption data recorded by sensors, monitoring a series of individual appliances, while in the NARX case we have also used timestamps datasets as exogenous variables. After having developed and validated the forecasting method, we have compiled it in view of incorporating it into a cloud solution, being delivered to the contractor that can provide it as a service for a monthly fee to both the operators and residential consumers.

A fuzzy neural network model to forecast the percent cloud coverage and cloud top temperature maps

Directory of Open Access Journals (Sweden)

Y. Tulunay

2008-12-01

Full Text Available Atmospheric processes are highly nonlinear. A small group at the METU in Ankara has been working on a fuzzy data driven generic model of nonlinear processes. The model developed is called the Middle East Technical University Fuzzy Neural Network Model (METU-FNN-M. The METU-FNN-M consists of a Fuzzy Inference System (METU-FIS, a data driven Neural Network module (METU-FNN of one hidden layer and several neurons, and a mapping module, which employs the Bezier Surface Mapping technique. In this paper, the percent cloud coverage (%CC and cloud top temperatures (CTT are forecast one month ahead of time at 96 grid locations. The probable influence of cosmic rays and sunspot numbers on cloudiness is considered by using the METU-FNN-M.

An Electricity Price Forecasting Model by Hybrid Structured Deep Neural Networks

Directory of Open Access Journals (Sweden)

Ping-Huan Kuo

2018-04-01

Full Text Available Electricity price is a key influencer in the electricity market. Electricity market trades by each participant are based on electricity price. The electricity price adjusted with the change in supply and demand relationship can reflect the real value of electricity in the transaction process. However, for the power generating party, bidding strategy determines the level of profit, and the accurate prediction of electricity price could make it possible to determine a more accurate bidding price. This cannot only reduce transaction risk, but also seize opportunities in the electricity market. In order to effectively estimate electricity price, this paper proposes an electricity price forecasting system based on the combination of 2 deep neural networks, the Convolutional Neural Network (CNN and the Long Short Term Memory (LSTM. In order to compare the overall performance of each algorithm, the Mean Absolute Error (MAE and Root-Mean-Square error (RMSE evaluating measures were applied in the experiments of this paper. Experiment results show that compared with other traditional machine learning methods, the prediction performance of the estimating model proposed in this paper is proven to be the best. By combining the CNN and LSTM models, the feasibility and practicality of electricity price prediction is also confirmed in this paper.

ARTIFICIAL NEURAL NETWORK AND WAVELET DECOMPOSITION IN THE FORECAST OF GLOBAL HORIZONTAL SOLAR RADIATION

Directory of Open Access Journals (Sweden)

Luiz Albino Teixeira Júnior

2015-04-01

Full Text Available This paper proposes a method (denoted by WD-ANN that combines the Artificial Neural Networks (ANN and the Wavelet Decomposition (WD to generate short-term global horizontal solar radiation forecasting, which is an essential information for evaluating the electrical power generated from the conversion of solar energy into electrical energy. The WD-ANN method consists of two basic steps: firstly, it is performed the decomposition of level p of the time series of interest, generating p + 1 wavelet orthonormal components; secondly, the p + 1 wavelet orthonormal components (generated in the step 1 are inserted simultaneously into an ANN in order to generate short-term forecasting. The results showed that the proposed method (WD-ANN improved substantially the performance over the (traditional ANN method.

Treatment of Outliers via Interpolation Method with Neural Network Forecast Performances

Science.gov (United States)

Wahir, N. A.; Nor, M. E.; Rusiman, M. S.; Gopal, K.

2018-04-01

Outliers often lurk in many datasets, especially in real data. Such anomalous data can negatively affect statistical analyses, primarily normality, variance, and estimation aspects. Hence, handling the occurrences of outliers require special attention. Therefore, it is important to determine the suitable ways in treating outliers so as to ensure that the quality of the analyzed data is indeed high. As such, this paper discusses an alternative method to treat outliers via linear interpolation method. In fact, assuming outlier as a missing value in the dataset allows the application of the interpolation method to interpolate the outliers thus, enabling the comparison of data series using forecast accuracy before and after outlier treatment. With that, the monthly time series of Malaysian tourist arrivals from January 1998 until December 2015 had been used to interpolate the new series. The results indicated that the linear interpolation method, which was comprised of improved time series data, displayed better results, when compared to the original time series data in forecasting from both Box-Jenkins and neural network approaches.

Application of Entropy Ensemble Filter in Neural Network Forecasts of Tropical Pacific Sea Surface Temperatures

Directory of Open Access Journals (Sweden)

Hossein Foroozand

2018-03-01

Full Text Available Recently, the Entropy Ensemble Filter (EEF method was proposed to mitigate the computational cost of the Bootstrap AGGregatING (bagging method. This method uses the most informative training data sets in the model ensemble rather than all ensemble members created by the conventional bagging. In this study, we evaluate, for the first time, the application of the EEF method in Neural Network (NN modeling of El Nino-southern oscillation. Specifically, we forecast the first five principal components (PCs of sea surface temperature monthly anomaly fields over tropical Pacific, at different lead times (from 3 to 15 months, with a three-month increment for the period 1979–2017. We apply the EEF method in a multiple-linear regression (MLR model and two NN models, one using Bayesian regularization and one Levenberg-Marquardt algorithm for training, and evaluate their performance and computational efficiency relative to the same models with conventional bagging. All models perform equally well at the lead time of 3 and 6 months, while at higher lead times, the MLR model’s skill deteriorates faster than the nonlinear models. The neural network models with both bagging methods produce equally successful forecasts with the same computational efficiency. It remains to be shown whether this finding is sensitive to the dataset size.

A Neural Network-Based Interval Pattern Matcher

Directory of Open Access Journals (Sweden)

Jing Lu

2015-07-01

Full Text Available One of the most important roles in the machine learning area is to classify, and neural networks are very important classifiers. However, traditional neural networks cannot identify intervals, let alone classify them. To improve their identification ability, we propose a neural network-based interval matcher in our paper. After summarizing the theoretical construction of the model, we take a simple and a practical weather forecasting experiment, which show that the recognizer accuracy reaches 100% and that is promising.

Short term wind speed forecasting in La Venta, Oaxaca, Mexico, using artificial neural networks

Energy Technology Data Exchange (ETDEWEB)

Cadenas, Erasmo [Facultad de Ingenieria Mecanica, Universidad Michoacana de San Nicolas de Hidalgo, Santiago Tapia No. 403, Centro, 5000, Mor., Mich. (Mexico); Rivera, Wilfrido [Centro de Ivestigacion en Energia, Universidad Nacional Autonoma de Mexico, Apartado Postal 34, Temixco 62580, Morelos (Mexico)

2009-01-15

In this paper the short term wind speed forecasting in the region of La Venta, Oaxaca, Mexico, applying the technique of artificial neural network (ANN) to the hourly time series representative of the site is presented. The data were collected by the Comision Federal de Electricidad (CFE) during 7 years through a network of measurement stations located in the place of interest. Diverse configurations of ANN were generated and compared through error measures, guaranteeing the performance and accuracy of the chosen models. First a model with three layers and seven neurons was chosen, according to the recommendations of diverse authors, nevertheless, the results were not sufficiently satisfactory so other three models were developed, consisting of three layers and six neurons, two layers and four neurons and two layers and three neurons. The simplest model of two layers, with two input neurons and one output neuron, was the best for the short term wind speed forecasting, with mean squared error and mean absolute error values of 0.0016 and 0.0399, respectively. The developed model for short term wind speed forecasting showed a very good accuracy to be used by the Electric Utility Control Centre in Oaxaca for the energy supply. (author)

Forecasting PM10 in metropolitan areas: Efficacy of neural networks

International Nuclear Information System (INIS)

Fernando, H.J.S.; Mammarella, M.C.; Grandoni, G.; Fedele, P.; Di Marco, R.; Dimitrova, R.; Hyde, P.

2012-01-01

Deterministic photochemical air quality models are commonly used for regulatory management and planning of urban airsheds. These models are complex, computer intensive, and hence are prohibitively expensive for routine air quality predictions. Stochastic methods are becoming increasingly popular as an alternative, which relegate decision making to artificial intelligence based on Neural Networks that are made of artificial neurons or ‘nodes’ capable of ‘learning through training’ via historic data. A Neural Network was used to predict particulate matter concentration at a regulatory monitoring site in Phoenix, Arizona; its development, efficacy as a predictive tool and performance vis-à-vis a commonly used regulatory photochemical model are described in this paper. It is concluded that Neural Networks are much easier, quicker and economical to implement without compromising the accuracy of predictions. Neural Networks can be used to develop rapid air quality warning systems based on a network of automated monitoring stations.Highlights: ► Neural Network is an alternative technique to photochemical modelling. ► Neutral Networks can be as effective as traditional air photochemical modelling. ► Neural Networks are much easier and quicker to implement in health warning system. - Neutral networks are as effective as photochemical modelling for air quality predictions, but are much easier, quicker and economical to implement in air pollution (or health) warning systems.

assessment of neural networks performance in modeling rainfall ...

African Journals Online (AJOL)

Sholagberu

neural network architecture for precipitation prediction of Myanmar, World Academy of. Science, Engineering and Technology, 48, pp. 130 – 134. Kumarasiri, A.D. and Sonnadara, D.U.J. (2006). Rainfall forecasting: an artificial neural network approach, Proceedings of the Technical Sessions,. 22, pp. 1-13 Institute of Physics ...

Transport energy demand modeling of South Korea using artificial neural network

International Nuclear Information System (INIS)

Geem, Zong Woo

2011-01-01

Artificial neural network models were developed to forecast South Korea's transport energy demand. Various independent variables, such as GDP, population, oil price, number of vehicle registrations, and passenger transport amount, were considered and several good models (Model 1 with GDP, population, and passenger transport amount; Model 2 with GDP, number of vehicle registrations, and passenger transport amount; and Model 3 with oil price, number of vehicle registrations, and passenger transport amount) were selected by comparing with multiple linear regression models. Although certain regression models obtained better R-squared values than neural network models, this does not guarantee the fact that the former is better than the latter because root mean squared errors of the former were much inferior to those of the latter. Also, certain regression model had structural weakness based on P-value. Instead, neural network models produced more robust results. Forecasted results using the neural network models show that South Korea will consume around 37 MTOE of transport energy in 2025. - Highlights: → Transport energy demand of South Korea was forecasted using artificial neural network. → Various variables (GDP, population, oil price, number of registrations, etc.) were considered. → Results of artificial neural network were compared with those of multiple linear regression.

Short-term load and wind power forecasting using neural network-based prediction intervals.

Science.gov (United States)

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2014-02-01

Electrical power systems are evolving from today's centralized bulk systems to more decentralized systems. Penetrations of renewable energies, such as wind and solar power, significantly increase the level of uncertainty in power systems. Accurate load forecasting becomes more complex, yet more important for management of power systems. Traditional methods for generating point forecasts of load demands cannot properly handle uncertainties in system operations. To quantify potential uncertainties associated with forecasts, this paper implements a neural network (NN)-based method for the construction of prediction intervals (PIs). A newly introduced method, called lower upper bound estimation (LUBE), is applied and extended to develop PIs using NN models. A new problem formulation is proposed, which translates the primary multiobjective problem into a constrained single-objective problem. Compared with the cost function, this new formulation is closer to the primary problem and has fewer parameters. Particle swarm optimization (PSO) integrated with the mutation operator is used to solve the problem. Electrical demands from Singapore and New South Wales (Australia), as well as wind power generation from Capital Wind Farm, are used to validate the PSO-based LUBE method. Comparative results show that the proposed method can construct higher quality PIs for load and wind power generation forecasts in a short time.

Forecasting the Dst index using a swarm-optimized neural network

Science.gov (United States)

Lazzús, J. A.; Vega, P.; Rojas, P.; Salfate, I.

2017-08-01

A hybrid technique that combines an artificial neural network with a particle swarm optimization (ANN+PSO) was used to forecast the disturbance storm time (Dst) index from 1 to 6 h ahead. Our ANN was optimized by PSO to update ANN weights and to predict the short-term Dst index using past values as input parameters. The database used contains 233,760 hourly data from 1 January 1990 to 31 August 2016, considering storms and quiet period, grouped into three data sets: learning set (with 116,880 hourly data points), validation set (with 58,440 data points), and testing set (with 58,440 data points). Several ANN topologies were studied, and the best architecture was determined by systematically adding neurons and evaluating the root-mean-square error (RMSE) and the correlation coefficient (R) during the training process. These results show that the hybrid algorithm is a powerful technique for forecasting the Dst index a short time in advance like t + 1 to t + 3, with RMSE from 3.5 nT to 7.5 nT, and R from 0.98 to 0.90. However, t + 4 to t + 6 predictions become slightly more uncertain, with RMSE from 8.8 nT to 10.9 nT, and R from 0.86 to 0.79. Additionally, an exhaustive analysis according to geomagnetic storm magnitude was conducted. In general, the results show that our hybrid algorithm can be correctly trained to forecast the Dst index with appropriate precision and that Dst past behavior significantly affects adequate training and predicting capabilities of the implemented ANN.

Forecasting Urban Air Quality via a Back-Propagation Neural Network and a Selection Sample Rule

Directory of Open Access Journals (Sweden)

Yonghong Liu

2015-07-01

Full Text Available In this paper, based on a sample selection rule and a Back Propagation (BP neural network, a new model of forecasting daily SO2, NO2, and PM10 concentration in seven sites of Guangzhou was developed using data from January 2006 to April 2012. A meteorological similarity principle was applied in the development of the sample selection rule. The key meteorological factors influencing SO2, NO2, and PM10 daily concentrations as well as weight matrices and threshold matrices were determined. A basic model was then developed based on the improved BP neural network. Improving the basic model, identification of the factor variation consistency was added in the rule, and seven sets of sensitivity experiments in one of the seven sites were conducted to obtain the selected model. A comparison of the basic model from May 2011 to April 2012 in one site showed that the selected model for PM10 displayed better forecasting performance, with Mean Absolute Percentage Error (MAPE values decreasing by 4% and R2 values increasing from 0.53 to 0.68. Evaluations conducted at the six other sites revealed a similar performance. On the whole, the analysis showed that the models presented here could provide local authorities with reliable and precise predictions and alarms about air quality if used at an operational scale.

Comparison of four Adaboost algorithm based artificial neural networks in wind speed predictions

International Nuclear Information System (INIS)

Liu, Hui; Tian, Hong-qi; Li, Yan-fei; Zhang, Lei

2015-01-01

Highlights: • Four hybrid algorithms are proposed for the wind speed decomposition. • Adaboost algorithm is adopted to provide a hybrid training framework. • MLP neural networks are built to do the forecasting computation. • Four important network training algorithms are included in the MLP networks. • All the proposed hybrid algorithms are suitable for the wind speed predictions. - Abstract: The technology of wind speed prediction is important to guarantee the safety of wind power utilization. In this paper, four different hybrid methods are proposed for the high-precision multi-step wind speed predictions based on the Adaboost (Adaptive Boosting) algorithm and the MLP (Multilayer Perceptron) neural networks. In the hybrid Adaboost–MLP forecasting architecture, four important algorithms are adopted for the training and modeling of the MLP neural networks, including GD-ALR-BP algorithm, GDM-ALR-BP algorithm, CG-BP-FR algorithm and BFGS algorithm. The aim of the study is to investigate the promoted forecasting percentages of the MLP neural networks by the Adaboost algorithm’ optimization under various training algorithms. The hybrid models in the performance comparison include Adaboost–GD-ALR-BP–MLP, Adaboost–GDM-ALR-BP–MLP, Adaboost–CG-BP-FR–MLP, Adaboost–BFGS–MLP, GD-ALR-BP–MLP, GDM-ALR-BP–MLP, CG-BP-FR–MLP and BFGS–MLP. Two experimental results show that: (1) the proposed hybrid Adaboost–MLP forecasting architecture is effective for the wind speed predictions; (2) the Adaboost algorithm has promoted the forecasting performance of the MLP neural networks considerably; (3) among the proposed Adaboost–MLP forecasting models, the Adaboost–CG-BP-FR–MLP model has the best performance; and (4) the improved percentages of the MLP neural networks by the Adaboost algorithm decrease step by step with the following sequence of training algorithms as: GD-ALR-BP, GDM-ALR-BP, CG-BP-FR and BFGS

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.

Neural networks approach to forecast several hour ahead electricity prices and loads in deregulated market

Energy Technology Data Exchange (ETDEWEB)

Mandal, Paras; Senjyu, Tomonobu [Department of Electrical and Electronics, University of the Ryukyus, 1 Senbaru, Nagakami Nishihara, Okinawa 903-0213 (Japan); Funabashi, Toshihisa [Meidensha Corporation, Tokyo 103-8515 (Japan)

2006-09-15

In daily power markets, forecasting electricity prices and loads are the most essential task and the basis for any decision making. An approach to predict the market behaviors is to use the historical prices, loads and other required information to forecast the future prices and loads. This paper introduces an approach for several hour ahead (1-6h) electricity price and load forecasting using an artificial intelligence method, such as a neural network model, which uses publicly available data from the NEMMCO web site to forecast electricity prices and loads for the Victorian electricity market. An approach of selection of similar days is proposed according to which the load and price curves are forecasted by using the information of the days being similar to that of the forecast day. A Euclidean norm with weighted factors is used for the selection of the similar days. Two different ANN models, one for one to six hour ahead load forecasting and another for one to six hour ahead price forecasting have been proposed. The MAPE (mean absolute percentage error) results show a clear increasing trend with the increase in hour ahead load and price forecasting. The sample average of MAPEs for one hour ahead price forecasts is 9.75%. This figure increases to only 20.03% for six hour ahead predictions. Similarly, the one to six hour ahead load forecast errors (MAPE) range from 0.56% to 1.30% only. MAPE results show that several hour ahead electricity prices and loads in the deregulated Victorian market can be forecasted with reasonable accuracy. (author)

Neural networks approach to forecast several hour ahead electricity prices and loads in deregulated market

International Nuclear Information System (INIS)

Mandal, Paras; Senjyu, Tomonobu; Funabashi, Toshihisa

2006-01-01

In daily power markets, forecasting electricity prices and loads are the most essential task and the basis for any decision making. An approach to predict the market behaviors is to use the historical prices, loads and other required information to forecast the future prices and loads. This paper introduces an approach for several hour ahead (1-6 h) electricity price and load forecasting using an artificial intelligence method, such as a neural network model, which uses publicly available data from the NEMMCO web site to forecast electricity prices and loads for the Victorian electricity market. An approach of selection of similar days is proposed according to which the load and price curves are forecasted by using the information of the days being similar to that of the forecast day. A Euclidean norm with weighted factors is used for the selection of the similar days. Two different ANN models, one for one to six hour ahead load forecasting and another for one to six hour ahead price forecasting have been proposed. The MAPE (mean absolute percentage error) results show a clear increasing trend with the increase in hour ahead load and price forecasting. The sample average of MAPEs for one hour ahead price forecasts is 9.75%. This figure increases to only 20.03% for six hour ahead predictions. Similarly, the one to six hour ahead load forecast errors (MAPE) range from 0.56% to 1.30% only. MAPE results show that several hour ahead electricity prices and loads in the deregulated Victorian market can be forecasted with reasonable accuracy

Runoff Modelling in Urban Storm Drainage by Neural Networks

DEFF Research Database (Denmark)

Rasmussen, Michael R.; Brorsen, Michael; Schaarup-Jensen, Kjeld

1995-01-01

A neural network is used to simulate folw and water levels in a sewer system. The calibration of th neural network is based on a few measured events and the network is validated against measureed events as well as flow simulated with the MOUSE model (Lindberg and Joergensen, 1986). The neural...... network is used to compute flow or water level at selected points in the sewer system, and to forecast the flow from a small residential area. The main advantages of the neural network are the build-in self calibration procedure and high speed performance, but the neural network cannot be used to extract...... knowledge of the runoff process. The neural network was found to simulate 150 times faster than e.g. the MOUSE model....

Short-Term Wind Speed Forecasting Using Decomposition-Based Neural Networks Combining Abnormal Detection Method

Directory of Open Access Journals (Sweden)

Xuejun Chen

2014-01-01

Full Text Available As one of the most promising renewable resources in electricity generation, wind energy is acknowledged for its significant environmental contributions and economic competitiveness. Because wind fluctuates with strong variation, it is quite difficult to describe the characteristics of wind or to estimate the power output that will be injected into the grid. In particular, short-term wind speed forecasting, an essential support for the regulatory actions and short-term load dispatching planning during the operation of wind farms, is currently regarded as one of the most difficult problems to be solved. This paper contributes to short-term wind speed forecasting by developing two three-stage hybrid approaches; both are combinations of the five-three-Hanning (53H weighted average smoothing method, ensemble empirical mode decomposition (EEMD algorithm, and nonlinear autoregressive (NAR neural networks. The chosen datasets are ten-minute wind speed observations, including twelve samples, and our simulation indicates that the proposed methods perform much better than the traditional ones when addressing short-term wind speed forecasting problems.

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.

IMPLEMENTASI BACKPROPAGATION NEURAL NETWORK DALAM PRAKIRAAN CUACA DI DAERAH BALI SELATAN

Directory of Open Access Journals (Sweden)

I MADE DWI UDAYANA PUTRA

2016-11-01

Full Text Available Weather information has an important role in human life in various fields, such as agriculture, marine, and aviation. The accurate weather forecasts are needed in order to improve the performance of various fields. In this study, use artificial neural network method with backpropagation learning algorithm to create a model of weather forecasting in the area of ??South Bali. The aim of this study is to determine the effect of the number of neurons in the hidden layer and to determine the level of accuracy of the method of artificial neural network with backpropagation learning algorithm in weather forecast models. Weather forecast models in this study use input of the factors that influence the weather, namely air temperature, dew point, wind speed, visibility, and barometric pressure.The results of testing the network with a different number of neurons in the hidden layer of artificial neural network method with backpropagation learning algorithms show that the increase in the number of neurons in the hidden layer is not directly proportional to the value of the accuracy of the weather forecasts, the increase in the number of neurons in the hidden layer does not necessarily increase or decrease value accuracy of weather forecasts we obtain the best accuracy rate of 51.6129% on a network model with three neurons in the hidden layer.

Forecasting solar proton event with artificial neural network

Science.gov (United States)

Gong, J.; Wang, J.; Xue, B.; Liu, S.; Zou, Z.

Solar proton event (SPE), relatively rare but popular in solar maximum, can bring hazard situation to spacecraft. As a special event, SPE always accompanies flare, which is also called proton flare. To produce such an eruptive event, large amount energy must be accumulated within the active region. So we can investigate the character of the active region and its evolving trend, together with other such as cm radio emission and soft X-ray background to evaluate the potential of SEP in chosen area. In order to summarize the omen of SPEs in the active regions behind the observed parameters, we employed AI technology. Full connecting neural network was chosen to fulfil this job. After constructing the network, we train it with 13 parameters that was able to exhibit the character of active regions and their evolution trend. More than 80 sets of event parameter were defined to teach the neural network to identify whether an active region was potential of SPE. Then we test this model with a data base consisting SPE and non-SPE cases that was not used to train the neural network. The result showed that 75% of the choice by the model was right.

Use of artificial neural networks for transport energy demand modeling

International Nuclear Information System (INIS)

Murat, Yetis Sazi; Ceylan, Halim

2006-01-01

The paper illustrates an artificial neural network (ANN) approach based on supervised neural networks for the transport energy demand forecasting using socio-economic and transport related indicators. The ANN transport energy demand model is developed. The actual forecast is obtained using a feed forward neural network, trained with back propagation algorithm. In order to investigate the influence of socio-economic indicators on the transport energy demand, the ANN is analyzed based on gross national product (GNP), population and the total annual average veh-km along with historical energy data available from 1970 to 2001. Comparing model predictions with energy data in testing period performs the model validation. The projections are made with two scenarios. It is obtained that the ANN reflects the fluctuation in historical data for both dependent and independent variables. The results obtained bear out the suitability of the adopted methodology for the transport energy-forecasting problem

Day-ahead deregulated electricity market price forecasting using neural network input featured by DCT

International Nuclear Information System (INIS)

Anbazhagan, S.; Kumarappan, N.

2014-01-01

Highlights: • We presented DCT input featured FFNN model for forecasting in Spain market. • The key factors impacting electricity price forecasting are historical prices. • Past 42 days were trained and the next 7 days were forecasted. • The proposed approach has a simple and better NN structure. • The DCT-FFNN mode is effective and less computation time than the recent models. - Abstract: In a deregulated market, a number of factors determined the outcome of electricity price and displays a perplexed and maverick fluctuation. Both power producers and consumers needs single compact and robust price forecasting tool in order to maximize their profits and utilities. In order to achieve the helter–skelter kind of electricity price, one dimensional discrete cosine transforms (DCT) input featured feed-forward neural network (FFNN) is modeled (DCT-FFNN). The proposed FFNN is a single compact and robust architecture (without hybridizing the various hard and soft computing models). It has been predicted that the DCT-FFNN model is close to the state of the art can be achieved with less computation time. The proposed DCT-FFNN approach is compared with 17 other recent approaches to estimate the market clearing prices of mainland Spain. Finally, the accuracy of the price forecasting is also applied to the electricity market of New York in year 2010 that shows the effectiveness of the proposed DCT-FFNN approach

Effectiveness of firefly algorithm based neural network in time series ...

African Journals Online (AJOL)

Effectiveness of firefly algorithm based neural network in time series forecasting. ... In the experiments, three well known time series were used to evaluate the performance. Results obtained were compared with ... Keywords: Time series, Artificial Neural Network, Firefly Algorithm, Particle Swarm Optimization, Overfitting ...

USING ARTIFICIAL NEURAL NETWORKS (ANNs FOR SEDIMENT LOAD FORECASTING OF TALKHEROOD RIVER MOUTH

Directory of Open Access Journals (Sweden)

Vahid Nourani

2009-01-01

Full Text Available Without a doubt the carried sediment load by a river is the most important factor in creating and formation of the related Delta in the river mouth. Therefore, accurate forecasting of the river sediment load can play a significant role for study on the river Delta. However considering the complexity and non-linearity of the phenomenon, the classic experimental or physical-based approaches usually could not handle the problem so well. In this paper, Artificial Neural Network (ANN as a non-linear black box interpolator tool is used for modeling suspended sediment load which discharges to the Talkherood river mouth, located in northern west Iran. For this purpose, observed time series of water discharge at current and previous time steps are used as the model input neurons and the model output neuron will be the forecasted sediment load at the current time step. In this way, various schemes of the ANN approach are examined in order to achieve the best network as well as the best architecture of the model. The obtained results are also compared with the results of two other classic methods (i.e., linear regression and rating curve methods in order to approve the efficiency and ability of the proposed method.

Investment Valuation Analysis with Artificial Neural Networks

Directory of Open Access Journals (Sweden)

Hüseyin İNCE

2017-07-01

Full Text Available This paper shows that discounted cash flow and net present value, which are traditional investment valuation models, can be combined with artificial neural network model forecasting. The main inputs for the valuation models, such as revenue, costs, capital expenditure, and their growth rates, are heavily related to sector dynamics and macroeconomics. The growth rates of those inputs are related to inflation and exchange rates. Therefore, predicting inflation and exchange rates is a critical issue for the valuation output. In this paper, the Turkish economy’s inflation rate and the exchange rate of USD/TRY are forecast by artificial neural networks and implemented to the discounted cash flow model. Finally, the results are benchmarked with conventional practices.

Optimum Neural Network Architecture for Precipitation Prediction of Myanmar

OpenAIRE

Khaing Win Mar; Thinn Thu Naing

2008-01-01

Nowadays, precipitation prediction is required for proper planning and management of water resources. Prediction with neural network models has received increasing interest in various research and application domains. However, it is difficult to determine the best neural network architecture for prediction since it is not immediately obvious how many input or hidden nodes are used in the model. In this paper, neural network model is used as a forecasting tool. The major aim is to evaluate a s...

Data-driven forecasting of high-dimensional chaotic systems with long short-term memory networks.

Science.gov (United States)

Vlachas, Pantelis R; Byeon, Wonmin; Wan, Zhong Y; Sapsis, Themistoklis P; Koumoutsakos, Petros

2018-05-01

We introduce a data-driven forecasting method for high-dimensional chaotic systems using long short-term memory (LSTM) recurrent neural networks. The proposed LSTM neural networks perform inference of high-dimensional dynamical systems in their reduced order space and are shown to be an effective set of nonlinear approximators of their attractor. We demonstrate the forecasting performance of the LSTM and compare it with Gaussian processes (GPs) in time series obtained from the Lorenz 96 system, the Kuramoto-Sivashinsky equation and a prototype climate model. The LSTM networks outperform the GPs in short-term forecasting accuracy in all applications considered. A hybrid architecture, extending the LSTM with a mean stochastic model (MSM-LSTM), is proposed to ensure convergence to the invariant measure. This novel hybrid method is fully data-driven and extends the forecasting capabilities of LSTM networks.

Forecasting Electricity Demand in Thailand with an Artificial Neural Network Approach

Directory of Open Access Journals (Sweden)

Karin Kandananond

2011-08-01

Full Text Available Demand planning for electricity consumption is a key success factor for the development of any countries. However, this can only be achieved if the demand is forecasted accurately. In this research, different forecasting methods—autoregressive integrated moving average (ARIMA, artificial neural network (ANN and multiple linear regression (MLR—were utilized to formulate prediction models of the electricity demand in Thailand. The objective was to compare the performance of these three approaches and the empirical data used in this study was the historical data regarding the electricity demand (population, gross domestic product: GDP, stock index, revenue from exporting industrial products and electricity consumption in Thailand from 1986 to 2010. The results showed that the ANN model reduced the mean absolute percentage error (MAPE to 0.996%, while those of ARIMA and MLR were 2.80981 and 3.2604527%, respectively. Based on these error measures, the results indicated that the ANN approach outperformed the ARIMA and MLR methods in this scenario. However, the paired test indicated that there was no significant difference among these methods at α = 0.05. According to the principle of parsimony, the ARIMA and MLR models might be preferable to the ANN one because of their simple structure and competitive performance

Application of Statistical, Fuzzy and Perceptron Neural Networks in Drought Forecasting (Case Study: Gonbad-e Kavous Station

Directory of Open Access Journals (Sweden)

S.M. Hosseini-Moghari

2016-10-01

Full Text Available Introduction: Due to economic, social, and environmental perplexities associated with drought, it is considered as one of the most complex natural hazards. To investigate the beginning along with analyzing the direct impacts of drought; the significance of drought monitoring must be highlighted. Regarding drought management and its consequences alleviation, drought forecasting must be taken into account (11. The current research employed multi-layer perceptron (MLP, adaptive neuro-fuzzy inference system (ANFIS, radial basis function (RBF and general regression neural network (GRNN. It is interesting to note that, there has not been any record of applying GRNN in drought forecasting. Materials and Methods: Throughout this paper, Standard Precipitation Index (SPI was the basis of drought forecasting. To do so, the precipitation data of Gonbad Kavous station during the period of 1972-73 to 2006-07 were used. To provide short-term, mid-term, and long-term drought analysis; SPI for 1, 3, 6, 9, 12, and 24 months was evaluated. SPI evaluation benefited from four statistical distributions, namely, Gamma, Normal, Log-normal, and Weibull along with Kolmogrov-Smirnov (K-S test. Later, to compare the capabilities of four utilized neural networks for drought forecasting; MLP, ANFIS, RBF, and GRNN were applied. MLP as a multi-layer network, which has a sigmoid activation function in hidden layer plus linear function in output layer, can be considered as a powerful regressive tool. ANFIS besides adaptive neuro networks, employed fuzzy logic. RBF, the foundation of radial basis networks, is a three-layer network with Gaussian function in its hidden layer, and a linear function in the output layer. GRNN is another type of RBF which is used for radial basis regressive problems. The performance criteria of the research were as follows: Correlation (R2, Root Mean Square Error (RMSE, Mean Absolute Error (MAE. Results Discussion: According to statistical distribution

Improving forecasting accuracy of medium and long-term runoff using artificial neural network based on EEMD decomposition.

Science.gov (United States)

Wang, Wen-chuan; Chau, Kwok-wing; Qiu, Lin; Chen, Yang-bo

2015-05-01

Hydrological time series forecasting is one of the most important applications in modern hydrology, especially for the effective reservoir management. In this research, an artificial neural network (ANN) model coupled with the ensemble empirical mode decomposition (EEMD) is presented for forecasting medium and long-term runoff time series. First, the original runoff time series is decomposed into a finite and often small number of intrinsic mode functions (IMFs) and a residual series using EEMD technique for attaining deeper insight into the data characteristics. Then all IMF components and residue are predicted, respectively, through appropriate ANN models. Finally, the forecasted results of the modeled IMFs and residual series are summed to formulate an ensemble forecast for the original annual runoff series. Two annual reservoir runoff time series from Biuliuhe and Mopanshan in China, are investigated using the developed model based on four performance evaluation measures (RMSE, MAPE, R and NSEC). The results obtained in this work indicate that EEMD can effectively enhance forecasting accuracy and the proposed EEMD-ANN model can attain significant improvement over ANN approach in medium and long-term runoff time series forecasting. Copyright © 2015 Elsevier Inc. All rights reserved.

Dynamic neural network modeling of HF radar current maps for forecasting oil spill trajectories

International Nuclear Information System (INIS)

Tissot, P.; Perez, J.; Kelly, F.J.; Bonner, J.; Michaud, P.

2001-01-01

This paper examined the concept of dynamic neural network (NN) modeling for short-term forecasts of coastal high-frequency (HF) radar current maps offshore of Galveston Texas. HF radar technology is emerging as a viable and affordable way to measure surface currents in real time and the number of users applying the technology is increasing. A 25 megahertz, two site, Seasonde HF radar system was used to map ocean and bay surface currents along the coast of Texas where wind and river discharge create complex and rapidly changing current patters that override the weaker tidal flow component. The HF radar system is particularly useful in this type of setting because its mobility makes it a good marine spill response tool that could provide hourly current maps. This capability helps improve deployment of response resources. In addition, the NN model recently developed by the Conrad Blucher Institute can be used to forecast water levels during storm events. Forecasted currents are based on time series of current vectors from HF radar plus wind speed, wind direction, and water levels, as well as tidal forecasts. The dynamic NN model was tested to evaluate its performance and the results were compared with a baseline model which assumes the currents do not change from the time of the forecast up to the forecasted time. The NN model showed improvements over the baseline model for forecasting time equal or greater than 3 hours, but the difference was relatively small. The test demonstrated the ability of the dynamic NN model to link meteorological forcing functions with HF radar current maps. Development of the dynamic NN modeling is still ongoing. 18 refs., 1 tab., 5 figs

Optimization of an artificial neural network dedicated to the multivariate forecasting of daily global radiation

International Nuclear Information System (INIS)

Voyant, Cyril; Muselli, Marc; Paoli, Christophe; Nivet, Marie-Laure

2011-01-01

This paper presents an application of Artificial Neural Networks (ANNs) to predict daily solar radiation. We look at the Multi-Layer Perceptron (MLP) network which is the most used of ANNs architectures. In previous studies, we have developed an ad-hoc time series preprocessing and optimized a MLP with endogenous inputs in order to forecast the solar radiation on a horizontal surface. We propose in this paper to study the contribution of exogenous meteorological data (multivariate method) as time series to our optimized MLP and compare with different forecasting methods: a naive forecaster (persistence), ARIMA reference predictor, an ANN with preprocessing using only endogenous inputs (univariate method) and an ANN with preprocessing using endogenous and exogenous inputs. The use of exogenous data generates an nRMSE decrease between 0.5% and 1% for two stations during 2006 and 2007 (Corsica Island, France). The prediction results are also relevant for the concrete case of a tilted PV wall (1.175 kWp). The addition of endogenous and exogenous data allows a 1% decrease of the nRMSE over a 6 months-cloudy period for the power production. While the use of exogenous data shows an interest in winter, endogenous data as inputs on a preprocessed ANN seem sufficient in summer. -- Research highlights: → Use of exogenous data as ANN inputs to forecast horizontal daily global irradiation data. → New methodology allowing to choice the adequate exogenous data - a systematic method comparing endogenous and exogenous data. → Different referenced mathematical predictors allows to conclude about the pertinence of the proposed methodology.

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.

Hindcasting of storm waves using neural networks

Digital Repository Service at National Institute of Oceanography (India)

Rao, S.; Mandal, S.

Department NN neural network net i weighted sum of the inputs of neuron i o k network output at kth output node P total number of training pattern s i output of neuron i t k target output at kth output node 1. Introduction Severe storms occur in Bay of Bengal...), forecasting of runoff (Crespo and Mora, 1993), concrete strength (Kasperkiewicz et al., 1995). The uses of neural network in the coastal the wave conditions will change from year to year, thus a proper statistical and climatological treatment requires several...

The application of artificial neural network in radon disaster model of uranium mining

International Nuclear Information System (INIS)

Zhu Yufeng; Zhu Guogen; Zhou Shijian

2012-01-01

The structural features, data analysis and learning process of feed-forward neural network (BP ANN) were analyzed at first. Rodon sample from Fuzhou Jinan Uranium Industry Limited Company were used to training the network and make the forecast then, and a forecasting model was established for the radon disaster in uranium mines. The method and effectiveness of BP neural network in predicting radon disaster was discussed. The test of training samples showed that the BP network had gotten fairly satisfied result in predicting mine radon disaster. (authors)

Prediction of Electricity Usage Using Convolutional Neural Networks

OpenAIRE

Hansen, Martin

2017-01-01

Master's thesis Information- and communication technology IKT590 - University of Agder 2017 Convolutional Neural Networks are overwhelmingly accurate when attempting to predict numbers using the famous MNIST-dataset. In this paper, we are attempting to transcend these results for time- series forecasting, and compare them with several regression mod- els. The Convolutional Neural Network model predicted the same value through the entire time lapse in contrast with the other ...

Selected aspects of modelling of foreign exchange rates with neural networks

Directory of Open Access Journals (Sweden)

Václav Mastný

2005-01-01

Full Text Available This paper deals with forecasting of the high-frequency foreign exchange market with neural networks. The objective is to investigate some aspects of modelling with neural networks (impact of topology, size of training set and time horizon of the forecast on the performance of the network. The data used for the purpose of this paper contain 15-minute time series of US dollar against other major currencies, Japanese Yen, British Pound and Euro. The results show, that performance of the network in terms of correct directorial change is negatively influenced by increasing number of hidden neurons and decreasing size of training set. The performance of the network is influenced by sampling frequency.

A novel stock forecasting model based on High-order-fuzzy-fluctuation Trends and Back Propagation Neural Network.

Science.gov (United States)

Guan, Hongjun; Dai, Zongli; Zhao, Aiwu; He, Jie

2018-01-01

In this paper, we propose a hybrid method to forecast the stock prices called High-order-fuzzy-fluctuation-Trends-based Back Propagation(HTBP)Neural Network model. First, we compare each value of the historical training data with the previous day's value to obtain a fluctuation trend time series (FTTS). On this basis, the FTTS blur into fuzzy time series (FFTS) based on the fluctuation of the increasing, equality, decreasing amplitude and direction. Since the relationship between FFTS and future wave trends is nonlinear, the HTBP neural network algorithm is used to find the mapping rules in the form of self-learning. Finally, the results of the algorithm output are used to predict future fluctuations. The proposed model provides some innovative features:(1)It combines fuzzy set theory and neural network algorithm to avoid overfitting problems existed in traditional models. (2)BP neural network algorithm can intelligently explore the internal rules of the actual existence of sequential data, without the need to analyze the influence factors of specific rules and the path of action. (3)The hybrid modal can reasonably remove noises from the internal rules by proper fuzzy treatment. This paper takes the TAIEX data set of Taiwan stock exchange as an example, and compares and analyzes the prediction performance of the model. The experimental results show that this method can predict the stock market in a very simple way. At the same time, we use this method to predict the Shanghai stock exchange composite index, and further verify the effectiveness and universality of the method.

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

Science.gov (United States)

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

A hybrid ARIMA and neural network model applied to forecast catch volumes of Selar crumenophthalmus

Science.gov (United States)

Aquino, Ronald L.; Alcantara, Nialle Loui Mar T.; Addawe, Rizavel C.

2017-11-01

The Selar crumenophthalmus with the English name big-eyed scad fish, locally known as matang-baka, is one of the fishes commonly caught along the waters of La Union, Philippines. The study deals with the forecasting of catch volumes of big-eyed scad fish for commercial consumption. The data used are quarterly caught volumes of big-eyed scad fish from 2002 to first quarter of 2017. This actual data is available from the open stat database published by the Philippine Statistics Authority (PSA)whose task is to collect, compiles, analyzes and publish information concerning different aspects of the Philippine setting. Autoregressive Integrated Moving Average (ARIMA) models, Artificial Neural Network (ANN) model and the Hybrid model consisting of ARIMA and ANN were developed to forecast catch volumes of big-eyed scad fish. Statistical errors such as Mean Absolute Errors (MAE) and Root Mean Square Errors (RMSE) were computed and compared to choose the most suitable model for forecasting the catch volume for the next few quarters. A comparison of the results of each model and corresponding statistical errors reveals that the hybrid model, ARIMA-ANN (2,1,2)(6:3:1), is the most suitable model to forecast the catch volumes of the big-eyed scad fish for the next few quarters.

Improved Short-Term Load Forecasting Based on Two-Stage Predictions with Artificial Neural Networks in a Microgrid Environment

Directory of Open Access Journals (Sweden)

Jaime Lloret

2013-08-01

Full Text Available Short-Term Load Forecasting plays a significant role in energy generation planning, and is specially gaining momentum in the emerging Smart Grids environment, which usually presents highly disaggregated scenarios where detailed real-time information is available thanks to Communications and Information Technologies, as it happens for example in the case of microgrids. This paper presents a two stage prediction model based on an Artificial Neural Network in order to allow Short-Term Load Forecasting of the following day in microgrid environment, which first estimates peak and valley values of the demand curve of the day to be forecasted. Those, together with other variables, will make the second stage, forecast of the entire demand curve, more precise than a direct, single-stage forecast. The whole architecture of the model will be presented and the results compared with recent work on the same set of data, and on the same location, obtaining a Mean Absolute Percentage Error of 1.62% against the original 2.47% of the single stage model.

Forecasts for the Canadian Lynx time series using method that bombine neural networks, wavelet shrinkage and decomposition

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Levi Lopes Teixeira

2015-12-01

Full Text Available Time series forecasting is widely used in various areas of human knowledge, especially in the planning and strategic direction of companies. The success of this task depends on the forecasting techniques applied. In this paper, a hybrid approach to project time series is suggested. To validate the methodology, a time series already modeled by other authors was chosen, allowing the comparison of results. The proposed methodology includes the following techniques: wavelet shrinkage, wavelet decomposition at level r, and artificial neural networks (ANN. Firstly, a time series to be forecasted is submitted to the proposed wavelet filtering method, which decomposes it to components of trend and linear residue. Then, both are decomposed via level r wavelet decomposition, generating r + 1 Wavelet Components (WCs for each one; and then each WC is individually modeled by an ANN. Finally, the predictions for all WCs are linearly combined, producing forecasts to the underlying time series. For evaluating purposes, the time series of Canadian Lynx has been used, and all results achieved by the proposed method were better than others in existing literature.

NEURAL NETWORKS FOR STOCK MARKET OPTION PRICING

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Sergey A. Sannikov

2017-03-01

Full Text Available Introduction: The use of neural networks for non-linear models helps to understand where linear model drawbacks, coused by their specification, reveal themselves. This paper attempts to find this out. The objective of research is to determine the meaning of “option prices calculation using neural networks”. Materials and Methods: We use two kinds of variables: endogenous (variables included in the model of neural network and variables affecting on the model (permanent disturbance. Results: All data are divided into 3 sets: learning, affirming and testing. All selected variables are normalised from 0 to 1. Extreme values of income were shortcut. Discussion and Conclusions: Using the 33-14-1 neural network with direct links we obtained two sets of forecasts. Optimal criteria of strategies in stock markets’ option pricing were developed.

Financial time series prediction using spiking neural networks.

Science.gov (United States)

Reid, David; Hussain, Abir Jaafar; Tawfik, Hissam

2014-01-01

In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction. It is argued that the inherent temporal capabilities of this type of network are suited to non-stationary data such as this. The performance of the spiking neural network was benchmarked against three systems: two "traditional", rate-encoded, neural networks; a Multi-Layer Perceptron neural network and a Dynamic Ridge Polynomial neural network, and a standard Linear Predictor Coefficients model. For this comparison three non-stationary and noisy time series were used: IBM stock data; US/Euro exchange rate data, and the price of Brent crude oil. The experiments demonstrated favourable prediction results for the Spiking Neural Network in terms of Annualised Return and prediction error for 5-Step ahead predictions. These results were also supported by other relevant metrics such as Maximum Drawdown and Signal-To-Noise ratio. This work demonstrated the applicability of the Polychronous Spiking Network to financial data forecasting and this in turn indicates the potential of using such networks over traditional systems in difficult to manage non-stationary environments.

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.

Application of Artificial Neural Network into the Water Level Modeling and Forecast

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Marzenna Sztobryn

2013-06-01

Full Text Available The dangerous sea and river water level increase does not only destroy the human lives, but also generate the severe flooding in coastal areas. The rapidly changes in the direction and velocity of wind and associated with them sea level changes could be the severe threat for navigation, especially on the fairways of small fishery harbors located in the river mouth. There is the area of activity of two external forcing: storm surges and flood wave. The aim of the work was the description of an application of Artificial Neural Network (ANN methodology into the water level forecast in the case study field in Swibno harbor located is located at 938.7 km of the Wisla River and at a distance of about 3 km up the mouth (Gulf of Gdansk - Baltic Sea.

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.

INDIA’S ELECTRICITY DEMAND FORECAST USING REGRESSION ANALYSIS AND ARTIFICIAL NEURAL NETWORKS BASED ON PRINCIPAL COMPONENTS

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S. Saravanan

2012-07-01

Full Text Available Power System planning starts with Electric load (demand forecasting. Accurate electricity load forecasting is one of the most important challenges in managing supply and demand of the electricity, since the electricity demand is volatile in nature; it cannot be stored and has to be consumed instantly. The aim of this study deals with electricity consumption in India, to forecast future projection of demand for a period of 19 years from 2012 to 2030. The eleven input variables used are Amount of CO2 emission, Population, Per capita GDP, Per capita gross national income, Gross Domestic savings, Industry, Consumer price index, Wholesale price index, Imports, Exports and Per capita power consumption. A new methodology based on Artificial Neural Networks (ANNs using principal components is also used. Data of 29 years used for training and data of 10 years used for testing the ANNs. Comparison made with multiple linear regression (based on original data and the principal components and ANNs with original data as input variables. The results show that the use of ANNs with principal components (PC is more effective.

A simulated-based neural network algorithm for forecasting electrical energy consumption in Iran

International Nuclear Information System (INIS)

Azadeh, A.; Ghaderi, S.F.; Sohrabkhani, S.

2008-01-01

This study presents an integrated algorithm for forecasting monthly electrical energy consumption based on artificial neural network (ANN), computer simulation and design of experiments using stochastic procedures. First, an ANN approach is illustrated based on supervised multi-layer perceptron (MLP) network for the electrical consumption forecasting. The chosen model, therefore, can be compared to that of estimated by time series model. Computer simulation is developed to generate random variables for monthly electricity consumption. This is achieved to foresee the effects of probabilistic distribution on monthly electricity consumption. The simulated-based ANN model is then developed. Therefore, there are four treatments to be considered in analysis of variance (ANOVA), which are actual data, time series, ANN and simulated-based ANN. Furthermore, ANOVA is used to test the null hypothesis of the above four alternatives being statistically equal. If the null hypothesis is accepted, then the lowest mean absolute percentage error (MAPE) value is used to select the best model, otherwise the Duncan method (DMRT) of paired comparison is used to select the optimum model which could be time series, ANN or simulated-based ANN. In case of ties the lowest MAPE value is considered as the benchmark. The integrated algorithm has several unique features. First, it is flexible and identifies the best model based on the results of ANOVA and MAPE, whereas previous studies consider the best fitted ANN model based on MAPE or relative error results. Second, the proposed algorithm may identify conventional time series as the best model for future electricity consumption forecasting because of its dynamic structure, whereas previous studies assume that ANN always provide the best solutions and estimation. To show the applicability and superiority of the proposed algorithm, the monthly electricity consumption in Iran from March 1994 to February 2005 (131 months) is used and applied to

Wavelet neural networks with applications in financial engineering, chaos, and classification

CERN Document Server

Alexandridis, Antonios K

2014-01-01

Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet networks in various applications, specifically, providing the mathematical and statistical framework needed for model selection, variable selection, wavelet network construction, initialization, training, forecasting and prediction, confidence intervals, prediction intervals, and model adequacy testing. The text is ideal for

Neural networks-based operational prototype for flash flood forecasting: application to Liane flash floods (France

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Bertin Dominique

2016-01-01

Full Text Available The Liane River is a small costal river, famous for its floods, which can affect the city of Boulogne-sur-Mer. Due to the complexity of land cover and hydrologic processes, a black-box non-linear modelling was chosen using neural networks. The multilayer perceptron model, known for its property of universal approximation is thus chosen. Four models were designed, each one for one forecasting horizon using rainfall forecasts: 24h, 12h, 6h, 3h. The desired output of the model is original: it represents the maximal value of the water level respectively 24h, 12h, 6h, 3h ahead. Working with best forecasts of rain (the observed ones during the event in the past, on the major flood of the database in test set, the model provides excellent forecasts. Nash criteria calculated for the four lead times are 0.98 (3h, 0.97 (6h, 0.91 (12h, 0.89 (24h. Designed models were thus estimated as efficient enough to be implemented in a specific tool devoted to real time operational use. The software tool is described hereafter: designed in Java, it presents a friendly interface allowing applying various scenarios of future rainfalls, and a graphical visualization of the predicted maximum water levels and their associated real time observed values.

Using adaptive network based fuzzy inference system to forecast regional electricity loads

International Nuclear Information System (INIS)

Ying, L.-C.; Pan, M.-C.

2008-01-01

Since accurate regional load forecasting is very important for improvement of the management performance of the electric industry, various regional load forecasting methods have been developed. The purpose of this study is to apply the adaptive network based fuzzy inference system (ANFIS) model to forecast the regional electricity loads in Taiwan and demonstrate the forecasting performance of this model. Based on the mean absolute percentage errors and statistical results, we can see that the ANFIS model has better forecasting performance than the regression model, artificial neural network (ANN) model, support vector machines with genetic algorithms (SVMG) model, recurrent support vector machines with genetic algorithms (RSVMG) model and hybrid ellipsoidal fuzzy systems for time series forecasting (HEFST) model. Thus, the ANFIS model is a promising alternative for forecasting regional electricity loads

Using adaptive network based fuzzy inference system to forecast regional electricity loads

Energy Technology Data Exchange (ETDEWEB)

Ying, Li-Chih [Department of Marketing Management, Central Taiwan University of Science and Technology, 11, Pu-tzu Lane, Peitun, Taichung City 406 (China); Pan, Mei-Chiu [Graduate Institute of Management Sciences, Nanhua University, 32, Chung Keng Li, Dalin, Chiayi 622 (China)

2008-02-15

Since accurate regional load forecasting is very important for improvement of the management performance of the electric industry, various regional load forecasting methods have been developed. The purpose of this study is to apply the adaptive network based fuzzy inference system (ANFIS) model to forecast the regional electricity loads in Taiwan and demonstrate the forecasting performance of this model. Based on the mean absolute percentage errors and statistical results, we can see that the ANFIS model has better forecasting performance than the regression model, artificial neural network (ANN) model, support vector machines with genetic algorithms (SVMG) model, recurrent support vector machines with genetic algorithms (RSVMG) model and hybrid ellipsoidal fuzzy systems for time series forecasting (HEFST) model. Thus, the ANFIS model is a promising alternative for forecasting regional electricity loads. (author)

Short-Term Solar Irradiance Forecasting Model Based on Artificial Neural Network Using Statistical Feature Parameters

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Hongshan Zhao

2012-05-01

Full Text Available Short-term solar irradiance forecasting (STSIF is of great significance for the optimal operation and power predication of grid-connected photovoltaic (PV plants. However, STSIF is very complex to handle due to the random and nonlinear characteristics of solar irradiance under changeable weather conditions. Artificial Neural Network (ANN is suitable for STSIF modeling and many research works on this topic are presented, but the conciseness and robustness of the existing models still need to be improved. After discussing the relation between weather variations and irradiance, the characteristics of the statistical feature parameters of irradiance under different weather conditions are figured out. A novel ANN model using statistical feature parameters (ANN-SFP for STSIF is proposed in this paper. The input vector is reconstructed with several statistical feature parameters of irradiance and ambient temperature. Thus sufficient information can be effectively extracted from relatively few inputs and the model complexity is reduced. The model structure is determined by cross-validation (CV, and the Levenberg-Marquardt algorithm (LMA is used for the network training. Simulations are carried out to validate and compare the proposed model with the conventional ANN model using historical data series (ANN-HDS, and the results indicated that the forecast accuracy is obviously improved under variable weather conditions.

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. ...

Wind power prediction based on genetic neural network

Science.gov (United States)

Zhang, Suhan

2017-04-01

The scale of grid connected wind farms keeps increasing. To ensure the stability of power system operation, make a reasonable scheduling scheme and improve the competitiveness of wind farm in the electricity generation market, it's important to accurately forecast the short-term wind power. To reduce the influence of the nonlinear relationship between the disturbance factor and the wind power, the improved prediction model based on genetic algorithm and neural network method is established. To overcome the shortcomings of long training time of BP neural network and easy to fall into local minimum and improve the accuracy of the neural network, genetic algorithm is adopted to optimize the parameters and topology of neural network. The historical data is used as input to predict short-term wind power. The effectiveness and feasibility of the method is verified by the actual data of a certain wind farm as an example.

Multi-Model Prediction for Demand Forecast in Water Distribution Networks

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Rodrigo Lopez Farias

2018-03-01

Full Text Available This paper presents a multi-model predictor called Qualitative Multi-Model Predictor Plus (QMMP+ for demand forecast in water distribution networks. QMMP+ is based on the decomposition of the quantitative and qualitative information of the time-series. The quantitative component (i.e., the daily consumption prediction is forecasted and the pattern mode estimated using a Nearest Neighbor (NN classifier and a Calendar. The patterns are updated via a simple Moving Average scheme. The NN classifier and the Calendar are executed simultaneously every period and the most suited model for prediction is selected using a probabilistic approach. The proposed solution for water demand forecast is compared against Radial Basis Function Artificial Neural Networks (RBF-ANN, the statistical Autoregressive Integrated Moving Average (ARIMA, and Double Seasonal Holt-Winters (DSHW approaches, providing the best results when applied to real demand of the Barcelona Water Distribution Network. QMMP+ has demonstrated that the special modelling treatment of water consumption patterns improves the forecasting accuracy.

A novel stock forecasting model based on High-order-fuzzy-fluctuation Trends and Back Propagation Neural Network.

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Hongjun Guan

Full Text Available In this paper, we propose a hybrid method to forecast the stock prices called High-order-fuzzy-fluctuation-Trends-based Back Propagation(HTBPNeural Network model. First, we compare each value of the historical training data with the previous day's value to obtain a fluctuation trend time series (FTTS. On this basis, the FTTS blur into fuzzy time series (FFTS based on the fluctuation of the increasing, equality, decreasing amplitude and direction. Since the relationship between FFTS and future wave trends is nonlinear, the HTBP neural network algorithm is used to find the mapping rules in the form of self-learning. Finally, the results of the algorithm output are used to predict future fluctuations. The proposed model provides some innovative features:(1It combines fuzzy set theory and neural network algorithm to avoid overfitting problems existed in traditional models. (2BP neural network algorithm can intelligently explore the internal rules of the actual existence of sequential data, without the need to analyze the influence factors of specific rules and the path of action. (3The hybrid modal can reasonably remove noises from the internal rules by proper fuzzy treatment. This paper takes the TAIEX data set of Taiwan stock exchange as an example, and compares and analyzes the prediction performance of the model. The experimental results show that this method can predict the stock market in a very simple way. At the same time, we use this method to predict the Shanghai stock exchange composite index, and further verify the effectiveness and universality of the method.

Modeling of methane emissions using artificial neural network approach

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Stamenković Lidija J.

2015-01-01

Full Text Available The aim of this study was to develop a model for forecasting CH4 emissions at the national level, using Artificial Neural Networks (ANN with broadly available sustainability, economical and industrial indicators as their inputs. ANN modeling was performed using two different types of architecture; a Backpropagation Neural Network (BPNN and a General Regression Neural Network (GRNN. A conventional multiple linear regression (MLR model was also developed in order to compare model performance and assess which model provides the best results. ANN and MLR models were developed and tested using the same annual data for 20 European countries. The ANN model demonstrated very good performance, significantly better than the MLR model. It was shown that a forecast of CH4 emissions at the national level using the ANN model can be made successfully and accurately for a future period of up to two years, thereby opening the possibility to apply such a modeling technique which can be used to support the implementation of sustainable development strategies and environmental management policies. [Projekat Ministarstva nauke Republike Srbije, br. 172007

Ground Level Ozone Peak Forecast using Neural Networks and Kalman Filter

Czech Academy of Sciences Publication Activity Database

Pelikán, Emil; Eben, Kryštof; Vondráček, Jiří; Krejčíř, Pavel; Keder, J.

2000-01-01

Roč. 3, č. 2 (2000), s. 3-8 ISSN 1335-339X Grant - others:APPETISE(XE) IST-99-11764; MŽP ČR(CZ) ZZ520/2/97; MŠMT ČR(CZ) VS96008 Institutional research plan: AV0Z1030915 Keywords : ozone forecast * neural classifications * Kalman filter * genetic algorithms * Kohonen maps * Czech Republic Subject RIV: BB - Applied Statistics, Operational Research

Nonlinear Time Series Prediction Using Chaotic Neural Networks

Science.gov (United States)

Li, Ke-Ping; Chen, Tian-Lun

2001-06-01

A nonlinear feedback term is introduced into the evaluation equation of weights of the backpropagation algorithm for neural network, the network becomes a chaotic one. For the purpose of that we can investigate how the different feedback terms affect the process of learning and forecasting, we use the model to forecast the nonlinear time series which is produced by Makey-Glass equation. By selecting the suitable feedback term, the system can escape from the local minima and converge to the global minimum or its approximate solutions, and the forecasting results are better than those of backpropagation algorithm. The project supported by National Basic Research Project "Nonlinear Science" and National Natural Science Foundation of China under Grant No. 60074020

Short-Term and Long-Term Forecasting for the 3D Point Position Changing by Using Artificial Neural Networks

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Eleni-Georgia Alevizakou

2018-03-01

Full Text Available Forecasting is one of the most growing areas in most sciences attracting the attention of many researchers for more extensive study. Therefore, the goal of this study is to develop an integrated forecasting methodology based on an Artificial Neural Network (ANN, which is a modern and attractive intelligent technique. The final result is to provide short-term and long-term forecasts for point position changing, i.e., the displacement or deformation of the surface they belong to. The motivation was the combination of two thoughts, the insertion of the forecasting concept in Geodesy as in the most scientific disciplines (e.g., Economics, Medicine and the desire to know the future position of any point on a construction or on the earth’s crustal. This methodology was designed to be accurate, stable and general for different kind of geodetic data. The basic procedure consists of the definition of the forecasting problem, the preliminary data analysis (data pre-processing, the definition of the most suitable ANN, its evaluation using the proper criteria and finally the production of forecasts. The methodology gives particular emphasis on the stages of the pre-processing and the evaluation. Additionally, the importance of the prediction intervals (PI is emphasized. A case study, which includes geodetic data from the year 2003 to the year 2016—namely X, Y, Z coordinates—is implemented. The data were acquired by 1000 permanent Global Navigation Satellite System (GNSS stations. During this case study, 2016 ANNs—with different hyper-parameters—are trained and tested for short-term forecasting and 2016 for long-term forecasting, for each of the GNSS stations. In addition, other conventional statistical forecasting methods are used for the same purpose using the same data set. Finally the most appropriate Non-linear Autoregressive Recurrent network (NAR or Non-linear Autoregressive with eXogenous inputs (NARX for the forecasting of 3D point

Prediction of welding shrinkage deformation of bridge steel box girder based on wavelet neural network

Science.gov (United States)

Tao, Yulong; Miao, Yunshui; Han, Jiaqi; Yan, Feiyun

2018-05-01

Aiming at the low accuracy of traditional forecasting methods such as linear regression method, this paper presents a prediction method for predicting the relationship between bridge steel box girder and its displacement with wavelet neural network. Compared with traditional forecasting methods, this scheme has better local characteristics and learning ability, which greatly improves the prediction ability of deformation. Through analysis of the instance and found that after compared with the traditional prediction method based on wavelet neural network, the rigid beam deformation prediction accuracy is higher, and is superior to the BP neural network prediction results, conform to the actual demand of engineering design.

Identification of the actual state and entity availability forecasting in power engineering using neural-network technologies

Science.gov (United States)

Protalinsky, O. M.; Shcherbatov, I. A.; Stepanov, P. V.

2017-11-01

A growing number of severe accidents in RF call for the need to develop a system that could prevent emergency situations. In a number of cases accident rate is stipulated by careless inspections and neglects in developing repair programs. Across the country rates of accidents are growing because of a so-called “human factor”. In this regard, there has become urgent the problem of identification of the actual state of technological facilities in power engineering using data on engineering processes running and applying artificial intelligence methods. The present work comprises four model states of manufacturing equipment of engineering companies: defect, failure, preliminary situation, accident. Defect evaluation is carried out using both data from SCADA and ASEPCR and qualitative information (verbal assessments of experts in subject matter, photo- and video materials of surveys processed using pattern recognition methods in order to satisfy the requirements). Early identification of defects makes possible to predict the failure of manufacturing equipment using mathematical techniques of artificial neural network. In its turn, this helps to calculate predicted characteristics of reliability of engineering facilities using methods of reliability theory. Calculation of the given parameters provides the real-time estimation of remaining service life of manufacturing equipment for the whole operation period. The neural networks model allows evaluating possibility of failure of a piece of equipment consistent with types of actual defects and their previous reasons. The article presents the grounds for a choice of training and testing samples for the developed neural network, evaluates the adequacy of the neural networks model, and shows how the model can be used to forecast equipment failure. There have been carried out simulating experiments using a computer and retrospective samples of actual values for power engineering companies. The efficiency of the developed

A Deep Learning Algorithm of Neural Network for the Parameterization of Typhoon-Ocean Feedback in Typhoon Forecast Models

Science.gov (United States)

Jiang, Guo-Qing; Xu, Jing; Wei, Jun

2018-04-01

Two algorithms based on machine learning neural networks are proposed—the shallow learning (S-L) and deep learning (D-L) algorithms—that can potentially be used in atmosphere-only typhoon forecast models to provide flow-dependent typhoon-induced sea surface temperature cooling (SSTC) for improving typhoon predictions. The major challenge of existing SSTC algorithms in forecast models is how to accurately predict SSTC induced by an upcoming typhoon, which requires information not only from historical data but more importantly also from the target typhoon itself. The S-L algorithm composes of a single layer of neurons with mixed atmospheric and oceanic factors. Such a structure is found to be unable to represent correctly the physical typhoon-ocean interaction. It tends to produce an unstable SSTC distribution, for which any perturbations may lead to changes in both SSTC pattern and strength. The D-L algorithm extends the neural network to a 4 × 5 neuron matrix with atmospheric and oceanic factors being separated in different layers of neurons, so that the machine learning can determine the roles of atmospheric and oceanic factors in shaping the SSTC. Therefore, it produces a stable crescent-shaped SSTC distribution, with its large-scale pattern determined mainly by atmospheric factors (e.g., winds) and small-scale features by oceanic factors (e.g., eddies). Sensitivity experiments reveal that the D-L algorithms improve maximum wind intensity errors by 60-70% for four case study simulations, compared to their atmosphere-only model runs.

Load forecasting using different architectures of neural networks with the assistance of the MATLAB toolboxes; Previsao de cargas eletricas utilizando diferentes arquiteturas de redes neurais artificiais com o auxilio das toolboxes do MATLAB

Energy Technology Data Exchange (ETDEWEB)

Nose Filho, Kenji; Araujo, Klayton A.M.; Maeda, Jorge L.Y.; Lotufo, Anna Diva P. [Universidade Estadual Paulista Julio de Mesquita Filho (UNESP), Ilha Solteira, SP (Brazil)], Emails: kenjinose@yahoo.com.br, klayton_ama@hotmail.com, jorge-maeda@hotmail.com, annadiva@dee.feis.unesp.br

2009-07-01

This paper presents a development and implementation of a program to electrical load forecasting with data from a Brazilian electrical company, using four different architectures of neural networks of the MATLAB toolboxes: multilayer backpropagation gradient descendent with momentum, multilayer backpropagation Levenberg-Marquardt, adaptive network based fuzzy inference system and general regression neural network. The program presented a satisfactory performance, guaranteeing very good results. (author)

Type-2 fuzzy neural networks and their applications

CERN Document Server

Aliev, Rafik Aziz

2014-01-01

This book deals with the theory, design principles, and application of hybrid intelligent systems using type-2 fuzzy sets in combination with other paradigms of Soft Computing technology such as Neuro-Computing and Evolutionary Computing. It provides a self-contained exposition of the foundation of type-2 fuzzy neural networks and presents a vast compendium of its applications to control, forecasting, decision making, system identification and other real problems. Type-2 Fuzzy Neural Networks and Their Applications is helpful for teachers and students of universities and colleges, for scientis

An enhanced radial basis function network for short-term electricity price forecasting

International Nuclear Information System (INIS)

Lin, Whei-Min; Gow, Hong-Jey; Tsai, Ming-Tang

2010-01-01

This paper proposed a price forecasting system for electric market participants to reduce the risk of price volatility. Combining the Radial Basis Function Network (RBFN) and Orthogonal Experimental Design (OED), an Enhanced Radial Basis Function Network (ERBFN) has been proposed for the solving process. The Locational Marginal Price (LMP), system load, transmission flow and temperature of the PJM system were collected and the data clusters were embedded in the Excel Database according to the year, season, workday and weekend. With the OED applied to learning rates in the ERBFN, the forecasting error can be reduced during the training process to improve both accuracy and reliability. This would mean that even the ''spikes'' could be tracked closely. The Back-propagation Neural Network (BPN), Probability Neural Network (PNN), other algorithms, and the proposed ERBFN were all developed and compared to check the performance. Simulation results demonstrated the effectiveness of the proposed ERBFN to provide quality information in a price volatile environment. (author)

A methodology of design for a one-variable neural network model to forecast the minimum temperature on the Mosquera zone, Cundimarca, Colombia

International Nuclear Information System (INIS)

Bonilla, Jose Ebert; Ramirez, Jairo; Ramirez, Oscar; Leon, Gloria and others

2006-01-01

The meteorological phenomena are factors that affect the economy, especially on a country like Colombia, which sustainability is based highly on agricultural products like corns, potato and flowers, plants of a paramour landscape like Bogota savannah. Among this phenomenon is the extreme minimum temperature (frost damage) it is a result of the non-lineal interactions of many atmospheric phenomena, for all that, frost damage forecast is very hard to accomplish with traditional methods. The approach of the project is to process this time series with an artificial neural network; it generals a now casting forecast on the zone of Mosquera

MODELLING OF CONCENTRATION LIMITS BASED ON NEURAL NETWORKS.

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A. L. Osipov

2017-02-01

Full Text Available We study the forecasting model with the concentration limits is-the use of neural network technology. The software for the implementation of these models. It is shown that the efficiency of the system in the experimental material.

Hot metal temperature prediction by neural networks in the blast furnace

International Nuclear Information System (INIS)

Cantera, C.; Jimenez, J.; Varela, I.; Formoso, A.

2002-01-01

Based on a simplified model, the underlying temperature criteria is proposed as a method to study the temperature trends in a blast furnace. As an application, a neural network able to forecast hot metal temperatures from 2 to 16 h in advance (with decreasing precision) has been built. This neural network has been designed to work at real time in a production plant. (Author)

Raingauge-Based Rainfall Nowcasting with Artificial Neural Network

Science.gov (United States)

Liong, Shie-Yui; He, Shan

2010-05-01

Rainfall forecasting and nowcasting are of great importance, for instance, in real-time flood early warning systems. Long term rainfall forecasting demands global climate, land, and sea data, thus, large computing power and storage capacity are required. Rainfall nowcasting's computing requirement, on the other hand, is much less. Rainfall nowcasting may use data captured by radar and/or weather stations. This paper presents the application of Artificial Neural Network (ANN) on rainfall nowcasting using data observed at weather and/or rainfall stations. The study focuses on the North-East monsoon period (December, January and February) in Singapore. Rainfall and weather data from ten stations, between 2000 and 2006, were selected and divided into three groups for training, over-fitting test and validation of the ANN. Several neural network architectures were tried in the study. Two architectures, Backpropagation ANN and Group Method of Data Handling ANN, yielded better rainfall nowcasting, up to two hours, than the other architectures. The obtained rainfall nowcasts were then used by a catchment model to forecast catchment runoff. The results of runoff forecast are encouraging and promising.With ANN's high computational speed, the proposed approach may be deliverable for creating the real-time flood early warning system.

A novel application of artificial neural network for wind speed estimation

Science.gov (United States)

Fang, Da; Wang, Jianzhou

2017-05-01

Providing accurate multi-steps wind speed estimation models has increasing significance, because of the important technical and economic impacts of wind speed on power grid security and environment benefits. In this study, the combined strategies for wind speed forecasting are proposed based on an intelligent data processing system using artificial neural network (ANN). Generalized regression neural network and Elman neural network are employed to form two hybrid models. The approach employs one of ANN to model the samples achieving data denoising and assimilation and apply the other to predict wind speed using the pre-processed samples. The proposed method is demonstrated in terms of the predicting improvements of the hybrid models compared with single ANN and the typical forecasting method. To give sufficient cases for the study, four observation sites with monthly average wind speed of four given years in Western China were used to test the models. Multiple evaluation methods demonstrated that the proposed method provides a promising alternative technique in monthly average wind speed estimation.

Ocean wave prediction using numerical and neural network models

Digital Repository Service at National Institute of Oceanography (India)

Mandal, S.; Prabaharan, N.

This paper presents an overview of the development of the numerical wave prediction models and recently used neural networks for ocean wave hindcasting and forecasting. The numerical wave models express the physical concepts of the phenomena...

Forecasting of UV-Vis absorbance time series using artificial neural networks combined with principal component analysis.

Science.gov (United States)

Plazas-Nossa, Leonardo; Hofer, Thomas; Gruber, Günter; Torres, Andres

2017-02-01

This work proposes a methodology for the forecasting of online water quality data provided by UV-Vis spectrometry. Therefore, a combination of principal component analysis (PCA) to reduce the dimensionality of a data set and artificial neural networks (ANNs) for forecasting purposes was used. The results obtained were compared with those obtained by using discrete Fourier transform (DFT). The proposed methodology was applied to four absorbance time series data sets composed by a total number of 5705 UV-Vis spectra. Absolute percentage errors obtained by applying the proposed PCA/ANN methodology vary between 10% and 13% for all four study sites. In general terms, the results obtained were hardly generalizable, as they appeared to be highly dependent on specific dynamics of the water system; however, some trends can be outlined. PCA/ANN methodology gives better results than PCA/DFT forecasting procedure by using a specific spectra range for the following conditions: (i) for Salitre wastewater treatment plant (WWTP) (first hour) and Graz West R05 (first 18 min), from the last part of UV range to all visible range; (ii) for Gibraltar pumping station (first 6 min) for all UV-Vis absorbance spectra; and (iii) for San Fernando WWTP (first 24 min) for all of UV range to middle part of visible range.

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

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Jie Wang

2016-01-01

(ERNN, the empirical results show that the proposed neural network displays the best performance among these neural networks in financial time series forecasting. Further, the empirical research is performed in testing the predictive effects of SSE, TWSE, KOSPI, and Nikkei225 with the established model, and the corresponding statistical comparisons of the above market indices are also exhibited. The experimental results show that this approach gives good performance in predicting the values from the stock market indices.

NEW TECHNIQUES APPLIED IN ECONOMICS. ARTIFICIAL NEURAL NETWORK

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Constantin Ilie

2009-05-01

Full Text Available The present paper has the objective to inform the public regarding the use of new techniques for the modeling, simulate and forecast of system from different field of activity. One of those techniques is Artificial Neural Network, one of the artificial in

PERAMALAN KONSUMSI LISTRIK JANGKA PENDEK DENGAN ARIMA MUSIMAN GANDA DAN ELMAN-RECURRENT NEURAL NETWORK

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Suhartono Suhartono

2009-07-01

Full Text Available Neural network (NN is one of many method used to predict the electricity consumption per hour in many countries. NN method which is used in many previous studies is Feed-Forward Neural Network (FFNN or Autoregressive Neural Network(AR-NN. AR-NN model is not able to capture and explain the effect of moving average (MA order on a time series of data. This research was conducted with the purpose of reviewing the application of other types of NN, that is Elman-Recurrent Neural Network (Elman-RNN which could explain MA order effect and compare the result of prediction accuracy with multiple seasonal ARIMA (Autoregressive Integrated Moving Average models. As a case study, we used data electricity consumption per hour in Mengare Gresik. Result of analysis showed that the best of double seasonal Arima models suited to short-term forecasting in the case study data is ARIMA([1,2,3,4,6,7,9,10,14,21,33],1,8(0,1,124 (1,1,0168. This model produces a white noise residuals, but it does not have a normal distribution due to suspected outlier. Outlier detection in iterative produce 14 innovation outliers. There are 4 inputs of Elman-RNN network that were examined and tested for forecasting the data, the input according to lag Arima, input such as lag Arima plus 14 dummy outlier, inputs are the lag-multiples of 24 up to lag 480, and the inputs are lag 1 and lag multiples of 24+1. All of four network uses one hidden layer with tangent sigmoid activation function and one output with a linear function. The result of comparative forecast accuracy through value of MAPE out-sample showed that the fourth networks, namely Elman-RNN (22, 3, 1, is the best model for forecasting electricity consumption per hour in short term in Mengare Gresik.

Application of artificial neural networks in the analysis of multi-particle data

International Nuclear Information System (INIS)

Kunze, M.

1995-01-01

During the past years artificial neural networks (ANN) have gained increasing interest not only in the regime of financial forecast and data mining, but also in the field of particle physics. Up to now artificial neural networks have mostly been applied in high energy physics trigger studies. The use of ANNs in medium energy physics data analysis is summarized. (author). 21 refs., 9 figs

Precipitation Nowcast using Deep Recurrent Neural Network

Science.gov (United States)

Akbari Asanjan, A.; Yang, T.; Gao, X.; Hsu, K. L.; Sorooshian, S.

2016-12-01

An accurate precipitation nowcast (0-6 hours) with a fine temporal and spatial resolution has always been an important prerequisite for flood warning, streamflow prediction and risk management. Most of the popular approaches used for forecasting precipitation can be categorized into two groups. One type of precipitation forecast relies on numerical modeling of the physical dynamics of atmosphere and another is based on empirical and statistical regression models derived by local hydrologists or meteorologists. Given the recent advances in artificial intelligence, in this study a powerful Deep Recurrent Neural Network, termed as Long Short-Term Memory (LSTM) model, is creatively used to extract the patterns and forecast the spatial and temporal variability of Cloud Top Brightness Temperature (CTBT) observed from GOES satellite. Then, a 0-6 hours precipitation nowcast is produced using a Precipitation Estimation from Remote Sensing Information using Artificial Neural Network (PERSIANN) algorithm, in which the CTBT nowcast is used as the PERSIANN algorithm's raw inputs. Two case studies over the continental U.S. have been conducted that demonstrate the improvement of proposed approach as compared to a classical Feed Forward Neural Network and a couple simple regression models. The advantages and disadvantages of the proposed method are summarized with regard to its capability of pattern recognition through time, handling of vanishing gradient during model learning, and working with sparse data. The studies show that the LSTM model performs better than other methods, and it is able to learn the temporal evolution of the precipitation events through over 1000 time lags. The uniqueness of PERSIANN's algorithm enables an alternative precipitation nowcast approach as demonstrated in this study, in which the CTBT prediction is produced and used as the inputs for generating precipitation nowcast.

Energy management of a university campus utilizing short-term load forecasting with an artificial neural network

Science.gov (United States)

Palchak, David

Electrical load forecasting is a tool that has been utilized by distribution designers and operators as a means for resource planning and generation dispatch. The techniques employed in these predictions are proving useful in the growing market of consumer, or end-user, participation in electrical energy consumption. These predictions are based on exogenous variables, such as weather, and time variables, such as day of week and time of day as well as prior energy consumption patterns. The participation of the end-user is a cornerstone of the Smart Grid initiative presented in the Energy Independence and Security Act of 2007, and is being made possible by the emergence of enabling technologies such as advanced metering infrastructure. The optimal application of the data provided by an advanced metering infrastructure is the primary motivation for the work done in this thesis. The methodology for using this data in an energy management scheme that utilizes a short-term load forecast is presented. The objective of this research is to quantify opportunities for a range of energy management and operation cost savings of a university campus through the use of a forecasted daily electrical load profile. The proposed algorithm for short-term load forecasting is optimized for Colorado State University's main campus, and utilizes an artificial neural network that accepts weather and time variables as inputs. The performance of the predicted daily electrical load is evaluated using a number of error measurements that seek to quantify the best application of the forecast. The energy management presented utilizes historical electrical load data from the local service provider to optimize the time of day that electrical loads are being managed. Finally, the utilization of forecasts in the presented energy management scenario is evaluated based on cost and energy savings.

Robustly Fitting and Forecasting Dynamical Data With Electromagnetically Coupled Artificial Neural Network: A Data Compression Method.

Science.gov (United States)

Wang, Ziyin; Liu, Mandan; Cheng, Yicheng; Wang, Rubin

2017-06-01

In this paper, a dynamical recurrent artificial neural network (ANN) is proposed and studied. Inspired from a recent research in neuroscience, we introduced nonsynaptic coupling to form a dynamical component of the network. We mathematically proved that, with adequate neurons provided, this dynamical ANN model is capable of approximating any continuous dynamic system with an arbitrarily small error in a limited time interval. Its extreme concise Jacobian matrix makes the local stability easy to control. We designed this ANN for fitting and forecasting dynamic data and obtained satisfied results in simulation. The fitting performance is also compared with those of both the classic dynamic ANN and the state-of-the-art models. Sufficient trials and the statistical results indicated that our model is superior to those have been compared. Moreover, we proposed a robust approximation problem, which asking the ANN to approximate a cluster of input-output data pairs in large ranges and to forecast the output of the system under previously unseen input. Our model and learning scheme proposed in this paper have successfully solved this problem, and through this, the approximation becomes much more robust and adaptive to noise, perturbation, and low-order harmonic wave. This approach is actually an efficient method for compressing massive external data of a dynamic system into the weight of the ANN.

FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting.

Science.gov (United States)

Alomar, Miquel L; Canals, Vincent; Perez-Mora, Nicolas; Martínez-Moll, Víctor; Rosselló, Josep L

2016-01-01

Hardware implementation of artificial neural networks (ANNs) allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC) has arisen as a strategic technique to design recurrent neural networks (RNNs) with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting.

Uncertainty analysis of neural network based flood forecasting models: An ensemble based approach for constructing prediction interval

Science.gov (United States)

Kasiviswanathan, K.; Sudheer, K.

2013-05-01

Artificial neural network (ANN) based hydrologic models have gained lot of attention among water resources engineers and scientists, owing to their potential for accurate prediction of flood flows as compared to conceptual or physics based hydrologic models. The ANN approximates the non-linear functional relationship between the complex hydrologic variables in arriving at the river flow forecast values. Despite a large number of applications, there is still some criticism that ANN's point prediction lacks in reliability since the uncertainty of predictions are not quantified, and it limits its use in practical applications. A major concern in application of traditional uncertainty analysis techniques on neural network framework is its parallel computing architecture with large degrees of freedom, which makes the uncertainty assessment a challenging task. Very limited studies have considered assessment of predictive uncertainty of ANN based hydrologic models. In this study, a novel method is proposed that help construct the prediction interval of ANN flood forecasting model during calibration itself. The method is designed to have two stages of optimization during calibration: at stage 1, the ANN model is trained with genetic algorithm (GA) to obtain optimal set of weights and biases vector, and during stage 2, the optimal variability of ANN parameters (obtained in stage 1) is identified so as to create an ensemble of predictions. During the 2nd stage, the optimization is performed with multiple objectives, (i) minimum residual variance for the ensemble mean, (ii) maximum measured data points to fall within the estimated prediction interval and (iii) minimum width of prediction interval. The method is illustrated using a real world case study of an Indian basin. The method was able to produce an ensemble that has an average prediction interval width of 23.03 m3/s, with 97.17% of the total validation data points (measured) lying within the interval. The derived

A new wind power prediction method based on chaotic theory and Bernstein Neural Network

International Nuclear Information System (INIS)

Wang, Cong; Zhang, Hongli; Fan, Wenhui; Fan, Xiaochao

2016-01-01

The accuracy of wind power prediction is important for assessing the security and economy of the system operation when wind power connects to the grids. However, multiple factors cause a long delay and large errors in wind power prediction. Hence, efficient wind power forecasting approaches are still required for practical applications. In this paper, a new wind power forecasting method based on Chaos Theory and Bernstein Neural Network (BNN) is proposed. Firstly, the largest Lyapunov exponent as a judgment for wind power system's chaotic behavior is made. Secondly, Phase Space Reconstruction (PSR) is used to reconstruct the wind power series' phase space. Thirdly, the prediction model is constructed using the Bernstein polynomial and neural network. Finally, the weights and thresholds of the model are optimized by Primal Dual State Transition Algorithm (PDSTA). The practical hourly data of wind power generation in Xinjiang is used to test this forecaster. The proposed forecaster is compared with several current prominent research findings. Analytical results indicate that the forecasting error of PDSTA + BNN is 3.893% for 24 look-ahead hours, and has lower errors obtained compared with the other forecast methods discussed in this paper. The results of all cases studying confirm the validity of the new forecast method. - Highlights: • Lyapunov exponent is used to verify chaotic behavior of wind power series. • Phase Space Reconstruction is used to reconstruct chaotic wind power series. • A new Bernstein Neural Network to predict wind power series is proposed. • Primal dual state transition algorithm is chosen as the training strategy of BNN.

Short-term streamflow forecasting with global climate change implications A comparative study between genetic programming and neural network models

Science.gov (United States)

Makkeasorn, A.; Chang, N. B.; Zhou, X.

2008-05-01

SummarySustainable water resources management is a critically important priority across the globe. While water scarcity limits the uses of water in many ways, floods may also result in property damages and the loss of life. To more efficiently use the limited amount of water under the changing world or to resourcefully provide adequate time for flood warning, the issues have led us to seek advanced techniques for improving streamflow forecasting on a short-term basis. This study emphasizes the inclusion of sea surface temperature (SST) in addition to the spatio-temporal rainfall distribution via the Next Generation Radar (NEXRAD), meteorological data via local weather stations, and historical stream data via USGS gage stations to collectively forecast discharges in a semi-arid watershed in south Texas. Two types of artificial intelligence models, including genetic programming (GP) and neural network (NN) models, were employed comparatively. Four numerical evaluators were used to evaluate the validity of a suite of forecasting models. Research findings indicate that GP-derived streamflow forecasting models were generally favored in the assessment in which both SST and meteorological data significantly improve the accuracy of forecasting. Among several scenarios, NEXRAD rainfall data were proven its most effectiveness for a 3-day forecast, and SST Gulf-to-Atlantic index shows larger impacts than the SST Gulf-to-Pacific index on the streamflow forecasts. The most forward looking GP-derived models can even perform a 30-day streamflow forecast ahead of time with an r-square of 0.84 and RMS error 5.4 in our study.

Australia's long-term electricity demand forecasting using deep neural networks

OpenAIRE

Hamedmoghadam, Homayoun; Joorabloo, Nima; Jalili, Mahdi

2018-01-01

Accurate prediction of long-term electricity demand has a significant role in demand side management and electricity network planning and operation. Demand over-estimation results in over-investment in network assets, driving up the electricity prices, while demand under-estimation may lead to under-investment resulting in unreliable and insecure electricity. In this manuscript, we apply deep neural networks to predict Australia's long-term electricity demand. A stacked autoencoder is used in...

Exchange rate prediction with multilayer perceptron neural network using gold price as external factor

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Mohammad Fathian

2012-04-01

Full Text Available In this paper, the problem of predicting the exchange rate time series in the foreign exchange rate market is going to be solved using a time-delayed multilayer perceptron neural network with gold price as external factor. The input for the learning phase of the artificial neural network are the exchange rate data of the last five days plus the gold price in two different currencies of the exchange rate as the external factor for helping the artificial neural network improving its forecast accuracy. The five-day delay has been chosen because of the weekly cyclic behavior of the exchange rate time series with the consideration of two holidays in a week. The result of forecasts are then compared with using the multilayer peceptron neural network without gold price external factor by two most important evaluation techniques in the literature of exchange rate prediction. For the experimental analysis phase, the data of three important exchange rates of EUR/USD, GBP/USD, and USD/JPY are used.

An Exploratory Application of Neural Networks to the Sortie Generation Forecasting Problem

Science.gov (United States)

1991-09-01

research of Dr. David A. Diener, Major, USAF. As the initial research increment to be improved upon by future researchers, this study (1) provides a... David A. Diener, Major, USAF, who virtually transformed my dream of exploring neural network techniques into concrete reality. His talents in...New York: John Wiley & Sons, 1978. Barron R. L., Gilstrap, L. 0., and Shrier , S. "Polynomial al and Neural Networks: Analogies and Engineering

Statistical Modeling and Prediction for Tourism Economy Using Dendritic Neural Network.

Science.gov (United States)

Yu, Ying; Wang, Yirui; Gao, Shangce; Tang, Zheng

2017-01-01

With the impact of global internationalization, tourism economy has also been a rapid development. The increasing interest aroused by more advanced forecasting methods leads us to innovate forecasting methods. In this paper, the seasonal trend autoregressive integrated moving averages with dendritic neural network model (SA-D model) is proposed to perform the tourism demand forecasting. First, we use the seasonal trend autoregressive integrated moving averages model (SARIMA model) to exclude the long-term linear trend and then train the residual data by the dendritic neural network model and make a short-term prediction. As the result showed in this paper, the SA-D model can achieve considerably better predictive performances. In order to demonstrate the effectiveness of the SA-D model, we also use the data that other authors used in the other models and compare the results. It also proved that the SA-D model achieved good predictive performances in terms of the normalized mean square error, absolute percentage of error, and correlation coefficient.

A hybrid method based on a new clustering technique and multilayer perceptron neural networks for hourly solar radiation forecasting

International Nuclear Information System (INIS)

Azimi, R.; Ghayekhloo, M.; Ghofrani, M.

2016-01-01

Highlights: • A novel clustering approach is proposed based on the data transformation approach. • A novel cluster selection method based on correlation analysis is presented. • The proposed hybrid clustering approach leads to deep learning for MLPNN. • A hybrid forecasting method is developed to predict solar radiations. • The evaluation results show superior performance of the proposed forecasting model. - Abstract: Accurate forecasting of renewable energy sources plays a key role in their integration into the grid. This paper proposes a hybrid solar irradiance forecasting framework using a Transformation based K-means algorithm, named TB K-means, to increase the forecast accuracy. The proposed clustering method is a combination of a new initialization technique, K-means algorithm and a new gradual data transformation approach. Unlike the other K-means based clustering methods which are not capable of providing a fixed and definitive answer due to the selection of different cluster centroids for each run, the proposed clustering provides constant results for different runs of the algorithm. The proposed clustering is combined with a time-series analysis, a novel cluster selection algorithm and a multilayer perceptron neural network (MLPNN) to develop the hybrid solar radiation forecasting method for different time horizons (1 h ahead, 2 h ahead, …, 48 h ahead). The performance of the proposed TB K-means clustering is evaluated using several different datasets and compared with different variants of K-means algorithm. Solar datasets with different solar radiation characteristics are also used to determine the accuracy and processing speed of the developed forecasting method with the proposed TB K-means and other clustering techniques. The results of direct comparison with other well-established forecasting models demonstrate the superior performance of the proposed hybrid forecasting method. Furthermore, a comparative analysis with the benchmark solar

Application of clustering analysis in the prediction of photovoltaic power generation based on neural network

Science.gov (United States)

Cheng, K.; Guo, L. M.; Wang, Y. K.; Zafar, M. T.

2017-11-01

In order to select effective samples in the large number of data of PV power generation years and improve the accuracy of PV power generation forecasting model, this paper studies the application of clustering analysis in this field and establishes forecasting model based on neural network. Based on three different types of weather on sunny, cloudy and rainy days, this research screens samples of historical data by the clustering analysis method. After screening, it establishes BP neural network prediction models using screened data as training data. Then, compare the six types of photovoltaic power generation prediction models before and after the data screening. Results show that the prediction model combining with clustering analysis and BP neural networks is an effective method to improve the precision of photovoltaic power generation.

Forecasting Rubber Production Using Intelligent Time Series Analysis to Support Decision Makers

OpenAIRE

Subsorn, Panida; Xiao, Jitian; Clayden, Judy

2010-01-01

This chapter has investigated the best-fitting forecasting model for national rubber production forecasting for 2007 and 2008. The methods used in this study were based on non-neural network training and neural network training techniques to compare with the actual rubber production data for the best-fitting forecasting model. Hence, neural network training was presented to obtain more accurate forecasts for 2007 and 2008. To our knowledge, this is the preliminary study that brings a new pers...

Forecasting carbon dioxide emissions based on a hybrid of mixed data sampling regression model and back propagation neural network in the USA.

Science.gov (United States)

Zhao, Xin; Han, Meng; Ding, Lili; Calin, Adrian Cantemir

2018-01-01

The accurate forecast of carbon dioxide emissions is critical for policy makers to take proper measures to establish a low carbon society. This paper discusses a hybrid of the mixed data sampling (MIDAS) regression model and BP (back propagation) neural network (MIDAS-BP model) to forecast carbon dioxide emissions. Such analysis uses mixed frequency data to study the effects of quarterly economic growth on annual carbon dioxide emissions. The forecasting ability of MIDAS-BP is remarkably better than MIDAS, ordinary least square (OLS), polynomial distributed lags (PDL), autoregressive distributed lags (ADL), and auto-regressive moving average (ARMA) models. The MIDAS-BP model is suitable for forecasting carbon dioxide emissions for both the short and longer term. This research is expected to influence the methodology for forecasting carbon dioxide emissions by improving the forecast accuracy. Empirical results show that economic growth has both negative and positive effects on carbon dioxide emissions that last 15 quarters. Carbon dioxide emissions are also affected by their own change within 3 years. Therefore, there is a need for policy makers to explore an alternative way to develop the economy, especially applying new energy policies to establish a low carbon society.

ATHENS SEASONAL VARIATION OF GROUND RESISTANCE PREDICTION USING NEURAL NETWORKS

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S. Anbazhagan

2015-10-01

Full Text Available The objective in ground resistance is to attain the most minimal ground safety esteem conceivable that bodes well monetarily and physically. An application of artificial neural networks (ANN to presage and relegation has been growing rapidly due to sundry unique characteristics of ANN models. A decent forecast is able to capture the dubiousness associated with those ground resistance. A portion of the key instabilities are soil composition, moisture content, temperature, ground electrodes and spacing of the electrodes. Propelled by this need, this paper endeavors to develop a generalized regression neural network (GRNN to predict the ground resistance. The GRNN has a single design parameter and expeditious learning and efficacious modeling for nonlinear time series. The precision of the forecast is applied to the Athens seasonal variation of ground resistance that shows the efficacy of the proposed approach.

Data Mining on Romanian Stock Market Using Neural Networks for Price Prediction

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Magdalena Daniela NEMES

2013-01-01

Full Text Available Predicting future prices by using time series forecasting models has become a relevant trading strategy for most stock market players. Intuition and speculation are no longer reliable as many new trading strategies based on artificial intelligence emerge. Data mining represents a good source of information, as it ensures data processing in a convenient manner. Neural networks are considered useful prediction models when designing forecasting strategies. In this paper we present a series of neural networks designed for stock exchange rates forecasting applied on three Romanian stocks traded on the Bucharest Stock Exchange (BSE. A multistep ahead strategy was used in order to predict short-time price fluctuations. Later, the findings of our study can be integrated with an intelligent multi-agent system model which uses data mining and data stream processing techniques for helping users in the decision making process of buying or selling stocks.

FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting

Directory of Open Access Journals (Sweden)

Miquel L. Alomar

2016-01-01

Full Text Available Hardware implementation of artificial neural networks (ANNs allows exploiting the inherent parallelism of these systems. Nevertheless, they require a large amount of resources in terms of area and power dissipation. Recently, Reservoir Computing (RC has arisen as a strategic technique to design recurrent neural networks (RNNs with simple learning capabilities. In this work, we show a new approach to implement RC systems with digital gates. The proposed method is based on the use of probabilistic computing concepts to reduce the hardware required to implement different arithmetic operations. The result is the development of a highly functional system with low hardware resources. The presented methodology is applied to chaotic time-series forecasting.

Deep Bidirectional and Unidirectional LSTM Recurrent Neural Network for Network-wide Traffic Speed Prediction

OpenAIRE

Cui, Zhiyong; Ke, Ruimin; Wang, Yinhai

2018-01-01

Short-term traffic forecasting based on deep learning methods, especially long short-term memory (LSTM) neural networks, has received much attention in recent years. However, the potential of deep learning methods in traffic forecasting has not yet fully been exploited in terms of the depth of the model architecture, the spatial scale of the prediction area, and the predictive power of spatial-temporal data. In this paper, a deep stacked bidirectional and unidirectional LSTM (SBU- LSTM) neura...

Forecasting the Acquisition of University Spin-Outs: An RBF Neural Network Approach

Directory of Open Access Journals (Sweden)

Weiwei Liu

2017-01-01

Full Text Available University spin-outs (USOs, creating businesses from university intellectual property, are a relatively common phenomena. As a knowledge transfer channel, the spin-out business model is attracting extensive attention. In this paper, the impacts of six equities on the acquisition of USOs, including founders, university, banks, business angels, venture capitals, and other equity, are comprehensively analyzed based on theoretical and empirical studies. Firstly, the average distribution of spin-out equity at formation is calculated based on the sample data of 350 UK USOs. According to this distribution, a radial basis function (RBF neural network (NN model is employed to forecast the effects of each equity on the acquisition. To improve the classification accuracy, the novel set-membership method is adopted in the training process of the RBF NN. Furthermore, a simulation test is carried out to measure the effects of six equities on the acquisition of USOs. The simulation results show that the increase of university’s equity has a negative effect on the acquisition of USOs, whereas the increase of remaining five equities has positive effects. Finally, three suggestions are provided to promote the development and growth of USOs.

IMPLEMENTASI NEURAL NETWORK UNTUK MEMPREDIKSI JUMLAH PENDERITA TUBERCULOSIS

Directory of Open Access Journals (Sweden)

ahmad chamsudin

2016-03-01

Full Text Available Tuberkulosis (TBC merupakan salah satu jenis penyakit menular yang memiliki jumlah penderita yang sangat banyak, bahkan Indonesia menduduki urutan ke empat jumlah terbanyak penderita Tuberkulosis di dunia. Tuberkulosis telah banyak menyebabkan kematian pada penderitanya baik dari kalangan anak-anak, dewasa sampai lanjut usia. Dengan fenomena tersebut maka dibutuhkan studi untuk memprediksi jumlah penderita tuberkulosis pada tahun-tahun yang akan datang yang nantinya dapat digunakan sebagai pendukung keputusan medis. Dalam penelitian ini Neural network digunakan untuk memprediksi jumlah penyakit tuberkulosis dengan menggunakan data bulanan dalam jangka waktu duapuluh tahun terakhir. Metode yang digunakan untuk membangun neural network yaitu dengan menggunakan tiga macam algoritme yaitu Back Propagation, Quasi-Newton dan Lavemberg-Marquardt untuk dapat meminimalkan tingkat error, dengan harapan hasil yang dicapai bisa lebih tepat dalam memprediksi jumlah penyakit tuberkulosis. Dalam penelitian ini diperoleh hasil forecasting dengan mengukur tingkat akurasi forecasting dengan membandingkan nilai MAPE dan MSE, dari ketiga algoritme didapatkan  algoritme Lavemberg-Marquardt memiliki nilai MAPE dan MSE terbaik yaitu 9,15 % dan 43419 yang menunjukkan algoritme yang paling optimal dibanding yang lain

Hydrological time series modeling: A comparison between adaptive neuro-fuzzy, neural network and autoregressive techniques

Science.gov (United States)

Lohani, A. K.; Kumar, Rakesh; Singh, R. D.

2012-06-01

SummaryTime series modeling is necessary for the planning and management of reservoirs. More recently, the soft computing techniques have been used in hydrological modeling and forecasting. In this study, the potential of artificial neural networks and neuro-fuzzy system in monthly reservoir inflow forecasting are examined by developing and comparing monthly reservoir inflow prediction models, based on autoregressive (AR), artificial neural networks (ANNs) and adaptive neural-based fuzzy inference system (ANFIS). To take care the effect of monthly periodicity in the flow data, cyclic terms are also included in the ANN and ANFIS models. Working with time series flow data of the Sutlej River at Bhakra Dam, India, several ANN and adaptive neuro-fuzzy models are trained with different input vectors. To evaluate the performance of the selected ANN and adaptive neural fuzzy inference system (ANFIS) models, comparison is made with the autoregressive (AR) models. The ANFIS model trained with the input data vector including previous inflows and cyclic terms of monthly periodicity has shown a significant improvement in the forecast accuracy in comparison with the ANFIS models trained with the input vectors considering only previous inflows. In all cases ANFIS gives more accurate forecast than the AR and ANN models. The proposed ANFIS model coupled with the cyclic terms is shown to provide better representation of the monthly inflow forecasting for planning and operation of reservoir.

Nonlinear Autoregressive Network with the Use of a Moving Average Method for Forecasting Typhoon Tracks

OpenAIRE

Tienfuan Kerh; Shin-Hung Wu

2017-01-01

Forecasting of a typhoon moving path may help to evaluate the potential negative impacts in the neighbourhood areas along the moving path. This study proposed a work of using both static and dynamic neural network models to link a time series of typhoon track parameters including longitude and latitude of the typhoon central location, cyclonic radius, central wind speed, and typhoon moving speed. Based on the historical records of 100 typhoons, the performances of neural network models are ev...

Artificial Neural Networks (ANNs for flood forecasting at Dongola Station in the River Nile, Sudan

Directory of Open Access Journals (Sweden)

Sulafa Hag Elsafi

2014-09-01

Full Text Available Heavy seasonal rains cause the River Nile in Sudan to overflow and flood the surroundings areas. The floods destroy houses, crops, roads, and basic infrastructure, resulting in the displacement of people. This study aimed to forecast the River Nile flow at Dongola Station in Sudan using an Artificial Neural Network (ANN as a modeling tool and validated the accuracy of the model against actual flow. The ANN model was formulated to simulate flows at a certain location in the river reach, based on flow at upstream locations. Different procedures were applied to predict flooding by the ANN. Readings from stations along the Blue Nile, White Nile, Main Nile, and River Atbara between 1965 and 2003 were used to predict the likelihood of flooding at Dongola Station. The analysis indicated that the ANN provides a reliable means of detecting the flood hazard in the River Nile.

Statistical Modeling and Prediction for Tourism Economy Using Dendritic Neural Network

Directory of Open Access Journals (Sweden)

Ying Yu

2017-01-01

Full Text Available With the impact of global internationalization, tourism economy has also been a rapid development. The increasing interest aroused by more advanced forecasting methods leads us to innovate forecasting methods. In this paper, the seasonal trend autoregressive integrated moving averages with dendritic neural network model (SA-D model is proposed to perform the tourism demand forecasting. First, we use the seasonal trend autoregressive integrated moving averages model (SARIMA model to exclude the long-term linear trend and then train the residual data by the dendritic neural network model and make a short-term prediction. As the result showed in this paper, the SA-D model can achieve considerably better predictive performances. In order to demonstrate the effectiveness of the SA-D model, we also use the data that other authors used in the other models and compare the results. It also proved that the SA-D model achieved good predictive performances in terms of the normalized mean square error, absolute percentage of error, and correlation coefficient.

Thermal photovoltaic solar integrated system analysis using neural networks

Energy Technology Data Exchange (ETDEWEB)

Ashhab, S. [Hashemite Univ., Zarqa (Jordan). Dept. of Mechanical Engineering

2007-07-01

The energy demand in Jordan is primarily met by petroleum products. As such, the development of renewable energy systems is quite attractive. In particular, solar energy is a promising renewable energy source in Jordan and has been used for food canning, paper production, air-conditioning and sterilization. Artificial neural networks (ANNs) have received significant attention due to their capabilities in forecasting, modelling of complex nonlinear systems and control. ANNs have been used for forecasting solar energy. This paper presented a study that examined a thermal photovoltaic solar integrated system that was built in Jordan. Historical input-output system data that was collected experimentally was used to train an ANN that predicted the collector, PV module, pump and total efficiencies. The model predicted the efficiencies well and can therefore be utilized to find the operating conditions of the system that will produce the maximum system efficiencies. The paper provided a description of the photovoltaic solar system including equations for PV module efficiency; pump efficiency; and total efficiency. The paper also presented data relevant to the system performance and neural networks. The results of a neural net model were also presented based on the thermal PV solar integrated system data that was collected. It was concluded that the neural net model of the thermal photovoltaic solar integrated system set the background for achieving the best system performance. 10 refs., 6 figs.

Morphological neural networks

Energy Technology Data Exchange (ETDEWEB)

Ritter, G.X.; Sussner, P. [Univ. of Florida, Gainesville, FL (United States)

1996-12-31

The theory of artificial neural networks has been successfully applied to a wide variety of pattern recognition problems. In this theory, the first step in computing the next state of a neuron or in performing the next layer neural network computation involves the linear operation of multiplying neural values by their synaptic strengths and adding the results. Thresholding usually follows the linear operation in order to provide for nonlinearity of the network. In this paper we introduce a novel class of neural networks, called morphological neural networks, in which the operations of multiplication and addition are replaced by addition and maximum (or minimum), respectively. By taking the maximum (or minimum) of sums instead of the sum of products, morphological network computation is nonlinear before thresholding. As a consequence, the properties of morphological neural networks are drastically different than those of traditional neural network models. In this paper we consider some of these differences and provide some particular examples of morphological neural network.

Day-Ahead Natural Gas Demand Forecasting Using Optimized ABC-Based Neural Network with Sliding Window Technique: The Case Study of Regional Basis in Turkey

Directory of Open Access Journals (Sweden)

Mustafa Akpinar

2017-06-01

Full Text Available The increase of energy consumption in the world is reflected in the consumption of natural gas. However, this increment requires additional investment. This effect leads imbalances in terms of demand forecasting, such as applying penalties in the case of error rates occurring beyond the acceptable limits. As the forecasting errors increase, penalties increase exponentially. Therefore, the optimal use of natural gas as a scarce resource is important. There are various demand forecast ranges for natural gas and the most difficult range among these demands is the day-ahead forecasting, since it is hard to implement and makes predictions with low error rates. The objective of this study is stabilizing gas tractions on day-ahead demand forecasting using low-consuming subscriber data for minimizing error using univariate artificial bee colony-based artificial neural networks (ANN-ABC. For this purpose, households and low-consuming commercial users’ four-year consumption data between the years of 2011–2014 are gathered in daily periods. Previous consumption values are used to forecast day-ahead consumption values with sliding window technique and other independent variables are not taken into account. Dataset is divided into two parts. First, three-year daily consumption values are used with a seven day window for training the networks, while the last year is used for the day-ahead demand forecasting. Results show that ANN-ABC is a strong, stable, and effective method with a low error rate of 14.9 mean absolute percentage error (MAPE for training utilizing MAPE with a univariate sliding window technique.

Predicting physical time series using dynamic ridge polynomial neural networks.

Directory of Open Access Journals (Sweden)

Dhiya Al-Jumeily

Full Text Available Forecasting naturally occurring phenomena is a common problem in many domains of science, and this has been addressed and investigated by many scientists. The importance of time series prediction stems from the fact that it has wide range of applications, including control systems, engineering processes, environmental systems and economics. From the knowledge of some aspects of the previous behaviour of the system, the aim of the prediction process is to determine or predict its future behaviour. In this paper, we consider a novel application of a higher order polynomial neural network architecture called Dynamic Ridge Polynomial Neural Network that combines the properties of higher order and recurrent neural networks for the prediction of physical time series. In this study, four types of signals have been used, which are; The Lorenz attractor, mean value of the AE index, sunspot number, and heat wave temperature. The simulation results showed good improvements in terms of the signal to noise ratio in comparison to a number of higher order and feedforward neural networks in comparison to the benchmarked techniques.

Artificial Neural Networks to Predict the Power Output of a PV Panel

Directory of Open Access Journals (Sweden)

Valerio Lo Brano

2014-01-01

Full Text Available The paper illustrates an adaptive approach based on different topologies of artificial neural networks (ANNs for the power energy output forecasting of photovoltaic (PV modules. The analysis of the PV module’s power output needed detailed local climate data, which was collected by a dedicated weather monitoring system. The Department of Energy, Information Engineering, and Mathematical Models of the University of Palermo (Italy has built up a weather monitoring system that worked together with a data acquisition system. The power output forecast is obtained using three different types of ANNs: a one hidden layer Multilayer perceptron (MLP, a recursive neural network (RNN, and a gamma memory (GM trained with the back propagation. In order to investigate the influence of climate variability on the electricity production, the ANNs were trained using weather data (air temperature, solar irradiance, and wind speed along with historical power output data available for the two test modules. The model validation was performed by comparing model predictions with power output data that were not used for the network's training. The results obtained bear out the suitability of the adopted methodology for the short-term power output forecasting problem and identified the best topology.

Neural networks prediction and fault diagnosis applied to stationary and non stationary ARMA (Autoregressive moving average) modeled time series

International Nuclear Information System (INIS)

Marseguerra, M.; Minoggio, S.; Rossi, A.; Zio, E.

1992-01-01

The correlated noise affecting many industrial plants under stationary or cyclo-stationary conditions - nuclear reactors included -has been successfully modeled by autoregressive moving average (ARMA) due to the versatility of this technique. The relatively recent neural network methods have similar features and much effort is being devoted to exploring their usefulness in forecasting and control. Identifying a signal by means of an ARMA model gives rise to the problem of selecting its correct order. Similar difficulties must be faced when applying neural network methods and, specifically, particular care must be given to the setting up of the appropriate network topology, the data normalization procedure and the learning code. In the present paper the capability of some neural networks of learning ARMA and seasonal ARMA processes is investigated. The results of the tested cases look promising since they indicate that the neural networks learn the underlying process with relative ease so that their forecasting capability may represent a convenient fault diagnosis tool. (Author)

Evaluation and prediction of solar radiation for energy management based on neural networks

Science.gov (United States)

Aldoshina, O. V.; Van Tai, Dinh

2017-08-01

Currently, there is a high rate of distribution of renewable energy sources and distributed power generation based on intelligent networks; therefore, meteorological forecasts are particularly useful for planning and managing the energy system in order to increase its overall efficiency and productivity. The application of artificial neural networks (ANN) in the field of photovoltaic energy is presented in this article. Implemented in this study, two periodically repeating dynamic ANS, that are the concentration of the time delay of a neural network (CTDNN) and the non-linear autoregression of a network with exogenous inputs of the NAEI, are used in the development of a model for estimating and daily forecasting of solar radiation. ANN show good productivity, as reliable and accurate models of daily solar radiation are obtained. This allows to successfully predict the photovoltaic output power for this installation. The potential of the proposed method for controlling the energy of the electrical network is shown using the example of the application of the NAEI network for predicting the electric load.

Forecasting Method for Urban Rail Transit Ridership at Station Level Using Back Propagation Neural Network

Directory of Open Access Journals (Sweden)

Junfang Li

2016-01-01

Full Text Available Direct forecasting method for Urban Rail Transit (URT ridership at the station level is not able to reflect nonlinear relationship between ridership and its predictors. Also, population is inappropriately expressed in this method since it is not uniformly distributed by area. In this paper, a new variable, population per distance band, is considered and a back propagation neural network (BPNN model which can reflect nonlinear relationship between ridership and its predictors is proposed to forecast ridership. Key predictors are obtained through partial correlation analysis. The performance of the proposed model is compared with three other benchmark models, which are linear model with population per distance band, BPNN model with total population, and linear model with total population, using four measures of effectiveness (MOEs, maximum relative error (MRE, smallest relative error (SRE, average relative error (ARE, and mean square root of relative error (MSRRE. Also, another model for contribution rate of population per distance band to ridership is formulated based on the BPNN model with nonpopulation variables fixed. Case studies with Japanese data show that BPNN model with population per distance band outperforms other three models and the contribution rate of population within special distance band to ridership calculated through the contribution rate model is 70%~92.9% close to actual statistical value. The result confirms the effectiveness of models proposed in this paper.

Application of Convolution Neural Network to the forecasts of flare classification and occurrence using SOHO MDI data

Science.gov (United States)

Park, Eunsu; Moon, Yong-Jae

2017-08-01

A Convolutional Neural Network(CNN) is one of the well-known deep-learning methods in image processing and computer vision area. In this study, we apply CNN to two kinds of flare forecasting models: flare classification and occurrence. For this, we consider several pre-trained models (e.g., AlexNet, GoogLeNet, and ResNet) and customize them by changing several options such as the number of layers, activation function, and optimizer. Our inputs are the same number of SOHO)/MDI images for each flare class (None, C, M and X) at 00:00 UT from Jan 1996 to Dec 2010 (total 1600 images). Outputs are the results of daily flare forecasting for flare class and occurrence. We build, train, and test the models on TensorFlow, which is well-known machine learning software library developed by Google. Our major results from this study are as follows. First, most of the models have accuracies more than 0.7. Second, ResNet developed by Microsoft has the best accuracies : 0.86 for flare classification and 0.84 for flare occurrence. Third, the accuracies of these models vary greatly with changing parameters. We discuss several possibilities to improve the models.

Development of infill drilling recovery models for carbonates reservoirs using neural networks and multivariate statistical as a novel method

International Nuclear Information System (INIS)

Soto, R; Wu, Ch. H; Bubela, A M

1999-01-01

This work introduces a novel methodology to improve reservoir characterization models. In this methodology we integrated multivariate statistical analyses, and neural network models for forecasting the infill drilling ultimate oil recovery from reservoirs in San Andres and Clearfork carbonate formations in west Texas. Development of the oil recovery forecast models help us to understand the relative importance of dominant reservoir characteristics and operational variables, reproduce recoveries for units included in the database, forecast recoveries for possible new units in similar geological setting, and make operational (infill drilling) decisions. The variety of applications demands the creation of multiple recovery forecast models. We have developed intelligent software (Soto, 1998), oilfield intelligence (01), as an engineering tool to improve the characterization of oil and gas reservoirs. 01 integrates neural networks and multivariate statistical analysis. It is composed of five main subsystems: data input, preprocessing, architecture design, graphic design, and inference engine modules. One of the challenges in this research was to identify the dominant and the optimum number of independent variables. The variables include porosity, permeability, water saturation, depth, area, net thickness, gross thickness, formation volume factor, pressure, viscosity, API gravity, number of wells in initial water flooding, number of wells for primary recovery, number of infill wells over the initial water flooding, PRUR, IWUR, and IDUR. Multivariate principal component analysis is used to identify the dominant and the optimum number of independent variables. We compared the results from neural network models with the non-parametric approach. The advantage of the non-parametric regression is that it is easy to use. The disadvantage is that it retains a large variance of forecast results for a particular data set. We also used neural network concepts to develop recovery

Artificial neural network applications in ionospheric studies

Directory of Open Access Journals (Sweden)

L. R. Cander

1998-06-01

Full Text Available The ionosphere of Earth exhibits considerable spatial changes and has large temporal variability of various timescales related to the mechanisms of creation, decay and transport of space ionospheric plasma. Many techniques for modelling electron density profiles through entire ionosphere have been developed in order to solve the "age-old problem" of ionospheric physics which has not yet been fully solved. A new way to address this problem is by applying artificial intelligence methodologies to current large amounts of solar-terrestrial and ionospheric data. It is the aim of this paper to show by the most recent examples that modern development of numerical models for ionospheric monthly median long-term prediction and daily hourly short-term forecasting may proceed successfully applying the artificial neural networks. The performance of these techniques is illustrated with different artificial neural networks developed to model and predict the temporal and spatial variations of ionospheric critical frequency, f0F2 and Total Electron Content (TEC. Comparisons between results obtained by the proposed approaches and measured f0F2 and TEC data provide prospects for future applications of the artificial neural networks in ionospheric studies.

Reduction of the dimension of neural network models in problems of pattern recognition and forecasting

Science.gov (United States)

Nasertdinova, A. D.; Bochkarev, V. V.

2017-11-01

Deep neural networks with a large number of parameters are a powerful tool for solving problems of pattern recognition, prediction and classification. Nevertheless, overfitting remains a serious problem in the use of such networks. A method of solving the problem of overfitting is proposed in this article. This method is based on reducing the number of independent parameters of a neural network model using the principal component analysis, and can be implemented using existing libraries of neural computing. The algorithm was tested on the problem of recognition of handwritten symbols from the MNIST database, as well as on the task of predicting time series (rows of the average monthly number of sunspots and series of the Lorentz system were used). It is shown that the application of the principal component analysis enables reducing the number of parameters of the neural network model when the results are good. The average error rate for the recognition of handwritten figures from the MNIST database was 1.12% (which is comparable to the results obtained using the "Deep training" methods), while the number of parameters of the neural network can be reduced to 130 times.

Forecasting of Groundwater Level using Artificial Neural Network by incorporating river recharge and river bank infiltration

Directory of Open Access Journals (Sweden)

Nizar Shamsuddin Mohd Khairul

2017-01-01

Full Text Available Groundwater tables forecasting during implemented river bank infiltration (RBI method is important to identify adequate storage of groundwater aquifer for water supply purposes. This study illustrates the development and application of artificial neural networks (ANNs to predict groundwater tables in two vertical wells located in confined aquifer adjacent to the Langat River. ANN model was used in this study is based on the long period forecasting of daily groundwater tables. ANN models were carried out to predict groundwater tables for 1 day ahead at two different geological materials. The input to the ANN models consider of daily rainfall, river stage, water level, stream flow rate, temperature and groundwater level. Two different type of ANNs structure were used to predict the fluctuation of groundwater tables and compared the best forecasting values. The performance of different models structure of the ANN is used to identify the fluctuation of the groundwater table and provide acceptable predictions. Dynamics prediction and time series of the system can be implemented in two possible ways of modelling. The coefficient correlation (R, Mean Square Error (MSE, Root Mean Square Error (RMSE and coefficient determination (R2 were chosen as the selection criteria of the best model. The statistical values for DW1 are 0.8649, 0.0356, 0.01, and 0.748 respectively. While for DW2 the statistical values are 0.7392, 0.0781, 0.0139, and 0.546 respectively. Based on these results, it clearly shows that accurate predictions can be achieved with time series 1-day ahead of forecasting groundwater table and the interaction between river and aquifer can be examine. The findings of the study can be used to assist policy marker to manage groundwater resources by using RBI method.

Neural Networks

International Nuclear Information System (INIS)

Smith, Patrick I.

2003-01-01

Physicists use large detectors to measure particles created in high-energy collisions at particle accelerators. These detectors typically produce signals indicating either where ionization occurs along the path of the particle, or where energy is deposited by the particle. The data produced by these signals is fed into pattern recognition programs to try to identify what particles were produced, and to measure the energy and direction of these particles. Ideally, there are many techniques used in this pattern recognition software. One technique, neural networks, is particularly suitable for identifying what type of particle caused by a set of energy deposits. Neural networks can derive meaning from complicated or imprecise data, extract patterns, and detect trends that are too complex to be noticed by either humans or other computer related processes. To assist in the advancement of this technology, Physicists use a tool kit to experiment with several neural network techniques. The goal of this research is interface a neural network tool kit into Java Analysis Studio (JAS3), an application that allows data to be analyzed from any experiment. As the final result, a physicist will have the ability to train, test, and implement a neural network with the desired output while using JAS3 to analyze the results or output. Before an implementation of a neural network can take place, a firm understanding of what a neural network is and how it works is beneficial. A neural network is an artificial representation of the human brain that tries to simulate the learning process [5]. It is also important to think of the word artificial in that definition as computer programs that use calculations during the learning process. In short, a neural network learns by representative examples. Perhaps the easiest way to describe the way neural networks learn is to explain how the human brain functions. The human brain contains billions of neural cells that are responsible for processing

Seasonal time series forecasting: a comparative study of arima and ...

African Journals Online (AJOL)

This paper addresses the concerns of Faraway and Chatfield (1998) who questioned the forecasting ability of Artificial Neural Networks (ANN). In particular the paper compares the performance of Artificial Neural Networks (ANN) and ARIMA models in forecasting of seasonal (monthly) Time series. Using the Airline data ...

Fluvial facies reservoir productivity prediction method based on principal component analysis and artificial neural network

Directory of Open Access Journals (Sweden)

Pengyu Gao

2016-03-01

Full Text Available It is difficult to forecast the well productivity because of the complexity of vertical and horizontal developments in fluvial facies reservoir. This paper proposes a method based on Principal Component Analysis and Artificial Neural Network to predict well productivity of fluvial facies reservoir. The method summarizes the statistical reservoir factors and engineering factors that affect the well productivity, extracts information by applying the principal component analysis method and approximates arbitrary functions of the neural network to realize an accurate and efficient prediction on the fluvial facies reservoir well productivity. This method provides an effective way for forecasting the productivity of fluvial facies reservoir which is affected by multi-factors and complex mechanism. The study result shows that this method is a practical, effective, accurate and indirect productivity forecast method and is suitable for field application.

An Application to the Prediction of LOD Change Based on General Regression Neural Network

Science.gov (United States)

Zhang, X. H.; Wang, Q. J.; Zhu, J. J.; Zhang, H.

2011-07-01

Traditional prediction of the LOD (length of day) change was based on linear models, such as the least square model and the autoregressive technique, etc. Due to the complex non-linear features of the LOD variation, the performances of the linear model predictors are not fully satisfactory. This paper applies a non-linear neural network - general regression neural network (GRNN) model to forecast the LOD change, and the results are analyzed and compared with those obtained with the back propagation neural network and other models. The comparison shows that the performance of the GRNN model in the prediction of the LOD change is efficient and feasible.

Artificial neural network detects human uncertainty

Science.gov (United States)

Hramov, Alexander E.; Frolov, Nikita S.; Maksimenko, Vladimir A.; Makarov, Vladimir V.; Koronovskii, Alexey A.; Garcia-Prieto, Juan; Antón-Toro, Luis Fernando; Maestú, Fernando; Pisarchik, Alexander N.

2018-03-01

Artificial neural networks (ANNs) are known to be a powerful tool for data analysis. They are used in social science, robotics, and neurophysiology for solving tasks of classification, forecasting, pattern recognition, etc. In neuroscience, ANNs allow the recognition of specific forms of brain activity from multichannel EEG or MEG data. This makes the ANN an efficient computational core for brain-machine systems. However, despite significant achievements of artificial intelligence in recognition and classification of well-reproducible patterns of neural activity, the use of ANNs for recognition and classification of patterns in neural networks still requires additional attention, especially in ambiguous situations. According to this, in this research, we demonstrate the efficiency of application of the ANN for classification of human MEG trials corresponding to the perception of bistable visual stimuli with different degrees of ambiguity. We show that along with classification of brain states associated with multistable image interpretations, in the case of significant ambiguity, the ANN can detect an uncertain state when the observer doubts about the image interpretation. With the obtained results, we describe the possible application of ANNs for detection of bistable brain activity associated with difficulties in the decision-making process.

Does money matter in inflation forecasting?

Science.gov (United States)

Binner, J. M.; Tino, P.; Tepper, J.; Anderson, R.; Jones, B.; Kendall, G.

2010-11-01

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two nonlinear techniques, namely, recurrent neural networks and kernel recursive least squares regression-techniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naïve random walk model. The best models were nonlinear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation. Beyond its economic findings, our study is in the tradition of physicists’ long-standing interest in the interconnections among statistical mechanics, neural networks, and related nonparametric statistical methods, and suggests potential avenues of extension for such studies.

Multi-step wind speed forecasting based on a hybrid forecasting architecture and an improved bat algorithm

International Nuclear Information System (INIS)

Xiao, Liye; Qian, Feng; Shao, Wei

2017-01-01

Highlights: • Propose a hybrid architecture based on a modified bat algorithm for multi-step wind speed forecasting. • Improve the accuracy of multi-step wind speed forecasting. • Modify bat algorithm with CG to improve optimized performance. - Abstract: As one of the most promising sustainable energy sources, wind energy plays an important role in energy development because of its cleanliness without causing pollution. Generally, wind speed forecasting, which has an essential influence on wind power systems, is regarded as a challenging task. Analyses based on single-step wind speed forecasting have been widely used, but their results are insufficient in ensuring the reliability and controllability of wind power systems. In this paper, a new forecasting architecture based on decomposing algorithms and modified neural networks is successfully developed for multi-step wind speed forecasting. Four different hybrid models are contained in this architecture, and to further improve the forecasting performance, a modified bat algorithm (BA) with the conjugate gradient (CG) method is developed to optimize the initial weights between layers and thresholds of the hidden layer of neural networks. To investigate the forecasting abilities of the four models, the wind speed data collected from four different wind power stations in Penglai, China, were used as a case study. The numerical experiments showed that the hybrid model including the singular spectrum analysis and general regression neural network with CG-BA (SSA-CG-BA-GRNN) achieved the most accurate forecasting results in one-step to three-step wind speed forecasting.

A stock market forecasting model combining two-directional two-dimensional principal component analysis and radial basis function neural network.

Science.gov (United States)

Guo, Zhiqiang; Wang, Huaiqing; Yang, Jie; Miller, David J

2015-01-01

In this paper, we propose and implement a hybrid model combining two-directional two-dimensional principal component analysis ((2D)2PCA) and a Radial Basis Function Neural Network (RBFNN) to forecast stock market behavior. First, 36 stock market technical variables are selected as the input features, and a sliding window is used to obtain the input data of the model. Next, (2D)2PCA is utilized to reduce the dimension of the data and extract its intrinsic features. Finally, an RBFNN accepts the data processed by (2D)2PCA to forecast the next day's stock price or movement. The proposed model is used on the Shanghai stock market index, and the experiments show that the model achieves a good level of fitness. The proposed model is then compared with one that uses the traditional dimension reduction method principal component analysis (PCA) and independent component analysis (ICA). The empirical results show that the proposed model outperforms the PCA-based model, as well as alternative models based on ICA and on the multilayer perceptron.

Using Adaptive Neural-Fuzzy Inference Systems (ANFIS for Demand Forecasting and an Application

Directory of Open Access Journals (Sweden)

Onur Doğan

2016-06-01

Full Text Available Due to the rapid increase in global competition among organizations and companies, rational approaches in decision making have become indispensable for organizations in today’s world. Establishing a safe and robust path through uncertainties and risks depends on the decision units’ ability of using scientific methods as well as technology. Demand forecasting is known to be one of the most critical problems in organizations.  A company which supports its demand forecasting mechanism with scientific methodologies could increase its productivity and efficiency in all other functions. New methods, such as fuzzy logic and artificial neural networks are frequently being used as a decision-making mechanism in organizations and companies recently.  In this study, it is aimed to solve a critical demand forecasting problem with ANFIS. In the first phase of the study, the factors which impact demand forecasting are determined, and then a database of the model is established using these factors. It has been shown that ANFIS could be used for demand forecasting.

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.

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.

A Hybrid Forecasting Model Based on Bivariate Division and a Backpropagation Artificial Neural Network Optimized by Chaos Particle Swarm Optimization for Day-Ahead Electricity Price

Directory of Open Access Journals (Sweden)

Zhilong Wang

2014-01-01

Full Text Available In the electricity market, the electricity price plays an inevitable role. Nevertheless, accurate price forecasting, a vital factor affecting both government regulatory agencies and public power companies, remains a huge challenge and a critical problem. Determining how to address the accurate forecasting problem becomes an even more significant task in an era in which electricity is increasingly important. Based on the chaos particle swarm optimization (CPSO, the backpropagation artificial neural network (BPANN, and the idea of bivariate division, this paper proposes a bivariate division BPANN (BD-BPANN method and the CPSO-BD-BPANN method for forecasting electricity price. The former method creatively transforms the electricity demand and price to be a new variable, named DV, which is calculated using the division principle, to forecast the day-ahead electricity by multiplying the forecasted values of the DVs and forecasted values of the demand. Next, to improve the accuracy of BD-BPANN, chaos particle swarm optimization and BD-BPANN are synthesized to form a novel model, CPSO-BD-BPANN. In this study, CPSO is utilized to optimize the initial parameters of BD-BPANN to make its output more stable than the original model. Finally, two forecasting strategies are proposed regarding different situations.

Method of Creation of “Core-Gisseismic Attributes” Dependences With Use of Trainable Neural Networks

Directory of Open Access Journals (Sweden)

Gafurov Denis

2016-01-01

Full Text Available The study describes methodological techniques and results of geophysical well logging and seismic data interpretation by means of trainable neural networks. Objects of research are wells and seismic materials of Talakan field. The article also presents forecast of construction and reservoir properties of Osa horizon. The paper gives an example of creation of geological (lithological -facial model of the field based on developed methodical techniques of complex interpretation of geologicgeophysical data by trainable neural network. The constructed lithological -facial model allows specifying a geological structure of the field. The developed methodical techniques and the trained neural networks may be applied to adjacent sites for research of carbonate horizons.

Prediction of the temperature of the atmosphere of the primary containment: comparison between neural networks and polynomial regression

International Nuclear Information System (INIS)

Alvarez Huerta, A.; Gonzalez Miguelez, R.; Garcia Metola, D.; Noriega Gonzalez, A.

2011-01-01

The modelization is carried out through two different techniques, a conventional polynomial regression and other based on an approach by neural networks artificial. He is a comparison between the quality of the forecast would make different models based on the polynomial regression and neural network with generalization by Bayesian regulation, using the indicators of the root of the mean square error and the coefficient of determination, in view of the results, the neural network generates a prediction more accurate and reliable than the polynomial regression.

A Modified Feature Selection and Artificial Neural Network-Based Day-Ahead Load Forecasting Model for a Smart Grid

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Ashfaq Ahmad

2015-12-01

Full Text Available In the operation of a smart grid (SG, day-ahead load forecasting (DLF is an important task. The SG can enhance the management of its conventional and renewable resources with a more accurate DLF model. However, DLF model development is highly challenging due to the non-linear characteristics of load time series in SGs. In the literature, DLF models do exist; however, these models trade off between execution time and forecast accuracy. The newly-proposed DLF model will be able to accurately predict the load of the next day with a fair enough execution time. Our proposed model consists of three modules; the data preparation module, feature selection and the forecast module. The first module makes the historical load curve compatible with the feature selection module. The second module removes redundant and irrelevant features from the input data. The third module, which consists of an artificial neural network (ANN, predicts future load on the basis of selected features. Moreover, the forecast module uses a sigmoid function for activation and a multi-variate auto-regressive model for weight updating during the training process. Simulations are conducted in MATLAB to validate the performance of our newly-proposed DLF model in terms of accuracy and execution time. Results show that our proposed modified feature selection and modified ANN (m(FS + ANN-based model for SGs is able to capture the non-linearity(ies in the history load curve with 97 . 11 % accuracy. Moreover, this accuracy is achieved at the cost of a fair enough execution time, i.e., we have decreased the average execution time of the existing FS + ANN-based model by 38 . 50 % .

Analysis of surface ozone using a recurrent neural network.

Science.gov (United States)

Biancofiore, Fabio; Verdecchia, Marco; Di Carlo, Piero; Tomassetti, Barbara; Aruffo, Eleonora; Busilacchio, Marcella; Bianco, Sebastiano; Di Tommaso, Sinibaldo; Colangeli, Carlo

2015-05-01

Hourly concentrations of ozone (O₃) and nitrogen dioxide (NO₂) have been measured for 16 years, from 1998 to 2013, in a seaside town in central Italy. The seasonal trends of O₃ and NO₂ recorded in this period have been studied. Furthermore, we used the data collected during one year (2005), to define the characteristics of a multiple linear regression model and a neural network model. Both models are used to model the hourly O₃ concentration, using, two scenarios: 1) in the first as inputs, only meteorological parameters and 2) in the second adding photochemical parameters at those of the first scenario. In order to evaluate the performance of the model four statistical criteria are used: correlation coefficient, fractional bias, normalized mean squared error and a factor of two. All the criteria show that the neural network gives better results, compared to the regression model, in all the model scenarios. Predictions of O₃ have been carried out by many authors using a feed forward neural architecture. In this paper we show that a recurrent architecture significantly improves the performances of neural predictors. Using only the meteorological parameters as input, the recurrent architecture shows performance better than the multiple linear regression model that uses meteorological and photochemical data as input, making the neural network model with recurrent architecture a more useful tool in areas where only weather measurements are available. Finally, we used the neural network model to forecast the O₃ hourly concentrations 1, 3, 6, 12, 24 and 48 h ahead. The performances of the model in predicting O₃ levels are discussed. Emphasis is given to the possibility of using the neural network model in operational ways in areas where only meteorological data are available, in order to predict O₃ also in sites where it has not been measured yet. Copyright © 2015 Elsevier B.V. All rights reserved.

Chaotic diagonal recurrent neural network

International Nuclear Information System (INIS)

Wang Xing-Yuan; Zhang Yi

2012-01-01

We propose a novel neural network based on a diagonal recurrent neural network and chaos, and its structure and learning algorithm are designed. The multilayer feedforward neural network, diagonal recurrent neural network, and chaotic diagonal recurrent neural network are used to approach the cubic symmetry map. The simulation results show that the approximation capability of the chaotic diagonal recurrent neural network is better than the other two neural networks. (interdisciplinary physics and related areas of science and technology)

Neuro-fuzzy and neural network techniques for forecasting sea level in Darwin Harbor, Australia

Science.gov (United States)

Karimi, Sepideh; Kisi, Ozgur; Shiri, Jalal; Makarynskyy, Oleg

2013-03-01

Accurate predictions of sea level with different forecast horizons are important for coastal and ocean engineering applications, as well as in land drainage and reclamation studies. The methodology of tidal harmonic analysis, which is generally used for obtaining a mathematical description of the tides, is data demanding requiring processing of tidal observation collected over several years. In the present study, hourly sea levels for Darwin Harbor, Australia were predicted using two different, data driven techniques, adaptive neuro-fuzzy inference system (ANFIS) and artificial neural network (ANN). Multi linear regression (MLR) technique was used for selecting the optimal input combinations (lag times) of hourly sea level. The input combination comprises current sea level as well as five previous level values found to be optimal. For the ANFIS models, five different membership functions namely triangular, trapezoidal, generalized bell, Gaussian and two Gaussian membership function were tested and employed for predicting sea level for the next 1 h, 24 h, 48 h and 72 h. The used ANN models were trained using three different algorithms, namely, Levenberg-Marquardt, conjugate gradient and gradient descent. Predictions of optimal ANFIS and ANN models were compared with those of the optimal auto-regressive moving average (ARMA) models. The coefficient of determination, root mean square error and variance account statistics were used as comparison criteria. The obtained results indicated that triangular membership function was optimal for predictions with the ANFIS models while adaptive learning rate and Levenberg-Marquardt were most suitable for training the ANN models. Consequently, ANFIS and ANN models gave similar forecasts and performed better than the developed for the same purpose ARMA models for all the prediction intervals.

Short-term load forecasting by a neuro-fuzzy based approach

Energy Technology Data Exchange (ETDEWEB)

Ruey-Hsun Liang; Ching-Chi Cheng [National Yunlin University of Science and Technology (China). Dept. of Electrical Engineering

2002-02-01

An approach based on an artificial neural network (ANN) combined with a fuzzy system is proposed for short-term load forecasting. This approach was developed in order to reach the desired short-term load forecasting in an efficient manner. Over the past few years, ANNs have attained the ability to manage a great deal of system complexity and are now being proposed as powerful computational tools. In order to select the appropriate load as the input for the desired forecasting, the Pearson analysis method is first applied to choose two historical record load patterns that are similar to the forecasted load pattern. These two load patterns and the required weather parameters are then fuzzified and input into a neural network for training or testing the network. The back-propagation (BP) neural network is applied to determine the preliminary forecasted load. In addition, the rule base for the fuzzy inference machine contains important linguistic membership function terms with knowledge in the form of fuzzy IF-THEN rules. This produces the load correction inference from the historical information and past forecasted load errors to obtain an inferred load error. Adding the inferred load error to the preliminary forecasted load, we can obtain the finial forecasted load. The effectiveness of the proposed approach to the short-term load-forecasting problem is demonstrated using practical data from the Taiwan Power Company (TPC). (Author)

Comparative study of four time series methods in forecasting typhoid fever incidence in China.

Science.gov (United States)

Zhang, Xingyu; Liu, Yuanyuan; Yang, Min; Zhang, Tao; Young, Alistair A; Li, Xiaosong

2013-01-01

Accurate incidence forecasting of infectious disease is critical for early prevention and for better government strategic planning. In this paper, we present a comprehensive study of different forecasting methods based on the monthly incidence of typhoid fever. The seasonal autoregressive integrated moving average (SARIMA) model and three different models inspired by neural networks, namely, back propagation neural networks (BPNN), radial basis function neural networks (RBFNN), and Elman recurrent neural networks (ERNN) were compared. The differences as well as the advantages and disadvantages, among the SARIMA model and the neural networks were summarized and discussed. The data obtained for 2005 to 2009 and for 2010 from the Chinese Center for Disease Control and Prevention were used as modeling and forecasting samples, respectively. The performances were evaluated based on three metrics: mean absolute error (MAE), mean absolute percentage error (MAPE), and mean square error (MSE). The results showed that RBFNN obtained the smallest MAE, MAPE and MSE in both the modeling and forecasting processes. The performances of the four models ranked in descending order were: RBFNN, ERNN, BPNN and the SARIMA model.

Comparative study of four time series methods in forecasting typhoid fever incidence in China.

Directory of Open Access Journals (Sweden)

Xingyu Zhang

Full Text Available Accurate incidence forecasting of infectious disease is critical for early prevention and for better government strategic planning. In this paper, we present a comprehensive study of different forecasting methods based on the monthly incidence of typhoid fever. The seasonal autoregressive integrated moving average (SARIMA model and three different models inspired by neural networks, namely, back propagation neural networks (BPNN, radial basis function neural networks (RBFNN, and Elman recurrent neural networks (ERNN were compared. The differences as well as the advantages and disadvantages, among the SARIMA model and the neural networks were summarized and discussed. The data obtained for 2005 to 2009 and for 2010 from the Chinese Center for Disease Control and Prevention were used as modeling and forecasting samples, respectively. The performances were evaluated based on three metrics: mean absolute error (MAE, mean absolute percentage error (MAPE, and mean square error (MSE. The results showed that RBFNN obtained the smallest MAE, MAPE and MSE in both the modeling and forecasting processes. The performances of the four models ranked in descending order were: RBFNN, ERNN, BPNN and the SARIMA model.

Neural networks

International Nuclear Information System (INIS)

Denby, Bruce; Lindsey, Clark; Lyons, Louis

1992-01-01

The 1980s saw a tremendous renewal of interest in 'neural' information processing systems, or 'artificial neural networks', among computer scientists and computational biologists studying cognition. Since then, the growth of interest in neural networks in high energy physics, fueled by the need for new information processing technologies for the next generation of high energy proton colliders, can only be described as explosive

Direction-of-change forecasting using a volatility-based recurrent neural network

NARCIS (Netherlands)

Bekiros, S.D.; Georgoutsos, D.A.

2008-01-01

This paper investigates the profitability of a trading strategy, based on recurrent neural networks, that attempts to predict the direction-of-change of the market in the case of the NASDAQ composite index. The sample extends over the period 8 February 1971 to 7 April 1998, while the sub-period 8

Workshop on environmental and energy applications of neural networks

Energy Technology Data Exchange (ETDEWEB)

Hashem, S.

1995-03-01

This report consists of the abstracts for the papers given at the conference. Applications of neural networks in the environmental, energy and biomedical fields are discussed. Some of the topics covered are: predicting atmospheric pollutant concentrations due to fossil-fired electric power generation; hazardous waste characterization; nondestructive TRU (transuranic) waste assay; risk analysis; load forecasting for electric utilities; design of a wind power storage and generation system; nuclear fuel management; etc.

Workshop on environmental and energy applications of neural networks

International Nuclear Information System (INIS)

Hashem, S.

1995-03-01

This report consists of the abstracts for the papers given at the conference. Applications of neural networks in the environmental, energy and biomedical fields are discussed. Some of the topics covered are: predicting atmospheric pollutant concentrations due to fossil-fired electric power generation; hazardous waste characterization; nondestructive TRU (transuranic) waste assay; risk analysis; load forecasting for electric utilities; design of a wind power storage and generation system; nuclear fuel management; etc

Artificial neural networks environmental forecasting in comparison with multiple linear regression technique: From heavy metals to organic micropollutants screening in agricultural soils

Science.gov (United States)

Bonelli, Maria Grazia; Ferrini, Mauro; Manni, Andrea

2016-12-01

The assessment of metals and organic micropollutants contamination in agricultural soils is a difficult challenge due to the extensive area used to collect and analyze a very large number of samples. With Dioxins and dioxin-like PCBs measurement methods and subsequent the treatment of data, the European Community advises the develop low-cost and fast methods allowing routing analysis of a great number of samples, providing rapid measurement of these compounds in the environment, feeds and food. The aim of the present work has been to find a method suitable to describe the relations occurring between organic and inorganic contaminants and use the value of the latter in order to forecast the former. In practice, the use of a metal portable soil analyzer coupled with an efficient statistical procedure enables the required objective to be achieved. Compared to Multiple Linear Regression, the Artificial Neural Networks technique has shown to be an excellent forecasting method, though there is no linear correlation between the variables to be analyzed.

Prediction of municipal water production in touristic Mecca City in Saudi Arabia using neural networks

Directory of Open Access Journals (Sweden)

AbdelHamid Ajbar

2015-01-01

Full Text Available Accurate forecast of municipal water production is critically important for arid and oil rich countries such as Saudi Arabia which depend on costly desalination plants to satisfy the growing water demand. Achieving the desired prediction accuracy is a challenging task since the forecast model should take into consideration a variety of factors such as economic development, climate conditions and population growth. The task is further complicated given that Mecca city is visited regularly by large numbers during specific months in the year due to religious reasons. This study develops a neural network model for forecasting the monthly and annual water demand for Mecca city, Saudi Arabia. The proposed model used historic records of water production and estimated visitors’ distribution to calibrate a neural network model for water demand forecast. The explanatory variables included annually-varying variables such as household income, persons per household, and city population, along with monthly-varying variables such as expected number of visitors each month and maximum monthly temperature. The NN prediction outperforms that of a regular econometric model. The latter is adjusted such that it can provide monthly and annual predictions.

A neural network model of the relativistic electron flux at geosynchronous orbit

International Nuclear Information System (INIS)

Koons, H.C.; Gorney, D.J.

1991-01-01

A neural network has been developed to model the temporal variations of relativistic (>3 MeV) electrons at geosynchronous orbit based on model inputs consisting of 10 consecutive days of the daily sum of the planetary magnetic index ΣKp. The neural network consists of three layers of neurons, containing 10 neurons in the input layer, 6 neurons in a hidden layer, and 1 output neuron. The output is a prediction of the daily-averaged electron flux for the tenth day. The neural network was trained using 62 days of data from July 1, 1984, through August 31, 1984, from the SEE spectrometer on the geosynchronous spacecraft 1982-019. The performance of the model was measured by comparing model outputs with measured fluxes over a 6-year period from April 19, 1982, to June 4, 1988. For the entire data set the rms logarithmic error of the neural network is 0.76, and the average logarithmic error is 0.58. The neural network is essentially zero biased, and for accumulation intervals of 3 days or longer the average logarithmic error is less than 0.1. The neural network provides results that are significantly more accurate than those from linear prediction filters. The model has been used to simulate conditions which are rarely observed in nature, such as long periods of quiet (ΣKp = 0) and ideal impulses. It has also been used to make reasonably accurate day-ahead forecasts of the relativistic electron flux at geosynchronous orbit

APPLICATION OF ARTIFICIAL NEURAL NETWORKS FOR PREDICTION OF AIR POLLUTION LEVELS IN ENVIRONMENTAL MONITORING

Directory of Open Access Journals (Sweden)

Małgorzata Pawul

2016-09-01

Full Text Available Recently, a lot of attention was paid to the improvement of methods which are used to air quality forecasting. Artificial neural networks can be applied to model these problems. Their advantage is that they can solve the problem in the conditions of incomplete information, without the knowledge of the analytical relationship between the input and output data. In this paper we applied artificial neural networks to predict the PM 10 concentrations as factors determining the occurrence of smog phenomena. To create these networks we used meteorological data and concentrations of PM 10. The data were recorded in 2014 and 2015 at three measuring stations operating in Krakow under the State Environmental Monitoring. The best results were obtained by three-layer perceptron with back-propagation algorithm. The neural networks received a good fit in all cases.

Application of artificial neural networks with backpropagation technique in the financial data

Science.gov (United States)

Jaiswal, Jitendra Kumar; Das, Raja

2017-11-01

The propensity of applying neural networks has been proliferated in multiple disciplines for research activities since the past recent decades because of its powerful control with regulatory parameters for pattern recognition and classification. It is also being widely applied for forecasting in the numerous divisions. Since financial data have been readily available due to the involvement of computers and computing systems in the stock market premises throughout the world, researchers have also developed numerous techniques and algorithms to analyze the data from this sector. In this paper we have applied neural network with backpropagation technique to find the data pattern from finance section and prediction for stock values as well.

Neural networks for aircraft control

Science.gov (United States)

Linse, Dennis

1990-01-01

Current research in Artificial Neural Networks indicates that networks offer some potential advantages in adaptation and fault tolerance. This research is directed at determining the possible applicability of neural networks to aircraft control. The first application will be to aircraft trim. Neural network node characteristics, network topology and operation, neural network learning and example histories using neighboring optimal control with a neural net are discussed.

A Wavelet Neural Network Optimal Control Model for Traffic-Flow Prediction in Intelligent Transport Systems

Science.gov (United States)

Huang, Darong; Bai, Xing-Rong

Based on wavelet transform and neural network theory, a traffic-flow prediction model, which was used in optimal control of Intelligent Traffic system, is constructed. First of all, we have extracted the scale coefficient and wavelet coefficient from the online measured raw data of traffic flow via wavelet transform; Secondly, an Artificial Neural Network model of Traffic-flow Prediction was constructed and trained using the coefficient sequences as inputs and raw data as outputs; Simultaneous, we have designed the running principium of the optimal control system of traffic-flow Forecasting model, the network topological structure and the data transmitted model; Finally, a simulated example has shown that the technique is effectively and exactly. The theoretical results indicated that the wavelet neural network prediction model and algorithms have a broad prospect for practical application.

AIR POLLUITON INDEX PREDICTION USING MULTIPLE NEURAL NETWORKS

Directory of Open Access Journals (Sweden)

Zainal Ahmad

2017-05-01

Full Text Available Air quality monitoring and forecasting tools are necessary for the purpose of taking precautionary measures against air pollution, such as reducing the effect of a predicted air pollution peak on the surrounding population and ecosystem. In this study a single Feed-forward Artificial Neural Network (FANN is shown to be able to predict the Air Pollution Index (API with a Mean Squared Error (MSE and coefficient determination, R2, of 0.1856 and 0.7950 respectively. However, due to the non-robust nature of single FANN, a selective combination of Multiple Neural Networks (MNN is introduced using backward elimination and a forward selection method. The results show that both selective combination methods can improve the robustness and performance of the API prediction with the MSE and R2 of 0.1614 and 0.8210 respectively. This clearly shows that it is possible to reduce the number of networks combined in MNN for API prediction, without losses of any information in terms of the performance of the final API prediction model.

Multiresolution wavelet-ANN model for significant wave height forecasting.

Digital Repository Service at National Institute of Oceanography (India)

Deka, P.C.; Mandal, S.; Prahlada, R.

Hybrid wavelet artificial neural network (WLNN) has been applied in the present study to forecast significant wave heights (Hs). Here Discrete Wavelet Transformation is used to preprocess the time series data (Hs) prior to Artificial Neural Network...

Neural network model for the prediction of PM10 daily concentrations in two sites in the Western Mediterranean.

Science.gov (United States)

de Gennaro, Gianluigi; Trizio, Livia; Di Gilio, Alessia; Pey, Jorge; Pérez, Noemi; Cusack, Michael; Alastuey, Andrés; Querol, Xavier

2013-10-01

An artificial neural network (ANN) was developed and tested to forecast PM10 daily concentration in two contrasted environments in NE Spain, a regional background site (Montseny), and an urban background site (Barcelona-CSIC), which was highly influenced by vehicular emissions. In order to predict 24-h average PM10 concentrations, the artificial neural network previously developed by Caselli et al. (2009) was improved by using hourly PM concentrations and deterministic factors such as a Saharan dust alert. In particular, the model input data for prediction were the hourly PM10 concentrations 1-day in advance, local meteorological data and information about air masses origin. The forecasted performance indexes for both sites were calculated and they showed better results for the regional background site in Montseny (R(2)=0.86, SI=0.75) than for urban site in Barcelona (R(2)=0.73, SI=0.58), influenced by local and sometimes unexpected sources. Moreover, a sensitivity analysis conducted to understand the importance of the different variables included among the input data, showed that local meteorology and air masses origin are key factors in the model forecasts. This result explains the reason for the improvement of ANN's forecasting performance at the Montseny site with respect to the Barcelona site. Moreover, the artificial neural network developed in this work could prove useful to predict PM10 concentrations, especially, at regional background sites such as those on the Mediterranean Basin which are primarily affected by long-range transports. Hence, the artificial neural network presented here could be a powerful tool for obtaining real time information on air quality status and could aid stakeholders in their development of cost-effective control strategies. © 2013 Elsevier B.V. All rights reserved.

Predicting the Water Level Fluctuation in an Alpine Lake Using Physically Based, Artificial Neural Network, and Time Series Forecasting Models

Directory of Open Access Journals (Sweden)

Chih-Chieh Young

2015-01-01

Full Text Available Accurate prediction of water level fluctuation is important in lake management due to its significant impacts in various aspects. This study utilizes four model approaches to predict water levels in the Yuan-Yang Lake (YYL in Taiwan: a three-dimensional hydrodynamic model, an artificial neural network (ANN model (back propagation neural network, BPNN, a time series forecasting (autoregressive moving average with exogenous inputs, ARMAX model, and a combined hydrodynamic and ANN model. Particularly, the black-box ANN model and physically based hydrodynamic model are coupled to more accurately predict water level fluctuation. Hourly water level data (a total of 7296 observations was collected for model calibration (training and validation. Three statistical indicators (mean absolute error, root mean square error, and coefficient of correlation were adopted to evaluate model performances. Overall, the results demonstrate that the hydrodynamic model can satisfactorily predict hourly water level changes during the calibration stage but not for the validation stage. The ANN and ARMAX models better predict the water level than the hydrodynamic model does. Meanwhile, the results from an ANN model are superior to those by the ARMAX model in both training and validation phases. The novel proposed concept using a three-dimensional hydrodynamic model in conjunction with an ANN model has clearly shown the improved prediction accuracy for the water level fluctuation.

A methodology for extracting knowledge rules from artificial neural networks applied to forecast demand for electric power; Uma metodologia para extracao de regras de conhecimento a partir de redes neurais artificiais aplicadas para previsao de demanda por energia eletrica

Energy Technology Data Exchange (ETDEWEB)

Steinmetz, Tarcisio; Souza, Glauber; Ferreira, Sandro; Santos, Jose V. Canto dos; Valiati, Joao [Universidade do Vale do Rio dos Sinos (PIPCA/UNISINOS), Sao Leopoldo, RS (Brazil). Programa de Pos-Graduacao em Computacao Aplicada], Emails: trsteinmetz@unisinos.br, gsouza@unisinos.br, sferreira, jvcanto@unisinos.br, jfvaliati@unisinos.br

2009-07-01

We present a methodology for the extraction of rules from Artificial Neural Networks (ANN) trained to forecast the electric load demand. The rules have the ability to express the knowledge regarding the behavior of load demand acquired by the ANN during the training process. The rules are presented to the user in an easy to read format, such as IF premise THEN consequence. Where premise relates to the input data submitted to the ANN (mapped as fuzzy sets), and consequence appears as a linear equation describing the output to be presented by the ANN, should the premise part holds true. Experimentation demonstrates the method's capacity for acquiring and presenting high quality rules from neural networks trained to forecast electric load demand for several amounts of time in the future. (author)

Monthly water quality forecasting and uncertainty assessment via bootstrapped wavelet neural networks under missing data for Harbin, China.

Science.gov (United States)

Wang, Yi; Zheng, Tong; Zhao, Ying; Jiang, Jiping; Wang, Yuanyuan; Guo, Liang; Wang, Peng

2013-12-01

In this paper, bootstrapped wavelet neural network (BWNN) was developed for predicting monthly ammonia nitrogen (NH(4+)-N) and dissolved oxygen (DO) in Harbin region, northeast of China. The Morlet wavelet basis function (WBF) was employed as a nonlinear activation function of traditional three-layer artificial neural network (ANN) structure. Prediction intervals (PI) were constructed according to the calculated uncertainties from the model structure and data noise. Performance of BWNN model was also compared with four different models: traditional ANN, WNN, bootstrapped ANN, and autoregressive integrated moving average model. The results showed that BWNN could handle the severely fluctuating and non-seasonal time series data of water quality, and it produced better performance than the other four models. The uncertainty from data noise was smaller than that from the model structure for NH(4+)-N; conversely, the uncertainty from data noise was larger for DO series. Besides, total uncertainties in the low-flow period were the biggest due to complicated processes during the freeze-up period of the Songhua River. Further, a data missing-refilling scheme was designed, and better performances of BWNNs for structural data missing (SD) were observed than incidental data missing (ID). For both ID and SD, temporal method was satisfactory for filling NH(4+)-N series, whereas spatial imputation was fit for DO series. This filling BWNN forecasting method was applied to other areas suffering "real" data missing, and the results demonstrated its efficiency. Thus, the methods introduced here will help managers to obtain informed decisions.

A Hybrid Forecasting Model Based on Empirical Mode Decomposition and the Cuckoo Search Algorithm: A Case Study for Power Load

Directory of Open Access Journals (Sweden)

Jiani Heng

2016-01-01

Full Text Available Power load forecasting always plays a considerable role in the management of a power system, as accurate forecasting provides a guarantee for the daily operation of the power grid. It has been widely demonstrated in forecasting that hybrid forecasts can improve forecast performance compared with individual forecasts. In this paper, a hybrid forecasting approach, comprising Empirical Mode Decomposition, CSA (Cuckoo Search Algorithm, and WNN (Wavelet Neural Network, is proposed. This approach constructs a more valid forecasting structure and more stable results than traditional ANN (Artificial Neural Network models such as BPNN (Back Propagation Neural Network, GABPNN (Back Propagation Neural Network Optimized by Genetic Algorithm, and WNN. To evaluate the forecasting performance of the proposed model, a half-hourly power load in New South Wales of Australia is used as a case study in this paper. The experimental results demonstrate that the proposed hybrid model is not only simple but also able to satisfactorily approximate the actual power load and can be an effective tool in planning and dispatch for smart grids.

A New Strategy for Short-Term Load Forecasting

Directory of Open Access Journals (Sweden)

Yi Yang

2013-01-01

Full Text Available Electricity is a special energy which is hard to store, so the electricity demand forecasting remains an important problem. Accurate short-term load forecasting (STLF plays a vital role in power systems because it is the essential part of power system planning and operation, and it is also fundamental in many applications. Considering that an individual forecasting model usually cannot work very well for STLF, a hybrid model based on the seasonal ARIMA model and BP neural network is presented in this paper to improve the forecasting accuracy. Firstly the seasonal ARIMA model is adopted to forecast the electric load demand day ahead; then, by using the residual load demand series obtained in this forecasting process as the original series, the follow-up residual series is forecasted by BP neural network; finally, by summing up the forecasted residual series and the forecasted load demand series got by seasonal ARIMA model, the final load demand forecasting series is obtained. Case studies show that the new strategy is quite useful to improve the accuracy of STLF.

PREDICTING THE EFFECTIVENESS OF WEB INFORMATION SYSTEMS USING NEURAL NETWORKS MODELING: FRAMEWORK & EMPIRICAL TESTING

Directory of Open Access Journals (Sweden)

Dr. Kamal Mohammed Alhendawi

2018-02-01

Full Text Available The information systems (IS assessment studies have still used the commonly traditional tools such as questionnaires in evaluating the dependent variables and specially effectiveness of systems. Artificial neural networks have been recently accepted as an effective alternative tool for modeling the complicated systems and widely used for forecasting. A very few is known about the employment of Artificial Neural Network (ANN in the prediction IS effectiveness. For this reason, this study is considered as one of the fewest studies to investigate the efficiency and capability of using ANN for forecasting the user perceptions towards IS effectiveness where MATLAB is utilized for building and training the neural network model. A dataset of 175 subjects collected from international organization are utilized for ANN learning where each subject consists of 6 features (5 quality factors as inputs and one Boolean output. A percentage of 75% o subjects are used in the training phase. The results indicate an evidence on the ANN models has a reasonable accuracy in forecasting the IS effectiveness. For prediction, ANN with PURELIN (ANNP and ANN with TANSIG (ANNTS transfer functions are used. It is found that both two models have a reasonable prediction, however, the accuracy of ANNTS model is better than ANNP model (88.6% and 70.4% respectively. As the study proposes a new model for predicting IS dependent variables, it could save the considerably high cost that might be spent in sample data collection in the quantitative studies in the fields science, management, education, arts and others.

Artificial intelligence approach with the use of artificial neural networks for the creation of a forecasting model of Plasmopara viticola infection.

Science.gov (United States)

Bugliosi, R; Spera, G; La Torre, A; Campoli, L; Scaglione, M

2006-01-01

Most of the forecasting models of Plasmopara viticola infections are based upon empiric correlations between meteorological/environmental data and pathogen outbreak. These models generally overestimate the risk of infections and induce to treat the vineyard even if it should be not necessary. In rare cases they underrate the risk of infection leaving the pathogen to breakout. Starting from these considerations we have decided to approach the problem from another point of view utilizing Artificial Intelligence techniques for data elaboration and analysis. Meanwhile the same data have been studied with a more classic approach with statistical tools to verify the impact of a large data collection on the standard data analysis methods. A network of RTUs (Remote Terminal Units) distributed all over the Italian national territory transmits 12 environmental parameters every 15 minutes via radio or via GPRS to a centralized Data Base. Other pedologic data is collected directly from the field and sent via Internet to the centralized data base utilizing Personal Digital Assistants (PDAs) running a specific software. Data is stored after having been preprocessed, to guarantee the quality of the information. The subsequent analysis has been realized mostly with Artificial Neural Networks (ANNs). Collecting and analizing data in this way will probably bring us to the possibility of preventing Plasmospara viticola infection starting from the environmental conditions in this very complex context. The aim of this work is to forecast the infection avoiding the ineffective use of the plant protection products in agriculture. Applying different analysis models we will try to find the best ANN capable of forecasting with an high level of affordability.

Hidden neural networks

DEFF Research Database (Denmark)

Krogh, Anders Stærmose; Riis, Søren Kamaric

1999-01-01

A general framework for hybrids of hidden Markov models (HMMs) and neural networks (NNs) called hidden neural networks (HNNs) is described. The article begins by reviewing standard HMMs and estimation by conditional maximum likelihood, which is used by the HNN. In the HNN, the usual HMM probability...... parameters are replaced by the outputs of state-specific neural networks. As opposed to many other hybrids, the HNN is normalized globally and therefore has a valid probabilistic interpretation. All parameters in the HNN are estimated simultaneously according to the discriminative conditional maximum...... likelihood criterion. The HNN can be viewed as an undirected probabilistic independence network (a graphical model), where the neural networks provide a compact representation of the clique functions. An evaluation of the HNN on the task of recognizing broad phoneme classes in the TIMIT database shows clear...

The Use of Neural Network and Portfolio Analysis in Forecasting Share Prices at the Stock Exchange

Directory of Open Access Journals (Sweden)

Przemyslaw Stochel

2000-01-01

Full Text Available The article presents the use of neural networks in decision making process on the capital market. The author tried to show the efficiency of established solution in Polish reality which features different conditions in comparison with the markets of higher developed countries. The aim of the paper was to prove that neural networks are flexible tools which on one hand might be adjusted to investor's requirements and on the other, can reduce equirements to his experience. The article is based on the author's own research carried out by modelling neural network operation with a simulation program. The established solutions are input which employs stocks portfolio computed on the basis of Markowitz portfolio theory and Sharpe's model. According to the established propositions, the portfolio created in such a way is modified by neutral network in order to optimise a criterion which maximises the income of such a modified portfolio. A detailed genesis of the established input vector and network structure are presented. It allows the reader to carry out his own research and create his own attitude towards applied values. The research results based on a real stock market database with the use of one-output networks predicting thc price of a single company - Agros as well as networks predicting the desirable structure of the whole portfolio are presented. The effect of the network structure leaming parameters, input vector (not only as to the input quantity but also as to period of time they were collected was examined. The dependence between the factors mentioned above such as input vector and network structure were discussed. lt seems that the presented paper has proved that some not widely spread methods with neural networks can become at competitive tool to optimisation methods.

Flood routing modelling with Artificial Neural Networks

Directory of Open Access Journals (Sweden)

R. Peters

2006-01-01

Full Text Available For the modelling of the flood routing in the lower reaches of the Freiberger Mulde river and its tributaries the one-dimensional hydrodynamic modelling system HEC-RAS has been applied. Furthermore, this model was used to generate a database to train multilayer feedforward networks. To guarantee numerical stability for the hydrodynamic modelling of some 60 km of streamcourse an adequate resolution in space requires very small calculation time steps, which are some two orders of magnitude smaller than the input data resolution. This leads to quite high computation requirements seriously restricting the application – especially when dealing with real time operations such as online flood forecasting. In order to solve this problem we tested the application of Artificial Neural Networks (ANN. First studies show the ability of adequately trained multilayer feedforward networks (MLFN to reproduce the model performance.

Forecasting water demand using back propagation networks in the operation of reservoirs in the citarum cascade, west java, indonesia

Directory of Open Access Journals (Sweden)

Mulya R. Mashudi

2017-11-01

Full Text Available This study investigates the use of Neural Networks (NN as a potential means of more accurately forecasting water demand in the Citarum River basin cascade. Neural Networks have the ability to recognise nonlinear patterns when sufficiently trained with historical data. The study constructs a NN model of the cascade, based on Back Propagation Networks (BPN. Data representing physical characteristics and meteorological conditions in the Citarum River basin from 1989 through 1995 were used to train the BPN. Nonlinear activation functions (sigmoid, tangent, and gaussian functions and hidden layers in the BPN were chosen for the study.

Forecasting space weather: Can new econometric methods improve accuracy?

Science.gov (United States)

Reikard, Gordon

2011-06-01

Space weather forecasts are currently used in areas ranging from navigation and communication to electric power system operations. The relevant forecast horizons can range from as little as 24 h to several days. This paper analyzes the predictability of two major space weather measures using new time series methods, many of them derived from econometrics. The data sets are the A p geomagnetic index and the solar radio flux at 10.7 cm. The methods tested include nonlinear regressions, neural networks, frequency domain algorithms, GARCH models (which utilize the residual variance), state transition models, and models that combine elements of several techniques. While combined models are complex, they can be programmed using modern statistical software. The data frequency is daily, and forecasting experiments are run over horizons ranging from 1 to 7 days. Two major conclusions stand out. First, the frequency domain method forecasts the A p index more accurately than any time domain model, including both regressions and neural networks. This finding is very robust, and holds for all forecast horizons. Combining the frequency domain method with other techniques yields a further small improvement in accuracy. Second, the neural network forecasts the solar flux more accurately than any other method, although at short horizons (2 days or less) the regression and net yield similar results. The neural net does best when it includes measures of the long-term component in the data.

Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting

Directory of Open Access Journals (Sweden)

Yi Xiao

2013-02-01

Full Text Available Stock e-exchange prices forecasting is an important financial problem that is receiving increasing attention. This study proposes a novel three-stage nonlinear ensemble model. In the proposed model, three different types of neural-network based models, i.e. Elman network, generalized regression neural network (GRNN and wavelet neural network (WNN are constructed by three non-overlapping training sets and are further optimized by improved particle swarm optimization (IPSO. Finally, a neural-network-based nonlinear meta-model is generated by learning three neural-network based models through support vector machines (SVM neural network. The superiority of the proposed approach lies in its flexibility to account for potentially complex nonlinear relationships. Three daily stock indices time series are used for validating the forecasting model. Empirical results suggest the ensemble ANNs-PSO-GA approach can significantly improve the prediction performance over other individual models and linear combination models listed in this study.

Short-Term Load Forecast in Electric Energy System in Bulgaria

Directory of Open Access Journals (Sweden)

Irina Asenova

2010-01-01

Full Text Available As the accuracy of the electricity load forecast is crucial in providing better cost effective risk management plans, this paper proposes a Short Term Electricity Load Forecast (STLF model with high forecasting accuracy. Two kind of neural networks, Multilayer Perceptron network model and Radial Basis Function network model, are presented and compared using the mean absolute percentage error. The data used in the models are electricity load historical data. Even though the very good performance of the used model for the load data, weather parameters, especially the temperature, take important part for the energy predicting which is taken into account in this paper. A comparative evaluation between a traditional statistical method and artificial neural networks is presented.

An adaptive wavelet-network model for forecasting daily total solar-radiation

International Nuclear Information System (INIS)

Mellit, A.; Benghanem, M.; Kalogirou, S.A.

2006-01-01

The combination of wavelet theory and neural networks has lead to the development of wavelet networks. Wavelet-networks are feed-forward networks using wavelets as activation functions. Wavelet-networks have been used successfully in various engineering applications such as classification, identification and control problems. In this paper, the use of adaptive wavelet-network architecture in finding a suitable forecasting model for predicting the daily total solar-radiation is investigated. Total solar-radiation is considered as the most important parameter in the performance prediction of renewable energy systems, particularly in sizing photovoltaic (PV) power systems. For this purpose, daily total solar-radiation data have been recorded during the period extending from 1981 to 2001, by a meteorological station in Algeria. The wavelet-network model has been trained by using either the 19 years of data or one year of the data. In both cases the total solar radiation data corresponding to year 2001 was used for testing the model. The network was trained to accept and handle a number of unusual cases. Results indicate that the model predicts daily total solar-radiation values with a good accuracy of approximately 97% and the mean absolute percentage error is not more than 6%. In addition, the performance of the model was compared with different neural network structures and classical models. Training algorithms for wavelet-networks require smaller numbers of iterations when compared with other neural networks. The model can be used to fill missing data in weather databases. Additionally, the proposed model can be generalized and used in different locations and for other weather data, such as sunshine duration and ambient temperature. Finally, an application using the model for sizing a PV-power system is presented in order to confirm the validity of this model

Deep Learning Neural Networks and Bayesian Neural Networks in Data Analysis

Directory of Open Access Journals (Sweden)

Chernoded Andrey

2017-01-01

Full Text Available Most of the modern analyses in high energy physics use signal-versus-background classification techniques of machine learning methods and neural networks in particular. Deep learning neural network is the most promising modern technique to separate signal and background and now days can be widely and successfully implemented as a part of physical analysis. In this article we compare Deep learning and Bayesian neural networks application as a classifiers in an instance of top quark analysis.

Short-term PV/T module temperature prediction based on PCA-RBF neural network

Science.gov (United States)

Li, Jiyong; Zhao, Zhendong; Li, Yisheng; Xiao, Jing; Tang, Yunfeng

2018-02-01

Aiming at the non-linearity and large inertia of temperature control in PV/T system, short-term temperature prediction of PV/T module is proposed, to make the PV/T system controller run forward according to the short-term forecasting situation to optimize control effect. Based on the analysis of the correlation between PV/T module temperature and meteorological factors, and the temperature of adjacent time series, the principal component analysis (PCA) method is used to pre-process the original input sample data. Combined with the RBF neural network theory, the simulation results show that the PCA method makes the prediction accuracy of the network model higher and the generalization performance stronger than that of the RBF neural network without the main component extraction.

Neural network wavelet technology: A frontier of automation

Science.gov (United States)

Szu, Harold

1994-01-01

Neural networks are an outgrowth of interdisciplinary studies concerning the brain. These studies are guiding the field of Artificial Intelligence towards the, so-called, 6th Generation Computer. Enormous amounts of resources have been poured into R/D. Wavelet Transforms (WT) have replaced Fourier Transforms (FT) in Wideband Transient (WT) cases since the discovery of WT in 1985. The list of successful applications includes the following: earthquake prediction; radar identification; speech recognition; stock market forecasting; FBI finger print image compression; and telecommunication ISDN-data compression.

Cooling-load prediction by the combination of rough set theory and an artificial neural-network based on data-fusion technique

International Nuclear Information System (INIS)

Hou Zhijian; Lian Zhiwei; Yao Ye; Yuan Xinjian

2006-01-01

A novel method integrating rough sets (RS) theory and an artificial neural network (ANN) based on data-fusion technique is presented to forecast an air-conditioning load. Data-fusion technique is the process of combining multiple sensors data or related information to estimate or predict entity states. In this paper, RS theory is applied to find relevant factors to the load, which are used as inputs of an artificial neural-network to predict the cooling load. To improve the accuracy and enhance the robustness of load forecasting results, a general load-prediction model, by synthesizing multi-RSAN (MRAN), is presented so as to make full use of redundant information. The optimum principle is employed to deduce the weights of each RSAN model. Actual prediction results from a real air-conditioning system show that, the MRAN forecasting model is better than the individual RSAN and moving average (AMIMA) ones, whose relative error is within 4%. In addition, individual RSAN forecasting results are better than that of ARIMA

Reliability analysis of C-130 turboprop engine components using artificial neural network

Science.gov (United States)

Qattan, Nizar A.

In this study, we predict the failure rate of Lockheed C-130 Engine Turbine. More than thirty years of local operational field data were used for failure rate prediction and validation. The Weibull regression model and the Artificial Neural Network model including (feed-forward back-propagation, radial basis neural network, and multilayer perceptron neural network model); will be utilized to perform this study. For this purpose, the thesis will be divided into five major parts. First part deals with Weibull regression model to predict the turbine general failure rate, and the rate of failures that require overhaul maintenance. The second part will cover the Artificial Neural Network (ANN) model utilizing the feed-forward back-propagation algorithm as a learning rule. The MATLAB package will be used in order to build and design a code to simulate the given data, the inputs to the neural network are the independent variables, the output is the general failure rate of the turbine, and the failures which required overhaul maintenance. In the third part we predict the general failure rate of the turbine and the failures which require overhaul maintenance, using radial basis neural network model on MATLAB tool box. In the fourth part we compare the predictions of the feed-forward back-propagation model, with that of Weibull regression model, and radial basis neural network model. The results show that the failure rate predicted by the feed-forward back-propagation artificial neural network model is closer in agreement with radial basis neural network model compared with the actual field-data, than the failure rate predicted by the Weibull model. By the end of the study, we forecast the general failure rate of the Lockheed C-130 Engine Turbine, the failures which required overhaul maintenance and six categorical failures using multilayer perceptron neural network (MLP) model on DTREG commercial software. The results also give an insight into the reliability of the engine

Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models

Science.gov (United States)

2016-01-01

The motivation behind this research is to innovatively combine new methods like wavelet, principal component analysis (PCA), and artificial neural network (ANN) approaches to analyze trade in today’s increasingly difficult and volatile financial futures markets. The main focus of this study is to facilitate forecasting by using an enhanced denoising process on market data, taken as a multivariate signal, in order to deduct the same noise from the open-high-low-close signal of a market. This research offers evidence on the predictive ability and the profitability of abnormal returns of a new hybrid forecasting model using Wavelet-PCA denoising and ANN (named WPCA-NN) on futures contracts of Hong Kong’s Hang Seng futures, Japan’s NIKKEI 225 futures, Singapore’s MSCI futures, South Korea’s KOSPI 200 futures, and Taiwan’s TAIEX futures from 2005 to 2014. Using a host of technical analysis indicators consisting of RSI, MACD, MACD Signal, Stochastic Fast %K, Stochastic Slow %K, Stochastic %D, and Ultimate Oscillator, empirical results show that the annual mean returns of WPCA-NN are more than the threshold buy-and-hold for the validation, test, and evaluation periods; this is inconsistent with the traditional random walk hypothesis, which insists that mechanical rules cannot outperform the threshold buy-and-hold. The findings, however, are consistent with literature that advocates technical analysis. PMID:27248692

Application of artificial neural network with extreme learning machine for economic growth estimation

Science.gov (United States)

Milačić, Ljubiša; Jović, Srđan; Vujović, Tanja; Miljković, Jovica

2017-01-01

The purpose of this research is to develop and apply the artificial neural network (ANN) with extreme learning machine (ELM) to forecast gross domestic product (GDP) growth rate. The economic growth forecasting was analyzed based on agriculture, manufacturing, industry and services value added in GDP. The results were compared with ANN with back propagation (BP) learning approach since BP could be considered as conventional learning methodology. The reliability of the computational models was accessed based on simulation results and using several statistical indicators. Based on results, it was shown that ANN with ELM learning methodology can be applied effectively in applications of GDP forecasting.

Kalman-fuzzy algorithm in short term load forecasting

International Nuclear Information System (INIS)

Shah Baki, S.R.; Saibon, H.; Lo, K.L.

1996-01-01

A combination of Kalman-Fuzzy-Neural is developed to forecast the next 24 hours load. The input data fed to neural network are presented with training data set composed of historical load data, weather, day of the week, month of the year and holidays. The load data is fed through Kalman-Fuzzy filter before being applied to Neural Network for training. With this techniques Neural Network converges faster and the mean percentage error of predicted load is reduced as compared to the classical ANN technique

The Carbon Trading Price and Trading Volume Forecast in Shanghai City by BP Neural Network

OpenAIRE

Liu Zhiyuan; Sun Zongdi

2017-01-01

In this paper, the BP neural network model is established to predict the carbon trading price and carbon trading volume in Shanghai City. First of all, we find the data of carbon trading price and carbon trading volume in Shanghai City from September 30, 2015 to December 23, 2016. The carbon trading price and trading volume data were processed to get the average value of each 5, 10, 20, 30, and 60 carbon trading price and trading volume. Then, these data are used as input of BP neural network...

Forecasting building energy consumption with hybrid genetic algorithm-hierarchical adaptive network-based fuzzy inference system

Energy Technology Data Exchange (ETDEWEB)

Li, Kangji [Institute of Cyber-Systems and Control, Zhejiang University, Hangzhou 310027 (China); School of Electricity Information Engineering, Jiangsu University, Zhenjiang 212013 (China); Su, Hongye [Institute of Cyber-Systems and Control, Zhejiang University, Hangzhou 310027 (China)

2010-11-15

There are several ways to forecast building energy consumption, varying from simple regression to models based on physical principles. In this paper, a new method, namely, the hybrid genetic algorithm-hierarchical adaptive network-based fuzzy inference system (GA-HANFIS) model is developed. In this model, hierarchical structure decreases the rule base dimension. Both clustering and rule base parameters are optimized by GAs and neural networks (NNs). The model is applied to predict a hotel's daily air conditioning consumption for a period over 3 months. The results obtained by the proposed model are presented and compared with regular method of NNs, which indicates that GA-HANFIS model possesses better performance than NNs in terms of their forecasting accuracy. (author)

Rain gauge network design for flood forecasting using multi-criteria decision analysis and clustering techniques in lower Mahanadi river basin, India

Directory of Open Access Journals (Sweden)

Anil Kumar Kar

2015-09-01

New hydrological insights for the region: This study establishes different possible key RG networks using Hall’s method, analytical hierarchical process (AHP, self organization map (SOM and hierarchical clustering (HC using the characteristics of each rain gauge occupied Thiessen polygon area. Efficiency of the key networks is tested by artificial neural network (ANN, Fuzzy and NAM rainfall-runoff models. Furthermore, flood forecasting has been carried out using the three most effective RG networks which uses only 7 RGs instead of 14 gauges established in the Kantamal sub-catchment, Mahanadi basin. The Fuzzy logic applied on the key RG network derived using AHP has shown the best result for flood forecasting with efficiency of 82.74% for 1-day lead period. This study demonstrates the design procedure of key RG network for effective flood forecasting particularly when there is difficulty in gathering the information from all RGs.

Forcast of TEXT plasma disruptions using soft X-rays as input signal in a neural network

International Nuclear Information System (INIS)

Vannucci, A.; Oliveira, K.A.; Tajima, T.

1998-02-01

A feed-forward neural network with two hidden layers is used in this work to forecast major and minor disruptive instabilities in TEXT discharges. Using soft X-ray signals as input data, the neural net is trained with one disruptive plasma pulse, and a different disruptive discharge is used for validation. After being properly trained the networks, with the same set of weights. is then used to forecast disruptions in two others different plasma pulses. It is observed that the neural net is able to predict the incoming of a disruption more than 3 ms in advance. This time interval is almost three times longer than the one already obtained previously when magnetic signal from a Mirnov coil was used to feed the neural networks with. To our own eye we fail to see any indication of an upcoming disruption from the experimental data this far back from the time of disruption. Finally, from what we observe in the predictive behavior of our network, speculations are made whether the disruption triggering mechanism would be associated to an increase of the m = 2 magnetic island, that disturbs the central part of the plasma column afterwards or, in face of the results from this work, the initial perturbation would have occurred first in the central part of the plasma column, within the q = 1 magnetic surface, and then the m = 2 MHD mode would be destabilized afterwards

An Ensemble of Neural Networks for Stock Trading Decision Making

Science.gov (United States)

Chang, Pei-Chann; Liu, Chen-Hao; Fan, Chin-Yuan; Lin, Jun-Lin; Lai, Chih-Ming

Stock turning signals detection are very interesting subject arising in numerous financial and economic planning problems. In this paper, Ensemble Neural Network system with Intelligent Piecewise Linear Representation for stock turning points detection is presented. The Intelligent piecewise linear representation method is able to generate numerous stocks turning signals from the historic data base, then Ensemble Neural Network system will be applied to train the pattern and retrieve similar stock price patterns from historic data for training. These turning signals represent short-term and long-term trading signals for selling or buying stocks from the market which are applied to forecast the future turning points from the set of test data. Experimental results demonstrate that the hybrid system can make a significant and constant amount of profit when compared with other approaches using stock data available in the market.

Hybrid energy system evaluation in water supply system energy production: neural network approach

Energy Technology Data Exchange (ETDEWEB)

Goncalves, Fabio V.; Ramos, Helena M. [Civil Engineering Department, Instituto Superior Tecnico, Technical University of Lisbon, Av. Rovisco Pais, 1049-001, Lisbon (Portugal); Reis, Luisa Fernanda R. [Universidade de Sao Paulo, EESC/USP, Departamento de Hidraulica e Saneamento., Avenida do Trabalhador Saocarlense, 400, Sao Carlos-SP (Brazil)

2010-07-01

Water supply systems are large consumers of energy and the use of hybrid systems for green energy production is this new proposal. This work presents a computational model based on neural networks to determine the best configuration of a hybrid system to generate energy in water supply systems. In this study the energy sources to make this hybrid system can be the national power grid, micro-hydro and wind turbines. The artificial neural network is composed of six layers, trained to use data generated by a model of hybrid configuration and an economic simulator - CES. The reason for the development of an advanced model of forecasting based on neural networks is to allow rapid simulation and proper interaction with hydraulic and power model simulator - HPS. The results show that this computational model is useful as advanced decision support system in the design of configurations of hybrid power systems applied to water supply systems, improving the solutions in the development of its global energy efficiency.

A Multi Time Scale Wind Power Forecasting Model of a Chaotic Echo State Network Based on a Hybrid Algorithm of Particle Swarm Optimization and Tabu Search

Directory of Open Access Journals (Sweden)

Xiaomin Xu

2015-11-01

Full Text Available The uncertainty and regularity of wind power generation are caused by wind resources’ intermittent and randomness. Such volatility brings severe challenges to the wind power grid. The requirements for ultrashort-term and short-term wind power forecasting with high prediction accuracy of the model used, have great significance for reducing the phenomenon of abandoned wind power , optimizing the conventional power generation plan, adjusting the maintenance schedule and developing real-time monitoring systems. Therefore, accurate forecasting of wind power generation is important in electric load forecasting. The echo state network (ESN is a new recurrent neural network composed of input, hidden layer and output layers. It can approximate well the nonlinear system and achieves great results in nonlinear chaotic time series forecasting. Besides, the ESN is simpler and less computationally demanding than the traditional neural network training, which provides more accurate training results. Aiming at addressing the disadvantages of standard ESN, this paper has made some improvements. Combined with the complementary advantages of particle swarm optimization and tabu search, the generalization of ESN is improved. To verify the validity and applicability of this method, case studies of multitime scale forecasting of wind power output are carried out to reconstruct the chaotic time series of the actual wind power generation data in a certain region to predict wind power generation. Meanwhile, the influence of seasonal factors on wind power is taken into consideration. Compared with the classical ESN and the conventional Back Propagation (BP neural network, the results verify the superiority of the proposed method.

Parallel consensual neural networks.

Science.gov (United States)

Benediktsson, J A; Sveinsson, J R; Ersoy, O K; Swain, P H

1997-01-01

A new type of a neural-network architecture, the parallel consensual neural network (PCNN), is introduced and applied in classification/data fusion of multisource remote sensing and geographic data. The PCNN architecture is based on statistical consensus theory and involves using stage neural networks with transformed input data. The input data are transformed several times and the different transformed data are used as if they were independent inputs. The independent inputs are first classified using the stage neural networks. The output responses from the stage networks are then weighted and combined to make a consensual decision. In this paper, optimization methods are used in order to weight the outputs from the stage networks. Two approaches are proposed to compute the data transforms for the PCNN, one for binary data and another for analog data. The analog approach uses wavelet packets. The experimental results obtained with the proposed approach show that the PCNN outperforms both a conjugate-gradient backpropagation neural network and conventional statistical methods in terms of overall classification accuracy of test data.

Day ahead forecast of wind power through optimal application of multivariate analyzing methods

Energy Technology Data Exchange (ETDEWEB)

Arnoldt, Alexander; Bretschneider, Peter [Fraunhofer Institute for Optronics, System Technology, and Image Exploitation - Application Centre System Technology (IOSB-AST), Ilmenau (Germany). Energy Systems Group

2011-07-01

This paper presents two algorithms in identifying input models for artificial neural networks. The algorithms are based on an entropy analysis and an eigenvalue analysis of the correlation matrix. The resulting input models are used for investigating a feed forward and a recurrent artificial neural network structure to simulate a 24 hour forecast of wind power production. The limitation of the forecast error distribution is investigated through successful implementation of hybridization of single forecast models. Errors of the best forecast model stay between a normalized root mean square error from 3.5% to 6.1%. (orig.)

Modeling of surface dust concentrations using neural networks and kriging

Science.gov (United States)

Buevich, Alexander G.; Medvedev, Alexander N.; Sergeev, Alexander P.; Tarasov, Dmitry A.; Shichkin, Andrey V.; Sergeeva, Marina V.; Atanasova, T. B.

2016-12-01

Creating models which are able to accurately predict the distribution of pollutants based on a limited set of input data is an important task in environmental studies. In the paper two neural approaches: (multilayer perceptron (MLP)) and generalized regression neural network (GRNN)), and two geostatistical approaches: (kriging and cokriging), are using for modeling and forecasting of dust concentrations in snow cover. The area of study is under the influence of dust emissions from a copper quarry and a several industrial companies. The comparison of two mentioned approaches is conducted. Three indices are used as the indicators of the models accuracy: the mean absolute error (MAE), root mean square error (RMSE) and relative root mean square error (RRMSE). Models based on artificial neural networks (ANN) have shown better accuracy. When considering all indices, the most precision model was the GRNN, which uses as input parameters for modeling the coordinates of sampling points and the distance to the probable emissions source. The results of work confirm that trained ANN may be more suitable tool for modeling of dust concentrations in snow cover.

Neural Networks in R Using the Stuttgart Neural Network Simulator: RSNNS

Directory of Open Access Journals (Sweden)

Christopher Bergmeir

2012-01-01

Full Text Available Neural networks are important standard machine learning procedures for classification and regression. We describe the R package RSNNS that provides a convenient interface to the popular Stuttgart Neural Network Simulator SNNS. The main features are (a encapsulation of the relevant SNNS parts in a C++ class, for sequential and parallel usage of different networks, (b accessibility of all of the SNNSalgorithmic functionality from R using a low-level interface, and (c a high-level interface for convenient, R-style usage of many standard neural network procedures. The package also includes functions for visualization and analysis of the models and the training procedures, as well as functions for data input/output from/to the original SNNSfile formats.

Neural Networks: Implementations and Applications

OpenAIRE

Vonk, E.; Veelenturf, L.P.J.; Jain, L.C.

1996-01-01

Artificial neural networks, also called neural networks, have been used successfully in many fields including engineering, science and business. This paper presents the implementation of several neural network simulators and their applications in character recognition and other engineering areas

Applications of neural networks to mechanics

International Nuclear Information System (INIS)

1997-01-01

Neural networks have become powerful tools in engineer's techniques. The aim of this conference was to present their application to concrete cases in the domain of mechanics, including the preparation and use of materials. Artificial neurons are non-linear organs which provide an output signal that depends on several differently weighted input signals. Their connection into networks allows to solve problems for which the driving laws are not well known. The applications discussed during this conference deal with: the driving of machines or processes, the control of machines, materials or products, the simulation and forecasting, and the optimization. Three papers dealing with the control of spark ignition engines, the regulation of heating floors and the optimization of energy consumptions in industrial buildings were selected for ETDE and one paper dealing with the optimization of the management of a reprocessed plutonium stock was selected for INIS. (J.S.)

Neural electrical activity and neural network growth.

Science.gov (United States)

Gafarov, F M

2018-05-01

The development of central and peripheral neural system depends in part on the emergence of the correct functional connectivity in its input and output pathways. Now it is generally accepted that molecular factors guide neurons to establish a primary scaffold that undergoes activity-dependent refinement for building a fully functional circuit. However, a number of experimental results obtained recently shows that the neuronal electrical activity plays an important role in the establishing of initial interneuronal connections. Nevertheless, these processes are rather difficult to study experimentally, due to the absence of theoretical description and quantitative parameters for estimation of the neuronal activity influence on growth in neural networks. In this work we propose a general framework for a theoretical description of the activity-dependent neural network growth. The theoretical description incorporates a closed-loop growth model in which the neural activity can affect neurite outgrowth, which in turn can affect neural activity. We carried out the detailed quantitative analysis of spatiotemporal activity patterns and studied the relationship between individual cells and the network as a whole to explore the relationship between developing connectivity and activity patterns. The model, developed in this work will allow us to develop new experimental techniques for studying and quantifying the influence of the neuronal activity on growth processes in neural networks and may lead to a novel techniques for constructing large-scale neural networks by self-organization. Copyright © 2018 Elsevier Ltd. All rights reserved.

Fractional Hopfield Neural Networks: Fractional Dynamic Associative Recurrent Neural Networks.

Science.gov (United States)

Pu, Yi-Fei; Yi, Zhang; Zhou, Ji-Liu

2017-10-01

This paper mainly discusses a novel conceptual framework: fractional Hopfield neural networks (FHNN). As is commonly known, fractional calculus has been incorporated into artificial neural networks, mainly because of its long-term memory and nonlocality. Some researchers have made interesting attempts at fractional neural networks and gained competitive advantages over integer-order neural networks. Therefore, it is naturally makes one ponder how to generalize the first-order Hopfield neural networks to the fractional-order ones, and how to implement FHNN by means of fractional calculus. We propose to introduce a novel mathematical method: fractional calculus to implement FHNN. First, we implement fractor in the form of an analog circuit. Second, we implement FHNN by utilizing fractor and the fractional steepest descent approach, construct its Lyapunov function, and further analyze its attractors. Third, we perform experiments to analyze the stability and convergence of FHNN, and further discuss its applications to the defense against chip cloning attacks for anticounterfeiting. The main contribution of our work is to propose FHNN in the form of an analog circuit by utilizing a fractor and the fractional steepest descent approach, construct its Lyapunov function, prove its Lyapunov stability, analyze its attractors, and apply FHNN to the defense against chip cloning attacks for anticounterfeiting. A significant advantage of FHNN is that its attractors essentially relate to the neuron's fractional order. FHNN possesses the fractional-order-stability and fractional-order-sensitivity characteristics.

Forecasting the term structure of crude oil futures prices with neural networks

Czech Academy of Sciences Publication Activity Database

Baruník, Jozef; Malinská, B.

2016-01-01

Roč. 164, č. 1 (2016), s. 366-379 ISSN 0306-2619 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : Term structure * Nelson–Siegel model * Dynamic neural networks * Crude oil futures Subject RIV: AH - Economics Impact factor: 7.182, year: 2016 http://library.utia.cas.cz/separaty/2016/E/barunik-0453168.pdf

Artificial neural networks in NDT

International Nuclear Information System (INIS)

Abdul Aziz Mohamed

2001-01-01

Artificial neural networks, simply known as neural networks, have attracted considerable interest in recent years largely because of a growing recognition of the potential of these computational paradigms as powerful alternative models to conventional pattern recognition or function approximation techniques. The neural networks approach is having a profound effect on almost all fields, and has been utilised in fields Where experimental inter-disciplinary work is being carried out. Being a multidisciplinary subject with a broad knowledge base, Nondestructive Testing (NDT) or Nondestructive Evaluation (NDE) is no exception. This paper explains typical applications of neural networks in NDT/NDE. Three promising types of neural networks are highlighted, namely, back-propagation, binary Hopfield and Kohonen's self-organising maps. (Author)

Copula Entropy coupled with Wavelet Neural Network Model for Hydrological Prediction

Science.gov (United States)

Wang, Yin; Yue, JiGuang; Liu, ShuGuang; Wang, Li

2018-02-01

Artificial Neural network(ANN) has been widely used in hydrological forecasting. in this paper an attempt has been made to find an alternative method for hydrological prediction by combining Copula Entropy(CE) with Wavelet Neural Network(WNN), CE theory permits to calculate mutual information(MI) to select Input variables which avoids the limitations of the traditional linear correlation(LCC) analysis. Wavelet analysis can provide the exact locality of any changes in the dynamical patterns of the sequence Coupled with ANN Strong non-linear fitting ability. WNN model was able to provide a good fit with the hydrological data. finally, the hybrid model(CE+WNN) have been applied to daily water level of Taihu Lake Basin, and compared with CE ANN, LCC WNN and LCC ANN. Results showed that the hybrid model produced better results in estimating the hydrograph properties than the latter models.

Forecasting of rainfall using ocean-atmospheric indices with a fuzzy neural technique

Science.gov (United States)

Srivastava, Gaurav; Panda, Sudhindra N.; Mondal, Pratap; Liu, Junguo

2010-12-01

SummaryForecasting of rainfall is imperative for rainfed agriculture of arid and semi-arid regions of the world where agriculture consumes nearly 80% of the total water demand. Fuzzy-Ranking Algorithm (FRA) is used to identify the significant input variables for rainfall forecast. A case study is carried out to forecast monthly rainfall in India with several ocean-atmospheric predictor variables. Three different scenarios of ocean-atmospheric predictor variables are used as a set of possible input variables for rainfall forecasting model: (1) two climate indices, i.e. Southern Oscillation Index (SOI) and Pacific Decadal Oscillation Index (PDOI); (2) Sea Surface Temperature anomalies (SSTa) in the 5° × 5° grid points in Indian Ocean; and (3) both the climate indices and SSTa. To generate a set of possible input variables for these scenarios, we use climatic indices and the SSTa data with different lags between 1 and 12 months. Nonlinear relationship between identified inputs and rainfall is captured with an Artificial Neural Network (ANN) technique. A new approach based on fuzzy c-mean clustering is proposed for dividing data into representative subsets for training, testing, and validation. The results show that this proposed approach overcomes the difficulty in determining optimal numbers of clusters associated with the data division technique of self-organized map. The ANN model developed with both the climate indices and SSTa shows the best performance for the forecast of the monthly August rainfall in India. Similar approach can be applied to forecast rainfall of any period at selected climatic regions of the world where significant relationship exists between the rainfall and climate indices.

Applications of neural networks in environmental and energy sciences and engineering. Proceedings of the 1995 workshop on environmental and energy applications of neural networks

Energy Technology Data Exchange (ETDEWEB)

Hashem, S.; Keller, P.E.; Kouzes, R.T.; Kangas, L.J.

1995-12-31

These proceedings contain edited versions of the technical presentations of the Workshop on Environmental and Energy Applications of Neural Networks, held on March 30--31, 1995, in Richland, Washington. The purpose of the workshop was to provide a forum for discussing environmental, energy, and biomedical applications of neural networks. Panels were held to discuss various research and development issues relating to real-world applications in each of the three areas. The applications covered in the workshop were: Environmental applications -- modeling and predicting soil, air and water pollution, environmental sensing, spectroscopy, hazardous waste handling and cleanup; Energy applications -- process monitoring and optimization of power systems, modeling and control of power plants, environmental monitoring for power systems, power load forecasting, fault location and diagnosis of power systems; and Biomedical applications -- medical image and signal analysis, medical diagnosis, analysis of environmental health effects, and modeling biological systems. Selected papers are indexed separately for inclusion in the Energy Science and Technology Database.

Comprehensive Forecast of Urban Water-Energy Demand Based on a Neural Network Model

Directory of Open Access Journals (Sweden)

Ziyi Yin

2018-03-01

Full Text Available Water-energy nexus has been a popular topic of rese arch in recent years. The relationships between the demand for water resources and energy are intense and closely connected in urban areas. The primary, secondary, and tertiary industry gross domestic product (GDP, the total population, the urban population, annual precipitation, agricultural and industrial water consumption, tap water supply, the total discharge of industrial wastewater, the daily sewage treatment capacity, total and domestic electricity consumption, and the consumption of coal in industrial enterprises above the designed size were chosen as input indicators. A feedforward artificial neural network model (ANN based on a back-propagation algorithm with two hidden layers was constructed to combine urban water resources with energy demand. This model used historical data from 1991 to 2016 from Wuxi City, eastern China. Furthermore, a multiple linear regression model (MLR was introduced for comparison with the ANN. The results show the following: (a The mean relative error values of the forecast and historical urban water-energy demands are 1.58 % and 2.71%, respectively; (b The predicted water-energy demand value for 2020 is 4.843 billion cubic meters and 47.561 million tons of standard coal equivalent; (c The predicted water-energy demand value in the year 2030 is 5.887 billion cubic meters and 60.355 million tons of standard coal equivalent; (d Compared with the MLR, the ANN performed better in fitting training data, which achieved a more satisfactory accuracy and may provide a reference for urban water-energy supply planning decisions.

Using additional external inputs to forecast water quality with an artificial neural network for contamination event detection in source water

Science.gov (United States)

Schmidt, F.; Liu, S.

2016-12-01

Source water quality plays an important role for the safety of drinking water and early detection of its contamination is vital to taking appropriate countermeasures. However, compared to drinking water, it is more difficult to detect contamination events because its environment is less controlled and numerous natural causes contribute to a high variability of the background values. In this project, Artificial Neural Networks (ANNs) and a Contamination Event Detection Process (CED Process) were used to identify events in river water. The ANN models the response of basic water quality sensors obtained in laboratory experiments in an off-line learning stage and continuously forecasts future values of the time line in an on-line forecasting step. During this second stage, the CED Process compares the forecast to the measured value and classifies it as regular background or event value, which modifies the ANN's continuous learning and influences its forecasts. In addition to this basic setup, external information is fed to the CED Process: A so-called Operator Input (OI) is provided to inform about unusual water quality levels that are unrelated to the presence of contamination, for example due to cooling water discharge from a nearby power plant. This study's primary goal is to evaluate how well the OI fits into the design of the combined forecasting ANN and CED Process and to understand its effects on the online forecasting stage. To test this, data from laboratory experiments conducted previously at the School of Environment, Tsinghua University, have been used to perform simulations highlighting features and drawbacks of this method. Applying the OI has been shown to have a positive influence on the ANN's ability to handle a sudden change in background values, which is unrelated to contamination. However, it might also mask the presence of an event, an issue that underlines the necessity to have several instances of the algorithm run in parallel. Other difficulties

Introduction to neural networks

International Nuclear Information System (INIS)

Pavlopoulos, P.

1996-01-01

This lecture is a presentation of today's research in neural computation. Neural computation is inspired by knowledge from neuro-science. It draws its methods in large degree from statistical physics and its potential applications lie mainly in computer science and engineering. Neural networks models are algorithms for cognitive tasks, such as learning and optimization, which are based on concepts derived from research into the nature of the brain. The lecture first gives an historical presentation of neural networks development and interest in performing complex tasks. Then, an exhaustive overview of data management and networks computation methods is given: the supervised learning and the associative memory problem, the capacity of networks, the Perceptron networks, the functional link networks, the Madaline (Multiple Adalines) networks, the back-propagation networks, the reduced coulomb energy (RCE) networks, the unsupervised learning and the competitive learning and vector quantization. An example of application in high energy physics is given with the trigger systems and track recognition system (track parametrization, event selection and particle identification) developed for the CPLEAR experiment detectors from the LEAR at CERN. (J.S.). 56 refs., 20 figs., 1 tab., 1 appendix

A 24-h forecast of solar irradiance using artificial neural network: Application for performance prediction of a grid-connected PV plant at Trieste, Italy

Energy Technology Data Exchange (ETDEWEB)

Mellit, Adel [Department of Electronics, Faculty of Sciences and Technology, LAMEL, Jijel University, Ouled-aissa, P.O. Box 98, Jijel 18000 (Algeria); Pavan, Alessandro Massi [Department of Materials and Natural Resources, University of Trieste Via A. Valerio, 2 - 34127 Trieste (Italy)

2010-05-15

Forecasting of solar irradiance is in general significant for planning the operations of power plants which convert renewable energies into electricity. In particular, the possibility to predict the solar irradiance (up to 24 h or even more) can became - with reference to the Grid Connected Photovoltaic Plants (GCPV) - fundamental in making power dispatching plans and - with reference to stand alone and hybrid systems - also a useful reference for improving the control algorithms of charge controllers. In this paper, a practical method for solar irradiance forecast using artificial neural network (ANN) is presented. The proposed Multilayer Perceptron MLP-model makes it possible to forecast the solar irradiance on a base of 24 h using the present values of the mean daily solar irradiance and air temperature. An experimental database of solar irradiance and air temperature data (from July 1st 2008 to May 23rd 2009 and from November 23rd 2009 to January 24th 2010) has been used. The database has been collected in Trieste (latitude 45 40'N, longitude 13 46'E), Italy. In order to check the generalization capability of the MLP-forecaster, a K-fold cross-validation was carried out. The results indicate that the proposed model performs well, while the correlation coefficient is in the range 98-99% for sunny days and 94-96% for cloudy days. As an application, the comparison between the forecasted one and the energy produced by the GCPV plant installed on the rooftop of the municipality of Trieste shows the goodness of the proposed model. (author)

Neural network-based survey analysis of risk management practices in new product development