International Nuclear Information System (INIS)
Mak, H.
1995-01-01
Slides used in a presentation at The Power of Change Conference in Vancouver, BC in April 1995 about the changing needs for load forecasting were presented. Technological innovations and population increase were said to be the prime driving forces behind the changing needs in load forecasting. Structural changes, market place changes, electricity supply planning changes, and changes in planning objectives were other factors discussed. It was concluded that load forecasting was a form of information gathering, that provided important market intelligence
Spatial electric load forecasting
Willis, H Lee
2002-01-01
Spatial Electric Load Forecasting Consumer Demand for Power and ReliabilityCoincidence and Load BehaviorLoad Curve and End-Use ModelingWeather and Electric LoadWeather Design Criteria and Forecast NormalizationSpatial Load Growth BehaviorSpatial Forecast Accuracy and Error MeasuresTrending MethodsSimulation Method: Basic ConceptsA Detailed Look at the Simulation MethodBasics of Computerized SimulationAnalytical Building Blocks for Spatial SimulationAdvanced Elements of Computerized SimulationHybrid Trending-Simulation MethodsAdvanced
Spatial electric load forecasting
Willis, H Lee
2002-01-01
Containing 12 new chapters, this second edition contains offers increased-coverage of weather correction and normalization of forecasts, anticipation of redevelopment, determining the validity of announced developments, and minimizing risk from over- or under-planning. It provides specific examples and detailed explanations of key points to consider for both standard and unusual utility forecasting situations, information on new algorithms and concepts in forecasting, a review of forecasting pitfalls and mistakes, case studies depicting challenging forecast environments, and load models illustrating various types of demand.
Load forecasting method considering temperature effect for distribution network
Directory of Open Access Journals (Sweden)
Meng Xiao Fang
2016-01-01
Full Text Available To improve the accuracy of load forecasting, the temperature factor was introduced into the load forecasting in this paper. This paper analyzed the characteristics of power load variation, and researched the rule of the load with the temperature change. Based on the linear regression analysis, the mathematical model of load forecasting was presented with considering the temperature effect, and the steps of load forecasting were given. Used MATLAB, the temperature regression coefficient was calculated. Using the load forecasting model, the full-day load forecasting and time-sharing load forecasting were carried out. By comparing and analyzing the forecast error, the results showed that the error of time-sharing load forecasting method was small in this paper. The forecasting method is an effective method to improve the accuracy of load forecasting.
Load forecasting for supermarket refrigeration
DEFF Research Database (Denmark)
Bacher, Peder; Madsen, Henrik; Aalborg Nielsen, Henrik
This report presents a study of models for forecasting the load for supermarket refrigeration. The data used for building the forecasting models consists of load measurements, local climate measurements and weather forecasts. The load measurements are from a supermarket located in a village...... in Denmark. The load for refrigeration is the sum of all cabinets in the supermarket, both low and medium temperature cabinets, and spans a period of one year. As input to the forecasting models the ambient temperature observed near the supermarket together with weather forecasts are used. Every hour...
Mutual Information-Based Inputs Selection for Electric Load Time Series Forecasting
Directory of Open Access Journals (Sweden)
Nenad Floranović
2013-02-01
Full Text Available Providing accurate load forecast to electric utility corporations is essential in order to reduce their operational costs and increase profits. Hence, training set selection is an important preprocessing step which has to be considered in practice in order to increase the accuracy of load forecasts. The usage of mutual information (MI has been recently proposed in regression tasks, mostly for feature selection and for identifying the real instances from training sets that contains noise and outliers. This paper proposes a methodology for the training set selection in a least squares support vector machines (LS-SVMs load forecasting model. A new application of the concept of MI is presented for the selection of a training set based on MI computation between initial training set instances and testing set instances. Accordingly, several LS-SVMs models have been trained, based on the proposed methodology, for hourly prediction of electric load for one day ahead. The results obtained from a real-world data set indicate that the proposed method increases the accuracy of load forecasting as well as reduces the size of the initial training set needed for model training.
A methodology for Electric Power Load Forecasting
Directory of Open Access Journals (Sweden)
Eisa Almeshaiei
2011-06-01
Full Text Available Electricity demand forecasting is a central and integral process for planning periodical operations and facility expansion in the electricity sector. Demand pattern is almost very complex due to the deregulation of energy markets. Therefore, finding an appropriate forecasting model for a specific electricity network is not an easy task. Although many forecasting methods were developed, none can be generalized for all demand patterns. Therefore, this paper presents a pragmatic methodology that can be used as a guide to construct Electric Power Load Forecasting models. This methodology is mainly based on decomposition and segmentation of the load time series. Several statistical analyses are involved to study the load features and forecasting precision such as moving average and probability plots of load noise. Real daily load data from Kuwaiti electric network are used as a case study. Some results are reported to guide forecasting future needs of this network.
International Nuclear Information System (INIS)
Guo, Yin; Nazarian, Ehsan; Ko, Jeonghan; Rajurkar, Kamlakar
2014-01-01
Highlights: • Developed hourly-indexed ARX models for robust cooling-load forecasting. • Proposed a two-stage weighted least-squares regression approach. • Considered the effect of outliers as well as trend of cooling load and weather patterns. • Included higher order terms and day type patterns in the forecasting models. • Demonstrated better accuracy compared with some ARX and ANN models. - Abstract: This paper presents a robust hourly cooling-load forecasting method based on time-indexed autoregressive with exogenous inputs (ARX) models, in which the coefficients are estimated through a two-stage weighted least squares regression. The prediction method includes a combination of two separate time-indexed ARX models to improve prediction accuracy of the cooling load over different forecasting periods. The two-stage weighted least-squares regression approach in this study is robust to outliers and suitable for fast and adaptive coefficient estimation. The proposed method is tested on a large-scale central cooling system in an academic institution. The numerical case studies show the proposed prediction method performs better than some ANN and ARX forecasting models for the given test data set
Load forecasting of supermarket refrigeration
DEFF Research Database (Denmark)
Rasmussen, Lisa Buth; Bacher, Peder; Madsen, Henrik
2016-01-01
methods for predicting the regimes are tested. The dynamic relation between the weather and the load is modeled by simple transfer functions and the non-linearities are described using spline functions. The results are thoroughly evaluated and it is shown that the spline functions are suitable...... for handling the non-linear relations and that after applying an auto-regressive noise model the one-step ahead residuals do not contain further significant information....... in Denmark. Every hour the hourly electrical load for refrigeration is forecasted for the following 42 h. The forecast models are adaptive linear time series models. The model has two regimes; one for opening hours and one for closing hours, this is modeled by a regime switching model and two different...
Fuzzy approach for short term load forecasting
Energy Technology Data Exchange (ETDEWEB)
Chenthur Pandian, S.; Duraiswamy, K.; Kanagaraj, N. [Electrical and Electronics Engg., K.S. Rangasamy College of Technology, Tiruchengode 637209, Tamil Nadu (India); Christober Asir Rajan, C. [Department of Electrical and Electronics Engineering, Pondicherry Engineering College, Pondicherry (India)
2006-04-15
The main objective of short term load forecasting (STLF) is to provide load predictions for generation scheduling, economic load dispatch and security assessment at any time. The STLF is needed to supply necessary information for the system management of day-to-day operations and unit commitment. In this paper, the 'time' and 'temperature' of the day are taken as inputs for the fuzzy logic controller and the 'forecasted load' is the output. The input variable 'time' has been divided into eight triangular membership functions. The membership functions are Mid Night, Dawn, Morning, Fore Noon, After Noon, Evening, Dusk and Night. Another input variable 'temperature' has been divided into four triangular membership functions. They are Below Normal, Normal, Above Normal and High. The 'forecasted load' as output has been divided into eight triangular membership functions. They are Very Low, Low, Sub Normal, Moderate Normal, Normal, Above Normal, High and Very High. Case studies have been carried out for the Neyveli Thermal Power Station Unit-II (NTPS-II) in India. The fuzzy forecasted load values are compared with the conventional forecasted values. The forecasted load closely matches the actual one within +/-3%. (author)
Energy Technology Data Exchange (ETDEWEB)
Willis, H.L.; Engel, M.V.; Buri, M.J.
1995-04-01
The reliability, efficiency, and economy of a power delivery system depend mainly on how well its substations, transmission lines, and distribution feeders are located within the utility service area, and how well their capacities match power needs in their respective localities. Often, utility planners are forced to commit to sites, rights of way, and equipment capacities year in advance. A necessary element of effective expansion planning is a forecast of where and how much demand must be served by the future T and D system. This article reports that a three-stage method forecasts with accuracy and detail, allowing meaningful determination of sties and sizes for future substation, transmission, and distribution facilities.
Directory of Open Access Journals (Sweden)
Yan Hong Chen
2016-01-01
Full Text Available This paper proposes a new electric load forecasting model by hybridizing the fuzzy time series (FTS and global harmony search algorithm (GHSA with least squares support vector machines (LSSVM, namely GHSA-FTS-LSSVM model. Firstly, the fuzzy c-means clustering (FCS algorithm is used to calculate the clustering center of each cluster. Secondly, the LSSVM is applied to model the resultant series, which is optimized by GHSA. Finally, a real-world example is adopted to test the performance of the proposed model. In this investigation, the proposed model is verified using experimental datasets from the Guangdong Province Industrial Development Database, and results are compared against autoregressive integrated moving average (ARIMA model and other algorithms hybridized with LSSVM including genetic algorithm (GA, particle swarm optimization (PSO, harmony search, and so on. The forecasting results indicate that the proposed GHSA-FTS-LSSVM model effectively generates more accurate predictive results.
Net load forecasting for high renewable energy penetration grids
International Nuclear Information System (INIS)
Kaur, Amanpreet; Nonnenmacher, Lukas; Coimbra, Carlos F.M.
2016-01-01
We discuss methods for net load forecasting and their significance for operation and management of power grids with high renewable energy penetration. Net load forecasting is an enabling technology for the integration of microgrid fleets with the macrogrid. Net load represents the load that is traded between the grids (microgrid and utility grid). It is important for resource allocation and electricity market participation at the point of common coupling between the interconnected grids. We compare two inherently different approaches: additive and integrated net load forecast models. The proposed methodologies are validated on a microgrid with 33% annual renewable energy (solar) penetration. A heuristics based solar forecasting technique is proposed, achieving skill of 24.20%. The integrated solar and load forecasting model outperforms the additive model by 10.69% and the uncertainty range for the additive model is larger than the integrated model by 2.2%. Thus, for grid applications an integrated forecast model is recommended. We find that the net load forecast errors and the solar forecasting errors are cointegrated with a common stochastic drift. This is useful for future planning and modeling because the solar energy time-series allows to infer important features of the net load time-series, such as expected variability and uncertainty. - Highlights: • Net load forecasting methods for grids with renewable energy generation are discussed. • Integrated solar and load forecasting outperforms the additive model by 10.69%. • Net load forecasting reduces the uncertainty between the interconnected grids.
Online load forecasting for supermarket refrigeration
DEFF Research Database (Denmark)
Bacher, Peder; Madsen, Henrik; Nielsen, Henrik Aalborg
2013-01-01
This paper presents a study of models for forecasting the load for supermarket refrigeration. The data used for building the forecasting models consists of load measurements, local climate measurements and weather forecasts. The load measurements are from a supermarket located in a village...
Economic impact analysis of load forecasting
International Nuclear Information System (INIS)
Ranaweera, D.K.; Karady, G.G.; Farmer, R.G.
1997-01-01
Short term load forecasting is an essential function in electric power system operations and planning. Forecasts are needed for a variety of utility activities such as generation scheduling, scheduling of fuel purchases, maintenance scheduling and security analysis. Depending on power system characteristics, significant forecasting errors can lead to either excessively conservative scheduling or very marginal scheduling. Either can induce heavy economic penalties. This paper examines the economic impact of inaccurate load forecasts. Monte Carlo simulations were used to study the effect of different load forecasting accuracy. Investigations into the effect of improving the daily peak load forecasts, effect of different seasons of the year and effect of utilization factors are presented
Distribution load forecast with interactive correction of horizon loads
International Nuclear Information System (INIS)
Glamochanin, V.; Andonov, D.; Gagovski, I.
1994-01-01
This paper presents the interactive distribution load forecast application that performs the distribution load forecast with interactive correction of horizon loads. It consists of two major parts implemented in Fortran and Visual Basic. The Fortran part is used for the forecasts computations. It consists of two methods: Load Transfer Coupling Curve Fitting (LTCCF) and load Forecast Using Curve Shape Clustering (FUCSC). LTCCF is used to 'correct' the contaminated data because of load transfer among neighboring distribution areas. FUCSC uses curve shape clustering to forecast the distribution loads of small areas. The forecast for each small area is achieved by using the shape of corresponding cluster curve. The comparison of forecasted loads of the area with historical data will be used as a tool for the correction of the estimated horizon load. The Visual Basic part is used to provide flexible interactive user-friendly environment. (author). 5 refs., 3 figs
Hybrid ellipsoidal fuzzy systems in forecasting regional electricity loads
Energy Technology Data Exchange (ETDEWEB)
Pai, Ping-Feng [Department of Information Management, National Chi Nan University, 1 University Road, Puli, Nantou 545, Taiwan (China)
2006-09-15
Because of the privatization of electricity in many countries, load forecasting has become one of the most crucial issues in the planning and operations of electric utilities. In addition, accurate regional load forecasting can provide the transmission and distribution operators with more information. The hybrid ellipsoidal fuzzy system was originally designed to solve control and pattern recognition problems. The main objective of this investigation is to develop a hybrid ellipsoidal fuzzy system for time series forecasting (HEFST) and apply the proposed model to forecast regional electricity loads in Taiwan. Additionally, a scaled conjugate gradient learning method is employed in the supervised learning phase of the HEFST model. Subsequently, numerical data taken from the existing literature is used to demonstrate the forecasting performance of the HEFST model. Simulation results reveal that the proposed model has better forecasting performance than the artificial neural network model and the regression model. Thus, the HEFST model is a valid and promising alternative for forecasting regional electricity loads. (author)
Medium-term load forecasting and wholesale transaction profitability
International Nuclear Information System (INIS)
Selker, F.K.; Wroblewski, W.R.
1996-01-01
The volume of wholesale transactions quoted at firm prices is increasing. The cost, and thus profitability, of serving these contracts strongly depends upon native load during the time of delivery. However, transactions extend beyond load forecasts based on weather information, and long-term resource planning forecasts of load peaks and energy provide inadequate detail. To address this need, Decision Focus Inc. (DFI) and Commonwealth Edison (ComEd) developed a probabilistic, medium-term load forecasting capability. In this paper the authors use a hypothetical utility to explore the impact of uncertain medium-term loads on transaction profitability
A fuzzy inference model for short-term load forecasting
International Nuclear Information System (INIS)
Mamlook, Rustum; Badran, Omar; Abdulhadi, Emad
2009-01-01
This paper is concerned with the short-term load forecasting (STLF) in power system operations. It provides load prediction for generation scheduling and unit commitment decisions, and therefore precise load forecasting plays an important role in reducing the generation cost and the spinning reserve capacity. Short-term electricity demand forecasting (i.e., the prediction of hourly loads (demand)) is one of the most important tools by which an electric utility/company plans, dispatches the loading of generating units in order to meet system demand. The accuracy of the dispatching system, which is derived from the accuracy of the forecasting algorithm used, will determine the economics of the operation of the power system. The inaccuracy or large error in the forecast simply means that load matching is not optimized and consequently the generation and transmission systems are not being operated in an efficient manner. In the present study, a proposed methodology has been introduced to decrease the forecasted error and the processing time by using fuzzy logic controller on an hourly base. Therefore, it predicts the effect of different conditional parameters (i.e., weather, time, historical data, and random disturbances) on load forecasting in terms of fuzzy sets during the generation process. These parameters are chosen with respect to their priority and importance. The forecasted values obtained by fuzzy method were compared with the conventionally forecasted ones. The results showed that the STLF of the fuzzy implementation have more accuracy and better outcomes
Short-term Power Load Forecasting Based on Balanced KNN
Lv, Xianlong; Cheng, Xingong; YanShuang; Tang, Yan-mei
2018-03-01
To improve the accuracy of load forecasting, a short-term load forecasting model based on balanced KNN algorithm is proposed; According to the load characteristics, the historical data of massive power load are divided into scenes by the K-means algorithm; In view of unbalanced load scenes, the balanced KNN algorithm is proposed to classify the scene accurately; The local weighted linear regression algorithm is used to fitting and predict the load; Adopting the Apache Hadoop programming framework of cloud computing, the proposed algorithm model is parallelized and improved to enhance its ability of dealing with massive and high-dimension data. The analysis of the household electricity consumption data for a residential district is done by 23-nodes cloud computing cluster, and experimental results show that the load forecasting accuracy and execution time by the proposed model are the better than those of traditional forecasting algorithm.
Short-term heat load forecasting for single family houses
DEFF Research Database (Denmark)
Bacher, Peder; Madsen, Henrik; Nielsen, Henrik Aalborg
2013-01-01
This paper presents a method for forecasting the load for space heating in a single-family house. The forecasting model is built using data from sixteen houses located in Sønderborg, Denmark, combined with local climate measurements and weather forecasts. Every hour the hourly heat load for each...... house the following two days is forecasted. The forecast models are adaptive linear time-series models and the climate inputs used are: ambient temperature, global radiation and wind speed. A computationally efficient recursive least squares scheme is used. The models are optimized to fit the individual...... noise and that practically all correlation to the climate variables are removed. Furthermore, the results show that the forecasting errors mainly are related to: unpredictable high frequency variations in the heat load signal (predominant only for some houses), shifts in resident behavior patterns...
A Simple Hybrid Model for Short-Term Load Forecasting
Directory of Open Access Journals (Sweden)
Suseelatha Annamareddi
2013-01-01
Full Text Available The paper proposes a simple hybrid model to forecast the electrical load data based on the wavelet transform technique and double exponential smoothing. The historical noisy load series data is decomposed into deterministic and fluctuation components using suitable wavelet coefficient thresholds and wavelet reconstruction method. The variation characteristics of the resulting series are analyzed to arrive at reasonable thresholds that yield good denoising results. The constitutive series are then forecasted using appropriate exponential adaptive smoothing models. A case study performed on California energy market data demonstrates that the proposed method can offer high forecasting precision for very short-term forecasts, considering a time horizon of two weeks.
Unsupervised/supervised learning concept for 24-hour load forecasting
Energy Technology Data Exchange (ETDEWEB)
Djukanovic, M [Electrical Engineering Inst. ' Nikola Tesla' , Belgrade (Yugoslavia); Babic, B [Electrical Power Industry of Serbia, Belgrade (Yugoslavia); Sobajic, D J; Pao, Y -H [Case Western Reserve Univ., Cleveland, OH (United States). Dept. of Electrical Engineering and Computer Science
1993-07-01
An application of artificial neural networks in short-term load forecasting is described. An algorithm using an unsupervised/supervised learning concept and historical relationship between the load and temperature for a given season, day type and hour of the day to forecast hourly electric load with a lead time of 24 hours is proposed. An additional approach using functional link net, temperature variables, average load and last one-hour load of previous day is introduced and compared with the ANN model with one hidden layer load forecast. In spite of limited available weather variables (maximum, minimum and average temperature for the day) quite acceptable results have been achieved. The 24-hour-ahead forecast errors (absolute average) ranged from 2.78% for Saturdays and 3.12% for working days to 3.54% for Sundays. (Author)
Short-term load forecasting of power system
Xu, Xiaobin
2017-05-01
In order to ensure the scientific nature of optimization about power system, it is necessary to improve the load forecasting accuracy. Power system load forecasting is based on accurate statistical data and survey data, starting from the history and current situation of electricity consumption, with a scientific method to predict the future development trend of power load and change the law of science. Short-term load forecasting is the basis of power system operation and analysis, which is of great significance to unit combination, economic dispatch and safety check. Therefore, the load forecasting of the power system is explained in detail in this paper. First, we use the data from 2012 to 2014 to establish the partial least squares model to regression analysis the relationship between daily maximum load, daily minimum load, daily average load and each meteorological factor, and select the highest peak by observing the regression coefficient histogram Day maximum temperature, daily minimum temperature and daily average temperature as the meteorological factors to improve the accuracy of load forecasting indicators. Secondly, in the case of uncertain climate impact, we use the time series model to predict the load data for 2015, respectively, the 2009-2014 load data were sorted out, through the previous six years of the data to forecast the data for this time in 2015. The criterion for the accuracy of the prediction is the average of the standard deviations for the prediction results and average load for the previous six years. Finally, considering the climate effect, we use the BP neural network model to predict the data in 2015, and optimize the forecast results on the basis of the time series model.
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.
Impact of onsite solar generation on system load demand forecast
International Nuclear Information System (INIS)
Kaur, Amanpreet; Pedro, Hugo T.C.; Coimbra, Carlos F.M.
2013-01-01
Highlights: • We showed the impact onsite solar generation on system demand load forecast. • Forecast performance degrades by 9% and 3% for 1 h and 15 min forecast horizons. • Error distribution for onsite case is best characterized as t-distribution. • Relation between error, solar penetration and solar variability is characterized. - Abstract: Net energy metering tariffs have encouraged the growth of solar PV in the distribution grid. The additional variability associated with weather-dependent renewable energy creates new challenges for power system operators that must maintain and operate ancillary services to balance the grid. To deal with these issues power operators mostly rely on demand load forecasts. Electric load forecast has been used in power industry for a long time and there are several well established load forecasting models. But the performance of these models for future scenario of high renewable energy penetration is unclear. In this work, the impact of onsite solar power generation on the demand load forecast is analyzed for a community that meets between 10% and 15% of its annual power demand and 3–54% of its daily power demand from a solar power plant. Short-Term Load Forecasts (STLF) using persistence, machine learning and regression-based forecasting models are presented for two cases: (1) high solar penetration and (2) no penetration. Results show that for 1-h and 15-min forecasts the accuracy of the models drops by 9% and 3% with high solar penetration. Statistical analysis of the forecast errors demonstrate that the error distribution is best characterized as a t-distribution for the high penetration scenario. Analysis of the error distribution as a function of daily solar penetration for different levels of variability revealed that the solar power variability drives the forecast error magnitude whereas increasing penetration level has a much smaller contribution. This work concludes that the demand forecast error distribution
Short-term electric load forecasting using computational intelligence methods
Jurado, Sergio; Peralta, J.; Nebot, Àngela; Mugica, Francisco; Cortez, Paulo
2013-01-01
Accurate time series forecasting is a key issue to support individual and organizational decision making. In this paper, we introduce several methods for short-term electric load forecasting. All the presented methods stem from computational intelligence techniques: Random Forest, Nonlinear Autoregressive Neural Networks, Evolutionary Support Vector Machines and Fuzzy Inductive Reasoning. The performance of the suggested methods is experimentally justified with several experiments carried out...
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.
Wind and load forecast error model for multiple geographically distributed forecasts
Energy Technology Data Exchange (ETDEWEB)
Makarov, Yuri V.; Reyes-Spindola, Jorge F.; Samaan, Nader; Diao, Ruisheng; Hafen, Ryan P. [Pacific Northwest National Laboratory, Richland, WA (United States)
2010-07-01
The impact of wind and load forecast errors on power grid operations is frequently evaluated by conducting multi-variant studies, where these errors are simulated repeatedly as random processes based on their known statistical characteristics. To simulate these errors correctly, we need to reflect their distributions (which do not necessarily follow a known distribution law), standard deviations. auto- and cross-correlations. For instance, load and wind forecast errors can be closely correlated in different zones of the system. This paper introduces a new methodology for generating multiple cross-correlated random processes to produce forecast error time-domain curves based on a transition probability matrix computed from an empirical error distribution function. The matrix will be used to generate new error time series with statistical features similar to observed errors. We present the derivation of the method and some experimental results obtained by generating new error forecasts together with their statistics. (orig.)
Research on light rail electric load forecasting based on ARMA model
Huang, Yifan
2018-04-01
The article compares a variety of time series models and combines the characteristics of power load forecasting. Then, a light load forecasting model based on ARMA model is established. Based on this model, a light rail system is forecasted. The prediction results show that the accuracy of the model prediction is high.
Electrical Load Survey and Forecast for a Decentralized Hybrid ...
African Journals Online (AJOL)
Electrical Load Survey and Forecast for a Decentralized Hybrid Power System at Elebu, Kwara State, Nigeria. ... Nigerian Journal of Technology ... The paper reports the results of electrical load demand and forecast for Elebu rural community ...
Effective Feature Preprocessing for Time Series Forecasting
DEFF Research Database (Denmark)
Zhao, Junhua; Dong, Zhaoyang; Xu, Zhao
2006-01-01
Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting...... performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time...... series forecasting models....
Machine learning based switching model for electricity load forecasting
Energy Technology Data Exchange (ETDEWEB)
Fan, Shu; Lee, Wei-Jen [Energy Systems Research Center, The University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States); Chen, Luonan [Department of Electronics, Information and Communication Engineering, Osaka Sangyo University, 3-1-1 Nakagaito, Daito, Osaka 574-0013 (Japan)
2008-06-15
In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma. (author)
Machine learning based switching model for electricity load forecasting
Energy Technology Data Exchange (ETDEWEB)
Fan Shu [Energy Systems Research Center, University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States); Chen Luonan [Department of Electronics, Information and Communication Engineering, Osaka Sangyo University, 3-1-1 Nakagaito, Daito, Osaka 574-0013 (Japan); Lee, Weijen [Energy Systems Research Center, University of Texas at Arlington, 416 S. College Street, Arlington, TX 76019 (United States)], E-mail: wlee@uta.edu
2008-06-15
In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma.
Machine learning based switching model for electricity load forecasting
International Nuclear Information System (INIS)
Fan Shu; Chen Luonan; Lee, Weijen
2008-01-01
In deregulated power markets, forecasting electricity loads is one of the most essential tasks for system planning, operation and decision making. Based on an integration of two machine learning techniques: Bayesian clustering by dynamics (BCD) and support vector regression (SVR), this paper proposes a novel forecasting model for day ahead electricity load forecasting. The proposed model adopts an integrated architecture to handle the non-stationarity of time series. Firstly, a BCD classifier is applied to cluster the input data set into several subsets by the dynamics of the time series in an unsupervised manner. Then, groups of SVRs are used to fit the training data of each subset in a supervised way. The effectiveness of the proposed model is demonstrated with actual data taken from the New York ISO and the Western Farmers Electric Cooperative in Oklahoma
Short term load forecasting: two stage modelling
Directory of Open Access Journals (Sweden)
SOARES, L. J.
2009-06-01
Full Text Available This paper studies the hourly electricity load demand in the area covered by a utility situated in the Seattle, USA, called Puget Sound Power and Light Company. Our proposal is put into proof with the famous dataset from this company. We propose a stochastic model which employs ANN (Artificial Neural Networks to model short-run dynamics and the dependence among adjacent hours. The model proposed treats each hour's load separately as individual single series. This approach avoids modeling the intricate intra-day pattern (load profile displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is evaluated in similiar mode a TLSAR (Two-Level Seasonal Autoregressive model proposed by Soares (2003 using the years of 1995 and 1996 as the holdout sample. Moreover, we conclude that non linearity is present in some series of these data. The model results are analyzed. The experiment shows that our tool can be used to produce load forecasting in tropical climate places.
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
A novel economy reflecting short-term load forecasting approach
International Nuclear Information System (INIS)
Lin, Cheng-Ting; Chou, Li-Der
2013-01-01
Highlights: ► We combine MA line of TAIEX and SVR to overcome the load demands over-prediction problems caused by the economic downturn. ► The Taiwan island-wide electricity power system was used as the case study. ► Short- to middle-term MA lines of TAIEX are found to be good economic input variables for load forecasting models. - Abstract: The global economic downturn in 2008 and 2009, which was spurred by the bankruptcy of Lehman Brothers, sharply reduced the demand for electricity load. Conventional load-forecasting approaches were unable to respond to sudden changes in the economy, because these approaches do not consider the effect of economic factors. Therefore, the over-prediction problem occurred. To overcome this problem, this paper proposes a novel, economy-reflecting, short-term load forecasting (STLF) approach based on theories of moving average (MA) line of stock index and machine learning. In this approach, the stock indices decision model is designed to reflect fluctuations in the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX) series, which is selected as an optimal input variable in support vector regression load forecasting model at an appropriate timing. The Taiwan island-wide hourly electricity load demands from 2008 to 2010 are used as the case study for performance benchmarking. Results show that the proposed approach with a 60-day MA of the TAIEX as economic learning pattern achieves good forecasting performance. It outperforms the conventional approach by 29.16% on average during economic downturn-affected days. Overall, the proposed approach successfully overcomes the over-prediction problems caused by the economic downturn. To the best of our knowledge, this paper is the first attempt to apply MA line theory of stock index on STLF.
Directory of Open Access Journals (Sweden)
Yuqi Dong
2016-12-01
Full Text Available Accurate short-term electrical load forecasting plays a pivotal role in the national economy and people’s livelihood through providing effective future plans and ensuring a reliable supply of sustainable electricity. Although considerable work has been done to select suitable models and optimize the model parameters to forecast the short-term electrical load, few models are built based on the characteristics of time series, which will have a great impact on the forecasting accuracy. For that reason, this paper proposes a hybrid model based on data decomposition considering periodicity, trend and randomness of the original electrical load time series data. Through preprocessing and analyzing the original time series, the generalized regression neural network optimized by genetic algorithm is used to forecast the short-term electrical load. The experimental results demonstrate that the proposed hybrid model can not only achieve a good fitting ability, but it can also approximate the actual values when dealing with non-linear time series data with periodicity, trend and randomness.
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)
Forecasting Cryptocurrencies Financial Time Series
DEFF Research Database (Denmark)
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco
2018-01-01
This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely...
Forecasting Cryptocurrencies Financial Time Series
Catania, Leopoldo; Grassi, Stefano; Ravazzolo, Francesco
2018-01-01
This paper studies the predictability of cryptocurrencies time series. We compare several alternative univariate and multivariate models in point and density forecasting of four of the most capitalized series: Bitcoin, Litecoin, Ripple and Ethereum. We apply a set of crypto–predictors and rely on Dynamic Model Averaging to combine a large set of univariate Dynamic Linear Models and several multivariate Vector Autoregressive models with different forms of time variation. We find statistical si...
Online short-term heat load forecasting for single family houses
DEFF Research Database (Denmark)
Bacher, Peder; Madsen, Henrik; Nielsen, Henrik Aalborg
2013-01-01
. Every hour the hourly heat load for each house the following two days is forecasted. The forecast models are adaptive linear time-series models and the climate inputs used are: ambient temperature, global radiation, and wind speed. A computationally efficient recursive least squares scheme is used......This paper presents a method for forecasting the load for heating in a single-family house. Both space and hot tap water heating are forecasted. The forecasting model is built using data from sixteen houses in Sønderborg, Denmark, combined with local climate measurements and weather forecasts...... variations in the heat load signal (predominant only for some houses), peaks presumably from showers, shifts in resident behavior, and uncertainty of the weather forecasts for longer horizons, especially for the solar radiation....
25 years of time series forecasting
de Gooijer, J.G.; Hyndman, R.J.
2006-01-01
We review the past 25 years of research into time series forecasting. In this silver jubilee issue, we naturally highlight results published in journals managed by the International Institute of Forecasters (Journal of Forecasting 1982-1985 and International Journal of Forecasting 1985-2005). During
Short-Term Load Forecasting-Based Automatic Distribution Network Reconfiguration
Energy Technology Data Exchange (ETDEWEB)
Jiang, Huaiguang [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Ding, Fei [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhang, Yingchen [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-08-23
In a traditional dynamic network reconfiguration study, the optimal topology is determined at every scheduled time point by using the real load data measured at that time. The development of the load forecasting technique can provide an accurate prediction of the load power that will happen in a future time and provide more information about load changes. With the inclusion of load forecasting, the optimal topology can be determined based on the predicted load conditions during a longer time period instead of using a snapshot of the load at the time when the reconfiguration happens; thus, the distribution system operator can use this information to better operate the system reconfiguration and achieve optimal solutions. This paper proposes a short-term load forecasting approach to automatically reconfigure distribution systems in a dynamic and pre-event manner. Specifically, a short-term and high-resolution distribution system load forecasting approach is proposed with a forecaster based on support vector regression and parallel parameters optimization. The network reconfiguration problem is solved by using the forecasted load continuously to determine the optimal network topology with the minimum amount of loss at the future time. The simulation results validate and evaluate the proposed approach.
Short-Term Load Forecasting Based Automatic Distribution Network Reconfiguration: Preprint
Energy Technology Data Exchange (ETDEWEB)
Jiang, Huaiguang [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Ding, Fei [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhang, Yingchen [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Jiang, Huaiguang [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Ding, Fei [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhang, Yingchen [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-07-26
In the traditional dynamic network reconfiguration study, the optimal topology is determined at every scheduled time point by using the real load data measured at that time. The development of load forecasting technique can provide accurate prediction of load power that will happen in future time and provide more information about load changes. With the inclusion of load forecasting, the optimal topology can be determined based on the predicted load conditions during the longer time period instead of using the snapshot of load at the time when the reconfiguration happens, and thus it can provide information to the distribution system operator (DSO) to better operate the system reconfiguration to achieve optimal solutions. Thus, this paper proposes a short-term load forecasting based approach for automatically reconfiguring distribution systems in a dynamic and pre-event manner. Specifically, a short-term and high-resolution distribution system load forecasting approach is proposed with support vector regression (SVR) based forecaster and parallel parameters optimization. And the network reconfiguration problem is solved by using the forecasted load continuously to determine the optimal network topology with the minimum loss at the future time. The simulation results validate and evaluate the proposed approach.
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.
The Delicate Analysis of Short-Term Load Forecasting
Song, Changwei; Zheng, Yuan
2017-05-01
This paper proposes a new method for short-term load forecasting based on the similar day method, correlation coefficient and Fast Fourier Transform (FFT) to achieve the precision analysis of load variation from three aspects (typical day, correlation coefficient, spectral analysis) and three dimensions (time dimension, industry dimensions, the main factors influencing the load characteristic such as national policies, regional economic, holidays, electricity and so on). First, the branch algorithm one-class-SVM is adopted to selection the typical day. Second, correlation coefficient method is used to obtain the direction and strength of the linear relationship between two random variables, which can reflect the influence caused by the customer macro policy and the scale of production to the electricity price. Third, Fourier transform residual error correction model is proposed to reflect the nature of load extracting from the residual error. Finally, simulation result indicates the validity and engineering practicability of the proposed method.
Short-term residential load forecasting: Impact of calendar effects and forecast granularity
DEFF Research Database (Denmark)
Lusis, Peter; Khalilpour, Kaveh Rajab; Andrew, Lachlan
2017-01-01
forecasting for a single-customer or even down at an appliance level. Access to high resolution data from smart meters has enabled the research community to assess conventional load forecasting techniques and develop new forecasting strategies suitable for demand-side disaggregated loads. This paper studies...... how calendar effects, forecasting granularity and the length of the training set affect the accuracy of a day-ahead load forecast for residential customers. Root mean square error (RMSE) and normalized RMSE were used as forecast error metrics. Regression trees, neural networks, and support vector...... regression yielded similar average RMSE results, but statistical analysis showed that regression trees technique is significantly better. The use of historical load profiles with daily and weekly seasonality, combined with weather data, leaves the explicit calendar effects a very low predictive power...
Lambda-Based Data Processing Architecture for Two-Level Load Forecasting in Residential Buildings
Directory of Open Access Journals (Sweden)
Gde Dharma Nugraha
2018-03-01
Full Text Available Building energy management systems (BEMS have been intensively used to manage the electricity consumption of residential buildings more efficiently. However, the dynamic behavior of the occupants introduces uncertainty problems that affect the performance of the BEMS. To address this uncertainty problem, the BEMS may implement load forecasting as one of the BEMS modules. Load forecasting utilizes historical load data to compute model predictions for a specific time in the future. Recently, smart meters have been introduced to collect electricity consumption data. Smart meters not only capture aggregation data, but also individual data that is more frequently close to real-time. The processing of both smart meter data types for load forecasting can enhance the performance of the BEMS when confronted with uncertainty problems. The collection of smart meter data can be processed using a batch approach for short-term load forecasting, while the real-time smart meter data can be processed for very short-term load forecasting, which adjusts the short-term load forecasting to adapt to the dynamic behavior of the occupants. This approach requires different data processing techniques for aggregation and individual of smart meter data. In this paper, we propose Lambda-based data processing architecture to process the different types of smart meter data and implement the two-level load forecasting approach, which combines short-term and very short-term load forecasting techniques on top of our proposed data processing architecture. The proposed approach is expected to enhance the BEMS to address the uncertainty problem in order to process data in less time. Our experiment showed that the proposed approaches improved the accuracy by 7% compared to a typical BEMS with only one load forecasting technique, and had the lowest computation time when processing the smart meter data.
2010-01-01
... financial ratings, and participation in reliability council, power pool, regional transmission group, power... analysis and modeling of the borrower's electric system loads as provided for in the load forecast work plan. (5) A narrative discussing the borrower's past, existing, and forecast of future electric system...
Neural Network Models for Time Series Forecasts
Tim Hill; Marcus O'Connor; William Remus
1996-01-01
Neural networks have been advocated as an alternative to traditional statistical forecasting methods. In the present experiment, time series forecasts produced by neural networks are compared with forecasts from six statistical time series methods generated in a major forecasting competition (Makridakis et al. [Makridakis, S., A. Anderson, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, R. Winkler. 1982. The accuracy of extrapolation (time series) methods: Results of a ...
The Impact of Distributed Generation Systems in the Load Forecasting
Benedicto Llorens, Juan Manuel
2009-01-01
Projecte fet en col.laboració amb l'Instituto Superior Tecnico. Universidade Técnica de Lisboa Load forecasting is vitally important for the electric industry in the deregulated economy. It has many applications including energy purchasing and generation, load switching, contract evaluation and infrastructure development. Because of this, a large variety of mathematical methods have been developed for load forecasting. In addition, the large-scale integration of wind power, now...
Analysis and Synthesis of Load Forecasting Data for Renewable Integration Studies: Preprint
Energy Technology Data Exchange (ETDEWEB)
Steckler, N.; Florita, A.; Zhang, J.; Hodge, B. M.
2013-11-01
As renewable energy constitutes greater portions of the generation fleet, the importance of modeling uncertainty as part of integration studies also increases. In pursuit of optimal system operations, it is important to capture not only the definitive behavior of power plants, but also the risks associated with systemwide interactions. This research examines the dependence of load forecast errors on external predictor variables such as temperature, day type, and time of day. The analysis was utilized to create statistically relevant instances of sequential load forecasts with only a time series of historic, measured load available. The creation of such load forecasts relies on Bayesian techniques for informing and updating the model, thus providing a basis for networked and adaptive load forecast models in future operational applications.
A new cascade NN based method to short-term load forecast in deregulated electricity market
International Nuclear Information System (INIS)
Kouhi, Sajjad; Keynia, Farshid
2013-01-01
Highlights: • We are proposed a new hybrid cascaded NN based method and WT to short-term load forecast in deregulated electricity market. • An efficient preprocessor consist of normalization and shuffling of signals is presented. • In order to select the best inputs, a two-stage feature selection is presented. • A new cascaded structure consist of three cascaded NNs is used as forecaster. - Abstract: Short-term load forecasting (STLF) is a major discussion in efficient operation of power systems. The electricity load is a nonlinear signal with time dependent behavior. The area of electricity load forecasting has still essential need for more accurate and stable load forecast algorithm. To improve the accuracy of prediction, a new hybrid forecast strategy based on cascaded neural network is proposed for STLF. This method is consists of wavelet transform, an intelligent two-stage feature selection, and cascaded neural network. The feature selection is used to remove the irrelevant and redundant inputs. The forecast engine is composed of three cascaded neural network (CNN) structure. This cascaded structure can be efficiently extract input/output mapping function of the nonlinear electricity load data. Adjustable parameters of the intelligent feature selection and CNN is fine-tuned by a kind of cross-validation technique. The proposed STLF is tested on PJM and New York electricity markets. It is concluded from the result, the proposed algorithm is a robust forecast method
Load Forecasting in Electric Utility Integrated Resource Planning
Energy Technology Data Exchange (ETDEWEB)
Carvallo, Juan Pablo [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Larsen, Peter H. [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Sanstad, Alan H [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States); Goldman, Charles A. [Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States)
2017-07-19
Integrated resource planning (IRP) is a process used by many vertically-integrated U.S. electric utilities to determine least-cost/risk supply and demand-side resources that meet government policy objectives and future obligations to customers and, in many cases, shareholders. Forecasts of energy and peak demand are a critical component of the IRP process. There have been few, if any, quantitative studies of IRP long-run (planning horizons of two decades) load forecast performance and its relationship to resource planning and actual procurement decisions. In this paper, we evaluate load forecasting methods, assumptions, and outcomes for 12 Western U.S. utilities by examining and comparing plans filed in the early 2000s against recent plans, up to year 2014. We find a convergence in the methods and data sources used. We also find that forecasts in more recent IRPs generally took account of new information, but that there continued to be a systematic over-estimation of load growth rates during the period studied. We compare planned and procured resource expansion against customer load and year-to-year load growth rates, but do not find a direct relationship. Load sensitivities performed in resource plans do not appear to be related to later procurement strategies even in the presence of large forecast errors. These findings suggest that resource procurement decisions may be driven by other factors than customer load growth. Our results have important implications for the integrated resource planning process, namely that load forecast accuracy may not be as important for resource procurement as is generally believed, that load forecast sensitivities could be used to improve the procurement process, and that management of load uncertainty should be prioritized over more complex forecasting techniques.
Daily Nigerian peak load forecasting using artificial neural network ...
African Journals Online (AJOL)
A daily peak load forecasting technique that uses artificial neural network with seasonal indices is presented in this paper. A neural network of relatively smaller size than the main prediction network is used to predict the daily peak load for a period of one year over which the actual daily load data are available using one ...
Introduction to time series analysis and forecasting
Montgomery, Douglas C; Kulahci, Murat
2008-01-01
An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.
Forecasting Strategies for Predicting Peak Electric Load Days
Saxena, Harshit
Academic institutions spend thousands of dollars every month on their electric power consumption. Some of these institutions follow a demand charges pricing structure; here the amount a customer pays to the utility is decided based on the total energy consumed during the month, with an additional charge based on the highest average power load required by the customer over a moving window of time as decided by the utility. Therefore, it is crucial for these institutions to minimize the time periods where a high amount of electric load is demanded over a short duration of time. In order to reduce the peak loads and have more uniform energy consumption, it is imperative to predict when these peaks occur, so that appropriate mitigation strategies can be developed. The research work presented in this thesis has been conducted for Rochester Institute of Technology (RIT), where the demand charges are decided based on a 15 minute sliding window panned over the entire month. This case study makes use of different statistical and machine learning algorithms to develop a forecasting strategy for predicting the peak electric load days of the month. The proposed strategy was tested for a whole year starting May 2015 to April 2016 during which a total of 57 peak days were observed. The model predicted a total of 74 peak days during this period, 40 of these cases were true positives, hence achieving an accuracy level of 70 percent. The results obtained with the proposed forecasting strategy are promising and demonstrate an annual savings potential worth about $80,000 for a single submeter of RIT.
A Time Series Forecasting Method
Directory of Open Access Journals (Sweden)
Wang Zhao-Yu
2017-01-01
Full Text Available This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach.
Efficient Resources Provisioning Based on Load Forecasting in Cloud
Directory of Open Access Journals (Sweden)
Rongdong Hu
2014-01-01
Full Text Available Cloud providers should ensure QoS while maximizing resources utilization. One optimal strategy is to timely allocate resources in a fine-grained mode according to application’s actual resources demand. The necessary precondition of this strategy is obtaining future load information in advance. We propose a multi-step-ahead load forecasting method, KSwSVR, based on statistical learning theory which is suitable for the complex and dynamic characteristics of the cloud computing environment. It integrates an improved support vector regression algorithm and Kalman smoother. Public trace data taken from multitypes of resources were used to verify its prediction accuracy, stability, and adaptability, comparing with AR, BPNN, and standard SVR. Subsequently, based on the predicted results, a simple and efficient strategy is proposed for resource provisioning. CPU allocation experiment indicated it can effectively reduce resources consumption while meeting service level agreements requirements.
Forecasting Enrollments with Fuzzy Time Series.
Song, Qiang; Chissom, Brad S.
The concept of fuzzy time series is introduced and used to forecast the enrollment of a university. Fuzzy time series, an aspect of fuzzy set theory, forecasts enrollment using a first-order time-invariant model. To evaluate the model, the conventional linear regression technique is applied and the predicted values obtained are compared to the…
Advances in electric power and energy systems load and price forecasting
2017-01-01
A comprehensive review of state-of-the-art approaches to power systems forecasting from the most respected names in the field, internationally. Advances in Electric Power and Energy Systems is the first book devoted exclusively to a subject of increasing urgency to power systems planning and operations. Written for practicing engineers, researchers, and post-grads concerned with power systems planning and forecasting, this book brings together contributions from many of the world’s foremost names in the field who address a range of critical issues, from forecasting power system load to power system pricing to post-storm service restoration times, river flow forecasting, and more. In a time of ever-increasing energy demands, mounting concerns over the environmental impacts of power generation, and the emergence of new, smart-grid technologies, electricity price forecasting has assumed a prominent role within both the academic and industrial ar nas. Short-run forecasting of electricity prices has become nece...
Parametric analysis of parameters for electrical-load forecasting using artificial neural networks
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.
Application of chaotic ant swarm optimization in electric load forecasting
International Nuclear Information System (INIS)
Hong, W.-C.
2010-01-01
Support vector regression (SVR) had revealed strong potential in accurate electric load forecasting, particularly by employing effective evolutionary algorithms to determine suitable values of its three parameters. Based on previous research results, however, these employed evolutionary algorithms themselves have several drawbacks, such as converging prematurely, reaching slowly the global optimal solution, and trapping into a local optimum. This investigation presents an SVR-based electric load forecasting model that applied a novel algorithm, namely chaotic ant swarm optimization (CAS), to improve the forecasting performance by searching its suitable parameters combination. The proposed CAS combines with the chaotic behavior of single ant and self-organization behavior of ant colony in the foraging process to overcome premature local optimum. The empirical results indicate that the SVR model with CAS (SVRCAS) results in better forecasting performance than the other alternative methods, namely SVRCPSO (SVR with chaotic PSO), SVRCGA (SVR with chaotic GA), regression model, and ANN model.
Electricity Load Forecasting Using Support Vector Regression with Memetic Algorithms
Directory of Open Access Journals (Sweden)
Zhongyi Hu
2013-01-01
Full Text Available Electricity load forecasting is an important issue that is widely explored and examined in power systems operation literature and commercial transactions in electricity markets literature as well. Among the existing forecasting models, support vector regression (SVR has gained much attention. Considering the performance of SVR highly depends on its parameters; this study proposed a firefly algorithm (FA based memetic algorithm (FA-MA to appropriately determine the parameters of SVR forecasting model. In the proposed FA-MA algorithm, the FA algorithm is applied to explore the solution space, and the pattern search is used to conduct individual learning and thus enhance the exploitation of FA. Experimental results confirm that the proposed FA-MA based SVR model can not only yield more accurate forecasting results than the other four evolutionary algorithms based SVR models and three well-known forecasting models but also outperform the hybrid algorithms in the related existing literature.
A Novel Nonlinear Combined Forecasting System for Short-Term Load Forecasting
Directory of Open Access Journals (Sweden)
Chengshi Tian
2018-03-01
Full Text Available Short-term load forecasting plays an indispensable role in electric power systems, which is not only an extremely challenging task but also a concerning issue for all society due to complex nonlinearity characteristics. However, most previous combined forecasting models were based on optimizing weight coefficients to develop a linear combined forecasting model, while ignoring that the linear combined model only considers the contribution of the linear terms to improving the model’s performance, which will lead to poor forecasting results because of the significance of the neglected and potential nonlinear terms. In this paper, a novel nonlinear combined forecasting system, which consists of three modules (improved data pre-processing module, forecasting module and the evaluation module is developed for short-term load forecasting. Different from the simple data pre-processing of most previous studies, the improved data pre-processing module based on longitudinal data selection is successfully developed in this system, which further improves the effectiveness of data pre-processing and then enhances the final forecasting performance. Furthermore, the modified support vector machine is developed to integrate all the individual predictors and obtain the final prediction, which successfully overcomes the upper drawbacks of the linear combined model. Moreover, the evaluation module is incorporated to perform a scientific evaluation for the developed system. The half-hourly electrical load data from New South Wales are employed to verify the effectiveness of the developed forecasting system, and the results reveal that the developed nonlinear forecasting system can be employed in the dispatching and planning for smart grids.
Forecasting loads and prices in competitive power markets
International Nuclear Information System (INIS)
Bunn, D.W.
2000-01-01
This paper provides a review of some of the main methodological issues and techniques which have become innovative in addressing the problem of forecasting daily loads and prices in the new competitive power markets. Particular emphasis is placed upon computationally intensive methods, including variable segmentation, multiple modeling, combinations, and neural networks for forecasting the demand side, and strategic simulation using artificial agents for the supply side
Forecasting with periodic autoregressive time series models
Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)
1999-01-01
textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption
International Nuclear Information System (INIS)
Hong, W.-C.
2009-01-01
Accurate forecasting of electric load has always been the most important issues in the electricity industry, particularly for developing countries. Due to the various influences, electric load forecasting reveals highly nonlinear characteristics. Recently, support vector regression (SVR), with nonlinear mapping capabilities of forecasting, has been successfully employed to solve nonlinear regression and time series problems. However, it is still lack of systematic approaches to determine appropriate parameter combination for a SVR model. This investigation elucidates the feasibility of applying chaotic particle swarm optimization (CPSO) algorithm to choose the suitable parameter combination for a SVR model. The empirical results reveal that the proposed model outperforms the other two models applying other algorithms, genetic algorithm (GA) and simulated annealing algorithm (SA). Finally, it also provides the theoretical exploration of the electric load forecasting support system (ELFSS)
Online short-term forecast of greenhouse heat load using a weather forecast service
DEFF Research Database (Denmark)
Vogler-Finck, P. J.C.; Bacher, P.; Madsen, Henrik
2017-01-01
the performance of recursive least squares for predicting the heat load of individual greenhouses in an online manner. Predictor inputs (weekly curves terms and weather forecast inputs) are selected in an automated manner using a forward selection approach. Historical load measurements from 5 Danish greenhouses...... mean square error of the prediction was within 8–20% of the peak load for the set of consumers over the 8 months period considered....
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
Freeway travel-time estimation and forecasting.
2012-09-01
This project presents a microsimulation-based framework for generating short-term forecasts of travel time on freeway corridors. The microsimulation model that is developed (GTsim), replicates freeway capacity drop and relaxation phenomena critical f...
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.
Day-ahead load forecast using random forest and expert input selection
International Nuclear Information System (INIS)
Lahouar, A.; Ben Hadj Slama, J.
2015-01-01
Highlights: • A model based on random forests for short term load forecast is proposed. • An expert feature selection is added to refine inputs. • Special attention is paid to customers behavior, load profile and special holidays. • The model is flexible and able to handle complex load signal. • A technical comparison is performed to assess the forecast accuracy. - Abstract: The electrical load forecast is getting more and more important in recent years due to the electricity market deregulation and integration of renewable resources. To overcome the incoming challenges and ensure accurate power prediction for different time horizons, sophisticated intelligent methods are elaborated. Utilization of intelligent forecast algorithms is among main characteristics of smart grids, and is an efficient tool to face uncertainty. Several crucial tasks of power operators such as load dispatch rely on the short term forecast, thus it should be as accurate as possible. To this end, this paper proposes a short term load predictor, able to forecast the next 24 h of load. Using random forest, characterized by immunity to parameter variations and internal cross validation, the model is constructed following an online learning process. The inputs are refined by expert feature selection using a set of if–then rules, in order to include the own user specifications about the country weather or market, and to generalize the forecast ability. The proposed approach is tested through a real historical set from the Tunisian Power Company, and the simulation shows accurate and satisfactory results for one day in advance, with an average error exceeding rarely 2.3%. The model is validated for regular working days and weekends, and special attention is paid to moving holidays, following non Gregorian calendar
Quantifying and Reducing Uncertainty in Correlated Multi-Area Short-Term Load Forecasting
Energy Technology Data Exchange (ETDEWEB)
Sun, Yannan; Hou, Zhangshuan; Meng, Da; Samaan, Nader A.; Makarov, Yuri V.; Huang, Zhenyu
2016-07-17
In this study, we represent and reduce the uncertainties in short-term electric load forecasting by integrating time series analysis tools including ARIMA modeling, sequential Gaussian simulation, and principal component analysis. The approaches are mainly focusing on maintaining the inter-dependency between multiple geographically related areas. These approaches are applied onto cross-correlated load time series as well as their forecast errors. Multiple short-term prediction realizations are then generated from the reduced uncertainty ranges, which are useful for power system risk analyses.
Forecasting with nonlinear time series models
DEFF Research Database (Denmark)
Kock, Anders Bredahl; Teräsvirta, Timo
In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econo- metrics are presented and some of their properties discussed. This in- cludes two models based on universal approximators: the Kolmogorov- Gabor polynomial model...... applied to economic fore- casting problems, is briefly highlighted. A number of large published studies comparing macroeconomic forecasts obtained using different time series models are discussed, and the paper also contains a small simulation study comparing recursive and direct forecasts in a partic...... and two versions of a simple artificial neural network model. Techniques for generating multi-period forecasts from nonlinear models recursively are considered, and the direct (non-recursive) method for this purpose is mentioned as well. Forecasting with com- plex dynamic systems, albeit less frequently...
Short-term load forecasting with increment regression tree
Energy Technology Data Exchange (ETDEWEB)
Yang, Jingfei; Stenzel, Juergen [Darmstadt University of Techonology, Darmstadt 64283 (Germany)
2006-06-15
This paper presents a new regression tree method for short-term load forecasting. Both increment and non-increment tree are built according to the historical data to provide the data space partition and input variable selection. Support vector machine is employed to the samples of regression tree nodes for further fine regression. Results of different tree nodes are integrated through weighted average method to obtain the comprehensive forecasting result. The effectiveness of the proposed method is demonstrated through its application to an actual system. (author)
Time Series Forecasting with Missing Values
Directory of Open Access Journals (Sweden)
Shin-Fu Wu
2015-11-01
Full Text Available Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, on the other hand, may alter the original time series. In this study, we propose a novel forecasting method based on least squares support vector machine (LSSVM. We employ the input patterns with the temporal information which is defined as local time index (LTI. Time series data as well as local time indexes are fed to LSSVM for doing forecasting without imputation. We compare the forecasting performance of our method with other imputation methods. Experimental results show that the proposed method is promising and is worth further investigations.
electrical load survey electrical load survey and forecast
African Journals Online (AJOL)
eobe
scattered nature of the area and low load factor. In this ... employment and allow decentralized production of the ... and viable concept from energy production and .... VII Yr. ×. kWh. VIII Yr. ×. kWh. IX Yr. ×. kWh. X Yr. ×. kWh. 1. Residential. 147.
On robust forecasting of autoregressive time series under censoring
Kharin, Y.; Badziahin, I.
2009-01-01
Problems of robust statistical forecasting are considered for autoregressive time series observed under distortions generated by interval censoring. Three types of robust forecasting statistics are developed; meansquare risk is evaluated for the developed forecasting statistics. Numerical results are given.
Introduction to time series analysis and forecasting
Montgomery, Douglas C; Kulahci, Murat
2015-01-01
Praise for the First Edition ""…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics."" -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both
Layered Ensemble Architecture for Time Series Forecasting.
Rahman, Md Mustafizur; Islam, Md Monirul; Murase, Kazuyuki; Yao, Xin
2016-01-01
Time series forecasting (TSF) has been widely used in many application areas such as science, engineering, and finance. The phenomena generating time series are usually unknown and information available for forecasting is only limited to the past values of the series. It is, therefore, necessary to use an appropriate number of past values, termed lag, for forecasting. This paper proposes a layered ensemble architecture (LEA) for TSF problems. Our LEA consists of two layers, each of which uses an ensemble of multilayer perceptron (MLP) networks. While the first ensemble layer tries to find an appropriate lag, the second ensemble layer employs the obtained lag for forecasting. Unlike most previous work on TSF, the proposed architecture considers both accuracy and diversity of the individual networks in constructing an ensemble. LEA trains different networks in the ensemble by using different training sets with an aim of maintaining diversity among the networks. However, it uses the appropriate lag and combines the best trained networks to construct the ensemble. This indicates LEAs emphasis on accuracy of the networks. The proposed architecture has been tested extensively on time series data of neural network (NN)3 and NN5 competitions. It has also been tested on several standard benchmark time series data. In terms of forecasting accuracy, our experimental results have revealed clearly that LEA is better than other ensemble and nonensemble methods.
Short term load forecasting of anomalous load using hybrid soft computing methods
Rasyid, S. A.; Abdullah, A. G.; Mulyadi, Y.
2016-04-01
Load forecast accuracy will have an impact on the generation cost is more economical. The use of electrical energy by consumers on holiday, show the tendency of the load patterns are not identical, it is different from the pattern of the load on a normal day. It is then defined as a anomalous load. In this paper, the method of hybrid ANN-Particle Swarm proposed to improve the accuracy of anomalous load forecasting that often occur on holidays. The proposed methodology has been used to forecast the half-hourly electricity demand for power systems in the Indonesia National Electricity Market in West Java region. Experiments were conducted by testing various of learning rate and learning data input. Performance of this methodology will be validated with real data from the national of electricity company. The result of observations show that the proposed formula is very effective to short-term load forecasting in the case of anomalous load. Hybrid ANN-Swarm Particle relatively simple and easy as a analysis tool by engineers.
Analysis of recurrent neural networks for short-term energy load forecasting
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.
Forecasting autoregressive time series under changing persistence
DEFF Research Database (Denmark)
Kruse, Robinson
Changing persistence in time series models means that a structural change from nonstationarity to stationarity or vice versa occurs over time. Such a change has important implications for forecasting, as negligence may lead to inaccurate model predictions. This paper derives generally applicable...
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.
Automated time series forecasting for biosurveillance.
Burkom, Howard S; Murphy, Sean Patrick; Shmueli, Galit
2007-09-30
For robust detection performance, traditional control chart monitoring for biosurveillance is based on input data free of trends, day-of-week effects, and other systematic behaviour. Time series forecasting methods may be used to remove this behaviour by subtracting forecasts from observations to form residuals for algorithmic input. We describe three forecast methods and compare their predictive accuracy on each of 16 authentic syndromic data streams. The methods are (1) a non-adaptive regression model using a long historical baseline, (2) an adaptive regression model with a shorter, sliding baseline, and (3) the Holt-Winters method for generalized exponential smoothing. Criteria for comparing the forecasts were the root-mean-square error, the median absolute per cent error (MedAPE), and the median absolute deviation. The median-based criteria showed best overall performance for the Holt-Winters method. The MedAPE measures over the 16 test series averaged 16.5, 11.6, and 9.7 for the non-adaptive regression, adaptive regression, and Holt-Winters methods, respectively. The non-adaptive regression forecasts were degraded by changes in the data behaviour in the fixed baseline period used to compute model coefficients. The mean-based criterion was less conclusive because of the effects of poor forecasts on a small number of calendar holidays. The Holt-Winters method was also most effective at removing serial autocorrelation, with most 1-day-lag autocorrelation coefficients below 0.15. The forecast methods were compared without tuning them to the behaviour of individual series. We achieved improved predictions with such tuning of the Holt-Winters method, but practical use of such improvements for routine surveillance will require reliable data classification methods.
Alamaniotis, Miltiadis; Bargiotas, Dimitrios; Tsoukalas, Lefteri H
2016-01-01
Integration of energy systems with information technologies has facilitated the realization of smart energy systems that utilize information to optimize system operation. To that end, crucial in optimizing energy system operation is the accurate, ahead-of-time forecasting of load demand. In particular, load forecasting allows planning of system expansion, and decision making for enhancing system safety and reliability. In this paper, the application of two types of kernel machines for medium term load forecasting (MTLF) is presented and their performance is recorded based on a set of historical electricity load demand data. The two kernel machine models and more specifically Gaussian process regression (GPR) and relevance vector regression (RVR) are utilized for making predictions over future load demand. Both models, i.e., GPR and RVR, are equipped with a Gaussian kernel and are tested on daily predictions for a 30-day-ahead horizon taken from the New England Area. Furthermore, their performance is compared to the ARMA(2,2) model with respect to mean average percentage error and squared correlation coefficient. Results demonstrate the superiority of RVR over the other forecasting models in performing MTLF.
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)
Analyzing and Forecasting Electrical Load Consumption in Healthcare Buildings
Directory of Open Access Journals (Sweden)
Rodolfo Gordillo-Orquera
2018-02-01
Full Text Available Healthcare buildings exhibit a different electrical load predictability depending on their size and nature. Large hospitals behave similarly to small cities, whereas primary care centers are expected to have different consumption dynamics. In this work, we jointly analyze the electrical load predictability of a large hospital and that of its associated primary care center. An unsupervised load forecasting scheme using combined classic methods of principal component analysis (PCA and autoregressive (AR modeling, as well as a supervised scheme using orthonormal partial least squares (OPLS, are proposed. Both methods reduce the dimensionality of the data to create an efficient and low-complexity data representation and eliminate noise subspaces. Because the former method tended to underestimate the load and the latter tended to overestimate it in the large hospital, we also propose a convex combination of both to further reduce the forecasting error. The analysis of data from 7 years in the hospital and 3 years in the primary care center shows that the proposed low-complexity dynamic models are flexible enough to predict both types of consumption at practical accuracy levels.
Short time ahead wind power production forecast
International Nuclear Information System (INIS)
Sapronova, Alla; Meissner, Catherine; Mana, Matteo
2016-01-01
An accurate prediction of wind power output is crucial for efficient coordination of cooperative energy production from different sources. Long-time ahead prediction (from 6 to 24 hours) of wind power for onshore parks can be achieved by using a coupled model that would bridge the mesoscale weather prediction data and computational fluid dynamics. When a forecast for shorter time horizon (less than one hour ahead) is anticipated, an accuracy of a predictive model that utilizes hourly weather data is decreasing. That is because the higher frequency fluctuations of the wind speed are lost when data is averaged over an hour. Since the wind speed can vary up to 50% in magnitude over a period of 5 minutes, the higher frequency variations of wind speed and direction have to be taken into account for an accurate short-term ahead energy production forecast. In this work a new model for wind power production forecast 5- to 30-minutes ahead is presented. The model is based on machine learning techniques and categorization approach and using the historical park production time series and hourly numerical weather forecast. (paper)
Short time ahead wind power production forecast
Sapronova, Alla; Meissner, Catherine; Mana, Matteo
2016-09-01
An accurate prediction of wind power output is crucial for efficient coordination of cooperative energy production from different sources. Long-time ahead prediction (from 6 to 24 hours) of wind power for onshore parks can be achieved by using a coupled model that would bridge the mesoscale weather prediction data and computational fluid dynamics. When a forecast for shorter time horizon (less than one hour ahead) is anticipated, an accuracy of a predictive model that utilizes hourly weather data is decreasing. That is because the higher frequency fluctuations of the wind speed are lost when data is averaged over an hour. Since the wind speed can vary up to 50% in magnitude over a period of 5 minutes, the higher frequency variations of wind speed and direction have to be taken into account for an accurate short-term ahead energy production forecast. In this work a new model for wind power production forecast 5- to 30-minutes ahead is presented. The model is based on machine learning techniques and categorization approach and using the historical park production time series and hourly numerical weather forecast.
Directory of Open Access Journals (Sweden)
Hong-Juan Li
2013-04-01
Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents a SVR model hybridized with the empirical mode decomposition (EMD method and auto regression (AR for electric load forecasting. The electric load data of the New South Wales (Australia market are employed for comparing the forecasting performances of different forecasting models. The results confirm the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.
Application of SVM methods for mid-term load forecasting
Directory of Open Access Journals (Sweden)
Božić Miloš
2011-01-01
Full Text Available This paper presents an approach for the medium-term load forecasting using Support Vector Machines (SVMs. The proposed SVM model was employed to predict the maximum daily load demand for the period of a month. Analyses of available data were performed and the most important features for the construction of SVM model are selected. It was shown that the size and the structure of the training set may significantly affect the accuracy of predictions. The presented model was tested by applying it on real-life load data obtained from distribution company 'ED Jugoistok' for the territory of city Niš and its surroundings. Experimental results show that the proposed approach gives acceptable results for the entire period of prediction, which are in range with other solutions in this area.
Robust Building Energy Load Forecasting Using Physically-Based Kernel Models
Directory of Open Access Journals (Sweden)
Anand Krishnan Prakash
2018-04-01
Full Text Available Robust and accurate building energy load forecasting is important for helping building managers and utilities to plan, budget, and strategize energy resources in advance. With recent prevalent adoption of smart-meters in buildings, a significant amount of building energy consumption data became available. Many studies have developed physics-based white box models and data-driven black box models to predict building energy consumption; however, they require extensive prior knowledge about building system, need a large set of training data, or lack robustness to different forecasting scenarios. In this paper, we introduce a new building energy forecasting method based on Gaussian Process Regression (GPR that incorporates physical insights about load data characteristics to improve accuracy while reducing training requirements. The GPR is a non-parametric regression method that models the data as a joint Gaussian distribution with mean and covariance functions and forecast using the Bayesian updating. We model the covariance function of the GPR to reflect the data patterns in different forecasting horizon scenarios, as prior knowledge. Our method takes advantage of the modeling flexibility and computational efficiency of the GPR while benefiting from the physical insights to further improve the training efficiency and accuracy. We evaluate our method with three field datasets from two university campuses (Carnegie Mellon University and Stanford University for both short- and long-term load forecasting. The results show that our method performs more accurately, especially when the training dataset is small, compared to other state-of-the-art forecasting models (up to 2.95 times smaller prediction error.
Day-ahead residential load forecasting with artificial neural network using smart meter data
Asare-Bediako, B.; Kling, W.L.; Ribeiro, P.F.
2013-01-01
Load forecasting is an important operational procedure for the electric industry particularly in a liberalized, deregulated environment. It enables the prediction of utilization of assets, provides input for load/supply balancing and supports optimal energy utilization. Current residential load
Time Series Analysis and Forecasting by Example
Bisgaard, Soren
2011-01-01
An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in
Efficient Load Forecasting Optimized by Fuzzy Programming and OFDM Transmission
Directory of Open Access Journals (Sweden)
Sandeep Sachdeva
2011-01-01
reduce the error of load forecasting, fuzzy method has been used with Artificial Neural Network (ANN and OFDM transmission is used to get data from outer world and send outputs to outer world accurately and quickly. The error has been reduced to a considerable level in the range of 2-3%. For further reducing the error, Orthogonal Frequency Division Multiplexing (OFDM can be used with Reed-Solomon (RS encoding. Further studies are going on with Fuzzy Regression methods to reduce the error more.
Online forecasting of electrical load for distributed management of plug-in electric vehicles
Basu , Kaustav; Ovalle , Andres; Guo , Baoling; Hably , Ahmad; Bacha , Seddik; Hajar , Khaled
2016-01-01
International audience; The paper aims at making online forecast of electrical load at the MV-LV transformer level. Optimal management of the Plug-in Electric Vehicles (PEV) charging requires the forecast of the electrical load for future hours. The forecasting module needs to be online (i.e update and make forecast for the future hours, every hour). The inputs to the predictor are historical electrical and weather data. Various data driven machine learning algorithms are compared to derive t...
Electricity demand load forecasting of the Hellenic power system using an ARMA model
Energy Technology Data Exchange (ETDEWEB)
Pappas, S.Sp. [ASPETE - School of Pedagogical and Technological Education Department of Electrical Engineering Educators N. Heraklion, 141 21 Athens (Greece); Ekonomou, L.; Chatzarakis, G.E.; Skafidas, P.D. [ASPETE-School of Pedagogical and Technological Education, Department of Electrical Engineering Educators, N. Heraklion, 141 21 Athens (Greece); Karampelas, P. [Hellenic American University, IT Department, 12 Kaplanon Str., 106 80 Athens (Greece); Karamousantas, D.C. [Technological Educational Institute of Kalamata, Antikalamos, 24 100 Kalamata (Greece); Katsikas, S.K. [University of Piraeus, Department of Technology Education and Digital Systems, 150 Androutsou St., 18 532 Piraeus (Greece)
2010-03-15
Effective modeling and forecasting requires the efficient use of the information contained in the available data so that essential data properties can be extracted and projected into the future. As far as electricity demand load forecasting is concerned time series analysis has the advantage of being statistically adaptive to data characteristics compared to econometric methods which quite often are subject to errors and uncertainties in model specification and knowledge of causal variables. This paper presents a new method for electricity demand load forecasting using the multi-model partitioning theory and compares its performance with three other well established time series analysis techniques namely Corrected Akaike Information Criterion (AICC), Akaike's Information Criterion (AIC) and Schwarz's Bayesian Information Criterion (BIC). The suitability of the proposed method is illustrated through an application to actual electricity demand load of the Hellenic power system, proving the reliability and the effectiveness of the method and making clear its usefulness in the studies that concern electricity consumption and electricity prices forecasts. (author)
Supplier Short Term Load Forecasting Using Support Vector Regression and Exogenous Input
Matijaš, Marin; Vukićcević, Milan; Krajcar, Slavko
2011-09-01
In power systems, task of load forecasting is important for keeping equilibrium between production and consumption. With liberalization of electricity markets, task of load forecasting changed because each market participant has to forecast their own load. Consumption of end-consumers is stochastic in nature. Due to competition, suppliers are not in a position to transfer their costs to end-consumers; therefore it is essential to keep forecasting error as low as possible. Numerous papers are investigating load forecasting from the perspective of the grid or production planning. We research forecasting models from the perspective of a supplier. In this paper, we investigate different combinations of exogenous input on the simulated supplier loads and show that using points of delivery as a feature for Support Vector Regression leads to lower forecasting error, while adding customer number in different datasets does the opposite.
Short-term Probabilistic Load Forecasting with the Consideration of Human Body Amenity
Directory of Open Access Journals (Sweden)
Ning Lu
2013-02-01
Full Text Available Load forecasting is the basis of power system planning and design. It is important for the economic operation and reliability assurance of power system. However, the results of load forecasting given by most existing methods are deterministic. This study aims at probabilistic load forecasting. First, the support vector machine regression is used to acquire the deterministic results of load forecasting with the consideration of human body amenity. Then the probabilistic load forecasting at a certain confidence level is given after the analysis of error distribution law corresponding to certain heat index interval. The final simulation shows that this probabilistic forecasting method is easy to implement and can provide more information than the deterministic forecasting results, and thus is helpful for decision-makers to make reasonable decisions.
Essays in real-time forecasting
Liebermann, Joelle
2012-01-01
This thesis contains three essays in the field of real-time econometrics, and more particularlyforecasting.The issue of using data as available in real-time to forecasters, policymakers or financialmarkets is an important one which has only recently been taken on board in the empiricalliterature. Data available and used in real-time are preliminary and differ from ex-postrevised data, and given that data revisions may be quite substantial, the use of latestavailable instead of real-time can s...
Short-term load and wind power forecasting using neural network-based prediction intervals.
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.
Introduction to time series and forecasting
Brockwell, Peter J
2016-01-01
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space mod...
forecasting with nonlinear time series model: a monte-carlo
African Journals Online (AJOL)
PUBLICATIONS1
erated recursively up to any step greater than one. For nonlinear time series model, point forecast for step one can be done easily like in the linear case but forecast for a step greater than or equal to ..... London. Franses, P. H. (1998). Time series models for business and Economic forecasting, Cam- bridge University press.
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)
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
Real-time emergency forecasting technique for situation management systems
Kopytov, V. V.; Kharechkin, P. V.; Naumenko, V. V.; Tretyak, R. S.; Tebueva, F. B.
2018-05-01
The article describes the real-time emergency forecasting technique that allows increasing accuracy and reliability of forecasting results of any emergency computational model applied for decision making in situation management systems. Computational models are improved by the Improved Brown’s method applying fractal dimension to forecast short time series data being received from sensors and control systems. Reliability of emergency forecasting results is ensured by the invalid sensed data filtering according to the methods of correlation analysis.
Application of Hybrid Quantum Tabu Search with Support Vector Regression (SVR for Load Forecasting
Directory of Open Access Journals (Sweden)
Cheng-Wen Lee
2016-10-01
Full Text Available Hybridizing chaotic evolutionary algorithms with support vector regression (SVR to improve forecasting accuracy is a hot topic in electricity load forecasting. Trapping at local optima and premature convergence are critical shortcomings of the tabu search (TS algorithm. This paper investigates potential improvements of the TS algorithm by applying quantum computing mechanics to enhance the search information sharing mechanism (tabu memory to improve the forecasting accuracy. This article presents an SVR-based load forecasting model that integrates quantum behaviors and the TS algorithm with the support vector regression model (namely SVRQTS to obtain a more satisfactory forecasting accuracy. Numerical examples demonstrate that the proposed model outperforms the alternatives.
Advanced Intelligent System Application to Load Forecasting and Control for Hybrid Electric Bus
Momoh, James; Chattopadhyay, Deb; Elfayoumy, Mahmoud
1996-01-01
The primary motivation for this research emanates from providing a decision support system to the electric bus operators in the municipal and urban localities which will guide the operators to maintain an optimal compromise among the noise level, pollution level, fuel usage etc. This study is backed up by our previous studies on study of battery characteristics, permanent magnet DC motor studies and electric traction motor size studies completed in the first year. The operator of the Hybrid Electric Car must determine optimal power management schedule to meet a given load demand for different weather and road conditions. The decision support system for the bus operator comprises three sub-tasks viz. forecast of the electrical load for the route to be traversed divided into specified time periods (few minutes); deriving an optimal 'plan' or 'preschedule' based on the load forecast for the entire time-horizon (i.e., for all time periods) ahead of time; and finally employing corrective control action to monitor and modify the optimal plan in real-time. A fully connected artificial neural network (ANN) model is developed for forecasting the kW requirement for hybrid electric bus based on inputs like climatic conditions, passenger load, road inclination, etc. The ANN model is trained using back-propagation algorithm employing improved optimization techniques like projected Lagrangian technique. The pre-scheduler is based on a Goal-Programming (GP) optimization model with noise, pollution and fuel usage as the three objectives. GP has the capability of analyzing the trade-off among the conflicting objectives and arriving at the optimal activity levels, e.g., throttle settings. The corrective control action or the third sub-task is formulated as an optimal control model with inputs from the real-time data base as well as the GP model to minimize the error (or deviation) from the optimal plan. These three activities linked with the ANN forecaster proving the output to the
A Simplified Short Term Load Forecasting Method Based on Sequential Patterns
DEFF Research Database (Denmark)
Kouzelis, Konstantinos; Bak-Jensen, Birgitte; Mahat, Pukar
2014-01-01
Load forecasting is an essential part of a power system both for planning and daily operation purposes. As far as the latter is concerned, short term load forecasting has been broadly used at the transmission level. However, recent technological advancements and legislation have facilitated the i...... in comparison with an ARIMA model....
Mixed price and load forecasting of electricity markets by a new iterative prediction method
International Nuclear Information System (INIS)
Amjady, Nima; Daraeepour, Ali
2009-01-01
Load and price forecasting are the two key issues for the participants of current electricity markets. However, load and price of electricity markets have complex characteristics such as nonlinearity, non-stationarity and multiple seasonality, to name a few (usually, more volatility is seen in the behavior of electricity price signal). For these reasons, much research has been devoted to load and price forecast, especially in the recent years. However, previous research works in the area separately predict load and price signals. In this paper, a mixed model for load and price forecasting is presented, which can consider interactions of these two forecast processes. The mixed model is based on an iterative neural network based prediction technique. It is shown that the proposed model can present lower forecast errors for both load and price compared with the previous separate frameworks. Another advantage of the mixed model is that all required forecast features (from load or price) are predicted within the model without assuming known values for these features. So, the proposed model can better be adapted to real conditions of an electricity market. The forecast accuracy of the proposed mixed method is evaluated by means of real data from the New York and Spanish electricity markets. The method is also compared with some of the most recent load and price forecast techniques. (author)
On probabilistic forecasting of wind power time-series
DEFF Research Database (Denmark)
Pinson, Pierre
power dynamics. In both cases, the model parameters are adaptively and recursively estimated, time-adaptativity being the result of exponential forgetting of past observations. The probabilistic forecasting methodology is applied at the Horns Rev wind farm in Denmark, for 10-minute ahead probabilistic...... forecasting of wind power generation. Probabilistic forecasts generated from the proposed methodology clearly have higher skill than those obtained from a classical Gaussian assumption about wind power predictive densities. Corresponding point forecasts also exhibit significantly lower error criteria....
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.
Application of Interval Type-2 Fuzzy Logic System in Short Term Load Forecasting on Special Days
Directory of Open Access Journals (Sweden)
Agus Dharma
2011-05-01
Full Text Available This paper presents the application of Interval Type-2 fuzzy logic systems (Interval Type-2 FLS in short term load forecasting (STLF on special days, study case in Bali Indonesia. Type-2 FLS is characterized by a concept called footprint of uncertainty (FOU that provides the extra mathematical dimension that equips Type-2 FLS with the potential to outperform their Type-1 counterparts. While a Type-2 FLS has the capability to model more complex relationships, the output of a Type-2 fuzzy inference engine needs to be type-reduced. Type reduction is used by applying the Karnik-Mendel (KM iterative algorithm. This type reduction maps the output of Type-2 FSs into Type-1 FSs then the defuzzification with centroid method converts that Type-1 reduced FSs into a number. The proposed method was tested with the actual load data of special days using 4 days peak load before special days and at the time of special day for the year 2002-2006. There are 20 items of special days in Bali that are used to be forecasted in the year 2005 and 2006 respectively. The test results showed an accurate forecasting with the mean average percentage error of 1.0335% and 1.5683% in the year 2005 and 2006 respectively.
Real-time Social Internet Data to Guide Forecasting Models
Energy Technology Data Exchange (ETDEWEB)
Del Valle, Sara Y. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-09-20
Our goal is to improve decision support by monitoring and forecasting events using social media, mathematical models, and quantifying model uncertainty. Our approach is real-time, data-driven forecasts with quantified uncertainty: Not just for weather anymore. Information flow from human observations of events through an Internet system and classification algorithms is used to produce quantitatively uncertain forecast. In summary, we want to develop new tools to extract useful information from Internet data streams, develop new approaches to assimilate real-time information into predictive models, validate approaches by forecasting events, and our ultimate goal is to develop an event forecasting system using mathematical approaches and heterogeneous data streams.
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.
Ahmad, Ashfaq; Javaid, Nadeem; Alrajeh, Nabil; Khan, Zahoor; Qasim, Umar; Khan, Abid
2015-01-01
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 ...
Neural network versus classical time series forecasting models
Nor, Maria Elena; Safuan, Hamizah Mohd; Shab, Noorzehan Fazahiyah Md; Asrul, Mohd; Abdullah, Affendi; Mohamad, Nurul Asmaa Izzati; Lee, Muhammad Hisyam
2017-05-01
Artificial neural network (ANN) has advantage in time series forecasting as it has potential to solve complex forecasting problems. This is because ANN is data driven approach which able to be trained to map past values of a time series. In this study the forecast performance between neural network and classical time series forecasting method namely seasonal autoregressive integrated moving average models was being compared by utilizing gold price data. Moreover, the effect of different data preprocessing on the forecast performance of neural network being examined. The forecast accuracy was evaluated using mean absolute deviation, root mean square error and mean absolute percentage error. It was found that ANN produced the most accurate forecast when Box-Cox transformation was used as data preprocessing.
International Nuclear Information System (INIS)
1992-01-01
This publication provides detailed documentation of the load forecast scenarios and assumptions used in preparing BPA's 1991 Pacific Northwest Loads and Resources Study (the Study). This is one of two technical appendices to the Study; the other appendix details the utility-specific loads and resources used in the Study. The load forecasts and assumption were developed jointly by Bonneville Power Administration (BPA) and Northwest Power Planning Council (Council) staff. This forecast is also used in the Council's 1991 Northwest Conservation and Electric Power Plan (1991 Plan)
International Nuclear Information System (INIS)
Hong, Wei-Chiang
2011-01-01
Support vector regression (SVR), with hybrid chaotic sequence and evolutionary algorithms to determine suitable values of its three parameters, not only can effectively avoid converging prematurely (i.e., trapping into a local optimum), but also reveals its superior forecasting performance. Electric load sometimes demonstrates a seasonal (cyclic) tendency due to economic activities or climate cyclic nature. The applications of SVR models to deal with seasonal (cyclic) electric load forecasting have not been widely explored. In addition, the concept of recurrent neural networks (RNNs), focused on using past information to capture detailed information, is helpful to be combined into an SVR model. This investigation presents an electric load forecasting model which combines the seasonal recurrent support vector regression model with chaotic artificial bee colony algorithm (namely SRSVRCABC) to improve the forecasting performance. The proposed SRSVRCABC employs the chaotic behavior of honey bees which is with better performance in function optimization to overcome premature local optimum. A numerical example from an existed reference is used to elucidate the forecasting performance of the proposed SRSVRCABC model. The forecasting results indicate that the proposed model yields more accurate forecasting results than ARIMA and TF-ε-SVR-SA models. Therefore, the SRSVRCABC model is a promising alternative for electric load forecasting. -- Highlights: → Hybridizing the seasonal adjustment and the recurrent mechanism into an SVR model. → Employing chaotic sequence to improve the premature convergence of artificial bee colony algorithm. → Successfully providing significant accurate monthly load demand forecasting.
GMDH-Based Semi-Supervised Feature Selection for Electricity Load Classification Forecasting
Directory of Open Access Journals (Sweden)
Lintao Yang
2018-01-01
Full Text Available With the development of smart power grids, communication network technology and sensor technology, there has been an exponential growth in complex electricity load data. Irregular electricity load fluctuations caused by the weather and holiday factors disrupt the daily operation of the power companies. To deal with these challenges, this paper investigates a day-ahead electricity peak load interval forecasting problem. It transforms the conventional continuous forecasting problem into a novel interval forecasting problem, and then further converts the interval forecasting problem into the classification forecasting problem. In addition, an indicator system influencing the electricity load is established from three dimensions, namely the load series, calendar data, and weather data. A semi-supervised feature selection algorithm is proposed to address an electricity load classification forecasting issue based on the group method of data handling (GMDH technology. The proposed algorithm consists of three main stages: (1 training the basic classifier; (2 selectively marking the most suitable samples from the unclassified label data, and adding them to an initial training set; and (3 training the classification models on the final training set and classifying the test samples. An empirical analysis of electricity load dataset from four Chinese cities is conducted. Results show that the proposed model can address the electricity load classification forecasting problem more efficiently and effectively than the FW-Semi FS (forward semi-supervised feature selection and GMDH-U (GMDH-based semi-supervised feature selection for customer classification models.
Directory of Open Access Journals (Sweden)
Herui Cui
2015-01-01
Full Text Available Short-term electric load is significantly affected by weather, especially the temperature effects in summer. External factors can result in mutation structures in load data. Under the influence of the external temperature factors, city electric load cannot be easily forecasted as usual. This research analyzes the relationship between electricity load and daily temperature in city. An improved ARIMAX model is proposed in this paper to deal with the mutation data structures. It is found that information amount of the improved ARIMAX model is smaller than that of the classic method and its relative error is less than AR, ARMA and Sigmoid-Function ANN models. The forecasting results are more accurately fitted. This improved model is highly valuable when dealing with mutation data structure in the field of load forecasting. And it is also an effective technique in forecasting electric load with temperature effects.
Real-time data processing and inflow forecasting
International Nuclear Information System (INIS)
Olason, T.; Lafreniere, M.
1998-01-01
One of the key inputs into the short-term scheduling of hydroelectric generation is inflow forecasting which is needed for natural or unregulated inflows into various lakes, reservoirs and river sections. The forecast time step and time horizon are determined by the time step and the scheduling horizon. Acres International Ltd. has developed the Vista Decision Support System (DSS) in which the time step is one hour and the scheduling can be done up to two weeks into the future. This paper presents the basis of the operational flow-forecasting module of the Vista DSS software and its application to flow forecasting for 16 basins within Nova Scotia Power's hydroelectric system. Among the tasks performed by the software are collection and treatment of data (in real time) regarding meteorological forecasts, reviews and monitoring of hydro-meteorological data, updating of the state variables in the module, and the review and adjustment of sub-watershed forecasts
Directory of Open Access Journals (Sweden)
Yildiz Baran
2018-01-01
Full Text Available Smart grid components such as smart home and battery energy management systems, high penetration of renewable energy systems, and demand response activities, require accurate electricity demand forecasts for the successful operation of the electricity distribution networks. For example, in order to optimize residential PV generation and electricity consumption and plan battery charge-discharge regimes by scheduling household appliances, forecasts need to target and be tailored to individual household electricity loads. The recent uptake of smart meters allows easier access to electricity readings at very fine resolutions; hence, it is possible to utilize this source of available data to create forecast models. In this paper, models which predominantly use smart meter data alongside with weather variables, or smart meter based models (SMBM, are implemented to forecast individual household loads. Well-known machine learning models such as artificial neural networks (ANN, support vector machines (SVM and Least-Square SVM are implemented within the SMBM framework and their performance is compared. The analysed household stock consists of 14 households from the state of New South Wales, Australia, with at least a year worth of 5 min. resolution data. In order for the results to be comparable between different households, our study first investigates household load profiles according to their volatility and reveals the relationship between load standard deviation and forecast performance. The analysis extends previous research by evaluating forecasts over four different data resolution; 5, 15, 30 and 60 min, each resolution analysed for four different horizons; 1, 6, 12 and 24 h ahead. Both, data resolution and forecast horizon, proved to have significant impact on the forecast performance and the obtained results provide important insights for the operation of various smart grid applications. Finally, it is shown that the load profile of some
Yildiz, Baran; Bilbao, Jose I.; Dore, Jonathon; Sproul, Alistair B.
2018-05-01
Smart grid components such as smart home and battery energy management systems, high penetration of renewable energy systems, and demand response activities, require accurate electricity demand forecasts for the successful operation of the electricity distribution networks. For example, in order to optimize residential PV generation and electricity consumption and plan battery charge-discharge regimes by scheduling household appliances, forecasts need to target and be tailored to individual household electricity loads. The recent uptake of smart meters allows easier access to electricity readings at very fine resolutions; hence, it is possible to utilize this source of available data to create forecast models. In this paper, models which predominantly use smart meter data alongside with weather variables, or smart meter based models (SMBM), are implemented to forecast individual household loads. Well-known machine learning models such as artificial neural networks (ANN), support vector machines (SVM) and Least-Square SVM are implemented within the SMBM framework and their performance is compared. The analysed household stock consists of 14 households from the state of New South Wales, Australia, with at least a year worth of 5 min. resolution data. In order for the results to be comparable between different households, our study first investigates household load profiles according to their volatility and reveals the relationship between load standard deviation and forecast performance. The analysis extends previous research by evaluating forecasts over four different data resolution; 5, 15, 30 and 60 min, each resolution analysed for four different horizons; 1, 6, 12 and 24 h ahead. Both, data resolution and forecast horizon, proved to have significant impact on the forecast performance and the obtained results provide important insights for the operation of various smart grid applications. Finally, it is shown that the load profile of some households vary
Robust Forecasting of Non-Stationary Time Series
Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.
2010-01-01
This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable forecasts in the presence of outliers, non-linearity, and heteroscedasticity. In the absence of outliers, the forecasts are only slightly less precise than those based on a localized Least Squares estima...
Application of SVR with chaotic GASA algorithm in cyclic electric load forecasting
International Nuclear Information System (INIS)
Zhang, Wen Yu; Hong, Wei-Chiang; Dong, Yucheng; Tsai, Gary; Sung, Jing-Tian; Fan, Guo-feng
2012-01-01
The electric load forecasting is complicated, and it sometimes reveals cyclic changes due to cyclic economic activities or climate seasonal nature, such as hourly peak in a working day, weekly peak in a business week, and monthly peak in a demand planned year. Hybridization of support vector regression (SVR) with chaotic sequence and evolutionary algorithms has successfully been applied to improve forecasting accuracy, and to effectively avoid trapping in a local optimum. However, it has not been widely explored to employ SVR-based model to deal with cyclic electric load forecasting. This paper will firstly investigate the potentiality of a novel hybrid algorithm, namely chaotic genetic algorithm-simulated annealing algorithm (CGASA), with an SVR model to improve load forecasting accurate performance. In which, the proposed CGASA employs internal randomness of chaotic iterations to overcome premature local optimum. Secondly, the seasonal mechanism will then be applied to well adjust the cyclic load tendency. Finally, a numerical example from an existed reference is employed to compare the forecasting performance of the proposed SSVRCGASA model. The forecasting results show that the SSVRCGASA model yields more accurate forecasting results than ARIMA and TF-ε-SVR-SA models. -- Highlights: ► Hybridizing the seasonal adjustment mechanism into an SVR model. ► Employing chaotic sequence to improve the premature convergence of genetic algorithm and simulated annealing algorithm. ► Successfully providing significant accurate monthly load demand forecasting.
Short-Term Load Forecasting Based on the Analysis of User Electricity Behavior
Directory of Open Access Journals (Sweden)
Yuancheng Li
2016-11-01
Full Text Available The smart meter is an important part of the smart grid, and in order to take full advantage of smart meter data, this paper mines the electricity behaviors of smart meter users to improve the accuracy of load forecasting. First, the typical day loads of users are calculated separately according to different date types (ordinary workdays, day before holidays, holidays. Second, the similarity between user electricity behaviors is mined and the user electricity loads are clustered to classify the users with similar behaviors into the same cluster. Finally, the load forecasting model based on the Online Sequential Extreme Learning Machine (OS-ELM is applied to different clusters to conduct load forecasting and the load forecast is summed to obtain the system load. In order to prove the validity of the proposed method, we performed simulation experiments on the MATLAB platform using smart meter data from the Ireland electric power cooperation. The experimental results show that the proposed method is able to mine the user electricity behaviors deeply, improve the accuracy of load forecasting by the reasonable clustering of users, and reveal the relationship between forecasting accuracy and cluster numbers.
Real time flood forecasting in the Upper Danube basin
Directory of Open Access Journals (Sweden)
Nester Thomas
2016-12-01
Full Text Available This paper reports on experience with developing the flood forecasting model for the Upper Danube basin and its operational use since 2006. The model system consists of hydrological and hydrodynamic components, and involves precipitation forecasts. The model parameters were estimated based on the dominant processes concept. Runoff data are assimilated in real time to update modelled soil moisture. An analysis of the model performance indicates 88% of the snow cover in the basin to be modelled correctly on more than 80% of the days. Runoff forecasting errors decrease with catchment area and increase with forecast lead time. The forecast ensemble spread is shown to be a meaningful indicator of the forecast uncertainty. During the 2013 flood, there was a tendency for the precipitation forecasts to underestimate event precipitation and for the runoff model to overestimate runoff generation which resulted in, overall, rather accurate runoff forecasts. It is suggested that the human forecaster plays an essential role in interpreting the model results and, if needed, adjusting them before issuing the forecasts to the general public.
International Nuclear Information System (INIS)
Wu, Jie; Wang, Jianzhou; Lu, Haiyan; Dong, Yao; Lu, Xiaoxiao
2013-01-01
Highlights: ► The seasonal and trend items of the data series are forecasted separately. ► Seasonal item in the data series is verified by the Kendall τ correlation testing. ► Different regression models are applied to the trend item forecasting. ► We examine the superiority of the combined models by the quartile value comparison. ► Paired-sample T test is utilized to confirm the superiority of the combined models. - Abstract: For an energy-limited economy system, it is crucial to forecast load demand accurately. This paper devotes to 1-week-ahead daily load forecasting approach in which load demand series are predicted by employing the information of days before being similar to that of the forecast day. As well as in many nonlinear systems, seasonal item and trend item are coexisting in load demand datasets. In this paper, the existing of the seasonal item in the load demand data series is firstly verified according to the Kendall τ correlation testing method. Then in the belief of the separate forecasting to the seasonal item and the trend item would improve the forecasting accuracy, hybrid models by combining seasonal exponential adjustment method (SEAM) with the regression methods are proposed in this paper, where SEAM and the regression models are employed to seasonal and trend items forecasting respectively. Comparisons of the quartile values as well as the mean absolute percentage error values demonstrate this forecasting technique can significantly improve the accuracy though models applied to the trend item forecasting are eleven different ones. This superior performance of this separate forecasting technique is further confirmed by the paired-sample T tests
Changes in forecasting of HV/MV transformer loading due to distributed generation
Berende, M.J.C.; Ruiter, de A.; Morren, J.
2013-01-01
This paper describes how Enexis, one of the largest distribution network operators in the Netherlands, has adapted its load forecasting method for HV/MV-transformers to incorporate the influence of distributed generation. This new method involves the making of separate forecasts for demand and
Suryanarayana, Gowri; Lago Garcia, J.; Geysen, Davy; Aleksiejuk, Piotr; Johansson, Christian
2018-01-01
Recent research has seen several forecasting methods being applied for heat load forecasting of district heating networks. This paper presents two methods that gain significant improvements compared to the previous works. First, an automated way of handling non-linear dependencies in linear
Urban Saturated Power Load Analysis Based on a Novel Combined Forecasting Model
Directory of Open Access Journals (Sweden)
Huiru Zhao
2015-03-01
Full Text Available Analysis of urban saturated power loads is helpful to coordinate urban power grid construction and economic social development. There are two different kinds of forecasting models: the logistic curve model focuses on the growth law of the data itself, while the multi-dimensional forecasting model considers several influencing factors as the input variables. To improve forecasting performance, a novel combined forecasting model for saturated power load analysis was proposed in this paper, which combined the above two models. Meanwhile, the weights of these two models in the combined forecasting model were optimized by employing a fruit fly optimization algorithm. Using Hubei Province as the example, the effectiveness of the proposed combined forecasting model was verified, demonstrating a higher forecasting accuracy. The analysis result shows that the power load of Hubei Province will reach saturation in 2039, and the annual maximum power load will reach about 78,630 MW. The results obtained from this proposed hybrid urban saturated power load analysis model can serve as a reference for sustainable development for urban power grids, regional economies, and society at large.
Grey Forecast Rainfall with Flow Updating Algorithm for Real-Time Flood Forecasting
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Jui-Yi Ho
2015-04-01
Full Text Available The dynamic relationship between watershed characteristics and rainfall-runoff has been widely studied in recent decades. Since watershed rainfall-runoff is a non-stationary process, most deterministic flood forecasting approaches are ineffective without the assistance of adaptive algorithms. The purpose of this paper is to propose an effective flow forecasting system that integrates a rainfall forecasting model, watershed runoff model, and real-time updating algorithm. This study adopted a grey rainfall forecasting technique, based on existing hourly rainfall data. A geomorphology-based runoff model can be used for simulating impacts of the changing geo-climatic conditions on the hydrologic response of unsteady and non-linear watershed system, and flow updating algorithm were combined to estimate watershed runoff according to measured flow data. The proposed flood forecasting system was applied to three watersheds; one in the United States and two in Northern Taiwan. Four sets of rainfall-runoff simulations were performed to test the accuracy of the proposed flow forecasting technique. The results indicated that the forecast and observed hydrographs are in good agreement for all three watersheds. The proposed flow forecasting system could assist authorities in minimizing loss of life and property during flood events.
Directory of Open Access Journals (Sweden)
Cheng-Wen Lee
2017-11-01
Full Text Available Accurate electricity forecasting is still the critical issue in many energy management fields. The applications of hybrid novel algorithms with support vector regression (SVR models to overcome the premature convergence problem and improve forecasting accuracy levels also deserve to be widely explored. This paper applies chaotic function and quantum computing concepts to address the embedded drawbacks including crossover and mutation operations of genetic algorithms. Then, this paper proposes a novel electricity load forecasting model by hybridizing chaotic function and quantum computing with GA in an SVR model (named SVRCQGA to achieve more satisfactory forecasting accuracy levels. Experimental examples demonstrate that the proposed SVRCQGA model is superior to other competitive models.
International Nuclear Information System (INIS)
Halepoto, I.A.; Uqaili, M.A.
2014-01-01
Nowadays, due to power crisis, electricity demand forecasting is deemed an important area for socioeconomic development and proper anticipation of the load forecasting is considered essential step towards efficient power system operation, scheduling and planning. In this paper, we present STLF (Short Term Load Forecasting) using multiple regression techniques (i.e. linear, multiple linear, quadratic and exponential) by considering hour by hour load model based on specific targeted day approach with temperature variant parameter. The proposed work forecasts the future load demand correlation with linear and non-linear parameters (i.e. considering temperature in our case) through different regression approaches. The overall load forecasting error is 2.98% which is very much acceptable. From proposed regression techniques, Quadratic Regression technique performs better compared to than other techniques because it can optimally fit broad range of functions and data sets. The work proposed in this paper, will pave a path to effectively forecast the specific day load with multiple variance factors in a way that optimal accuracy can be maintained. (author)
A New Two-Stage Approach to Short Term Electrical Load Forecasting
Directory of Open Access Journals (Sweden)
Dragan Tasić
2013-04-01
Full Text Available In the deregulated energy market, the accuracy of load forecasting has a significant effect on the planning and operational decision making of utility companies. Electric load is a random non-stationary process influenced by a number of factors which make it difficult to model. To achieve better forecasting accuracy, a wide variety of models have been proposed. These models are based on different mathematical methods and offer different features. This paper presents a new two-stage approach for short-term electrical load forecasting based on least-squares support vector machines. With the aim of improving forecasting accuracy, one more feature was added to the model feature set, the next day average load demand. As this feature is unknown for one day ahead, in the first stage, forecasting of the next day average load demand is done and then used in the model in the second stage for next day hourly load forecasting. The effectiveness of the presented model is shown on the real data of the ISO New England electricity market. The obtained results confirm the validity advantage of the proposed approach.
Singh, Navneet K.; Singh, Asheesh K.; Tripathy, Manoj
2012-05-01
For power industries electricity load forecast plays an important role for real-time control, security, optimal unit commitment, economic scheduling, maintenance, energy management, and plant structure planning etc. A new technique for long term load forecasting (LTLF) using optimized feed forward artificial neural network (FFNN) architecture is presented in this paper, which selects optimal number of neurons in the hidden layer as well as the best training method for the case study. The prediction performance of proposed technique is evaluated using mean absolute percentage error (MAPE) of Thailand private electricity consumption and forecasted data. The results obtained are compared with the results of classical auto-regressive (AR) and moving average (MA) methods. It is, in general, observed that the proposed method is prediction wise more accurate.
Finkenauer, C.; Gallucci, M.; van Dijk, W.; Pollmann, M.M.H.
2007-01-01
Using extensive diary data from people taking their driver's license exam, the authors investigated the role of time in affective forecasting accuracy. Replicating existing findings, participants grossly overestimated the intensity and duration of their negative affect after failure and only
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 ...
Directory of Open Access Journals (Sweden)
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 % .
Radziukynas, V.; Klementavičius, A.
2016-04-01
The paper analyses the performance results of the recently developed short-term forecasting suit for the Latvian power system. The system load and wind power are forecasted using ANN and ARIMA models, respectively, and the forecasting accuracy is evaluated in terms of errors, mean absolute errors and mean absolute percentage errors. The investigation of influence of additional input variables on load forecasting errors is performed. The interplay of hourly loads and wind power forecasting errors is also evaluated for the Latvian power system with historical loads (the year 2011) and planned wind power capacities (the year 2023).
Directory of Open Access Journals (Sweden)
Radziukynas V.
2016-04-01
Full Text Available The paper analyses the performance results of the recently developed short-term forecasting suit for the Latvian power system. The system load and wind power are forecasted using ANN and ARIMA models, respectively, and the forecasting accuracy is evaluated in terms of errors, mean absolute errors and mean absolute percentage errors. The investigation of influence of additional input variables on load forecasting errors is performed. The interplay of hourly loads and wind power forecasting errors is also evaluated for the Latvian power system with historical loads (the year 2011 and planned wind power capacities (the year 2023.
Energy Technology Data Exchange (ETDEWEB)
Makarov, Yuri V.; Huang, Zhenyu; Etingov, Pavel V.; Ma, Jian; Guttromson, Ross T.; Subbarao, Krishnappa; Chakrabarti, Bhujanga B.
2010-01-01
The power system balancing process, which includes the scheduling, real time dispatch (load following) and regulation processes, is traditionally based on deterministic models. Since the conventional generation needs time to be committed and dispatched to a desired megawatt level, the scheduling and load following processes use load and wind and solar power production forecasts to achieve future balance between the conventional generation and energy storage on the one side, and system load, intermittent resources (such as wind and solar generation), and scheduled interchange on the other side. Although in real life the forecasting procedures imply some uncertainty around the load and wind/solar forecasts (caused by forecast errors), only their mean values are actually used in the generation dispatch and commitment procedures. Since the actual load and intermittent generation can deviate from their forecasts, it becomes increasingly unclear (especially, with the increasing penetration of renewable resources) whether the system would be actually able to meet the conventional generation requirements within the look-ahead horizon, what the additional balancing efforts would be needed as we get closer to the real time, and what additional costs would be incurred by those needs. To improve the system control performance characteristics, maintain system reliability, and minimize expenses related to the system balancing functions, it becomes necessary to incorporate the predicted uncertainty ranges into the scheduling, load following, and, in some extent, into the regulation processes. It is also important to address the uncertainty problem comprehensively by including all sources of uncertainty (load, intermittent generation, generators’ forced outages, etc.) into consideration. All aspects of uncertainty such as the imbalance size (which is the same as capacity needed to mitigate the imbalance) and generation ramping requirement must be taken into account. The latter
Directory of Open Access Journals (Sweden)
Shuping Cai
2018-03-01
Full Text Available Weather information is an important factor in short-term load forecasting (STLF. However, for a long time, more importance has always been attached to forecasting models instead of other processes such as the introduction of weather factors or feature selection for STLF. The main aim of this paper is to develop a novel methodology based on Fisher information for meteorological variables introduction and variable selection in STLF. Fisher information computation for one-dimensional and multidimensional weather variables is first described, and then the introduction of meteorological factors and variables selection for STLF models are discussed in detail. On this basis, different forecasting models with the proposed methodology are established. The proposed methodology is implemented on real data obtained from Electric Power Utility of Zhenjiang, Jiangsu Province, in southeast China. The results show the advantages of the proposed methodology in comparison with other traditional ones regarding prediction accuracy, and it has very good practical significance. Therefore, it can be used as a unified method for introducing weather variables into STLF models, and selecting their features.
Energy Technology Data Exchange (ETDEWEB)
Makarov, Yuri V.; Huang, Zhenyu; Etingov, Pavel V.; Ma, Jian; Guttromson, Ross T.; Subbarao, Krishnappa; Chakrabarti, Bhujanga B.
2010-09-01
The power system balancing process, which includes the scheduling, real time dispatch (load following) and regulation processes, is traditionally based on deterministic models. Since the conventional generation needs time to be committed and dispatched to a desired megawatt level, the scheduling and load following processes use load and wind power production forecasts to achieve future balance between the conventional generation and energy storage on the one side, and system load, intermittent resources (such as wind and solar generation) and scheduled interchange on the other side. Although in real life the forecasting procedures imply some uncertainty around the load and wind forecasts (caused by forecast errors), only their mean values are actually used in the generation dispatch and commitment procedures. Since the actual load and intermittent generation can deviate from their forecasts, it becomes increasingly unclear (especially, with the increasing penetration of renewable resources) whether the system would be actually able to meet the conventional generation requirements within the look-ahead horizon, what the additional balancing efforts would be needed as we get closer to the real time, and what additional costs would be incurred by those needs. In order to improve the system control performance characteristics, maintain system reliability, and minimize expenses related to the system balancing functions, it becomes necessary to incorporate the predicted uncertainty ranges into the scheduling, load following, and, in some extent, into the regulation processes. It is also important to address the uncertainty problem comprehensively, by including all sources of uncertainty (load, intermittent generation, generators’ forced outages, etc.) into consideration. All aspects of uncertainty such as the imbalance size (which is the same as capacity needed to mitigate the imbalance) and generation ramping requirement must be taken into account. The latter unique
Forecasting daily meteorological time series using ARIMA and regression models
Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir
2018-04-01
The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.
Variable Selection in Time Series Forecasting Using Random Forests
Directory of Open Access Journals (Sweden)
Hristos Tyralis
2017-10-01
Full Text Available Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to suggest an optimal set of predictor variables. Furthermore, we compare its performance to benchmarking methods. The first dataset is composed by 16,000 simulated time series from a variety of Autoregressive Fractionally Integrated Moving Average (ARFIMA models. The second dataset consists of 135 mean annual temperature time series. The highest predictive performance of RF is observed when using a low number of recent lagged predictor variables. This outcome could be useful in relevant future applications, with the prospect to achieve higher predictive accuracy.
Theory Study and Application of the BP-ANN Method for Power Grid Short-Term Load Forecasting
Institute of Scientific and Technical Information of China (English)
Xia Hua; Gang Zhang; Jiawei Yang; Zhengyuan Li
2015-01-01
Aiming at the low accuracy problem of power system short⁃term load forecasting by traditional methods, a back⁃propagation artifi⁃cial neural network (BP⁃ANN) based method for short⁃term load forecasting is presented in this paper. The forecast points are re⁃lated to prophase adjacent data as well as the periodical long⁃term historical load data. Then the short⁃term load forecasting model of Shanxi Power Grid (China) based on BP⁃ANN method and correlation analysis is established. The simulation model matches well with practical power system load, indicating the BP⁃ANN method is simple and with higher precision and practicality.
Forecasting long memory time series under a break in persistence
DEFF Research Database (Denmark)
Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson
We consider the problem of forecasting time series with long memory when the memory parameter is subject to a structural break. By means of a large-scale Monte Carlo study we show that ignoring such a change in persistence leads to substantially reduced forecasting precision. The strength...... of this effect depends on whether the memory parameter is increasing or decreasing over time. A comparison of six forecasting strategies allows us to conclude that pre-testing for a change in persistence is highly recommendable in our setting. In addition we provide an empirical example which underlines...
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.
forecasting with nonlinear time series model: a monte-carlo
African Journals Online (AJOL)
PUBLICATIONS1
Carlo method of forecasting using a special nonlinear time series model, called logistic smooth transition ... We illustrate this new method using some simulation ..... in MATLAB 7.5.0. ... process (DGP) using the logistic smooth transi-.
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.
TIME LOAD UPON STUDENTS IN PRIMARY EDUCATION
Directory of Open Access Journals (Sweden)
Borce Kostov
2016-12-01
Full Text Available Time load upon students is a central issue in the context of the overall load placed upon students. Most authors dealing with the issue of load upon students mainly approach this issue from the aspect of the time the students need to respond to the requirements posed by the school and otherwise concerning school. Such load is called time load. In our research, we investigated exactly this kind of time load placed upon students in the nine-year primary education in Macedonia. The main goal of our research was getting insight what is the students’ time load like and how big it is.
Forecast of useful energy for the TIMES-Norway model
International Nuclear Information System (INIS)
Rosenberg, Eva
2012-01-01
A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)
Forecast of useful energy for the TIMES-Norway model
Energy Technology Data Exchange (ETDEWEB)
Rosenberg, Eva
2012-07-25
A regional forecast of useful energy demand in seven Norwegian regions is calculated based on an earlier work with a national forecast. This forecast will be input to the energy system model TIMES-Norway and analyses will result in forecasts of energy use of different energy carriers with varying external conditions (not included in this report). The forecast presented here describes the methodology used and the resulting forecast of useful energy. lt is based on information of the long-term development of the economy by the Ministry of Finance, projections of population growths from Statistics Norway and several other studies. The definition of a forecast of useful energy demand is not absolute, but depends on the purpose. One has to be careful not to include parts that are a part of the energy system model, such as energy efficiency measures. In the forecast presented here the influence of new building regulations and the prohibition of production of incandescent light bulbs in EU etc. are included. Other energy efficiency measures such as energy management, heat pumps, tightening of leaks etc. are modelled as technologies to invest in and are included in the TIMES-Norway model. The elasticity between different energy carriers are handled by the TIMES-Norway model and some elasticity is also included as the possibility to invest in energy efficiency measures. The forecast results in an increase of the total useful energy from 2006 to 2050 by 18 o/o. The growth is expected to be highest in the regions South and East. The industry remains at a constant level in the base case and increased or reduced energy demand is analysed as different scenarios with the TIMES-Norway model. The most important driver is the population growth. Together with the assumptions made it results in increased useful energy demand in the household and service sectors of 25 o/o and 57 % respectively.(au)
Forecasting the Seasonal Timing of Maine's Lobster Fishery
Directory of Open Access Journals (Sweden)
Katherine E. Mills
2017-11-01
Full Text Available The fishery for American lobster is currently the highest-valued commercial fishery in the United States, worth over US$620 million in dockside value in 2015. During a marine heat wave in 2012, the fishery was disrupted by the early warming of spring ocean temperatures and subsequent influx of lobster landings. This situation resulted in a price collapse, as the supply chain was not prepared for the early and abundant landings of lobsters. Motivated by this series of events, we have developed a forecast of when the Maine (USA lobster fishery will shift into its high volume summer landings period. The forecast uses a regression approach to relate spring ocean temperatures derived from four NERACOOS buoys along the coast of Maine to the start day of the high landings period of the fishery. Tested against conditions in past years, the forecast is able to predict the start day to within 1 week of the actual start, and the forecast can be issued 3–4 months prior to the onset of the high-landings period, providing valuable lead-time for the fishery and its associated supply chain to prepare for the upcoming season. Forecast results are conveyed in a probabilistic manner and are updated weekly over a 6-week forecasting period so that users can assess the certainty and consistency of the forecast and factor the uncertainty into their use of the information in a given year. By focusing on the timing of events, this type of seasonal forecast provides climate-relevant information to users at time scales that are meaningful for operational decisions. As climate change alters seasonal phenology and reduces the reliability of past experience as a guide for future expectations, this type of forecast can enable fishing industry participants to better adjust to and prepare for operating in the context of climate change.
Dynamical prediction and pattern mapping in short-term load forecasting
Energy Technology Data Exchange (ETDEWEB)
Aguirre, Luis Antonio; Rodrigues, Daniela D.; Lima, Silvio T. [Departamento de Engenharia Eletronica, Universidade Federal de Minas Gerais, Av. Antonio Carlos, 6627, 31270-901 Belo Horizonte, MG (Brazil); Martinez, Carlos Barreira [Departamento de Engenharia Hidraulica e Recursos Hidricos, Universidade Federal de Minas Gerais, Av. Antonio Carlos, 6627, 31270-901 Belo Horizonte, MG (Brazil)
2008-01-15
This work will not put forward yet another scheme for short-term load forecasting but rather will provide evidences that may improve our understanding about fundamental issues which underlay load forecasting problems. In particular, load forecasting will be decomposed into two main problems, namely dynamical prediction and pattern mapping. It is argued that whereas the latter is essentially static and becomes nonlinear when weekly features in the data are taken into account, the former might not be deterministic at all. In such cases there is no determinism (serial correlations) in the data apart from the average cycle and the best a model can do is to perform pattern mapping. Moreover, when there is determinism in addition to the average cycle, the underlying dynamics are sometimes linear, in which case there is no need to resort to nonlinear models to perform dynamical prediction. Such conclusions were confirmed using real load data and surrogate data analysis. In a sense, the paper details and organizes some general beliefs found in the literature on load forecasting. This sheds some light on real model-building and forecasting problems and helps understand some apparently conflicting results reported in the literature. (author)
Hybridizing DEMD and Quantum PSO with SVR in Electric Load Forecasting
Directory of Open Access Journals (Sweden)
Li-Ling Peng
2016-03-01
Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents an SVR model hybridized with the differential empirical mode decomposition (DEMD method and quantum particle swarm optimization algorithm (QPSO for electric load forecasting. The DEMD method is employed to decompose the electric load to several detail parts associated with high frequencies (intrinsic mode function—IMF and an approximate part associated with low frequencies. Hybridized with quantum theory to enhance particle searching performance, the so-called QPSO is used to optimize the parameters of SVR. The electric load data of the New South Wales (Sydney, Australia market and the New York Independent System Operator (NYISO, New York, USA are used for comparing the forecasting performances of different forecasting models. The results illustrate the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.
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)
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.
Forecasting the condition of petroleum impregnated load bearing ...
African Journals Online (AJOL)
Petroleum products (PP) used in industrial processes systematically fall on the load-bearing CRC structures and gradually impregnate therein. Currently, available guidelines for the assessment of technical condition and reliability of load-bearing CRC structures do not fully take into account the effect of viscosity of PP that ...
Simultaneous day-ahead forecasting of electricity price and load in smart grids
International Nuclear Information System (INIS)
Shayeghi, H.; Ghasemi, A.; Moradzadeh, M.; Nooshyar, M.
2015-01-01
Highlights: • This paper presents a novel MIMO-based support vector machine for forecasting. • Considered uncertainties for better simulation for filtering in input data. • Used LSSVM technique for learning. • Proposed a new modification for standard artificial bee colony algorithm to optimize LSSVM engine. - Abstract: In smart grids, customers are promoted to change their energy consumption patterns by electricity prices. In fact, in this environment, the electricity price and load consumption are highly corrected such that the market participants will have complex model in their decisions to maximize their profit. Although the available forecasting mythologies perform well in electricity market by way of little or no load and price interdependencies, but cannot capture load and price dynamics if they exist. To overcome this shortage, a Multi-Input Multi-Output (MIMO) model is presented which can consider the correlation between electricity price and load. The proposed model consists of three components known as a Wavelet Packet Transform (WPT) to make valuable subsets, Generalized Mutual Information (GMI) to select best input candidate and Least Squares Support Vector Machine (LSSVM) based on MIMO model, called LSSVM-MIMO, to make simultaneous load and price forecasts. Moreover, the LSSVM-MIMO parameters are optimized by a novel Quasi-Oppositional Artificial Bee Colony (QOABC) algorithm. Some forecasting indices based on error factor are considered to evaluate the forecasting accuracy. Simulations carried out on New York Independent System Operator, New South Wales (NSW) and PJM electricity markets data, and showing that the proposed hybrid algorithm has good potential for simultaneous forecasting of electricity price and load
Verification of short lead time forecast models: applied to Kp and Dst forecasting
Wintoft, Peter; Wik, Magnus
2016-04-01
In the ongoing EU/H2020 project PROGRESS models that predicts Kp, Dst, and AE from L1 solar wind data will be used as inputs to radiation belt models. The possible lead times from L1 measurements are shorter (10s of minutes to hours) than the typical duration of the physical phenomena that should be forecast. Under these circumstances several metrics fail to single out trivial cases, such as persistence. In this work we explore metrics and approaches for short lead time forecasts. We apply these to current Kp and Dst forecast models. This project has received funding from the European Union's Horizon 2020 research and innovation programme under grant agreement No 637302.
Short term electric load forecast, 1991/92-2011/12
International Nuclear Information System (INIS)
1991-01-01
A long-term forecast is presented predicting electricity requirements to 2011/12. Total sales to the B.C. Hydro service area are projected to increase from 43,805 GWh in 1990/91 to 57,366 GWh in 2011/12, for an annual growth of 1.7%. Total gross generation requirements increase from 45,805 GWh in 1990/91 to 68,037 GWh in 2011/12 for an annual average growth of 1.9%. Integrated peak system demand is projected to increase from 8401 MW in 1990/91 to 11,981 MW in 2011/12. Residential sales are projected to increase from 11,783 GWh to 14,870 GWh for a growth rate of 1.7%. Commercial sector sales are projected to increase from 10,588 GWh to 17,116 GWh representing a growth rate of 2.3%. Industrial sector sales are projected to increase from 17,962 GWh to 25,380 GWh. The economic assumptions underlying the forecast, sensitivity analysis, impact of Power Smart programs, and a sectoral analysis of projected sales are presented. 10 figs., 5 tabs
With string model to time series forecasting
Pinčák, Richard; Bartoš, Erik
2015-10-01
Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate the real financial markets. Analyses are not conducted on the non equidistant date but rather on the aggregate date, which is also not a real financial case. In this paper, we would like to show a new way how to analyze and, moreover, forecast financial market. We utilize the projections of the real exchange rate dynamics onto the string-like topology in the OANDA market. The latter approach allows us to build the stable prediction models in trading in the financial forex market. The real application of the multi-string structures is provided to demonstrate our ideas for the solution of the problem of the robust portfolio selection. The comparison with the trend following strategies was performed, the stability of the algorithm on the transaction costs for long trade periods was confirmed.
Mid-term load forecasting of power systems by a new prediction method
International Nuclear Information System (INIS)
Amjady, Nima; Keynia, Farshid
2008-01-01
Mid-term load forecasting (MTLF) becomes an essential tool for today power systems, mainly in those countries whose power systems operate in a deregulated environment. Among different kinds of MTLF, this paper focuses on the prediction of daily peak load for one month ahead. This kind of load forecast has many applications like maintenance scheduling, mid-term hydro thermal coordination, adequacy assessment, management of limited energy units, negotiation of forward contracts, and development of cost efficient fuel purchasing strategies. However, daily peak load is a nonlinear, volatile, and nonstationary signal. Besides, lack of sufficient data usually further complicates this problem. The paper proposes a new methodology to solve it, composed of an efficient data model, preforecast mechanism and combination of neural network and evolutionary algorithm as the hybrid forecast technique. The proposed methodology is examined on the EUropean Network on Intelligent TEchnologies (EUNITE) test data and Iran's power system. We will also compare our strategy with the other MTLF methods revealing its capability to solve this load forecast problem
Decoupling Weather Influence from User Habits for an Optimal Electric Load Forecast System
Directory of Open Access Journals (Sweden)
Luca Massidda
2017-12-01
Full Text Available The balance between production and consumption in a smart grid with high penetration of renewable sources and in the presence of energy storage systems benefits from an accurate load prediction. A general approach to load forecasting is not possible because of the additional complication due to the increasing presence of distributed and usually unmeasured photovoltaic production. Various methods are proposed in the literature that can be classified into two classes: those that predict by separating the portion of load due to consumption habits from the part of production due to local weather conditions, and those that attempt to predict the load as a whole. The characteristic that should lead to a preference for one approach over another is obviously the percentage of penetration of distributed production. The study site discussed in this document is the grid of Borkum, an island located in the North Sea. The advantages in terms of reducing forecasting errors for the electrical load, which can be obtained by using weather information, are explained. In particular, when comparing the results of different approaches gradually introducing weather forecasts, it is clear that the correct functional dependency of production has to be taken into account in order to obtain maximum yield from the available information. Where possible, this approach can significantly improve the quality of the forecasts, which in turn can improve the balance of a network—especially if energy storage systems are in place.
A Beacon Transmission Power Control Algorithm Based on Wireless Channel Load Forecasting in VANETs.
Mo, Yuanfu; Yu, Dexin; Song, Jun; Zheng, Kun; Guo, Yajuan
2015-01-01
In a vehicular ad hoc network (VANET), the periodic exchange of single-hop status information broadcasts (beacon frames) produces channel loading, which causes channel congestion and induces information conflict problems. To guarantee fairness in beacon transmissions from each node and maximum network connectivity, adjustment of the beacon transmission power is an effective method for reducing and preventing channel congestion. In this study, the primary factors that influence wireless channel loading are selected to construct the KF-BCLF, which is a channel load forecasting algorithm based on a recursive Kalman filter and employs multiple regression equation. By pre-adjusting the transmission power based on the forecasted channel load, the channel load was kept within a predefined range; therefore, channel congestion was prevented. Based on this method, the CLF-BTPC, which is a transmission power control algorithm, is proposed. To verify KF-BCLF algorithm, a traffic survey method that involved the collection of floating car data along a major traffic road in Changchun City is employed. By comparing this forecast with the measured channel loads, the proposed KF-BCLF algorithm was proven to be effective. In addition, the CLF-BTPC algorithm is verified by simulating a section of eight-lane highway and a signal-controlled urban intersection. The results of the two verification process indicate that this distributed CLF-BTPC algorithm can effectively control channel load, prevent channel congestion, and enhance the stability and robustness of wireless beacon transmission in a vehicular network.
A Beacon Transmission Power Control Algorithm Based on Wireless Channel Load Forecasting in VANETs.
Directory of Open Access Journals (Sweden)
Yuanfu Mo
Full Text Available In a vehicular ad hoc network (VANET, the periodic exchange of single-hop status information broadcasts (beacon frames produces channel loading, which causes channel congestion and induces information conflict problems. To guarantee fairness in beacon transmissions from each node and maximum network connectivity, adjustment of the beacon transmission power is an effective method for reducing and preventing channel congestion. In this study, the primary factors that influence wireless channel loading are selected to construct the KF-BCLF, which is a channel load forecasting algorithm based on a recursive Kalman filter and employs multiple regression equation. By pre-adjusting the transmission power based on the forecasted channel load, the channel load was kept within a predefined range; therefore, channel congestion was prevented. Based on this method, the CLF-BTPC, which is a transmission power control algorithm, is proposed. To verify KF-BCLF algorithm, a traffic survey method that involved the collection of floating car data along a major traffic road in Changchun City is employed. By comparing this forecast with the measured channel loads, the proposed KF-BCLF algorithm was proven to be effective. In addition, the CLF-BTPC algorithm is verified by simulating a section of eight-lane highway and a signal-controlled urban intersection. The results of the two verification process indicate that this distributed CLF-BTPC algorithm can effectively control channel load, prevent channel congestion, and enhance the stability and robustness of wireless beacon transmission in a vehicular network.
Directory of Open Access Journals (Sweden)
Danladi Ali
2018-03-01
Full Text Available Long-term load forecasting provides vital information about future load and it helps the power industries to make decision regarding electrical energy generation and delivery. In this work, fuzzy – neuro model is developed to forecast a year ahead load in relation to weather parameter (temperature and humidity in Mubi, Adamawa State. It is observed that: electrical load increased with increase in temperature and relative humidity does not show notable effect on electrical load. The accuracy of the prediction is obtained at 98.78% with the corresponding mean absolute percentage error (MAPE of 1.22%. This confirms that fuzzy – neuro is a good tool for load forecasting. Keywords: Electrical load, Load forecasting, Fuzzy logic, Back propagation, Neuro-fuzzy, Weather parameter
Directory of Open Access Journals (Sweden)
Nantian Huang
2016-09-01
Full Text Available The prediction accuracy of short-term load forecast (STLF depends on prediction model choice and feature selection result. In this paper, a novel random forest (RF-based feature selection method for STLF is proposed. First, 243 related features were extracted from historical load data and the time information of prediction points to form the original feature set. Subsequently, the original feature set was used to train an RF as the original model. After the training process, the prediction error of the original model on the test set was recorded and the permutation importance (PI value of each feature was obtained. Then, an improved sequential backward search method was used to select the optimal forecasting feature subset based on the PI value of each feature. Finally, the optimal forecasting feature subset was used to train a new RF model as the final prediction model. Experiments showed that the prediction accuracy of RF trained by the optimal forecasting feature subset was higher than that of the original model and comparative models based on support vector regression and artificial neural network.
Degradation forecast for PEMFC cathode-catalysts under cyclic loads
Moein-Jahromi, M.; Kermani, M. J.; Movahed, S.
2017-08-01
Degradation of Fuel Cell (FC) components under cyclic loads is one of the biggest bottlenecks in FC commercialization. In this paper, a novel experimental based algorithm is presented to predict the Catalyst Layer (CL) performance loss during cyclic load. The algorithm consists of two models namely Models 1 and 2. The Model 1 calculates the Electro-Chemical Surface Area (ECSA) and agglomerate size (e.g. agglomerate radius, rt,agg) for the catalyst layer under cyclic load. The Model 2 is the already-existing model from our earlier studies that computes catalyst performance with fixed structural parameters. Combinations of these two Models predict the CL performance under an arbitrary cyclic load. A set of parametric/sensitivity studies is performed to investigate the effects of operating parameters on the percentage of Voltage Degradation Rate (VDR%) with rank 1 for the most influential one. Amongst the considered parameters (such as: temperature, relative humidity, pressure, minimum and maximum voltage of the cyclic load), the results show that temperature and pressure have the most and the least influences on the VDR%, respectively. So that, increase of temperature from 60 °C to 80 °C leads to over 20% VDR intensification, the VDR will also reduce 1.41% by increasing pressure from 2 atm to 4 atm.
DEFF Research Database (Denmark)
Møller Andersen, Frits; Larsen, Helge V.; Boomsma, Trine Krogh
2013-01-01
, to model and forecast long-term changes in the aggregated electricity load profile, we identify profiles for different categories of customers and link these to projections of the aggregated annual consumption by categories of customers. Long-term projection of the aggregated load is important for future......Data for aggregated hourly electricity demand shows systematic variations over the day, week, and seasons, and forecasting of aggregated hourly electricity load has been the subject of many studies. With hourly metering of individual customers, data for individual consumption profiles is available....... Using this data and analysing the case of Denmark, we show that consumption profiles for categories of customers are equally systematic but very different for distinct categories, that is, distinct categories of customers contribute differently to the aggregated electricity load profile. Therefore...
Energy Technology Data Exchange (ETDEWEB)
Malmstroem, B; Ernfors, P; Nilsson, Daniel; Vallgren, H [Chalmers Tekniska Hoegskola, Goeteborg (Sweden). Institutionen foer Energiteknik
1996-10-01
In this report the available methods for forecasting weather and district heating load have been studied. A forecast method based on neural networks has been tested against the more common statistical methods. The accuracy of the weather forecasts from the SMHI (Swedish Meteorological and Hydrological Institute) has been estimated. In connection with these tests, the possibilities of improving the forecasts by using on-line connected computers has been analysed. The most important results from the study are: Energy company staff generally look upon the forecasting of district heating load as a problem of such a magnitude that computer support is needed. At the companies where computer calculated forecasts are in use, their accuracy is regarded as quite satisfactory; The interest in computer produced load forecasts among energy company staff is increasing; At present, a sufficient number of commercial suppliers of weather forecasts as well as load forecasts is available to fulfill the needs of energy companies; Forecasts based on neural networks did not attain any precision improvement in comparison to more traditional statistical methods. There may though be other types of neural networks, not tested in this study, that are possibly capable of improving the forecast precision; Forecasts of outdoor temperature and district heating load can be significantly improved through the use of on-line-connected computers supplied with instantaneous measurements of temperature and load. This study shows that a general reduction of the load prediction errors by approximately 15% is attainable. For short time horizons (less than 5 hours), more extensive load prediction error reductions can be reached. For the 1-hour time horizon, the possible reduction amounts to up to 50%. 21 refs, 4 figs, 7 appendices
Methodology of demand forecast by market analysis of electric power and load curves
International Nuclear Information System (INIS)
Barreiro, C.J.; Atmann, J.L.
1989-01-01
A methodology for demand forecast of consumer classes and their aggregation is presented. An analysis of the actual attended market can be done by appropriate measures and load curves studies. The suppositions for the future market behaviour by consumer classes (industrial, residential, commercial, others) are shown, and the actions for optimise this market are foreseen, obtained by load curves modulations. The process of future demand determination is obtained by the appropriate aggregation of this segmented demands. (C.G.C.)
Time series forecasting based on deep extreme learning machine
Guo, Xuqi; Pang, Y.; Yan, Gaowei; Qiao, Tiezhu; Yang, Guang-Hong; Yang, Dan
2017-01-01
Multi-layer Artificial Neural Networks (ANN) has caught widespread attention as a new method for time series forecasting due to the ability of approximating any nonlinear function. In this paper, a new local time series prediction model is established with the nearest neighbor domain theory, in
Robust Forecasting of Non-Stationary Time Series
Croux, C.; Fried, R.; Gijbels, I.; Mahieu, K.
2010-01-01
This paper proposes a robust forecasting method for non-stationary time series. The time series is modelled using non-parametric heteroscedastic regression, and fitted by a localized MM-estimator, combining high robustness and large efficiency. The proposed method is shown to produce reliable
Effect of Streamflow Forecast Uncertainty on Real-Time Reservoir Operation
Zhao, T.; Cai, X.; Yang, D.
2010-12-01
Various hydrological forecast products have been applied to real-time reservoir operation, including deterministic streamflow forecast (DSF), DSF-based probabilistic streamflow forecast (DPSF), and ensemble streamflow forecast (ESF), which represent forecast uncertainty in the form of deterministic forecast error, deterministic forecast error-based uncertainty distribution, and ensemble forecast errors, respectively. Compared to previous studies that treat these forecast products as ad hoc inputs for reservoir operation models, this paper attempts to model the uncertainties involved in the various forecast products and explores their effect on real-time reservoir operation decisions. In hydrology, there are various indices reflecting the magnitude of streamflow forecast uncertainty; meanwhile, few models illustrate the forecast uncertainty evolution process. This research introduces Martingale Model of Forecast Evolution (MMFE) from supply chain management and justifies its assumptions for quantifying the evolution of uncertainty in streamflow forecast as time progresses. Based on MMFE, this research simulates the evolution of forecast uncertainty in DSF, DPSF, and ESF, and applies the reservoir operation models (dynamic programming, DP; stochastic dynamic programming, SDP; and standard operation policy, SOP) to assess the effect of different forms of forecast uncertainty on real-time reservoir operation. Through a hypothetical single-objective real-time reservoir operation model, the results illustrate that forecast uncertainty exerts significant effects. Reservoir operation efficiency, as measured by a utility function, decreases as the forecast uncertainty increases. Meanwhile, these effects also depend on the type of forecast product being used. In general, the utility of reservoir operation with ESF is nearly as high as the utility obtained with a perfect forecast; the utilities of DSF and DPSF are similar to each other but not as efficient as ESF. Moreover
101 Modelling and Forecasting Periodic Electric Load for a ...
African Journals Online (AJOL)
User
2012-01-24
Jan 24, 2012 ... Electricity load consumption in Nigeria is of great concern and its government is ... This is because the energy needed for any system is based on ... is a tool for verifying the validity and reliability of a chosen model. It tells how ...
Real-Time Forecasting Revisited: Letting the Data Decide
Jackson Kitchen; John Kitchen
2013-01-01
Real-time GDP forecasting, also often known as “nowcasting,” produces estimates for current-quarter real GDP growth, typically based on a centered value from a set of estimates from incoming indicators. These real-time measures are usually intended to be data-based and to not be based on forecaster judgment or add factors. Even so, estimation methodologies in this research area—and prior versions of the system we use—typically have been constrained by using various “fixed” relationships, such...
Time series modelling and forecasting of emergency department overcrowding.
Kadri, Farid; Harrou, Fouzi; Chaabane, Sondès; Tahon, Christian
2014-09-01
Efficient management of patient flow (demand) in emergency departments (EDs) has become an urgent issue for many hospital administrations. Today, more and more attention is being paid to hospital management systems to optimally manage patient flow and to improve management strategies, efficiency and safety in such establishments. To this end, EDs require significant human and material resources, but unfortunately these are limited. Within such a framework, the ability to accurately forecast demand in emergency departments has considerable implications for hospitals to improve resource allocation and strategic planning. The aim of this study was to develop models for forecasting daily attendances at the hospital emergency department in Lille, France. The study demonstrates how time-series analysis can be used to forecast, at least in the short term, demand for emergency services in a hospital emergency department. The forecasts were based on daily patient attendances at the paediatric emergency department in Lille regional hospital centre, France, from January 2012 to December 2012. An autoregressive integrated moving average (ARIMA) method was applied separately to each of the two GEMSA categories and total patient attendances. Time-series analysis was shown to provide a useful, readily available tool for forecasting emergency department demand.
Time Series Analysis Forecasting and Control
Box, George E P; Reinsel, Gregory C
2011-01-01
A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods for building, cl
Performance of fuzzy approach in Malaysia short-term electricity load forecasting
Mansor, Rosnalini; Zulkifli, Malina; Yusof, Muhammad Mat; Ismail, Mohd Isfahani; Ismail, Suzilah; Yin, Yip Chee
2014-12-01
Many activities such as economic, education and manafucturing would paralyse with limited supply of electricity but surplus contribute to high operating cost. Therefore electricity load forecasting is important in order to avoid shortage or excess. Previous finding showed festive celebration has effect on short-term electricity load forecasting. Being a multi culture country Malaysia has many major festive celebrations such as Eidul Fitri, Chinese New Year and Deepavali but they are moving holidays due to non-fixed dates on the Gregorian calendar. This study emphasis on the performance of fuzzy approach in forecasting electricity load when considering the presence of moving holidays. Autoregressive Distributed Lag model was estimated using simulated data by including model simplification concept (manual or automatic), day types (weekdays or weekend), public holidays and lags of electricity load. The result indicated that day types, public holidays and several lags of electricity load were significant in the model. Overall, model simplification improves fuzzy performance due to less variables and rules.
Conditional time series forecasting with convolutional neural networks
A. Borovykh (Anastasia); S.M. Bohte (Sander); C.W. Oosterlee (Cornelis)
2017-01-01
textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these
Real-Time Forecasting of Echo-Centroid Motion.
1979-01-01
is apparent that after five observations are obtained, the forecast error drops considerably. The normal lifetime of an echo (25 to 30 min) is...10kmI I ! Fig. 11. Track of 5 April 1978 mesocyclone (M) and two TVS’s (1) and (2). Times are CST. Pumpkin Center tornado is hatched and Marlow tornado is
International Nuclear Information System (INIS)
Wang Jianzhou; Jia Ruiling; Zhao Weigang; Wu Jie; Dong Yao
2012-01-01
Highlights: ► The maximal predictive step size is determined by the largest Lyapunov exponent. ► A proper forecasting step size is applied to load demand forecasting. ► The improved approach is validated by the actual load demand data. ► Non-linear fractal extrapolation method is compared with three forecasting models. ► Performance of the models is evaluated by three different error measures. - Abstract: Precise short-term load forecasting (STLF) plays a key role in unit commitment, maintenance and economic dispatch problems. Employing a subjective and arbitrary predictive step size is one of the most important factors causing the low forecasting accuracy. To solve this problem, the largest Lyapunov exponent is adopted to estimate the maximal predictive step size so that the step size in the forecasting is no more than this maximal one. In addition, in this paper a seldom used forecasting model, which is based on the non-linear fractal extrapolation (NLFE) algorithm, is considered to develop the accuracy of predictions. The suitability and superiority of the two solutions are illustrated through an application to real load forecasting using New South Wales electricity load data from the Australian National Electricity Market. Meanwhile, three forecasting models: the gray model, the seasonal autoregressive integrated moving average approach and the support vector machine method, which received high approval in STLF, are selected to compare with the NLFE algorithm. Comparison results also show that the NLFE model is outstanding, effective, practical and feasible.
Freeway travel-time estimation and forecasting.
2013-03-01
Real-time traffic information provided by GDOT has proven invaluable for commuters in the : Georgia freeway network. The increasing number of Variable Message Signs, addition of : services such as My-NaviGAtor, NaviGAtor-to-go etc. and the advancemen...
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.
Time Series Forecasting with Missing Values
Shin-Fu Wu; Chia-Yung Chang; Shie-Jue Lee
2015-01-01
Time series prediction has become more popular in various kinds of applications such as weather prediction, control engineering, financial analysis, industrial monitoring, etc. To deal with real-world problems, we are often faced with missing values in the data due to sensor malfunctions or human errors. Traditionally, the missing values are simply omitted or replaced by means of imputation methods. However, omitting those missing values may cause temporal discontinuity. Imputation methods, o...
Adaptive time-variant models for fuzzy-time-series forecasting.
Wong, Wai-Keung; Bai, Enjian; Chu, Alice Wai-Ching
2010-12-01
A fuzzy time series has been applied to the prediction of enrollment, temperature, stock indices, and other domains. Related studies mainly focus on three factors, namely, the partition of discourse, the content of forecasting rules, and the methods of defuzzification, all of which greatly influence the prediction accuracy of forecasting models. These studies use fixed analysis window sizes for forecasting. In this paper, an adaptive time-variant fuzzy-time-series forecasting model (ATVF) is proposed to improve forecasting accuracy. The proposed model automatically adapts the analysis window size of fuzzy time series based on the prediction accuracy in the training phase and uses heuristic rules to generate forecasting values in the testing phase. The performance of the ATVF model is tested using both simulated and actual time series including the enrollments at the University of Alabama, Tuscaloosa, and the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experiment results show that the proposed ATVF model achieves a significant improvement in forecasting accuracy as compared to other fuzzy-time-series forecasting models.
A neutral network based technique for short-term forecasting of anomalous load periods
Energy Technology Data Exchange (ETDEWEB)
Sforna, M [ENEL, s.p.a, Italian Power Company (Italy); Lamedica, R; Prudenzi, A [Rome Univ. ` La Sapienza` , Rome (Italy); Caciotta, M; Orsolini Cencelli, V [Rome Univ. III, Rome (Italy)
1995-01-01
The paper illustrates a part of the research activity conducted by authors in the field of electric Short Term Load Forecasting (STLF) based on Artificial Neural Network (ANN) architectures. Previous experiences with basic ANN architectures have shown that, even though these architecture provide results comparable with those obtained by human operators for most normal days, they evidence some accuracy deficiencies when applied to `anomalous` load conditions occurring during holidays and long weekends. For these periods a specific procedure based upon a combined (unsupervised/supervised) approach has been proposed. The unsupervised stage provides a preventive classification of the historical load data by means of a Kohonen`s Self Organizing Map (SOM). The supervised stage, performing the proper forecasting activity, is obtained by using a multi-layer percept ron with a back propagation learning algorithm similar to the ones above mentioned. The unconventional use of information deriving from the classification stage permits the proposed procedure to obtain a relevant enhancement of the forecast accuracy for anomalous load situations.
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.
International Nuclear Information System (INIS)
Santos, P.J.; Martins, A.G.; Pires, A.J.
2007-01-01
The present trend to electricity market restructuring increases the need for reliable short-term load forecast (STLF) algorithms, in order to assist electric utilities in activities such as planning, operating and controlling electric energy systems. Methodologies such as artificial neural networks (ANN) have been widely used in the next hour load forecast horizon with satisfactory results. However, this type of approach has had some shortcomings. Usually, the input vector (IV) is defined in a arbitrary way, mainly based on experience, on engineering judgment criteria and on concern about the ANN dimension, always taking into consideration the apparent correlations within the available endogenous and exogenous data. In this paper, a proposal is made of an approach to define the IV composition, with the main focus on reducing the influence of trial-and-error and common sense judgments, which usually are not based on sufficient evidence of comparative advantages over previous alternatives. The proposal includes the assessment of the strictly necessary instances of the endogenous variable, both from the point of view of the contiguous values prior to the forecast to be made, and of the past values representing the trend of consumption at homologous time intervals of the past. It also assesses the influence of exogenous variables, again limiting their presence at the IV to the indispensable minimum. A comparison is made with two alternative IV structures previously proposed in the literature, also applied to the distribution sector. The paper is supported by a real case study at the distribution sector. (author)
Improving the principles of short-term electric load forecasting of the Irkutsk region
Directory of Open Access Journals (Sweden)
Kornilov Vladimir
2017-01-01
Full Text Available Forecasting of electric load (EL is an important task for both electric power entities and large consumers of electricity [1]. Large consumers are faced with the need to compose applications for the planned volume of EL, and the deviation of subsequent real consumption from previously announced leads to the appearance of penalties from the wholesale market. In turn, electricity producers are interested in forecasting the demand for electricity for prompt response to its fluctuations and for the purpose of optimal infrastructure development. The most difficult and urgent task is the hourly forecasting of EL, which is extremely important for the successful solution of problems of optimization of generating capacities, minimization of power losses, dispatching control, security assessment of power supply, etc. Ultimately, such forecasts allow optimizing the cash costs for electricity and fuel or water consumption during generation. This paper analyzes the experience of the branch of JSC "SO UPS" Irkutsk Regional Dispatch Office of the procedure for short-term forecasting of the EL of the Irkutsk region.
Real-time drought forecasting system for irrigation managment
Ceppi, Alessandro; Ravazzani, Giovanni; Corbari, Chiara; Masseroni, Daniele; Meucci, Stefania; Pala, Francesca; Salerno, Raffaele; Meazza, Giuseppe; Chiesa, Marco; Mancini, Marco
2013-04-01
In recent years frequent periods of water scarcity have enhanced the need to use water more carefully, even in in European areas traditionally rich of water such as the Po Valley. In dry periods, the problem of water shortage can be enhanced by conflictual use of water such as irrigation, industrial and power production (hydroelectric and thermoelectric). Further, over the last decade the social perspective on this issue is increasing due to climate change and global warming scenarios which come out from the last IPCC Report. The increased frequency of dry periods has stimulated the improvement of irrigation and water management. In this study we show the development and implementation of the real-time drought forecasting system Pre.G.I., an Italian acronym that stands for "Hydro-Meteorological forecast for irrigation management". The system is based on ensemble prediction at long range (30 days) with hydrological simulation of water balance to forecast the soil water content in every parcel over the Consorzio Muzza basin. The studied area covers 74,000 ha in the middle of the Po Valley, near the city of Lodi. The hydrological ensemble forecasts are based on 20 meteorological members of the non-hydrostatic WRF model with 30 days as lead-time, provided by Epson Meteo Centre, while the hydrological model used to generate the soil moisture and water table simulations is the rainfall-runoff distributed FEST-WB model, developed at Politecnico di Milano. The hydrological model was validated against measurements of latent heat flux and soil moisture acquired by an eddy-covariance station. Reliability of the forecasting system and its benefits was assessed on some cases-study occurred in the recent years.
Probabilistic eruption forecasting at short and long time scales
Marzocchi, Warner; Bebbington, Mark S.
2012-10-01
Any effective volcanic risk mitigation strategy requires a scientific assessment of the future evolution of a volcanic system and its eruptive behavior. Some consider the onus should be on volcanologists to provide simple but emphatic deterministic forecasts. This traditional way of thinking, however, does not deal with the implications of inherent uncertainties, both aleatoric and epistemic, that are inevitably present in observations, monitoring data, and interpretation of any natural system. In contrast to deterministic predictions, probabilistic eruption forecasting attempts to quantify these inherent uncertainties utilizing all available information to the extent that it can be relied upon and is informative. As with many other natural hazards, probabilistic eruption forecasting is becoming established as the primary scientific basis for planning rational risk mitigation actions: at short-term (hours to weeks or months), it allows decision-makers to prioritize actions in a crisis; and at long-term (years to decades), it is the basic component for land use and emergency planning. Probabilistic eruption forecasting consists of estimating the probability of an eruption event and where it sits in a complex multidimensional time-space-magnitude framework. In this review, we discuss the key developments and features of models that have been used to address the problem.
Load Forecasting with Artificial Intelligence on Big Data
Glauner, Patrick; State, Radu
2016-01-01
In the domain of electrical power grids, there is a particular interest in time series analysis using artificial intelligence. Machine learning is the branch of artificial intelligence giving computers the ability to learn patterns from data without being explicitly programmed. Deep Learning is a set of cutting-edge machine learning algorithms that are inspired by how the human brain works. It allows to self-learn feature hierarchies from the data rather than modeling hand-crafted features. I...
Electrical load forecastes and correlations with economic growth
International Nuclear Information System (INIS)
Buter, J.
1975-01-01
Normally, an increase in productivity, which is commonly considered necessary for maintaining the economic position of an economic area, will result in increased demands for energy. This additional requirement must be taken into account, and this is what the capacities of power-generating facilities have to be adapted to. Thus, capital expenditures are necessary the extent of which will depend upon future development. At this point, prognostication is to help avoid misemployment of funds. Such energy prognostication is definitely needed for a period of time corresponding to the construction period for power-generating installations, hence for some five to ten years. (orig.) [de
Short-term load forecast using trend information and process reconstruction
Energy Technology Data Exchange (ETDEWEB)
Santos, P.J.; Pires, A.J.; Martins, J.F. [Instituto Politecnico de Setubal (Portugal). Dept. of Electrical Engineering; Martins, A.G. [University of Coimbra (Portugal). Dept. of Electrical Engineering; Mendes, R.V. [Instituto Superior Tecnico, Lisboa (Portugal). Laboratorio de Mecatronica
2005-07-01
The algorithms for short-term load forecast (STLF), especially within the next-hour horizon, belong to a group of methodologies that aim to render more effective the actions of planning, operating and controlling electric energy systems (EES). In the context of the progressive liberalization of the electricity sector, unbundling of the previous monopolistic structure emphasizes the need for load forecast, particularly at the network level. Methodologies such as artificial neural networks (ANN) have been widely used in next-hour load forecast. Designing an ANN requires the proper choice of input variables, avoiding overfitting and an unnecessarily complex input vector (IV). This may be achieved by trying to reduce the arbitrariness in the choice of endogenous variables. At a first stage, we have applied the mathematical techniques of process-reconstruction to the underlying stochastic process, using coding and block entropies to characterize the measure and memory range. At a second stage, the concept of consumption trend in homologous days of previous weeks has been used. The possibility to include weather-related variables in the IV has also been analysed, the option finally being to establish a model of the non-weather sensitive type. The paper uses a real-life case study. (author)
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.
Trend time-series modeling and forecasting with neural networks.
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.
Combined time-varying forecast based on the proper scoring approach for wind power generation
DEFF Research Database (Denmark)
Chen, Xingying; Jiang, Yu; Yu, Kun
2017-01-01
Compared with traditional point forecasts, combined forecast have been proposed as an effective method to provide more accurate forecasts than individual model. However, the literature and research focus on wind-power combined forecasts are relatively limited. Here, based on forecasting error...... distribution, a proper scoring approach is applied to combine plausible models to form an overall time-varying model for the next day forecasts, rather than weights-based combination. To validate the effectiveness of the proposed method, real data of 3 years were used for testing. Simulation results...... demonstrate that the proposed method improves the accuracy of overall forecasts, even compared with a numerical weather prediction....
Directory of Open Access Journals (Sweden)
Murat Luy
2018-05-01
Full Text Available The estimation of hourly electricity load consumption is highly important for planning short-term supply–demand equilibrium in sources and facilities. Studies of short-term load forecasting in the literature are categorized into two groups: classical conventional and artificial intelligence-based methods. Artificial intelligence-based models, especially when using fuzzy logic techniques, have more accurate load estimations when datasets include high uncertainty. However, as the knowledge base—which is defined by expert insights and decisions—gets larger, the load forecasting performance decreases. This study handles the problem that is caused by the growing knowledge base, and improves the load forecasting performance of fuzzy models through nature-inspired methods. The proposed models have been optimized by using ant colony optimization and genetic algorithm (GA techniques. The training and testing processes of the proposed systems were performed on historical hourly load consumption and temperature data collected between 2011 and 2014. The results show that the proposed models can sufficiently improve the performance of hourly short-term load forecasting. The mean absolute percentage error (MAPE of the monthly minimum in the forecasting model, in terms of the forecasting accuracy, is 3.9% (February 2014. The results show that the proposed methods make it possible to work with large-scale rule bases in a more flexible estimation environment.
Phillip Harte; Marcel Belaval; Andrea Traviglia
2016-01-01
The lag time between groundwater recharge and discharge in a watershed and the potential groundwater load to streams is an important factor in forecasting responses to future land use practices. We call this concept managing the âspace-time-load continuum.â Itâs understood that in any given watershed, the response function (the load at any given time) will differ for...
Forecasting incidence of dengue in Rajasthan, using time series analyses.
Bhatnagar, Sunil; Lal, Vivek; Gupta, Shiv D; Gupta, Om P
2012-01-01
To develop a prediction model for dengue fever/dengue haemorrhagic fever (DF/DHF) using time series data over the past decade in Rajasthan and to forecast monthly DF/DHF incidence for 2011. Seasonal autoregressive integrated moving average (SARIMA) model was used for statistical modeling. During January 2001 to December 2010, the reported DF/DHF cases showed a cyclical pattern with seasonal variation. SARIMA (0,0,1) (0,1,1) 12 model had the lowest normalized Bayesian information criteria (BIC) of 9.426 and mean absolute percentage error (MAPE) of 263.361 and appeared to be the best model. The proportion of variance explained by the model was 54.3%. Adequacy of the model was established through Ljung-Box test (Q statistic 4.910 and P-value 0.996), which showed no significant correlation between residuals at different lag times. The forecast for the year 2011 showed a seasonal peak in the month of October with an estimated 546 cases. Application of SARIMA model may be useful for forecast of cases and impending outbreaks of DF/DHF and other infectious diseases, which exhibit seasonal pattern.
Time- & Load-Dependence of Triboelectric Effect.
Pan, Shuaihang; Yin, Nian; Zhang, Zhinan
2018-02-06
Time- and load-dependent friction behavior is considered as important for a long time, due to its time-evolution and force-driving characteristics. However, its electronic behavior, mainly considered in triboelectric effect, has almost never been given the full attention and analyses from the above point of view. In this paper, by experimenting with fcc-latticed aluminum and copper friction pairs, the mechanical and electronic behaviors of friction contacts are correlated by time and load analyses, and the behind physical understanding is provided. Most importantly, the difference of "response lag" in force and electricity is discussed, the extreme points of coefficient of friction with the increasing normal loads are observed and explained with the surface properties and dynamical behaviors (i.e. wear), and the micro and macro theories linking tribo-electricity to normal load and wear (i.e. the physical explanation between coupled electrical and mechanical phenomena) are successfully developed and tested.
Recurrent Neural Network For Forecasting Time Series With Long Memory Pattern
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.
Short-Term Load Forecasting Model Based on Quantum Elman Neural Networks
Directory of Open Access Journals (Sweden)
Zhisheng Zhang
2016-01-01
Full Text Available Short-term load forecasting model based on quantum Elman neural networks was constructed in this paper. The quantum computation and Elman feedback mechanism were integrated into quantum Elman neural networks. Quantum computation can effectively improve the approximation capability and the information processing ability of the neural networks. Quantum Elman neural networks have not only the feedforward connection but also the feedback connection. The feedback connection between the hidden nodes and the context nodes belongs to the state feedback in the internal system, which has formed specific dynamic memory performance. Phase space reconstruction theory is the theoretical basis of constructing the forecasting model. The training samples are formed by means of K-nearest neighbor approach. Through the example simulation, the testing results show that the model based on quantum Elman neural networks is better than the model based on the quantum feedforward neural network, the model based on the conventional Elman neural network, and the model based on the conventional feedforward neural network. So the proposed model can effectively improve the prediction accuracy. The research in the paper makes a theoretical foundation for the practical engineering application of the short-term load forecasting model based on quantum Elman neural networks.
Application of Classification Methods for Forecasting Mid-Term Power Load Patterns
Piao, Minghao; Lee, Heon Gyu; Park, Jin Hyoung; Ryu, Keun Ho
Currently an automated methodology based on data mining techniques is presented for the prediction of customer load patterns in long duration load profiles. The proposed approach in this paper consists of three stages: (i) data preprocessing: noise or outlier is removed and the continuous attribute-valued features are transformed to discrete values, (ii) cluster analysis: k-means clustering is used to create load pattern classes and the representative load profiles for each class and (iii) classification: we evaluated several supervised learning methods in order to select a suitable prediction method. According to the proposed methodology, power load measured from AMR (automatic meter reading) system, as well as customer indexes, were used as inputs for clustering. The output of clustering was the classification of representative load profiles (or classes). In order to evaluate the result of forecasting load patterns, the several classification methods were applied on a set of high voltage customers of the Korea power system and derived class labels from clustering and other features are used as input to produce classifiers. Lastly, the result of our experiments was presented.
Ito, Shigenobu; Yukita, Kazuto; Goto, Yasuyuki; Ichiyanagi, Katsuhiro; Nakano, Hiroyuki
By the development of industry, in recent years; dependence to electric energy is growing year by year. Therefore, reliable electric power supply is in need. However, to stock a huge amount of electric energy is very difficult. Also, there is a necessity to keep balance between the demand and supply, which changes hour after hour. Consequently, to supply the high quality and highly dependable electric power supply, economically, and with high efficiency, there is a need to forecast the movement of the electric power demand carefully in advance. And using that forecast as the source, supply and demand management plan should be made. Thus load forecasting is said to be an important job among demand investment of electric power companies. So far, forecasting method using Fuzzy logic, Neural Net Work, Regression model has been suggested for the development of forecasting accuracy. Those forecasting accuracy is in a high level. But to invest electric power in higher accuracy more economically, a new forecasting method with higher accuracy is needed. In this paper, to develop the forecasting accuracy of the former methods, the daily peak load forecasting method using the weather distribution of highest and lowest temperatures, and comparison value of each nearby date data is suggested.
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Wendong Yang
2017-01-01
Full Text Available Machine learning plays a vital role in several modern economic and industrial fields, and selecting an optimized machine learning method to improve time series’ forecasting accuracy is challenging. Advanced machine learning methods, e.g., the support vector regression (SVR model, are widely employed in forecasting fields, but the individual SVR pays no attention to the significance of data selection, signal processing and optimization, which cannot always satisfy the requirements of time series forecasting. By preprocessing and analyzing the original time series, in this paper, a hybrid SVR model is developed, considering periodicity, trend and randomness, and combined with data selection, signal processing and an optimization algorithm for short-term load forecasting. Case studies of electricity power data from New South Wales and Singapore are regarded as exemplifications to estimate the performance of the developed novel model. The experimental results demonstrate that the proposed hybrid method is not only robust but also capable of achieving significant improvement compared with the traditional single models and can be an effective and efficient tool for power load forecasting.
Earthquake and failure forecasting in real-time: A Forecasting Model Testing Centre
Filgueira, Rosa; Atkinson, Malcolm; Bell, Andrew; Main, Ian; Boon, Steven; Meredith, Philip
2013-04-01
Across Europe there are a large number of rock deformation laboratories, each of which runs many experiments. Similarly there are a large number of theoretical rock physicists who develop constitutive and computational models both for rock deformation and changes in geophysical properties. Here we consider how to open up opportunities for sharing experimental data in a way that is integrated with multiple hypothesis testing. We present a prototype for a new forecasting model testing centre based on e-infrastructures for capturing and sharing data and models to accelerate the Rock Physicist (RP) research. This proposal is triggered by our work on data assimilation in the NERC EFFORT (Earthquake and Failure Forecasting in Real Time) project, using data provided by the NERC CREEP 2 experimental project as a test case. EFFORT is a multi-disciplinary collaboration between Geoscientists, Rock Physicists and Computer Scientist. Brittle failure of the crust is likely to play a key role in controlling the timing of a range of geophysical hazards, such as volcanic eruptions, yet the predictability of brittle failure is unknown. Our aim is to provide a facility for developing and testing models to forecast brittle failure in experimental and natural data. Model testing is performed in real-time, verifiably prospective mode, in order to avoid selection biases that are possible in retrospective analyses. The project will ultimately quantify the predictability of brittle failure, and how this predictability scales from simple, controlled laboratory conditions to the complex, uncontrolled real world. Experimental data are collected from controlled laboratory experiments which includes data from the UCL Laboratory and from Creep2 project which will undertake experiments in a deep-sea laboratory. We illustrate the properties of the prototype testing centre by streaming and analysing realistically noisy synthetic data, as an aid to generating and improving testing methodologies in
Forecasting air quality time series using deep learning.
Freeman, Brian S; Taylor, Graham; Gharabaghi, Bahram; Thé, Jesse
2018-04-13
This paper presents one of the first applications of deep learning (DL) techniques to predict air pollution time series. Air quality management relies extensively on time series data captured at air monitoring stations as the basis of identifying population exposure to airborne pollutants and determining compliance with local ambient air standards. In this paper, 8 hr averaged surface ozone (O 3 ) concentrations were predicted using deep learning consisting of a recurrent neural network (RNN) with long short-term memory (LSTM). Hourly air quality and meteorological data were used to train and forecast values up to 72 hours with low error rates. The LSTM was able to forecast the duration of continuous O 3 exceedances as well. Prior to training the network, the dataset was reviewed for missing data and outliers. Missing data were imputed using a novel technique that averaged gaps less than eight time steps with incremental steps based on first-order differences of neighboring time periods. Data were then used to train decision trees to evaluate input feature importance over different time prediction horizons. The number of features used to train the LSTM model was reduced from 25 features to 5 features, resulting in improved accuracy as measured by Mean Absolute Error (MAE). Parameter sensitivity analysis identified look-back nodes associated with the RNN proved to be a significant source of error if not aligned with the prediction horizon. Overall, MAE's less than 2 were calculated for predictions out to 72 hours. Novel deep learning techniques were used to train an 8-hour averaged ozone forecast model. Missing data and outliers within the captured data set were replaced using a new imputation method that generated calculated values closer to the expected value based on the time and season. Decision trees were used to identify input variables with the greatest importance. The methods presented in this paper allow air managers to forecast long range air pollution
Gas load forecasting based on optimized fuzzy c-mean clustering analysis of selecting similar days
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Qiu Jing
2017-08-01
Full Text Available Traditional fuzzy c-means (FCM clustering in short term load forecasting method is easy to fall into local optimum and is sensitive to the initial cluster center.In this paper,we propose to use global search feature of particle swarm optimization (PSO algorithm to avoid these shortcomings,and to use FCM optimization to select similar date of forecast as training sample of support vector machines.This will not only strengthen the data rule of training samples,but also ensure the consistency of data characteristics.Experimental results show that the prediction accuracy of this prediction model is better than that of BP neural network and support vector machine (SVM algorithms.
Energy Technology Data Exchange (ETDEWEB)
Jiang, Huaiguang [National Renewable Energy Laboratory (NREL), Golden, CO (United States)
2017-08-25
This work proposes an approach for distribution system load forecasting, which aims to provide highly accurate short-term load forecasting with high resolution utilizing a support vector regression (SVR) based forecaster and a two-step hybrid parameters optimization method. Specifically, because the load profiles in distribution systems contain abrupt deviations, a data normalization is designed as the pretreatment for the collected historical load data. Then an SVR model is trained by the load data to forecast the future load. For better performance of SVR, a two-step hybrid optimization algorithm is proposed to determine the best parameters. In the first step of the hybrid optimization algorithm, a designed grid traverse algorithm (GTA) is used to narrow the parameters searching area from a global to local space. In the second step, based on the result of the GTA, particle swarm optimization (PSO) is used to determine the best parameters in the local parameter space. After the best parameters are determined, the SVR model is used to forecast the short-term load deviation in the distribution system.
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.
Incorporating geostrophic wind information for improved space–time short-term wind speed forecasting
Zhu, Xinxin; Bowman, Kenneth P.; Genton, Marc G.
2014-01-01
pressure, temperature, and other meteorological variables, no improvement in forecasting accuracy was found by incorporating air pressure and temperature directly into an advanced space-time statistical forecasting model, the trigonometric direction diurnal
New Models for Forecasting Enrollments: Fuzzy Time Series and Neural Network Approaches.
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…
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Yunxuan Dong
2017-04-01
Full Text Available The process of modernizing smart grid prominently increases the complexity and uncertainty in scheduling and operation of power systems, and, in order to develop a more reliable, flexible, efficient and resilient grid, electrical load forecasting is not only an important key but is still a difficult and challenging task as well. In this paper, a short-term electrical load forecasting model, with a unit for feature learning named Pyramid System and recurrent neural networks, has been developed and it can effectively promote the stability and security of the power grid. Nine types of methods for feature learning are compared in this work to select the best one for learning target, and two criteria have been employed to evaluate the accuracy of the prediction intervals. Furthermore, an electrical load forecasting method based on recurrent neural networks has been formed to achieve the relational diagram of historical data, and, to be specific, the proposed techniques are applied to electrical load forecasting using the data collected from New South Wales, Australia. The simulation results show that the proposed hybrid models can not only satisfactorily approximate the actual value but they are also able to be effective tools in the planning of smart grids.
Rasim; Junaeti, E.; Wirantika, R.
2018-01-01
Accurate forecasting for the sale of a product depends on the forecasting method used. The purpose of this research is to build motorcycle sales forecasting application using Fuzzy Time Series method combined with interval determination using automatic clustering algorithm. Forecasting is done using the sales data of motorcycle sales in the last ten years. Then the error rate of forecasting is measured using Means Percentage Error (MPE) and Means Absolute Percentage Error (MAPE). The results of forecasting in the one-year period obtained in this study are included in good accuracy.
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...
Artificial neural networks applied to forecasting time series.
Montaño Moreno, Juan J; Palmer Pol, Alfonso; Muñoz Gracia, Pilar
2011-04-01
This study offers a description and comparison of the main models of Artificial Neural Networks (ANN) which have proved to be useful in time series forecasting, and also a standard procedure for the practical application of ANN in this type of task. The Multilayer Perceptron (MLP), Radial Base Function (RBF), Generalized Regression Neural Network (GRNN), and Recurrent Neural Network (RNN) models are analyzed. With this aim in mind, we use a time series made up of 244 time points. A comparative study establishes that the error made by the four neural network models analyzed is less than 10%. In accordance with the interpretation criteria of this performance, it can be concluded that the neural network models show a close fit regarding their forecasting capacity. The model with the best performance is the RBF, followed by the RNN and MLP. The GRNN model is the one with the worst performance. Finally, we analyze the advantages and limitations of ANN, the possible solutions to these limitations, and provide an orientation towards future research.
Forecast model of landslides in a short time
International Nuclear Information System (INIS)
Sanchez Lopez, Reinaldo
2006-01-01
The IDEAM in development of their functions as member of the national technical committee for the prevention and disasters attention (SNPAD) accomplishes the follow-up, monitoring and forecast in real time of the environmental dynamics that in extreme situations constitute threats and natural risks. One of the frequent dynamics and of greater impact is related to landslides, those that affect persistently the life of the persons, the infrastructure, the socioeconomic activities and the balance of the environment. The landslide in Colombia and in the world are caused mainly by effects of the rain, due to that, IDEAM has come developing forecast model, as an instrument for risk management in a short time. This article presents aspects related to their structure, operation, temporary space resolution, products, results, achievements and projections of the model. Conceptually, the model is support by the principle of the dynamic temporary - space, of the processes that consolidate natural hazards, particularly in areas where the man has come building the risk. Structurally, the model is composed by two sub-models; the general susceptibility of the earthly model and the critical rain model as a denotative factor, that consolidate the hazard process. In real time, the model, works as a GIS, permitting the automatic zoning of the landslides hazard for issue public advisory warming to help makers decisions on the risk that cause frequently these events, in the country
Time and Cognitive Load in Working Memory
Barrouillet, Pierre; Bernardin, Sophie; Portrat, Sophie; Vergauwe, Evie; Camos, Valerie
2007-01-01
According to the time-based resource-sharing model (P. Barrouillet, S. Bernardin, & V. Camos, 2004), the cognitive load a given task involves is a function of the proportion of time during which it captures attention, thus impeding other attention-demanding processes. Accordingly, the present study demonstrates that the disruptive effect on…
Forecasting the Reference Evapotranspiration Using Time Series Model
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H. Zare Abyaneh
2016-10-01
Full Text Available Introduction: Reference evapotranspiration is one of the most important factors in irrigation timing and field management. Moreover, reference evapotranspiration forecasting can play a vital role in future developments. Therefore in this study, the seasonal autoregressive integrated moving average (ARIMA model was used to forecast the reference evapotranspiration time series in the Esfahan, Semnan, Shiraz, Kerman, and Yazd synoptic stations. Materials and Methods: In the present study in all stations (characteristics of the synoptic stations are given in Table 1, the meteorological data, including mean, maximum and minimum air temperature, relative humidity, dry-and wet-bulb temperature, dew-point temperature, wind speed, precipitation, air vapor pressure and sunshine hours were collected from the Islamic Republic of Iran Meteorological Organization (IRIMO for the 41 years from 1965 to 2005. The FAO Penman-Monteith equation was used to calculate the monthly reference evapotranspiration in the five synoptic stations and the evapotranspiration time series were formed. The unit root test was used to identify whether the time series was stationary, then using the Box-Jenkins method, seasonal ARIMA models were applied to the sample data. Table 1. The geographical location and climate conditions of the synoptic stations Station\tGeographical location\tAltitude (m\tMean air temperature (°C\tMean precipitation (mm\tClimate, according to the De Martonne index classification Longitude (E\tLatitude (N Annual\tMin. and Max. Esfahan\t51° 40'\t32° 37'\t1550.4\t16.36\t9.4-23.3\t122\tArid Semnan\t53° 33'\t35° 35'\t1130.8\t18.0\t12.4-23.8\t140\tArid Shiraz\t52° 36'\t29° 32'\t1484\t18.0\t10.2-25.9\t324\tSemi-arid Kerman\t56° 58'\t30° 15'\t1753.8\t15.6\t6.7-24.6\t142\tArid Yazd\t54° 17'\t31° 54'\t1237.2\t19.2\t11.8-26.0\t61\tArid Results and Discussion: The monthly meteorological data were used as input for the Ref-ET software and monthly reference
Assessing Tolerance-Based Robust Short-Term Load Forecasting in Buildings
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Juan Prieto
2013-04-01
Full Text Available Short-term load forecasting (STLF in buildings differs from its broader counterpart in that the load to be predicted does not seem to be stationary, seasonal and regular but, on the contrary, it may be subject to sudden changes and variations on its consumption behaviour. Classical STLF methods do not react fast enough to these perturbations (i.e., they are not robust and the literature on building STLF has not yet explored this area. Hereby, we evaluate a well-known post-processing method (Learning Window Reinitialization applied to two broadly-used STLF algorithms (Autoregressive Model and Support Vector Machines in buildings to check their adaptability and robustness. We have tested the proposed method with real-world data and our results state that this methodology is especially suited for buildings with non-regular consumption profiles, as classical STLF methods are enough to model regular-profiled ones.
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.
Impact load time histories for viscoelastic missiles
International Nuclear Information System (INIS)
Stoykovich, M.
1977-01-01
Generation of the impact load time history at the contact point between a viscoelastic missile and its targets is presented. In the past, in the case of aircraft striking containment shell structure, the impact load history was determined on the basis of actual measurements by subjecting a rigid wall to aircraft crash. The effects of elastic deformation of the target upon the impact load time history is formulated in this paper. The missile is idealized by a linear mass-spring-dashpot combination using viscoelastic models. These models can readily be processed taking into account the elastic as well as inelastic deformations of the missiles. The target is assumed to be either linearly elastic or rigid. In the case of the linearly elastic target, the normal mode theory is used to express the time-dependent displacements of the target which is simulated by lumped masses, elastic properties and dashpots in discrete parts. In the case of Maxwell viscoelastic model, the time-dependent displacements of the missile and the target are given in terms of the unknown impact load time history. This leads to an integral equation which may be solved by Laplace transformation. The normal mode theory is provided. Examples are given for bricks with viscoelastic materials as missiles against a rigid target. (Auth.)
Financial Time Series Forecasting Using Directed-Weighted Chunking SVMs
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Yongming Cai
2014-01-01
Full Text Available Support vector machines (SVMs are a promising alternative to traditional regression estimation approaches. But, when dealing with massive-scale data set, there exist many problems, such as the long training time and excessive demand of memory space. So, the SVMs algorithm is not suitable to deal with financial time series data. In order to solve these problems, directed-weighted chunking SVMs algorithm is proposed. In this algorithm, the whole training data set is split into several chunks, and then the support vectors are obtained on each subset. Furthermore, the weighted support vector regressions are calculated to obtain the forecast model on the new working data set. Our directed-weighted chunking algorithm provides a new method of support vectors decomposing and combining according to the importance of chunks, which can improve the operation speed without reducing prediction accuracy. Finally, IBM stock daily close prices data are used to verify the validity of the proposed algorithm.
Forecasting short-term data center network traffic load with convolutional neural networks
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.
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.
Maritime Load Dependent Lead Times - An Analysis
DEFF Research Database (Denmark)
Pahl, Julia; Voss, Stefan
2017-01-01
in production. Inspired by supply chain planning systems, we analyze the current state of (collaborative) planning in the maritime transport chain with focus on containers. Regarding the problem of congestion, we particularly emphasize on load dependent lead times (LDLT) which are well studied in production....
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Weide Li
2017-05-01
Full Text Available Electric load forecasting plays an important role in electricity markets and power systems. Because electric load time series are complicated and nonlinear, it is very difficult to achieve a satisfactory forecasting accuracy. In this paper, a hybrid model, Wavelet Denoising-Extreme Learning Machine optimized by k-Nearest Neighbor Regression (EWKM, which combines k-Nearest Neighbor (KNN and Extreme Learning Machine (ELM based on a wavelet denoising technique is proposed for short-term load forecasting. The proposed hybrid model decomposes the time series into a low frequency-associated main signal and some detailed signals associated with high frequencies at first, then uses KNN to determine the independent and dependent variables from the low-frequency signal. Finally, the ELM is used to get the non-linear relationship between these variables to get the final prediction result for the electric load. Compared with three other models, Extreme Learning Machine optimized by k-Nearest Neighbor Regression (EKM, Wavelet Denoising-Extreme Learning Machine (WKM and Wavelet Denoising-Back Propagation Neural Network optimized by k-Nearest Neighbor Regression (WNNM, the model proposed in this paper can improve the accuracy efficiently. New South Wales is the economic powerhouse of Australia, so we use the proposed model to predict electric demand for that region. The accurate prediction has a significant meaning.
Forecasting with quantitative methods the impact of special events in time series
Nikolopoulos, Konstantinos
2010-01-01
Abstract Quantitative methods are very successful for producing baseline forecasts of time series; however these models fail to forecast neither the timing nor the impact of special events such as promotions or strikes. In most of the cases the timing of such events is not known so they are usually referred as shocks (economics) or special events (forecasting). Sometimes the timing of such events is known a priori (i.e. a future promotion); but even then the impact of the forthcom...
Time and cognitive load in working memory.
Barrouillet , Pierre; Bernardin , Sophie; Portrat , Sophie; Vergauwe , Evie; Camos , Valérie
2007-01-01
International audience; According to the time-based resource-sharing model (P. Barrouillet, S. Bernardin, & V. Camos, 2004), the cognitive load a given task involves is a function of the proportion of time during which it captures attention, thus impeding other attention-demanding processes. Accordingly, the present study demonstrates that the disruptive effect on concurrent maintenance of memory retrievals and response selections increases with their duration. Moreover, the effect on recall ...
Energy Technology Data Exchange (ETDEWEB)
Fidalgo, J.N. [Instituto de Engenharia de Sistema e Computadores (INESC), Porto (Portugal). E-mail: jfidalgo@inescn.pt
1999-07-01
This paper presents the model developed for current intensity forecasting at the substation terminals. The main objective consists of regression process definition which allows some estimations on the future values for those currents, based on related historical data. Consideration of different time scheduling is intended. Neuronal networks have been used as regression basic tool. Finally, the results obtained up to the present are presented which demonstrate that the adopted strategy and tools are suitable for the objective to be attained.
Earthquake forecasting studies using radon time series data in Taiwan
Walia, Vivek; Kumar, Arvind; Fu, Ching-Chou; Lin, Shih-Jung; Chou, Kuang-Wu; Wen, Kuo-Liang; Chen, Cheng-Hong
2017-04-01
For few decades, growing number of studies have shown usefulness of data in the field of seismogeochemistry interpreted as geochemical precursory signals for impending earthquakes and radon is idendified to be as one of the most reliable geochemical precursor. Radon is recognized as short-term precursor and is being monitored in many countries. This study is aimed at developing an effective earthquake forecasting system by inspecting long term radon time series data. The data is obtained from a network of radon monitoring stations eastblished along different faults of Taiwan. The continuous time series radon data for earthquake studies have been recorded and some significant variations associated with strong earthquakes have been observed. The data is also examined to evaluate earthquake precursory signals against environmental factors. An automated real-time database operating system has been developed recently to improve the data processing for earthquake precursory studies. In addition, the study is aimed at the appraisal and filtrations of these environmental parameters, in order to create a real-time database that helps our earthquake precursory study. In recent years, automatic operating real-time database has been developed using R, an open source programming language, to carry out statistical computation on the data. To integrate our data with our working procedure, we use the popular and famous open source web application solution, AMP (Apache, MySQL, and PHP), creating a website that could effectively show and help us manage the real-time database.
Directory of Open Access Journals (Sweden)
Javier Moriano
2016-01-01
Full Text Available In recent years, Secondary Substations (SSs are being provided with equipment that allows their full management. This is particularly useful not only for monitoring and planning purposes but also for detecting erroneous measurements, which could negatively affect the performance of the SS. On the other hand, load forecasting is extremely important since they help electricity companies to make crucial decisions regarding purchasing and generating electric power, load switching, and infrastructure development. In this regard, Short Term Load Forecasting (STLF allows the electric power load to be predicted over an interval ranging from one hour to one week. However, important issues concerning error detection by employing STLF has not been specifically addressed until now. This paper proposes a novel STLF-based approach to the detection of gain and offset errors introduced by the measurement equipment. The implemented system has been tested against real power load data provided by electricity suppliers. Different gain and offset error levels are successfully detected.
Impact load time histories for viscoelastic missiles
International Nuclear Information System (INIS)
Stoykovich, M.
1977-01-01
Generation of the impact load time history at the contact point between a viscoelastic missile and its targets is presented. In the past, in the case of aircraft striking containment shell structure, the impact load time history was determined on the basis of actual measurements by subjecting a rigid wall to aircraft crash. The effects of elastic deformation of the target upon the impact load time history is formulated in this paper. The missile is idealized by a linear mass-spring-dashpot combination using viscoelastic models. These models can readily be processed taking into account the elastic as well as inelastic deformations of the missiles. The target is assumed to be either linearly elastic or rigid. In the case of the linearly elastic target, the normal mode theory is used to express the time-dependent displacements of the target which is simulated by lumped masses, elastic properties and dashpots in discrete parts. In the case of Maxwell viscoelastic model, the time-dependent displacements of the missile and the target are given in terms of the unknown impact load time history. This leads to an integral equation which may be solved by Laplace transformation. The normal mode theory is provided. The target structure may be composed of different materials with different components. Concrete and steel structural components have inherently different viscous friction damping properties. Hence, the equivalent modal damping depends on the degree of participation of these components in the modal response. An approximate rule for determining damping in any vibration mode by weighting the damping of each component according to the modal energy stored in each component is considered
International Nuclear Information System (INIS)
Wang, Bo; Tai, Neng-ling; Zhai, Hai-qing; Ye, Jian; Zhu, Jia-dong; Qi, Liang-bo
2008-01-01
In this paper, a new ARMAX model based on evolutionary algorithm and particle swarm optimization for short-term load forecasting is proposed. Auto-regressive (AR) and moving average (MA) with exogenous variables (ARMAX) has been widely applied in the load forecasting area. Because of the nonlinear characteristics of the power system loads, the forecasting function has many local optimal points. The traditional method based on gradient searching may be trapped in local optimal points and lead to high error. While, the hybrid method based on evolutionary algorithm and particle swarm optimization can solve this problem more efficiently than the traditional ways. It takes advantage of evolutionary strategy to speed up the convergence of particle swarm optimization (PSO), and applies the crossover operation of genetic algorithm to enhance the global search ability. The new ARMAX model for short-term load forecasting has been tested based on the load data of Eastern China location market, and the results indicate that the proposed approach has achieved good accuracy. (author)
Time series analysis for psychological research: examining and forecasting change.
Jebb, Andrew T; Tay, Louis; Wang, Wei; Huang, Qiming
2015-01-01
Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials.
Toward automatic time-series forecasting using neural networks.
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.
Time series analysis for psychological research: examining and forecasting change
Jebb, Andrew T.; Tay, Louis; Wang, Wei; Huang, Qiming
2015-01-01
Psychological research has increasingly recognized the importance of integrating temporal dynamics into its theories, and innovations in longitudinal designs and analyses have allowed such theories to be formalized and tested. However, psychological researchers may be relatively unequipped to analyze such data, given its many characteristics and the general complexities involved in longitudinal modeling. The current paper introduces time series analysis to psychological research, an analytic domain that has been essential for understanding and predicting the behavior of variables across many diverse fields. First, the characteristics of time series data are discussed. Second, different time series modeling techniques are surveyed that can address various topics of interest to psychological researchers, including describing the pattern of change in a variable, modeling seasonal effects, assessing the immediate and long-term impact of a salient event, and forecasting future values. To illustrate these methods, an illustrative example based on online job search behavior is used throughout the paper, and a software tutorial in R for these analyses is provided in the Supplementary Materials. PMID:26106341
Real Time Wave Forecasting Using Wind Time History and Genetic Programming
Directory of Open Access Journals (Sweden)
A.R. Kambekar
2014-12-01
Full Text Available The significant wave height and average wave period form an essential input for operational activities in ocean and coastal areas. Such information is important in issuing appropriate warnings to people planning any construction or instillation works in the oceanic environment. Many countries over the world routinely collect wave and wind data through a network of wave rider buoys. The data collecting agencies transmit the resulting information online to their registered users through an internet or a web-based system. Operational wave forecasts in addition to the measured data are also made and supplied online to the users. This paper discusses operational wave forecasting in real time mode at locations where wind rather than wave data are continuously recorded. It is based on the time series modeling and incorporates an artificial intelligence technique of genetic programming. The significant wave height and average wave period values are forecasted over a period of 96 hr in future from the observations of wind speed and directions extending to a similar time scale in the past. Wind measurements made by floating buoys at eight different locations around India over a period varying from 1.5 yr to 9.0 yr were considered. The platform of Matlab and C++ was used to develop a graphical user interface that will extend an internet based user-friendly access of the forecasts to any registered user of the data dissemination authority.
A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method
Jun-He Yang; Ching-Hsue Cheng; Chia-Pan Chan
2017-01-01
Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting m...
A hybrid approach EMD-HW for short-term forecasting of daily stock market time series data
Awajan, Ahmad Mohd; Ismail, Mohd Tahir
2017-08-01
Recently, forecasting time series has attracted considerable attention in the field of analyzing financial time series data, specifically within the stock market index. Moreover, stock market forecasting is a challenging area of financial time-series forecasting. In this study, a hybrid methodology between Empirical Mode Decomposition with the Holt-Winter method (EMD-HW) is used to improve forecasting performances in financial time series. The strength of this EMD-HW lies in its ability to forecast non-stationary and non-linear time series without a need to use any transformation method. Moreover, EMD-HW has a relatively high accuracy and offers a new forecasting method in time series. The daily stock market time series data of 11 countries is applied to show the forecasting performance of the proposed EMD-HW. Based on the three forecast accuracy measures, the results indicate that EMD-HW forecasting performance is superior to traditional Holt-Winter forecasting method.
Real-Time Analysis and Forecasting of Multisite River Flow Using a Distributed Hydrological Model
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Mingdong Sun
2014-01-01
Full Text Available A spatial distributed hydrological forecasting system was developed to promote the analysis of river flow dynamic state in a large basin. The research presented the real-time analysis and forecasting of multisite river flow in the Nakdong River Basin using a distributed hydrological model with radar rainfall forecast data. A real-time calibration algorithm of hydrological distributed model was proposed to investigate the particular relationship between the water storage and basin discharge. Demonstrate the approach of simulating multisite river flow using a distributed hydrological model couple with real-time calibration and forecasting of multisite river flow with radar rainfall forecasts data. The hydrographs and results exhibit that calibrated flow simulations are very approximate to the flow observation at all sites and the accuracy of forecasting flow is gradually decreased with lead times extending from 1 hr to 3 hrs. The flow forecasts are lower than the flow observation which is likely caused by the low estimation of radar rainfall forecasts. The research has well demonstrated that the distributed hydrological model is readily applicable for multisite real-time river flow analysis and forecasting in a large basin.
FORECASTING OF DURABILITY OF ASPHALT PAVEMENT ON THE BASIS OF LEVELS OF THEIR VIBRATION LOADING
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V. A. Osinovskaya
2015-01-01
Full Text Available The problem of low durability of flexible pavement is one of the most important problems of road economy. For example, the actual service life of asphalt pavement in Russia about 3 … 5 years. The bad condition of highways is an obstacle for the development of the national economy and leads to a significant annual economic losses.At present, this problem has no exact solution. Even at the seeming good road conditions of Europe and America the problem of low durability is no less important in these countries. And this problem becomes more and more actual every year.Our scientific researches allowed to make a hypothesis that the projected of pavements are not have the necessary durability yet not of a stage of designing because in strength calculations did not take into account the vibration of road constructions.Very actual the vibration loading becomes today as is now significantly changed the nature of loading of pavements. As a result the deflections of a pavements are reduced, but the increased vibration of pavements accelerated processes of destruction and significantly reduced durability.The theory of vibration destruction developed by the author allows to adjust the vibration, to form the vibration resistance pavements, and also to forecast a residual life of pavements that will more effectively develop repair actions.
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Chan-Uk Yeom
2017-10-01
Full Text Available This paper discusses short-term electricity-load forecasting using an extreme learning machine (ELM with automatic knowledge representation from a given input-output data set. For this purpose, we use a Takagi-Sugeno-Kang (TSK-based ELM to develop a systematic approach to generating if-then rules, while the conventional ELM operates without knowledge information. The TSK-ELM design includes a two-phase development. First, we generate an initial random-partition matrix and estimate cluster centers for random clustering. The obtained cluster centers are used to determine the premise parameters of fuzzy if-then rules. Next, the linear weights of the TSK fuzzy type are estimated using the least squares estimate (LSE method. These linear weights are used as the consequent parameters in the TSK-ELM design. The experiments were performed on short-term electricity-load data for forecasting. The electricity-load data were used to forecast hourly day-ahead loads given temperature forecasts; holiday information; and historical loads from the New England ISO. In order to quantify the performance of the forecaster, we use metrics and statistical characteristics such as root mean squared error (RMSE as well as mean absolute error (MAE, mean absolute percent error (MAPE, and R-squared, respectively. The experimental results revealed that the proposed method showed good performance when compared with a conventional ELM with four activation functions such sigmoid, sine, radial basis function, and rectified linear unit (ReLU. It possessed superior prediction performance and knowledge information and a small number of rules.
Medina, Daniel C; Findley, Sally E; Guindo, Boubacar; Doumbia, Seydou
2007-11-21
Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with diarrhea, acute respiratory infection, and malaria. With the increasing awareness that the aforementioned infectious diseases impose an enormous burden on developing countries, public health programs therein could benefit from parsimonious general-purpose forecasting methods to enhance infectious disease intervention. Unfortunately, these disease time-series often i) suffer from non-stationarity; ii) exhibit large inter-annual plus seasonal fluctuations; and, iii) require disease-specific tailoring of forecasting methods. In this longitudinal retrospective (01/1996-06/2004) investigation, diarrhea, acute respiratory infection of the lower tract, and malaria consultation time-series are fitted with a general-purpose econometric method, namely the multiplicative Holt-Winters, to produce contemporaneous on-line forecasts for the district of Niono, Mali. This method accommodates seasonal, as well as inter-annual, fluctuations and produces reasonably accurate median 2- and 3-month horizon forecasts for these non-stationary time-series, i.e., 92% of the 24 time-series forecasts generated (2 forecast horizons, 3 diseases, and 4 age categories = 24 time-series forecasts) have mean absolute percentage errors circa 25%. The multiplicative Holt-Winters forecasting method: i) performs well across diseases with dramatically distinct transmission modes and hence it is a strong general-purpose forecasting method candidate for non-stationary epidemiological time-series; ii) obliquely captures prior non-linear interactions between climate and the aforementioned disease dynamics thus, obviating the need for more complex disease-specific climate-based parametric forecasting methods in the district of Niono; furthermore, iii) readily decomposes time-series into seasonal components thereby potentially assisting with programming of public health interventions
Directory of Open Access Journals (Sweden)
Yongquan Dong
2018-04-01
Full Text Available Providing accurate electric load forecasting results plays a crucial role in daily energy management of the power supply system. Due to superior forecasting performance, the hybridizing support vector regression (SVR model with evolutionary algorithms has received attention and deserves to continue being explored widely. The cuckoo search (CS algorithm has the potential to contribute more satisfactory electric load forecasting results. However, the original CS algorithm suffers from its inherent drawbacks, such as parameters that require accurate setting, loss of population diversity, and easy trapping in local optima (i.e., premature convergence. Therefore, proposing some critical improvement mechanisms and employing an improved CS algorithm to determine suitable parameter combinations for an SVR model is essential. This paper proposes the SVR with chaotic cuckoo search (SVRCCS model based on using a tent chaotic mapping function to enrich the cuckoo search space and diversify the population to avoid trapping in local optima. In addition, to deal with the cyclic nature of electric loads, a seasonal mechanism is combined with the SVRCCS model, namely giving a seasonal SVR with chaotic cuckoo search (SSVRCCS model, to produce more accurate forecasting performances. The numerical results, tested by using the datasets from the National Electricity Market (NEM, Queensland, Australia and the New York Independent System Operator (NYISO, NY, USA, show that the proposed SSVRCCS model outperforms other alternative models.
A stochastic HMM-based forecasting model for fuzzy time series.
Li, Sheng-Tun; Cheng, Yi-Chung
2010-10-01
Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.
A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method.
Yang, Jun-He; Cheng, Ching-Hsue; Chan, Chia-Pan
2017-01-01
Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir's water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir's water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.
A Time-Series Water Level Forecasting Model Based on Imputation and Variable Selection Method
Directory of Open Access Journals (Sweden)
Jun-He Yang
2017-01-01
Full Text Available Reservoirs are important for households and impact the national economy. This paper proposed a time-series forecasting model based on estimating a missing value followed by variable selection to forecast the reservoir’s water level. This study collected data from the Taiwan Shimen Reservoir as well as daily atmospheric data from 2008 to 2015. The two datasets are concatenated into an integrated dataset based on ordering of the data as a research dataset. The proposed time-series forecasting model summarily has three foci. First, this study uses five imputation methods to directly delete the missing value. Second, we identified the key variable via factor analysis and then deleted the unimportant variables sequentially via the variable selection method. Finally, the proposed model uses a Random Forest to build the forecasting model of the reservoir’s water level. This was done to compare with the listing method under the forecasting error. These experimental results indicate that the Random Forest forecasting model when applied to variable selection with full variables has better forecasting performance than the listing model. In addition, this experiment shows that the proposed variable selection can help determine five forecast methods used here to improve the forecasting capability.
A Comparison of Various Forecasting Methods for Autocorrelated Time Series
Directory of Open Access Journals (Sweden)
Karin Kandananond
2012-07-01
Full Text Available The accuracy of forecasts significantly affects the overall performance of a whole supply chain system. Sometimes, the nature of consumer products might cause difficulties in forecasting for the future demands because of its complicated structure. In this study, two machine learning methods, artificial neural network (ANN and support vector machine (SVM, and a traditional approach, the autoregressive integrated moving average (ARIMA model, were utilized to predict the demand for consumer products. The training data used were the actual demand of six different products from a consumer product company in Thailand. Initially, each set of data was analysed using Ljung‐Box‐Q statistics to test for autocorrelation. Afterwards, each method was applied to different sets of data. The results indicated that the SVM method had a better forecast quality (in terms of MAPE than ANN and ARIMA in every category of products.
Essays on forecasting stationary and nonstationary economic time series
Bachmeier, Lance Joseph
This dissertation consists of three essays. Chapter II considers the question of whether M2 growth can be used to forecast inflation at horizons of up to ten years. A vector error correction (VEC) model serves as our benchmark model. We find that M2 growth does have marginal predictive content for inflation at horizons of more than two years, but only when allowing for cointegration and when the cointegrating rank and vector are specified a priori. When estimating the cointegration vector or failing to impose cointegration, there is no longer evidence of causality running from M2 growth to inflation at any forecast horizon. Finally, we present evidence that M2 needs to be redefined, as forecasts of the VEC model using data on M2 observed after 1993 are worse than the forecasts of an autoregressive model of inflation. Chapter III reconsiders the evidence for a "rockets and feathers" effect in gasoline markets. We estimate an error correction model of gasoline prices using daily data for the period 1985--1998 and fail to find any evidence of asymmetry. We show that previous work suffered from two problems. First, nonstationarity in some of the regressors was ignored, leading to invalid inference. Second, the weekly data used in previous work leads to a temporal aggregation problem, and thus biased estimates of impulse response functions. Chapter IV tests for a forecasting relationship between the volume of litigation and macroeconomic variables. We analyze annual data for the period 1960--2000 on the number of cases filed, real GDP, real consumption expenditures, inflation, unemployment, and interest rates. Bivariate Granger causality tests show that several of the macroeconomic variables can be used to forecast the volume of litigation, but show no evidence that the volume of litigation can be used to forecast any of the macroeconomic variables. The analysis is then extended to bivariate and multivariate regression models, and we find similar evidence to that of the
Hamid, Nor Zila Abd; Adenan, Nur Hamiza; Noorani, Mohd Salmi Md
2017-08-01
Forecasting and analyzing the ozone (O3) concentration time series is important because the pollutant is harmful to health. This study is a pilot study for forecasting and analyzing the O3 time series in one of Malaysian educational area namely Shah Alam using chaotic approach. Through this approach, the observed hourly scalar time series is reconstructed into a multi-dimensional phase space, which is then used to forecast the future time series through the local linear approximation method. The main purpose is to forecast the high O3 concentrations. The original method performed poorly but the improved method addressed the weakness thereby enabling the high concentrations to be successfully forecast. The correlation coefficient between the observed and forecasted time series through the improved method is 0.9159 and both the mean absolute error and root mean squared error are low. Thus, the improved method is advantageous. The time series analysis by means of the phase space plot and Cao method identified the presence of low-dimensional chaotic dynamics in the observed O3 time series. Results showed that at least seven factors affect the studied O3 time series, which is consistent with the listed factors from the diurnal variations investigation and the sensitivity analysis from past studies. In conclusion, chaotic approach has been successfully forecast and analyzes the O3 time series in educational area of Shah Alam. These findings are expected to help stakeholders such as Ministry of Education and Department of Environment in having a better air pollution management.
Markov Chain Modelling for Short-Term NDVI Time Series Forecasting
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Stepčenko Artūrs
2016-12-01
Full Text Available In this paper, the NDVI time series forecasting model has been developed based on the use of discrete time, continuous state Markov chain of suitable order. The normalised difference vegetation index (NDVI is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation; therefore, it is an important variable for vegetation forecasting. A Markov chain is a stochastic process that consists of a state space. This stochastic process undergoes transitions from one state to another in the state space with some probabilities. A Markov chain forecast model is flexible in accommodating various forecast assumptions and structures. The present paper discusses the considerations and techniques in building a Markov chain forecast model at each step. Continuous state Markov chain model is analytically described. Finally, the application of the proposed Markov chain model is illustrated with reference to a set of NDVI time series data.
A travel time forecasting model based on change-point detection method
LI, Shupeng; GUANG, Xiaoping; QIAN, Yongsheng; ZENG, Junwei
2017-06-01
Travel time parameters obtained from road traffic sensors data play an important role in traffic management practice. A travel time forecasting model is proposed for urban road traffic sensors data based on the method of change-point detection in this paper. The first-order differential operation is used for preprocessing over the actual loop data; a change-point detection algorithm is designed to classify the sequence of large number of travel time data items into several patterns; then a travel time forecasting model is established based on autoregressive integrated moving average (ARIMA) model. By computer simulation, different control parameters are chosen for adaptive change point search for travel time series, which is divided into several sections of similar state.Then linear weight function is used to fit travel time sequence and to forecast travel time. The results show that the model has high accuracy in travel time forecasting.
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
L.F. Hoogerheide (Lennart); R.H. Kleijn (Richard); H.K. van Dijk (Herman); M.J.C.M. Verbeek (Marno)
2009-01-01
textabstractSeveral Bayesian model combination schemes, including some novel approaches that simultaneously allow for parameter uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic gains using financial and macroeconomic time
Exploring What Determines the Use of Forecasts of Varying Time Periods in Guanacaste, Costa Rica
Babcock, M.; Wong-Parodi, G.; Grossmann, I.; Small, M. J.
2016-12-01
Weather and climate forecasts are promoted as ways to improve water management, especially in the face of changing environmental conditions. However, studies indicate many stakeholders who may benefit from such information do not use it. This study sought to better understand which personal factors (e.g., trust in forecast sources, perceptions of accuracy) were important determinants of the use of 4-day, 3-month, and 12-month rainfall forecasts by stakeholders in water management-related sectors in the seasonally dry province of Guanacaste, Costa Rica. From August to October 2015, we surveyed 87 stakeholders from a mix of government agencies, local water committees, large farms, tourist businesses, environmental NGO's, and the public. The result of an exploratory factor analysis suggests that trust in "informal" forecast sources (traditional methods, family advice) and in "formal" sources (government, university and private company science) are independent of each other. The result of logistic regression analyses suggest that 1) greater understanding of forecasts is associated with a greater probability of 4-day and 3-month forecast use, but not 12-month forecast use, 2) a greater probability of 3-month forecast use is associated with a lower level of trust in "informal" sources, and 3), feeling less secure about water resources, and regularly using many sources of information (and specifically formal meetings and reports) are each associated with a greater probability of using 12-month forecasts. While limited by the sample size, and affected by the factoring method and regression model assumptions, these results do appear to suggest that while forecasts of all times scales are used to some extent, local decision makers' decisions to use 4-day and 3-month forecasts appear to be more intrinsically motivated (based on their level of understanding and trust) and the use of 12-month forecasts seems to be more motivated by a sense of requirement or mandate.
Online updating procedures for a real-time hydrological forecasting system
International Nuclear Information System (INIS)
Kahl, B; Nachtnebel, H P
2008-01-01
Rainfall-runoff-models can explain major parts of the natural runoff pattern but never simulate the observed hydrograph exactly. Reasons for errors are various sources of uncertainties embedded in the model forecasting system. Errors are due to measurement errors, the selected time period for calibration and validation, the parametric uncertainty and the model imprecision. In on-line forecasting systems forecasted input data is used which additionally generates a major uncertainty for the hydrological forecasting system. Techniques for partially compensating these uncertainties are investigated in the recent study in a medium sized catchment in the Austrian part of the Danube basin. The catchment area is about 1000 km2. The forecasting system consists of a semi-distributed continuous rainfall-runoff model that uses quantitative precipitation and temperature forecasts. To provide adequate system states at the beginning of the forecasting period continuous simulation is required, especially in winter. In this study two online updating methods are used and combined for enhancing the runoff forecasts. The first method is used for updating the system states at the beginning of the forecasting period by changing the precipitation input. The second method is an autoregressive error model, which is used to eliminate systematic errors in the model output. In combination those two methods work together well as each method is more effective in different runoff situations.
Forecasting Container Throughput at the Doraleh Port in Djibouti through Time Series Analysis
Mohamed Ismael, Hawa; Vandyck, George Kobina
The Doraleh Container Terminal (DCT) located in Djibouti has been noted as the most technologically advanced container terminal on the African continent. DCT's strategic location at the crossroads of the main shipping lanes connecting Asia, Africa and Europe put it in a unique position to provide important shipping services to vessels plying that route. This paper aims to forecast container throughput through the Doraleh Container Port in Djibouti by Time Series Analysis. A selection of univariate forecasting models has been used, namely Triple Exponential Smoothing Model, Grey Model and Linear Regression Model. By utilizing the above three models and their combination, the forecast of container throughput through the Doraleh port was realized. A comparison of the different forecasting results of the three models, in addition to the combination forecast is then undertaken, based on commonly used evaluation criteria Mean Absolute Deviation (MAD) and Mean Absolute Percentage Error (MAPE). The study found that the Linear Regression forecasting Model was the best prediction method for forecasting the container throughput, since its forecast error was the least. Based on the regression model, a ten (10) year forecast for container throughput at DCT has been made.
Forecasting Water Waves and Currents: A Space-time Approach
Ambati, V.R.
2008-01-01
Forecasting water waves and currents in near shore and off shore regions of the seas and oceans is essential to maintain and protect our environment and man made structures. In wave hydrodynamics, waves can be classified as shallow and deep water waves based on its water depth. The mathematical
Multivariate Time Series Analysis for Optimum Production Forecast ...
African Journals Online (AJOL)
FIRST LADY
(Amstrong, 1994, Bates, 1969, Newbold and Granger, 1974 and Whinkler and Makridakis ... distinct, essential components of inventory management while the random production is first ... To achieve this goal, model parameters are estimated or ... important regression model in forecasting of that nature, hence this study.
Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region
Khan, Muhammad Yousaf; Mittnik, Stefan
2018-01-01
In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.
Linden, Ariel
2018-05-11
Interrupted time series analysis (ITSA) is an evaluation methodology in which a single treatment unit's outcome is studied serially over time and the intervention is expected to "interrupt" the level and/or trend of that outcome. ITSA is commonly evaluated using methods which may produce biased results if model assumptions are violated. In this paper, treatment effects are alternatively assessed by using forecasting methods to closely fit the preintervention observations and then forecast the post-intervention trend. A treatment effect may be inferred if the actual post-intervention observations diverge from the forecasts by some specified amount. The forecasting approach is demonstrated using the effect of California's Proposition 99 for reducing cigarette sales. Three forecast models are fit to the preintervention series-linear regression (REG), Holt-Winters (HW) non-seasonal smoothing, and autoregressive moving average (ARIMA)-and forecasts are generated into the post-intervention period. The actual observations are then compared with the forecasts to assess intervention effects. The preintervention data were fit best by HW, followed closely by ARIMA. REG fit the data poorly. The actual post-intervention observations were above the forecasts in HW and ARIMA, suggesting no intervention effect, but below the forecasts in the REG (suggesting a treatment effect), thereby raising doubts about any definitive conclusion of a treatment effect. In a single-group ITSA, treatment effects are likely to be biased if the model is misspecified. Therefore, evaluators should consider using forecast models to accurately fit the preintervention data and generate plausible counterfactual forecasts, thereby improving causal inference of treatment effects in single-group ITSA studies. © 2018 John Wiley & Sons, Ltd.
A multivariate time series approach to modeling and forecasting demand in the emergency department.
Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L
2009-02-01
The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.
Ningrum, R. W.; Surarso, B.; Farikhin; Safarudin, Y. M.
2018-03-01
This paper proposes the combination of Firefly Algorithm (FA) and Chen Fuzzy Time Series Forecasting. Most of the existing fuzzy forecasting methods based on fuzzy time series use the static length of intervals. Therefore, we apply an artificial intelligence, i.e., Firefly Algorithm (FA) to set non-stationary length of intervals for each cluster on Chen Method. The method is evaluated by applying on the Jakarta Composite Index (IHSG) and compare with classical Chen Fuzzy Time Series Forecasting. Its performance verified through simulation using Matlab.
Directory of Open Access Journals (Sweden)
Bao Wang
2012-11-01
Full Text Available The accuracy of annual electric load forecasting plays an important role in the economic and social benefits of electric power systems. The least squares support vector machine (LSSVM has been proven to offer strong potential in forecasting issues, particularly by employing an appropriate meta-heuristic algorithm to determine the values of its two parameters. However, these meta-heuristic algorithms have the drawbacks of being hard to understand and reaching the global optimal solution slowly. As a novel meta-heuristic and evolutionary algorithm, the fruit fly optimization algorithm (FOA has the advantages of being easy to understand and fast convergence to the global optimal solution. Therefore, to improve the forecasting performance, this paper proposes a LSSVM-based annual electric load forecasting model that uses FOA to automatically determine the appropriate values of the two parameters for the LSSVM model. By taking the annual electricity consumption of China as an instance, the computational result shows that the LSSVM combined with FOA (LSSVM-FOA outperforms other alternative methods, namely single LSSVM, LSSVM combined with coupled simulated annealing algorithm (LSSVM-CSA, generalized regression neural network (GRNN and regression model.
Statistical thunderstorm short time forecast for the Barranquilla airport
International Nuclear Information System (INIS)
Cardenas Posso, Yadira; Pabon Caicedo, Jose Daniel; Montoya Gaviria, Gerardo de Jesus
2004-01-01
Based on logistic regression, an approach to thunderstorm forecasting is proposed as well as a model for the Barranquilla (Colombia) city airport. With the analysis of both meteorological surface and height variables, such as thermodynamic indices that represent the physical processes involved in thunderstorm generation, the relationship between these variables and the occurrence of the phenomenon is brought out; the variables and indices with the greatest influence were identified and, with their use, the thunderstorm processes were summarized in a single mathematical function that allows the determination of the probability of occurrence or not occurrence of a thunderstorm on a specific day. That function was tested as a forecast tool for the Barranquilla airport
Stock price forecasting based on time series analysis
Chi, Wan Le
2018-05-01
Using the historical stock price data to set up a sequence model to explain the intrinsic relationship of data, the future stock price can forecasted. The used models are auto-regressive model, moving-average model and autoregressive-movingaverage model. The original data sequence of unit root test was used to judge whether the original data sequence was stationary. The non-stationary original sequence as a first order difference needed further processing. Then the stability of the sequence difference was re-inspected. If it is still non-stationary, the second order differential processing of the sequence is carried out. Autocorrelation diagram and partial correlation diagram were used to evaluate the parameters of the identified ARMA model, including coefficients of the model and model order. Finally, the model was used to forecast the fitting of the shanghai composite index daily closing price with precision. Results showed that the non-stationary original data series was stationary after the second order difference. The forecast value of shanghai composite index daily closing price was closer to actual value, indicating that the ARMA model in the paper was a certain accuracy.
Hansen, J V; Nelson, R D
1997-01-01
Ever since the initial planning for the 1997 Utah legislative session, neural-network forecasting techniques have provided valuable insights for analysts forecasting tax revenues. These revenue estimates are critically important since agency budgets, support for education, and improvements to infrastructure all depend on their accuracy. Underforecasting generates windfalls that concern taxpayers, whereas overforecasting produces budget shortfalls that cause inadequately funded commitments. The pattern finding ability of neural networks gives insightful and alternative views of the seasonal and cyclical components commonly found in economic time series data. Two applications of neural networks to revenue forecasting clearly demonstrate how these models complement traditional time series techniques. In the first, preoccupation with a potential downturn in the economy distracts analysis based on traditional time series methods so that it overlooks an emerging new phenomenon in the data. In this case, neural networks identify the new pattern that then allows modification of the time series models and finally gives more accurate forecasts. In the second application, data structure found by traditional statistical tools allows analysts to provide neural networks with important information that the networks then use to create more accurate models. In summary, for the Utah revenue outlook, the insights that result from a portfolio of forecasts that includes neural networks exceeds the understanding generated from strictly statistical forecasting techniques. In this case, the synergy clearly results in the whole of the portfolio of forecasts being more accurate than the sum of the individual parts.
Vintage errors: do real-time economic data improve election forecasts?
Directory of Open Access Journals (Sweden)
Mark Andreas Kayser
2015-07-01
Full Text Available Economic performance is a key component of most election forecasts. When fitting models, however, most forecasters unwittingly assume that the actual state of the economy, a state best estimated by the multiple periodic revisions to official macroeconomic statistics, drives voter behavior. The difference in macroeconomic estimates between revised and original data vintages can be substantial, commonly over 100% (two-fold for economic growth estimates, making the choice of which data release to use important for the predictive validity of a model. We systematically compare the predictions of four forecasting models for numerous US presidential elections using real-time and vintage data. We find that newer data are not better data for election forecasting: forecasting error increases with data revisions. This result suggests that voter perceptions of economic growth are influenced more by media reports about the economy, which are based on initial economic estimates, than by the actual state of the economy.
International Nuclear Information System (INIS)
Stanzel, Ph; Kahl, B; Haberl, U; Herrnegger, M; Nachtnebel, H P
2008-01-01
A hydrological modelling framework applied within operational flood forecasting systems in three alpine Danube tributary basins, Traisen, Salzach and Enns, is presented. A continuous, semi-distributed rainfall-runoff model, accounting for the main hydrological processes of snow accumulation and melt, interception, evapotranspiration, infiltration, runoff generation and routing is set up. Spatial discretization relies on the division of watersheds into subbasins and subsequently into hydrologic response units based on spatial information on soil types, land cover and elevation bands. The hydrological models are calibrated with meteorological ground measurements and with meteorological analyses incorporating radar information. Operationally, each forecasting sequence starts with the re-calculation of the last 24 to 48 hours. Errors between simulated and observed runoff are minimized by optimizing a correction factor for the input to provide improved system states. For the hydrological forecast quantitative 48 or 72 hour forecast grids of temperature and precipitation - deterministic and probabilistic - are used as input. The forecasted hydrograph is corrected with an autoregressive model. The forecasting sequences are repeated each 15 minutes. First evaluations of resulting hydrological forecasts are presented and reliability of forecasts with different lead times is discussed.
Time series regression and ARIMAX for forecasting currency flow at Bank Indonesia in Sulawesi region
Suharsono, Agus; Suhartono, Masyitha, Aulia; Anuravega, Arum
2015-12-01
The purpose of the study is to forecast the outflow and inflow of currency at Indonesian Central Bank or Bank Indonesia (BI) in Sulawesi Region. The currency outflow and inflow data tend to have a trend pattern which is influenced by calendar variation effects. Therefore, this research focuses to apply some forecasting methods that could handle calendar variation effects, i.e. Time Series Regression (TSR) and ARIMAX models, and compare the forecast accuracy with ARIMA model. The best model is selected based on the lowest of Root Mean Squares Errors (RMSE) at out-sample dataset. The results show that ARIMA is the best model for forecasting the currency outflow and inflow at South Sulawesi. Whereas, the best model for forecasting the currency outflow at Central Sulawesi and Southeast Sulawesi, and for forecasting the currency inflow at South Sulawesi and North Sulawesi is TSR. Additionally, ARIMAX is the best model for forecasting the currency outflow at North Sulawesi. Hence, the results show that more complex models do not neccessary yield more accurate forecast than the simpler one.
Forecasting Inflation Using Interest-Rate and Time-Series Models: Some International Evidence.
Hafer, R W; Hein, Scott E
1990-01-01
It has been suggested that inflation forecasts derived from short-term interest rates are as accurate as time-series forecasts. Previous analyses of this notion have focused on U.S. data, providing mixed results. In this article, the authors extend previous work by testing the hypothesis using data taken from the United States and five other countries. Using monthly Eurocurrency rates and the consumer price index for the period 1967-86, their results indicate that time-series forecasts of inf...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L
2004-01-01
.... The results of this forecasting system would provide real-time information to the National Hurricane Center during the tropical cyclone season in the Atlantic for establishing improved advisories...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L; Cardone, Vincent J; Cox, Andrew T; Augustus, Ellsworth H; Colonnese, Christopher P
2003-01-01
.... The results of this forecasting system would provide real-time information to the National Hurricane Center during the tropical cyclone season in the Atlantic for establishing improved advisories...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L
2005-01-01
.... The results of this forecasting system would provide real-time information to the National Hurricane Center during the tropical cyclone season in the Atlantic for establishing improved advisories...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L; Cardone, Vincent J; Cox, Andrew T
2006-01-01
... of tropical cyclones The results of this forecasting system would provide real-time information to the National Hurricane Center during the tropical cyclone season in the Atlantic for establishing improved...
International Nuclear Information System (INIS)
Proskuryakov, K.N.; Zaporozhets, M.V.; Fedorov, A.I.
2015-01-01
Forecasting are carried out for external loads in relation to the main circulation circuit - dynamic loads caused by the rotation of the MCP, dynamic loads caused by the earthquake, dynamic loads caused by damage to the MCP in the earthquake. A comparison of the response spectrum of one of the variants of the base of the NPP, with the frequency vibration of the primary circuit equipment for NPP with WWER-1000 and self-frequency of elastic waves in the fluid. Analysis of the comparison results shows that the frequency of vibration of the main equipment of the reactor plant and elastic waves are in the frequency band in the spectrum response corresponding to the maximum amplitude of the seismic action [ru
Portals for Real-Time Earthquake Data and Forecasting: Challenge and Promise (Invited)
Rundle, J. B.; Holliday, J. R.; Graves, W. R.; Feltstykket, R.; Donnellan, A.; Glasscoe, M. T.
2013-12-01
Earthquake forecasts have been computed by a variety of countries world-wide for over two decades. For the most part, forecasts have been computed for insurance, reinsurance and underwriters of catastrophe bonds. However, recent events clearly demonstrate that mitigating personal risk is becoming the responsibility of individual members of the public. Open access to a variety of web-based forecasts, tools, utilities and information is therefore required. Portals for data and forecasts present particular challenges, and require the development of both apps and the client/server architecture to deliver the basic information in real time. The basic forecast model we consider is the Natural Time Weibull (NTW) method (JBR et al., Phys. Rev. E, 86, 021106, 2012). This model uses small earthquakes (';seismicity-based models') to forecast the occurrence of large earthquakes, via data-mining algorithms combined with the ANSS earthquake catalog. This method computes large earthquake probabilities using the number of small earthquakes that have occurred in a region since the last large earthquake. Localizing these forecasts in space so that global forecasts can be computed in real time presents special algorithmic challenges, which we describe in this talk. Using 25 years of data from the ANSS California-Nevada catalog of earthquakes, we compute real-time global forecasts at a grid scale of 0.1o. We analyze and monitor the performance of these models using the standard tests, which include the Reliability/Attributes and Receiver Operating Characteristic (ROC) tests. It is clear from much of the analysis that data quality is a major limitation on the accurate computation of earthquake probabilities. We discuss the challenges of serving up these datasets over the web on web-based platforms such as those at www.quakesim.org , www.e-decider.org , and www.openhazards.com.
Artificial Neural Network for Short-Term Load Forecasting in Distribution Systems
Directory of Open Access Journals (Sweden)
Luis Hernández
2014-03-01
Full Text Available The new paradigms and latest developments in the Electrical Grid are based on the introduction of distributed intelligence at several stages of its physical layer, giving birth to concepts such as Smart Grids, Virtual Power Plants, microgrids, Smart Buildings and Smart Environments. Distributed Generation (DG is a philosophy in which energy is no longer produced exclusively in huge centralized plants, but also in smaller premises which take advantage of local conditions in order to minimize transmission losses and optimize production and consumption. This represents a new opportunity for renewable energy, because small elements such as solar panels and wind turbines are expected to be scattered along the grid, feeding local installations or selling energy to the grid depending on their local generation/consumption conditions. The introduction of these highly dynamic elements will lead to a substantial change in the curves of demanded energy. The aim of this paper is to apply Short-Term Load Forecasting (STLF in microgrid environments with curves and similar behaviours, using two different data sets: the first one packing electricity consumption information during four years and six months in a microgrid along with calendar data, while the second one will be just four months of the previous parameters along with the solar radiation from the site. For the first set of data different STLF models will be discussed, studying the effect of each variable, in order to identify the best one. That model will be employed with the second set of data, in order to make a comparison with a new model that takes into account the solar radiation, since the photovoltaic installations of the microgrid will cause the power demand to fluctuate depending on the solar radiation.
DEFF Research Database (Denmark)
Wang, Y.; Chen, H.; Rosbjerg, Dan
2013-01-01
In reservoir operation improvement of the accuracy of forecast flood inflow and extension of forecast lead-time can effectively be achieved by using rainfall forecasts from numerical weather predictions with a hydrological catchment model. In this study, the Regional Spectrum Model (RSM), which...... is developed by the Japan Meteorological Agency, was used to forecast rainfall with 5 days lead-time in the upper region of the Three Gorges Reservoir (TGR). A conceptual hydrological model, the Xinanjiang Model, has been set up to forecast the inflow flood of TGR by the Ministry of Water Resources Information...... season 2012 as example, real-time dynamic control of the FLWL was implemented by using the forecasted reservoir flood inflow as input. The forecasted inflow with 5 days lead-time rainfall forecast was evaluated by several performance indices, including the mean relative error of the volumetric reservoir...
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
Grigoryeva, Lyudmila; Henriques, Julie; Larger, Laurent; Ortega, Juan-Pablo
2014-07-01
Reservoir computing is a recently introduced machine learning paradigm that has already shown excellent performances in the processing of empirical data. We study a particular kind of reservoir computers called time-delay reservoirs that are constructed out of the sampling of the solution of a time-delay differential equation and show their good performance in the forecasting of the conditional covariances associated to multivariate discrete-time nonlinear stochastic processes of VEC-GARCH type as well as in the prediction of factual daily market realized volatilities computed with intraday quotes, using as training input daily log-return series of moderate size. We tackle some problems associated to the lack of task-universality for individually operating reservoirs and propose a solution based on the use of parallel arrays of time-delay reservoirs. Copyright © 2014 Elsevier Ltd. All rights reserved.
Short-term wind power forecasting: probabilistic and space-time aspects
DEFF Research Database (Denmark)
Tastu, Julija
work deals with the proposal and evaluation of new mathematical models and forecasting methods for short-term wind power forecasting, accounting for space-time dynamics based on geographically distributed information. Different forms of power predictions are considered, starting from traditional point...... into the corresponding models are analysed. As a final step, emphasis is placed on generating space-time trajectories: this calls for the prediction of joint multivariate predictive densities describing wind power generation at a number of distributed locations and for a number of successive lead times. In addition......Optimal integration of wind energy into power systems calls for high quality wind power predictions. State-of-the-art forecasting systems typically provide forecasts for every location individually, without taking into account information coming from the neighbouring territories. It is however...
Ratio-based lengths of intervals to improve fuzzy time series forecasting.
Huarng, Kunhuang; Yu, Tiffany Hui-Kuang
2006-04-01
The objective of this study is to explore ways of determining the useful lengths of intervals in fuzzy time series. It is suggested that ratios, instead of equal lengths of intervals, can more properly represent the intervals among observations. Ratio-based lengths of intervals are, therefore, proposed to improve fuzzy time series forecasting. Algebraic growth data, such as enrollments and the stock index, and exponential growth data, such as inventory demand, are chosen as the forecasting targets, before forecasting based on the various lengths of intervals is performed. Furthermore, sensitivity analyses are also carried out for various percentiles. The ratio-based lengths of intervals are found to outperform the effective lengths of intervals, as well as the arbitrary ones in regard to the different statistical measures. The empirical analysis suggests that the ratio-based lengths of intervals can also be used to improve fuzzy time series forecasting.
Incorporating geostrophic wind information for improved space–time short-term wind speed forecasting
Zhu, Xinxin
2014-09-01
Accurate short-term wind speed forecasting is needed for the rapid development and efficient operation of wind energy resources. This is, however, a very challenging problem. Although on the large scale, the wind speed is related to atmospheric pressure, temperature, and other meteorological variables, no improvement in forecasting accuracy was found by incorporating air pressure and temperature directly into an advanced space-time statistical forecasting model, the trigonometric direction diurnal (TDD) model. This paper proposes to incorporate the geostrophic wind as a new predictor in the TDD model. The geostrophic wind captures the physical relationship between wind and pressure through the observed approximate balance between the pressure gradient force and the Coriolis acceleration due to the Earth’s rotation. Based on our numerical experiments with data from West Texas, our new method produces more accurate forecasts than does the TDD model using air pressure and temperature for 1to 6-hour-ahead forecasts based on three different evaluation criteria. Furthermore, forecasting errors can be further reduced by using moving average hourly wind speeds to fit the diurnal pattern. For example, our new method obtains between 13.9% and 22.4% overall mean absolute error reduction relative to persistence in 2-hour-ahead forecasts, and between 5.3% and 8.2% reduction relative to the best previous space-time methods in this setting.
Forecasting electricity spot-prices using linear univariate time-series models
International Nuclear Information System (INIS)
Cuaresma, Jesus Crespo; Hlouskova, Jaroslava; Kossmeier, Stephan; Obersteiner, Michael
2004-01-01
This paper studies the forecasting abilities of a battery of univariate models on hourly electricity spot prices, using data from the Leipzig Power Exchange. The specifications studied include autoregressive models, autoregressive-moving average models and unobserved component models. The results show that specifications, where each hour of the day is modelled separately present uniformly better forecasting properties than specifications for the whole time-series, and that the inclusion of simple probabilistic processes for the arrival of extreme price events can lead to improvements in the forecasting abilities of univariate models for electricity spot prices. (Author)
DEFF Research Database (Denmark)
Pedersen, Jonas Wied; Courdent, Vianney Augustin Thomas; Vezzaro, Luca
2017-01-01
Numerical Weather Predictions (NWP) can be used to forecast urban runoff with long lead times. However, NWP exhibit large spatial uncertainties and using forecasted precipitation directly above the catchment might therefore not be an ideal approach in an online setup. We use the Danish...... Meteorological Institute’s NWP ensemble and investigate a large spatial neighborhood around the catchment over a two-year period. When compared against in-sewer observations, runoff forecasts forced with precipitation from north-east of the catchment are most skillful. This highlights spatial biases...
Initial results with time series forecasting of TJ-II heliac waveforms
International Nuclear Information System (INIS)
Farias, G.; Dormido-Canto, S.; Vega, J.; Díaz, N.
2015-01-01
This article discusses about how to apply forecasting techniques to predict future samples of plasma signals during a discharge. One application of the forecasting could be to detect in real time anomalous behaviors in fusion waveforms. The work describes the implementation of three prediction techniques; two of them based on machine learning methods such as artificial neural networks and support vector machines for regression. The results have shown that depending on the temporal horizon, the predictions match the real samples in most cases with an error less than 5%, even more the forecasting of five samples ahead can reach accuracy over 90% in most signals analyzed.
A Feature Fusion Based Forecasting Model for Financial Time Series
Guo, Zhiqiang; Wang, Huaiqing; Liu, Quan; Yang, Jie
2014-01-01
Predicting the stock market has become an increasingly interesting research area for both researchers and investors, and many prediction models have been proposed. In these models, feature selection techniques are used to pre-process the raw data and remove noise. In this paper, a prediction model is constructed to forecast stock market behavior with the aid of independent component analysis, canonical correlation analysis, and a support vector machine. First, two types of features are extracted from the historical closing prices and 39 technical variables obtained by independent component analysis. Second, a canonical correlation analysis method is utilized to combine the two types of features and extract intrinsic features to improve the performance of the prediction model. Finally, a support vector machine is applied to forecast the next day's closing price. The proposed model is applied to the Shanghai stock market index and the Dow Jones index, and experimental results show that the proposed model performs better in the area of prediction than other two similar models. PMID:24971455
Powering Up With Space-Time Wind Forecasting
Hering, Amanda S.
2010-03-01
The technology to harvest electricity from wind energy is now advanced enough to make entire cities powered by it a reality. High-quality, short-term forecasts of wind speed are vital to making this a more reliable energy source. Gneiting et al. (2006) have introduced a model for the average wind speed two hours ahead based on both spatial and temporal information. The forecasts produced by this model are accurate, and subject to accuracy, the predictive distribution is sharp, that is, highly concentrated around its center. However, this model is split into nonunique regimes based on the wind direction at an offsite location. This paper both generalizes and improves upon this model by treating wind direction as a circular variable and including it in the model. It is robust in many experiments, such as predicting wind at other locations. We compare this with the more common approach of modeling wind speeds and directions in the Cartesian space and use a skew-t distribution for the errors. The quality of the predictions from all of these models can be more realistically assessed with a loss measure that depends upon the power curve relating wind speed to power output. This proposed loss measure yields more insight into the true value of each models predictions. © 2010 American Statistical Association.
Powering Up With Space-Time Wind Forecasting
Hering, Amanda S.; Genton, Marc G.
2010-01-01
The technology to harvest electricity from wind energy is now advanced enough to make entire cities powered by it a reality. High-quality, short-term forecasts of wind speed are vital to making this a more reliable energy source. Gneiting et al. (2006) have introduced a model for the average wind speed two hours ahead based on both spatial and temporal information. The forecasts produced by this model are accurate, and subject to accuracy, the predictive distribution is sharp, that is, highly concentrated around its center. However, this model is split into nonunique regimes based on the wind direction at an offsite location. This paper both generalizes and improves upon this model by treating wind direction as a circular variable and including it in the model. It is robust in many experiments, such as predicting wind at other locations. We compare this with the more common approach of modeling wind speeds and directions in the Cartesian space and use a skew-t distribution for the errors. The quality of the predictions from all of these models can be more realistically assessed with a loss measure that depends upon the power curve relating wind speed to power output. This proposed loss measure yields more insight into the true value of each models predictions. © 2010 American Statistical Association.
Electric power demand forecasting using interval time series. A comparison between VAR and iMLP
International Nuclear Information System (INIS)
Garcia-Ascanio, Carolina; Mate, Carlos
2010-01-01
Electric power demand forecasts play an essential role in the electric industry, as they provide the basis for making decisions in power system planning and operation. A great variety of mathematical methods have been used for demand forecasting. The development and improvement of appropriate mathematical tools will lead to more accurate demand forecasting techniques. In order to forecast the monthly electric power demand per hour in Spain for 2 years, this paper presents a comparison between a new forecasting approach considering vector autoregressive (VAR) forecasting models applied to interval time series (ITS) and the iMLP, the multi-layer perceptron model adapted to interval data. In the proposed comparison, for the VAR approach two models are fitted per every hour, one composed of the centre (mid-point) and radius (half-range), and another one of the lower and upper bounds according to the interval representation assumed by the ITS in the learning set. In the case of the iMLP, only the model composed of the centre and radius is fitted. The other interval representation composed of the lower and upper bounds is obtained from the linear combination of the two. This novel approach, obtaining two bivariate models each hour, makes possible to establish, for different periods in the day, which interval representation is more accurate. Furthermore, the comparison between two different techniques adapted to interval time series allows us to determine the efficiency of these models in forecasting electric power demand. It is important to note that the iMLP technique has been selected for the comparison, as it has shown its accuracy in forecasting daily electricity price intervals. This work shows the ITS forecasting methods as a potential tool that will lead to a reduction in risk when making power system planning and operational decisions. (author)
Intuitionistic Fuzzy Time Series Forecasting Model Based on Intuitionistic Fuzzy Reasoning
Directory of Open Access Journals (Sweden)
Ya’nan Wang
2016-01-01
Full Text Available Fuzzy sets theory cannot describe the data comprehensively, which has greatly limited the objectivity of fuzzy time series in uncertain data forecasting. In this regard, an intuitionistic fuzzy time series forecasting model is built. In the new model, a fuzzy clustering algorithm is used to divide the universe of discourse into unequal intervals, and a more objective technique for ascertaining the membership function and nonmembership function of the intuitionistic fuzzy set is proposed. On these bases, forecast rules based on intuitionistic fuzzy approximate reasoning are established. At last, contrast experiments on the enrollments of the University of Alabama and the Taiwan Stock Exchange Capitalization Weighted Stock Index are carried out. The results show that the new model has a clear advantage of improving the forecast accuracy.
Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns
Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto
2017-09-01
Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.
Directory of Open Access Journals (Sweden)
J. Schmidt
2008-04-01
Full Text Available A project established at the National Institute of Water and Atmospheric Research (NIWA in New Zealand is aimed at developing a prototype of a real-time landslide forecasting system. The objective is to predict temporal changes in landslide probability for shallow, rainfall-triggered landslides, based on quantitative weather forecasts from numerical weather prediction models. Global weather forecasts from the United Kingdom Met Office (MO Numerical Weather Prediction model (NWP are coupled with a regional data assimilating NWP model (New Zealand Limited Area Model, NZLAM to forecast atmospheric variables such as precipitation and temperature up to 48 h ahead for all of New Zealand. The weather forecasts are fed into a hydrologic model to predict development of soil moisture and groundwater levels. The forecasted catchment-scale patterns in soil moisture and soil saturation are then downscaled using topographic indices to predict soil moisture status at the local scale, and an infinite slope stability model is applied to determine the triggering soil water threshold at a local scale. The model uses uncertainty of soil parameters to produce probabilistic forecasts of spatio-temporal landslide occurrence 48~h ahead. The system was evaluated for a damaging landslide event in New Zealand. Comparison with landslide densities estimated from satellite imagery resulted in hit rates of 70–90%.
A comparison of various forecasting techniques applied to mean hourly wind speed time series
Energy Technology Data Exchange (ETDEWEB)
Sfetsos, A. [7 Pirsou Street, Athens (Greece)
2000-09-01
This paper presents a comparison of various forecasting approaches, using time series analysis, on mean hourly wind speed data. In addition to the traditional linear (ARMA) models and the commonly used feed forward and recurrent neural networks, other approaches are also examined including the Adaptive Neuro-Fuzzy Inference Systems (ANFIS) and Neural Logic Networks. The developed models are evaluated for their ability to produce accurate and fast forecasts. (Author)
Year Ahead Demand Forecast of City Natural Gas Using Seasonal Time Series Methods
Directory of Open Access Journals (Sweden)
Mustafa Akpinar
2016-09-01
Full Text Available Consumption of natural gas, a major clean energy source, increases as energy demand increases. We studied specifically the Turkish natural gas market. Turkey’s natural gas consumption increased as well in parallel with the world‘s over the last decade. This consumption growth in Turkey has led to the formation of a market structure for the natural gas industry. This significant increase requires additional investments since a rise in consumption capacity is expected. One of the reasons for the consumption increase is the user-based natural gas consumption influence. This effect yields imbalances in demand forecasts and if the error rates are out of bounds, penalties may occur. In this paper, three univariate statistical methods, which have not been previously investigated for mid-term year-ahead monthly natural gas forecasting, are used to forecast natural gas demand in Turkey’s Sakarya province. Residential and low-consumption commercial data is used, which may contain seasonality. The goal of this paper is minimizing more or less gas tractions on mid-term consumption while improving the accuracy of demand forecasting. In forecasting models, seasonality and single variable impacts reinforce forecasts. This paper studies time series decomposition, Holt-Winters exponential smoothing and autoregressive integrated moving average (ARIMA methods. Here, 2011–2014 monthly data were prepared and divided into two series. The first series is 2011–2013 monthly data used for finding seasonal effects and model requirements. The second series is 2014 monthly data used for forecasting. For the ARIMA method, a stationary series was prepared and transformation process prior to forecasting was done. Forecasting results confirmed that as the computation complexity of the model increases, forecasting accuracy increases with lower error rates. Also, forecasting errors and the coefficients of determination values give more consistent results. Consequently
Load power device and system for real-time execution of hierarchical load identification algorithms
Yang, Yi; Madane, Mayura Arun; Zambare, Prachi Suresh
2017-11-14
A load power device includes a power input; at least one power output for at least one load; and a plurality of sensors structured to sense voltage and current at the at least one power output. A processor is structured to provide real-time execution of: (a) a plurality of load identification algorithms, and (b) event detection and operating mode detection for the at least one load.
Forecasting ocean wave energy: A Comparison of the ECMWF wave model with time series methods
DEFF Research Database (Denmark)
Reikard, Gordon; Pinson, Pierre; Bidlot, Jean
2011-01-01
Recently, the technology has been developed to make wave farms commercially viable. Since electricity is perishable, utilities will be interested in forecasting ocean wave energy. The horizons involved in short-term management of power grids range from as little as a few hours to as long as several...... days. In selecting a method, the forecaster has a choice between physics-based models and statistical techniques. A further idea is to combine both types of models. This paper analyzes the forecasting properties of a well-known physics-based model, the European Center for Medium-Range Weather Forecasts...... (ECMWF) Wave Model, and two statistical techniques, time-varying parameter regressions and neural networks. Thirteen data sets at locations in the Atlantic and Pacific Oceans and the Gulf of Mexico are tested. The quantities to be predicted are the significant wave height, the wave period, and the wave...
Directory of Open Access Journals (Sweden)
Jin-peng Liu
2017-07-01
Full Text Available Short-term power load forecasting is an important basis for the operation of integrated energy system, and the accuracy of load forecasting directly affects the economy of system operation. To improve the forecasting accuracy, this paper proposes a load forecasting system based on wavelet least square support vector machine and sperm whale algorithm. Firstly, the methods of discrete wavelet transform and inconsistency rate model (DWT-IR are used to select the optimal features, which aims to reduce the redundancy of input vectors. Secondly, the kernel function of least square support vector machine LSSVM is replaced by wavelet kernel function for improving the nonlinear mapping ability of LSSVM. Lastly, the parameters of W-LSSVM are optimized by sperm whale algorithm, and the short-term load forecasting method of W-LSSVM-SWA is established. Additionally, the example verification results show that the proposed model outperforms other alternative methods and has a strong effectiveness and feasibility in short-term power load forecasting.
An Experimental Real-Time Ocean Nowcast/Forecast System for Intra America Seas
Ko, D. S.; Preller, R. H.; Martin, P. J.
2003-04-01
An experimental real-time Ocean Nowcast/Forecast System has been developed for the Intra America Seas (IASNFS). The area of coverage includes the Caribbean Sea, the Gulf of Mexico and the Straits of Florida. The system produces nowcast and up to 72 hours forecast the sea level variation, 3D ocean current, temperature and salinity fields. IASNFS consists an 1/24 degree (~5 km), 41-level sigma-z data-assimilating ocean model based on NCOM. For daily nowcast/forecast the model is restarted from previous nowcast. Once model is restarted it continuously assimilates the synthetic temperature/salinity profiles generated by a data analysis model called MODAS to produce nowcast. Real-time data come from satellite altimeter (GFO, TOPEX/Poseidon, ERS-2) sea surface height anomaly and AVHRR sea surface temperature. Three hourly surface heat fluxes, including solar radiation, wind stresses and sea level air pressure from NOGAPS/FNMOC are applied for surface forcing. Forecasts are produced with available NOGAPS forecasts. Once the nowcast/forecast are produced they are distributed through the Internet via the updated web pages. The open boundary conditions including sea surface elevation, transport, temperature, salinity and currents are provided by the NRL 1/8 degree Global NCOM which is operated daily. An one way coupling scheme is used to ingest those boundary conditions into the IAS model. There are 41 rivers with monthly discharges included in the IASNFS.
Space-time wind speed forecasting for improved power system dispatch
Zhu, Xinxin
2014-02-27
To support large-scale integration of wind power into electric energy systems, state-of-the-art wind speed forecasting methods should be able to provide accurate and adequate information to enable efficient, reliable, and cost-effective scheduling of wind power. Here, we incorporate space-time wind forecasts into electric power system scheduling. First, we propose a modified regime-switching, space-time wind speed forecasting model that allows the forecast regimes to vary with the dominant wind direction and with the seasons, hence avoiding a subjective choice of regimes. Then, results from the wind forecasts are incorporated into a power system economic dispatch model, the cost of which is used as a loss measure of the quality of the forecast models. This, in turn, leads to cost-effective scheduling of system-wide wind generation. Potential economic benefits arise from the system-wide generation of cost savings and from the ancillary service cost savings. We illustrate the economic benefits using a test system in the northwest region of the United States. Compared with persistence and autoregressive models, our model suggests that cost savings from integration of wind power could be on the scale of tens of millions of dollars annually in regions with high wind penetration, such as Texas and the Pacific northwest. © 2014 Sociedad de Estadística e Investigación Operativa.
Fuzzy time-series based on Fibonacci sequence for stock price forecasting
Chen, Tai-Liang; Cheng, Ching-Hsue; Jong Teoh, Hia
2007-07-01
Time-series models have been utilized to make reasonably accurate predictions in the areas of stock price movements, academic enrollments, weather, etc. For promoting the forecasting performance of fuzzy time-series models, this paper proposes a new model, which incorporates the concept of the Fibonacci sequence, the framework of Song and Chissom's model and the weighted method of Yu's model. This paper employs a 5-year period TSMC (Taiwan Semiconductor Manufacturing Company) stock price data and a 13-year period of TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) stock index data as experimental datasets. By comparing our forecasting performances with Chen's (Forecasting enrollments based on fuzzy time-series. Fuzzy Sets Syst. 81 (1996) 311-319), Yu's (Weighted fuzzy time-series models for TAIEX forecasting. Physica A 349 (2004) 609-624) and Huarng's (The application of neural networks to forecast fuzzy time series. Physica A 336 (2006) 481-491) models, we conclude that the proposed model surpasses in accuracy these conventional fuzzy time-series models.
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.
Waheeb, Waddah; Ghazali, Rozaida; Herawan, Tutut
2016-01-01
Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF) that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN) and the Dynamic Ridge Polynomial Neural Network (DRPNN). Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE) with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.
Ridge Polynomial Neural Network with Error Feedback for Time Series Forecasting.
Directory of Open Access Journals (Sweden)
Waddah Waheeb
Full Text Available Time series forecasting has gained much attention due to its many practical applications. Higher-order neural network with recurrent feedback is a powerful technique that has been used successfully for time series forecasting. It maintains fast learning and the ability to learn the dynamics of the time series over time. Network output feedback is the most common recurrent feedback for many recurrent neural network models. However, not much attention has been paid to the use of network error feedback instead of network output feedback. In this study, we propose a novel model, called Ridge Polynomial Neural Network with Error Feedback (RPNN-EF that incorporates higher order terms, recurrence and error feedback. To evaluate the performance of RPNN-EF, we used four univariate time series with different forecasting horizons, namely star brightness, monthly smoothed sunspot numbers, daily Euro/Dollar exchange rate, and Mackey-Glass time-delay differential equation. We compared the forecasting performance of RPNN-EF with the ordinary Ridge Polynomial Neural Network (RPNN and the Dynamic Ridge Polynomial Neural Network (DRPNN. Simulation results showed an average 23.34% improvement in Root Mean Square Error (RMSE with respect to RPNN and an average 10.74% improvement with respect to DRPNN. That means that using network errors during training helps enhance the overall forecasting performance for the network.
Forecasting Hourly Water Demands With Seasonal Autoregressive Models for Real-Time Application
Chen, Jinduan; Boccelli, Dominic L.
2018-02-01
Consumer water demands are not typically measured at temporal or spatial scales adequate to support real-time decision making, and recent approaches for estimating unobserved demands using observed hydraulic measurements are generally not capable of forecasting demands and uncertainty information. While time series modeling has shown promise for representing total system demands, these models have generally not been evaluated at spatial scales appropriate for representative real-time modeling. This study investigates the use of a double-seasonal time series model to capture daily and weekly autocorrelations to both total system demands and regional aggregated demands at a scale that would capture demand variability across a distribution system. Emphasis was placed on the ability to forecast demands and quantify uncertainties with results compared to traditional time series pattern-based demand models as well as nonseasonal and single-seasonal time series models. Additional research included the implementation of an adaptive-parameter estimation scheme to update the time series model when unobserved changes occurred in the system. For two case studies, results showed that (1) for the smaller-scale aggregated water demands, the log-transformed time series model resulted in improved forecasts, (2) the double-seasonal model outperformed other models in terms of forecasting errors, and (3) the adaptive adjustment of parameters during forecasting improved the accuracy of the generated prediction intervals. These results illustrate the capabilities of time series modeling to forecast both water demands and uncertainty estimates at spatial scales commensurate for real-time modeling applications and provide a foundation for developing a real-time integrated demand-hydraulic model.
Brody, Gene H; Yu, Tianyi; Barton, Allen W; Miller, Gregory E; Chen, Edith
2017-08-01
An association has been found between receipt of harsh parenting in childhood and adult health problems. However, this research has been principally retrospective, has treated children as passive recipients of parental behavior, and has overlooked individual differences in youth responsivity to harsh parenting. In a 10-year multiple-wave prospective study of African American families, we addressed these issues by focusing on the influence of polymorphisms in the oxytocin receptor gene (OXTR), variants of which appear to buffer or amplify responses to environmental stress. The participants were 303 youths, with a mean age of 11.2 at the first assessment, and their parents, all of whom were genotyped for variations in the rs53576 (A/G) polymorphism. Teachers rated preadolescent (ages 11 to 13) emotionally intense and distractible temperaments, and adolescents (ages 15 and 16) reported receipt of harsh parenting. Allostatic load was assessed during young adulthood (ages 20 and 21). Difficult preadolescent temperament forecast elevated receipt of harsh parenting in adolescence, and adolescents who experienced harsh parenting evinced high allostatic load during young adulthood. However, these associations emerged only among children and parents who carried A alleles of the OXTR genotype. The results suggest the oxytocin system operates along with temperament and parenting to forecast young adults' allostatic load.
Directory of Open Access Journals (Sweden)
Shuyu Dai
2018-01-01
Full Text Available Daily peak load forecasting is an important part of power load forecasting. The accuracy of its prediction has great influence on the formulation of power generation plan, power grid dispatching, power grid operation and power supply reliability of power system. Therefore, it is of great significance to construct a suitable model to realize the accurate prediction of the daily peak load. A novel daily peak load forecasting model, CEEMDAN-MGWO-SVM (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise and Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm, is proposed in this paper. Firstly, the model uses the complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN algorithm to decompose the daily peak load sequence into multiple sub sequences. Then, the model of modified grey wolf optimization and support vector machine (MGWO-SVM is adopted to forecast the sub sequences. Finally, the forecasting sequence is reconstructed and the forecasting result is obtained. Using CEEMDAN can realize noise reduction for non-stationary daily peak load sequence, which makes the daily peak load sequence more regular. The model adopts the grey wolf optimization algorithm improved by introducing the population dynamic evolution operator and the nonlinear convergence factor to enhance the global search ability and avoid falling into the local optimum, which can better optimize the parameters of the SVM algorithm for improving the forecasting accuracy of daily peak load. In this paper, three cases are used to test the forecasting accuracy of the CEEMDAN-MGWO-SVM model. We choose the models EEMD-MGWO-SVM (Ensemble Empirical Mode Decomposition and Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm, MGWO-SVM (Support Vector Machine Optimized by Modified Grey Wolf Optimization Algorithm, GWO-SVM (Support Vector Machine Optimized by Grey Wolf Optimization Algorithm, SVM (Support Vector
An algorithm of Saxena-Easo on fuzzy time series forecasting
Ramadhani, L. C.; Anggraeni, D.; Kamsyakawuni, A.; Hadi, A. F.
2018-04-01
This paper presents a forecast model of Saxena-Easo fuzzy time series prediction to study the prediction of Indonesia inflation rate in 1970-2016. We use MATLAB software to compute this method. The algorithm of Saxena-Easo fuzzy time series doesn’t need stationarity like conventional forecasting method, capable of dealing with the value of time series which are linguistic and has the advantage of reducing the calculation, time and simplifying the calculation process. Generally it’s focus on percentage change as the universe discourse, interval partition and defuzzification. The result indicate that between the actual data and the forecast data are close enough with Root Mean Square Error (RMSE) = 1.5289.
Directory of Open Access Journals (Sweden)
Jan Dempewolf
2014-10-01
Full Text Available Policy makers, government planners and agricultural market participants in Pakistan require accurate and timely information about wheat yield and production. Punjab Province is by far the most important wheat producing region in the country. The manual collection of field data and data processing for crop forecasting by the provincial government requires significant amounts of time before official reports can be released. Several studies have shown that wheat yield can be effectively forecast using satellite remote sensing data. In this study, we developed a methodology for estimating wheat yield and area for Punjab Province from freely available Landsat and MODIS satellite imagery approximately six weeks before harvest. Wheat yield was derived by regressing reported yield values against time series of four different peak-season MODIS-derived vegetation indices. We also tested deriving wheat area from the same MODIS time series using a regression-tree approach. Among the four evaluated indices, WDRVI provided more consistent and accurate yield forecasts compared to NDVI, EVI2 and saturation-adjusted normalized difference vegetation index (SANDVI. The lowest RMSE values at the district level for forecast versus reported yield were found when using six or more years of training data. Forecast yield for the 2007/2008 to 2012/2013 growing seasons were within 0.2% and 11.5% of final reported values. Absolute deviations of wheat area and production forecasts from reported values were slightly greater compared to using the previous year's or the three- or six-year moving average values, implying that 250-m MODIS data does not provide sufficient spatial resolution for providing improved wheat area and production forecasts.
Trip Travel Time Forecasting Based on Selective Forgetting Extreme Learning Machine
Directory of Open Access Journals (Sweden)
Zhiming Gui
2014-01-01
Full Text Available Travel time estimation on road networks is a valuable traffic metric. In this paper, we propose a machine learning based method for trip travel time estimation in road networks. The method uses the historical trip information extracted from taxis trace data as the training data. An optimized online sequential extreme machine, selective forgetting extreme learning machine, is adopted to make the prediction. Its selective forgetting learning ability enables the prediction algorithm to adapt to trip conditions changes well. Experimental results using real-life taxis trace data show that the forecasting model provides an effective and practical way for the travel time forecasting.
Time domain simulations of beam-loading
International Nuclear Information System (INIS)
Koscielniak, S.
1989-09-01
We present the results of computer simulations of high current beam loading in a proton storage ring. The model integrates the differential equation for gap voltage, and iterates the difference equations for particle longitudinal motion. The effects of cavity fields on the bunch shape and of the fundamental component of the beam on the cavity are treated in a self-consistent manner. The simulation model is applied to verify the dipole-quadrupole hybrid Robinson instability criterion, which differs from the dipole-mode criterion
First passage times for combinations of random loads
Jacobs, Patricia A.
1985-01-01
Structures are subject to changing loads from various sources. In many instances these loads fluctuate in time apparently random fashion. Models are considered for which the stress put on the structure by various loads simultaneously can be described by a regenerative process. The distribution of the first time until the stress on the structure exceeds a given level x is studied. Asymptotic properties of the distribution are given for a large stress level x and for the tail of the distributio...
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.
Integration of Behind-the-Meter PV Fleet Forecasts into Utility Grid System Operations
Energy Technology Data Exchange (ETDEWEB)
Hoff, Thomas Hoff [Clean Power Research, L.L.C., Napa, CA (United States); Kankiewicz, Adam [Clean Power Research, L.L.C., Napa, CA (United States)
2016-02-26
Four major research objectives were completed over the course of this study. Three of the objectives were to evaluate three, new, state-of-the-art solar irradiance forecasting models. The fourth objective was to improve the California Independent System Operator’s (ISO) load forecasts by integrating behind-the-meter (BTM) PV forecasts. The three, new, state-of-the-art solar irradiance forecasting models included: the infrared (IR) satellite-based cloud motion vector (CMV) model; the WRF-SolarCA model and variants; and the Optimized Deep Machine Learning (ODML)-training model. The first two forecasting models targeted known weaknesses in current operational solar forecasts. They were benchmarked against existing operational numerical weather prediction (NWP) forecasts, visible satellite CMV forecasts, and measured PV plant power production. IR CMV, WRF-SolarCA, and ODML-training forecasting models all improved the forecast to a significant degree. Improvements varied depending on time of day, cloudiness index, and geographic location. The fourth objective was to demonstrate that the California ISO’s load forecasts could be improved by integrating BTM PV forecasts. This objective represented the project’s most exciting and applicable gains. Operational BTM forecasts consisting of 200,000+ individual rooftop PV forecasts were delivered into the California ISO’s real-time automated load forecasting (ALFS) environment. They were then evaluated side-by-side with operational load forecasts with no BTM-treatment. Overall, ALFS-BTM day-ahead (DA) forecasts performed better than baseline ALFS forecasts when compared to actual load data. Specifically, ALFS-BTM DA forecasts were observed to have the largest reduction of error during the afternoon on cloudy days. Shorter term 30 minute-ahead ALFS-BTM forecasts were shown to have less error under all sky conditions, especially during the morning time periods when traditional load forecasts often experience their largest
Real-time forecasting of the April 11, 2012 Sumatra tsunami
Wang, Dailin; Becker, Nathan C.; Walsh, David; Fryer, Gerard J.; Weinstein, Stuart A.; McCreery, Charles S.; ,
2012-01-01
The April 11, 2012, magnitude 8.6 earthquake off the northern coast of Sumatra generated a tsunami that was recorded at sea-level stations as far as 4800 km from the epicenter and at four ocean bottom pressure sensors (DARTs) in the Indian Ocean. The governments of India, Indonesia, Sri Lanka, Thailand, and Maldives issued tsunami warnings for their coastlines. The United States' Pacific Tsunami Warning Center (PTWC) issued an Indian Ocean-wide Tsunami Watch Bulletin in its role as an Interim Service Provider for the region. Using an experimental real-time tsunami forecast model (RIFT), PTWC produced a series of tsunami forecasts during the event that were based on rapidly derived earthquake parameters, including initial location and Mwp magnitude estimates and the W-phase centroid moment tensor solutions (W-phase CMTs) obtained at PTWC and at the U. S. Geological Survey (USGS). We discuss the real-time forecast methodology and how successive, real-time tsunami forecasts using the latest W-phase CMT solutions improved the accuracy of the forecast.
Improving Retention and Enrollment Forecasting in Part-Time Programs
Shapiro, Joel; Bray, Christopher
2011-01-01
This article describes a model that can be used to analyze student enrollment data and can give insights for improving retention of part-time students and refining institutional budgeting and planning efforts. Adult higher-education programs are often challenged in that part-time students take courses less reliably than full-time students. For…
Empirical forecast of quiet time ionospheric Total Electron Content maps over Europe
Badeke, Ronny; Borries, Claudia; Hoque, Mainul M.; Minkwitz, David
2018-06-01
An accurate forecast of the atmospheric Total Electron Content (TEC) is helpful to investigate space weather influences on the ionosphere and technical applications like satellite-receiver radio links. The purpose of this work is to compare four empirical methods for a 24-h forecast of vertical TEC maps over Europe under geomagnetically quiet conditions. TEC map data are obtained from the Space Weather Application Center Ionosphere (SWACI) and the Universitat Politècnica de Catalunya (UPC). The time-series methods Standard Persistence Model (SPM), a 27 day median model (MediMod) and a Fourier Series Expansion are compared to maps for the entire year of 2015. As a representative of the climatological coefficient models the forecast performance of the Global Neustrelitz TEC model (NTCM-GL) is also investigated. Time periods of magnetic storms, which are identified with the Dst index, are excluded from the validation. By calculating the TEC values with the most recent maps, the time-series methods perform slightly better than the coefficient model NTCM-GL. The benefit of NTCM-GL is its independence on observational TEC data. Amongst the time-series methods mentioned, MediMod delivers the best overall performance regarding accuracy and data gap handling. Quiet-time SWACI maps can be forecasted accurately and in real-time by the MediMod time-series approach.
A Bias and Variance Analysis for Multistep-Ahead Time Series Forecasting.
Ben Taieb, Souhaib; Atiya, Amir F
2016-01-01
Multistep-ahead forecasts can either be produced recursively by iterating a one-step-ahead time series model or directly by estimating a separate model for each forecast horizon. In addition, there are other strategies; some of them combine aspects of both aforementioned concepts. In this paper, we present a comprehensive investigation into the bias and variance behavior of multistep-ahead forecasting strategies. We provide a detailed review of the different multistep-ahead strategies. Subsequently, we perform a theoretical study that derives the bias and variance for a number of forecasting strategies. Finally, we conduct a Monte Carlo experimental study that compares and evaluates the bias and variance performance of the different strategies. From the theoretical and the simulation studies, we analyze the effect of different factors, such as the forecast horizon and the time series length, on the bias and variance components, and on the different multistep-ahead strategies. Several lessons are learned, and recommendations are given concerning the advantages, disadvantages, and best conditions of use of each strategy.
International Nuclear Information System (INIS)
Lefieux, V.
2007-10-01
Reseau de Transport d'Electricite (RTE), in charge of operating the French electric transportation grid, needs an accurate forecast of the power consumption in order to operate it correctly. The forecasts used everyday result from a model combining a nonlinear parametric regression and a SARIMA model. In order to obtain an adaptive forecasting model, nonparametric forecasting methods have already been tested without real success. In particular, it is known that a nonparametric predictor behaves badly with a great number of explanatory variables, what is commonly called the curse of dimensionality. Recently, semi parametric methods which improve the pure nonparametric approach have been proposed to estimate a regression function. Based on the concept of 'dimension reduction', one those methods (called MAVE : Moving Average -conditional- Variance Estimate) can apply to time series. We study empirically its effectiveness to predict the future values of an autoregressive time series. We then adapt this method, from a practical point of view, to forecast power consumption. We propose a partially linear semi parametric model, based on the MAVE method, which allows to take into account simultaneously the autoregressive aspect of the problem and the exogenous variables. The proposed estimation procedure is practically efficient. (author)
Real-time forecasts of flood hazard and impact: some UK experiences
Directory of Open Access Journals (Sweden)
Cole Steven J.
2016-01-01
Full Text Available Major UK floods over the last decade have motivated significant technological and scientific advances in operational flood forecasting and warning. New joint forecasting centres between the national hydrological and meteorological operating agencies have been formed that issue a daily, national Flood Guidance Statement (FGS to the emergency response community. The FGS is based on a Flood Risk Matrix approach that is a function of potential impact severity and likelihood. It has driven an increased demand for robust, accurate and timely forecast and alert information on fluvial and surface water flooding along with impact assessments. The Grid-to-Grid (G2G distributed hydrological model has been employed across Britain at a 1km resolution to support the FGS. Novel methods for linking dynamic gridded estimates of river flow and surface runoff with more detailed offline flood risk maps have been developed to obtain real-time probabilistic forecasts of potential impacts, leading to operational trials. Examples of the national-scale G2G application are provided along with case studies of forecast flood impact from (i an operational Surface Water Flooding (SWF trial during the Glasgow 2014 Commonwealth Games, (ii SWF developments under the Natural Hazards Partnership over England & Wales, and (iii fluvial applications in Scotland.
Dealing with rainfall forecast uncertainties in real-time flood control along the Demer river
Directory of Open Access Journals (Sweden)
Vermuyten Evert
2016-01-01
Full Text Available Real-time Model Predictive Control (MPC of hydraulic structures strongly reduces flood consequences under ideal circumstances. The performance of such flood control may, however, be significantly affected by uncertainties. This research quantifies the influence of rainfall forecast uncertainties and related uncertainties in the catchment rainfall-runoff discharges on the control performance for the Herk river case study in Belgium. To limit the model computational times, a fast conceptual model is applied. It is calibrated to a full hydrodynamic river model. A Reduced Genetic Algorithm is used as optimization method. Next to the analysis of the impact of the rainfall forecast uncertainties on the control performance, a Multiple Model Predictive Control (MMPC approach is tested to reduce this impact. Results show that the deterministic MPC-RGA outperforms the MMPC and that it is inherently robust against rainfall forecast uncertainties due to its receding horizon strategy.
Load Dependent Lead Times and Sustainability
DEFF Research Database (Denmark)
Pahl, Julia; Voss, Stefan
2016-01-01
to prevent decreased quality or waste of production parts and products. This gains importance because waiting times imply longer lead times charging the production system with work in process inventories. Longer lead times can lead to quality losses due to depreciation, so that parts need to be reworked...... if possible or discarded. But return flows of products for rework or remanufacturing actions significantly complicate the production planning process. We analyze sustainability options with respect to lead time management by formulating a comprehensive mathematical model. We consider a deterministic, mixed...
Production Planning with Load Dependent Lead Times
DEFF Research Database (Denmark)
Pahl, Julia
2005-01-01
Lead times impact the performance of the supply chain significantly. Although there is a large literature concerning queuing models for the analysis of the relationship between capacity utilization and lead times, and there is a substantial literature concerning control and order release policies...... that take lead times into consideration, there have been only few papers describing models at the aggregate planning level that recognize the relationship between the planned utilization of capacity and lead times. In this paper we provide an in-depth discussion of the state-of-the art in this literature......, with particular attention to those models that are appropriate at the aggregate planning level....
Yu, Pao-Shan; Yang, Tao-Chang; Chen, Szu-Yin; Kuo, Chen-Min; Tseng, Hung-Wei
2017-09-01
This study aims to compare two machine learning techniques, random forests (RF) and support vector machine (SVM), for real-time radar-derived rainfall forecasting. The real-time radar-derived rainfall forecasting models use the present grid-based radar-derived rainfall as the output variable and use antecedent grid-based radar-derived rainfall, grid position (longitude and latitude) and elevation as the input variables to forecast 1- to 3-h ahead rainfalls for all grids in a catchment. Grid-based radar-derived rainfalls of six typhoon events during 2012-2015 in three reservoir catchments of Taiwan are collected for model training and verifying. Two kinds of forecasting models are constructed and compared, which are single-mode forecasting model (SMFM) and multiple-mode forecasting model (MMFM) based on RF and SVM. The SMFM uses the same model for 1- to 3-h ahead rainfall forecasting; the MMFM uses three different models for 1- to 3-h ahead forecasting. According to forecasting performances, it reveals that the SMFMs give better performances than MMFMs and both SVM-based and RF-based SMFMs show satisfactory performances for 1-h ahead forecasting. However, for 2- and 3-h ahead forecasting, it is found that the RF-based SMFM underestimates the observed radar-derived rainfalls in most cases and the SVM-based SMFM can give better performances than RF-based SMFM.
A Four-Stage Hybrid Model for Hydrological Time Series Forecasting
Di, Chongli; Yang, Xiaohua; Wang, Xiaochao
2014-01-01
Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of ‘denoising, decomposition and ensemble’. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models. PMID:25111782
A four-stage hybrid model for hydrological time series forecasting.
Di, Chongli; Yang, Xiaohua; Wang, Xiaochao
2014-01-01
Hydrological time series forecasting remains a difficult task due to its complicated nonlinear, non-stationary and multi-scale characteristics. To solve this difficulty and improve the prediction accuracy, a novel four-stage hybrid model is proposed for hydrological time series forecasting based on the principle of 'denoising, decomposition and ensemble'. The proposed model has four stages, i.e., denoising, decomposition, components prediction and ensemble. In the denoising stage, the empirical mode decomposition (EMD) method is utilized to reduce the noises in the hydrological time series. Then, an improved method of EMD, the ensemble empirical mode decomposition (EEMD), is applied to decompose the denoised series into a number of intrinsic mode function (IMF) components and one residual component. Next, the radial basis function neural network (RBFNN) is adopted to predict the trend of all of the components obtained in the decomposition stage. In the final ensemble prediction stage, the forecasting results of all of the IMF and residual components obtained in the third stage are combined to generate the final prediction results, using a linear neural network (LNN) model. For illustration and verification, six hydrological cases with different characteristics are used to test the effectiveness of the proposed model. The proposed hybrid model performs better than conventional single models, the hybrid models without denoising or decomposition and the hybrid models based on other methods, such as the wavelet analysis (WA)-based hybrid models. In addition, the denoising and decomposition strategies decrease the complexity of the series and reduce the difficulties of the forecasting. With its effective denoising and accurate decomposition ability, high prediction precision and wide applicability, the new model is very promising for complex time series forecasting. This new forecast model is an extension of nonlinear prediction models.
Directory of Open Access Journals (Sweden)
Suhartono Suhartono
2005-01-01
Full Text Available Many business and economic time series are non-stationary time series that contain trend and seasonal variations. Seasonality is a periodic and recurrent pattern caused by factors such as weather, holidays, or repeating promotions. A stochastic trend is often accompanied with the seasonal variations and can have a significant impact on various forecasting methods. In this paper, we will investigate and compare some forecasting methods for modeling time series with both trend and seasonal patterns. These methods are Winter's, Decomposition, Time Series Regression, ARIMA and Neural Networks models. In this empirical research, we study on the effectiveness of the forecasting performance, particularly to answer whether a complex method always give a better forecast than a simpler method. We use a real data, that is airline passenger data. The result shows that the more complex model does not always yield a better result than a simpler one. Additionally, we also find the possibility to do further research especially the use of hybrid model by combining some forecasting method to get better forecast, for example combination between decomposition (as data preprocessing and neural network model.
Elements of nonlinear time series analysis and forecasting
De Gooijer, Jan G
2017-01-01
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible...
Interevent times in a new alarm-based earthquake forecasting model
Talbi, Abdelhak; Nanjo, Kazuyoshi; Zhuang, Jiancang; Satake, Kenji; Hamdache, Mohamed
2013-09-01
This study introduces a new earthquake forecasting model that uses the moment ratio (MR) of the first to second order moments of earthquake interevent times as a precursory alarm index to forecast large earthquake events. This MR model is based on the idea that the MR is associated with anomalous long-term changes in background seismicity prior to large earthquake events. In a given region, the MR statistic is defined as the inverse of the index of dispersion or Fano factor, with MR values (or scores) providing a biased estimate of the relative regional frequency of background events, here termed the background fraction. To test the forecasting performance of this proposed MR model, a composite Japan-wide earthquake catalogue for the years between 679 and 2012 was compiled using the Japan Meteorological Agency catalogue for the period between 1923 and 2012, and the Utsu historical seismicity records between 679 and 1922. MR values were estimated by sampling interevent times from events with magnitude M ≥ 6 using an earthquake random sampling (ERS) algorithm developed during previous research. Three retrospective tests of M ≥ 7 target earthquakes were undertaken to evaluate the long-, intermediate- and short-term performance of MR forecasting, using mainly Molchan diagrams and optimal spatial maps obtained by minimizing forecasting error defined by miss and alarm rate addition. This testing indicates that the MR forecasting technique performs well at long-, intermediate- and short-term. The MR maps produced during long-term testing indicate significant alarm levels before 15 of the 18 shallow earthquakes within the testing region during the past two decades, with an alarm region covering about 20 per cent (alarm rate) of the testing region. The number of shallow events missed by forecasting was reduced by about 60 per cent after using the MR method instead of the relative intensity (RI) forecasting method. At short term, our model succeeded in forecasting the
D6.2–Load and generation forecasting methods and prototypes
DEFF Research Database (Denmark)
Madsen, Per Printz; Dueñas, Lara Pérez; Moraga, Carlos Castaño
. Most existing suppliers use anyway some kind of statistical approach to make the energy prediction. In the market there are few but strong providers of such services, and it has been preferred to use an external provider rather than developing ENCOURAGE’s own energy production algorithm. The external...... service chosen belongs to one of the partners of the consortium (Gnarum), so tests have been carried on to adapt the forecasting methods to the distributed small-scale generation case, with satisfactory results....
Web-Based Real Time Earthquake Forecasting and Personal Risk Management
Rundle, J. B.; Holliday, J. R.; Graves, W. R.; Turcotte, D. L.; Donnellan, A.
2012-12-01
Earthquake forecasts have been computed by a variety of countries and economies world-wide for over two decades. For the most part, forecasts have been computed for insurance, reinsurance and underwriters of catastrophe bonds. One example is the Working Group on California Earthquake Probabilities that has been responsible for the official California earthquake forecast since 1988. However, in a time of increasingly severe global financial constraints, we are now moving inexorably towards personal risk management, wherein mitigating risk is becoming the responsibility of individual members of the public. Under these circumstances, open access to a variety of web-based tools, utilities and information is a necessity. Here we describe a web-based system that has been operational since 2009 at www.openhazards.com and www.quakesim.org. Models for earthquake physics and forecasting require input data, along with model parameters. The models we consider are the Natural Time Weibull (NTW) model for regional earthquake forecasting, together with models for activation and quiescence. These models use small earthquakes ('seismicity-based models") to forecast the occurrence of large earthquakes, either through varying rates of small earthquake activity, or via an accumulation of this activity over time. These approaches use data-mining algorithms combined with the ANSS earthquake catalog. The basic idea is to compute large earthquake probabilities using the number of small earthquakes that have occurred in a region since the last large earthquake. Each of these approaches has computational challenges associated with computing forecast information in real time. Using 25 years of data from the ANSS California-Nevada catalog of earthquakes, we show that real-time forecasting is possible at a grid scale of 0.1o. We have analyzed the performance of these models using Reliability/Attributes and standard Receiver Operating Characteristic (ROC) tests. We show how the Reliability and
An actual load forecasting methodology by interval grey modeling based on the fractional calculus.
Yang, Yang; Xue, Dingyü
2017-07-17
The operation processes for thermal power plant are measured by the real-time data, and a large number of historical interval data can be obtained from the dataset. Within defined periods of time, the interval information could provide important information for decision making and equipment maintenance. Actual load is one of the most important parameters, and the trends hidden in the historical data will show the overall operation status of the equipments. However, based on the interval grey parameter numbers, the modeling and prediction process is more complicated than the one with real numbers. In order not lose any information, the geometric coordinate features are used by the coordinates of area and middle point lines in this paper, which are proved with the same information as the original interval data. The grey prediction model for interval grey number by the fractional-order accumulation calculus is proposed. Compared with integer-order model, the proposed method could have more freedom with better performance for modeling and prediction, which can be widely used in the modeling process and prediction for the small amount interval historical industry sequence samples. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Real time forecasting for an experimental oil spill in the arctic marginal ice zone
International Nuclear Information System (INIS)
Reed, M.; Aamo, O.M.
1994-01-01
The conference paper deals with the oil spill trajectory and weathering model OILMAP used to forecast spill trajectories for an experimental oil spill in the Barents Sea marginal ice zone. The model includes capabilities to enter graphically and display environmental data governing oil behavior: ice fields, tidal and background current fields, and wind time series, as well as geographical map information. Forecasts can also be updated from observations such as airplane overflights. The model performed well when wind was ''off-ice'' and speeds were relatively low (3-7 m/sec), with ice cover between 60% and 90%. Errors in forecasting the trajectory could be directly attributed to errors in the wind forecasts. Appropriate drift parameters for oil and ice were about 2.5% of the wind speed, with an Ekman veering angle of 35 o to the right. Ice sheets were typically 1 m thick. When the wind became ''on-ice'', speeds increased to about 10 m/sec, and trajectory simulations began to diverge from the observations, with observed drift parameters being 1.5% of the wind speed with a 60 o veering angle. Although, simple assumptions for the large scale movement of oil in dense ice fields appear appropriate, the importance of good wind forecasts as a basis for reliable trajectory prognoses cannot be overstated. 6 refs., 9 figs
van Baal, Pieter H; Wong, Albert
2012-12-01
Although the effect of time to death (TTD) on health care expenditures (HCE) has been investigated using individual level data, the most profound implications of TTD have been for the forecasting of macro-level HCE. Here we estimate the TTD model using macro-level data from the Netherlands consisting of mortality rates and age- and gender-specific per capita health expenditures for the years 1981-2007. Forecasts for the years 2008-2020 of this macro-level TTD model were compared to forecasts that excluded TTD. Results revealed that the effect of TTD on HCE in our macro model was similar to those found in micro-econometric studies. As the inclusion of TTD pushed growth rate estimates from unidentified causes upwards, however, the two models' forecasts of HCE for the 2008-2020 were similar. We argue that including TTD, if modeled correctly, does not lower forecasts of HCE. Copyright © 2012 Elsevier B.V. All rights reserved.
Distributed energy resources scheduling considering real-time resources forecast
DEFF Research Database (Denmark)
Silva, M.; Sousa, T.; Ramos, S.
2014-01-01
grids and considering day-ahead, hour-ahead and realtime time horizons. This method considers that energy resources are managed by a VPP which establishes contracts with their owners. The full AC power flow calculation included in the model takes into account network constraints. In this paper......, distribution function errors are used to simulate variations between time horizons, and to measure the performance of the proposed methodology. A 33-bus distribution network with large number of distributed resources is used....
International Nuclear Information System (INIS)
Guo, Zhenhai; Chi, Dezhong; Wu, Jie; Zhang, Wenyu
2014-01-01
Highlights: • Impact of meteorological factors on wind speed forecasting is taken into account. • Forecasted wind speed results are corrected by the associated rules. • Forecasting accuracy is improved by the new wind speed forecasting strategy. • Robust of the proposed model is validated by data sampled from different sites. - Abstract: Wind energy has been the fastest growing renewable energy resource in recent years. Because of the intermittent nature of wind, wind power is a fluctuating source of electrical energy. Therefore, to minimize the impact of wind power on the electrical grid, accurate and reliable wind power forecasting is mandatory. In this paper, a new wind speed forecasting approach based on based on the chaotic time series modelling technique and the Apriori algorithm has been developed. The new approach consists of four procedures: (I) Clustering by using the k-means clustering approach; (II) Employing the Apriori algorithm to discover the association rules; (III) Forecasting the wind speed according to the chaotic time series forecasting model; and (IV) Correcting the forecasted wind speed data using the associated rules discovered previously. This procedure has been verified by 31-day-ahead daily average wind speed forecasting case studies, which employed the wind speed and other meteorological data collected from four meteorological stations located in the Hexi Corridor area of China. The results of these case studies reveal that the chaotic forecasting model can efficiently improve the accuracy of the wind speed forecasting, and the Apriori algorithm can effectively discover the association rules between the wind speed and other meteorological factors. In addition, the correction results demonstrate that the association rules discovered by the Apriori algorithm have powerful capacities in handling the forecasted wind speed values correction when the forecasted values do not match the classification discovered by the association rules
Jaber, Abobaker M; Ismail, Mohd Tahir; Altaher, Alsaidi M
2014-01-01
This paper mainly forecasts the daily closing price of stock markets. We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ). We use the proposed technique, EMD-LLQ, to forecast two stock index time series. Detailed experiments are implemented for the proposed method, in which EMD-LPQ, EMD, and Holt-Winter methods are compared. The proposed EMD-LPQ model is determined to be superior to the EMD and Holt-Winter methods in predicting the stock closing prices.
Track Irregularity Time Series Analysis and Trend Forecasting
Directory of Open Access Journals (Sweden)
Jia Chaolong
2012-01-01
Full Text Available The combination of linear and nonlinear methods is widely used in the prediction of time series data. This paper analyzes track irregularity time series data by using gray incidence degree models and methods of data transformation, trying to find the connotative relationship between the time series data. In this paper, GM (1,1 is based on first-order, single variable linear differential equations; after an adaptive improvement and error correction, it is used to predict the long-term changing trend of track irregularity at a fixed measuring point; the stochastic linear AR, Kalman filtering model, and artificial neural network model are applied to predict the short-term changing trend of track irregularity at unit section. Both long-term and short-term changes prove that the model is effective and can achieve the expected accuracy.
Modeling the impact of forecast-based regime switches on macroeconomic time series
K. Bel (Koen); R. Paap (Richard)
2013-01-01
textabstractForecasts of key macroeconomic variables may lead to policy changes of governments, central banks and other economic agents. Policy changes in turn lead to structural changes in macroeconomic time series models. To describe this phenomenon we introduce a logistic smooth transition
A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting
Kim, T.; Joo, K.; Seo, J.; Heo, J. H.
2016-12-01
Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.
Origins of forecast skill of weather and climate events on verifiable time scales
CSIR Research Space (South Africa)
Landman, WA
2012-07-01
Full Text Available specific location between the predictor or the predictand and their respective canonical component time series (rj and sk) Barnett, T. P., and Preisendorfer, R. W. 1987: Origins and levels of monthly and seasonal forecast skill for United States air...
Capan, Muge; Hoover, Stephen; Jackson, Eric V; Paul, David; Locke, Robert
2016-01-01
Accurate prediction of future patient census in hospital units is essential for patient safety, health outcomes, and resource planning. Forecasting census in the Neonatal Intensive Care Unit (NICU) is particularly challenging due to limited ability to control the census and clinical trajectories. The fixed average census approach, using average census from previous year, is a forecasting alternative used in clinical practice, but has limitations due to census variations. Our objectives are to: (i) analyze the daily NICU census at a single health care facility and develop census forecasting models, (ii) explore models with and without patient data characteristics obtained at the time of admission, and (iii) evaluate accuracy of the models compared with the fixed average census approach. We used five years of retrospective daily NICU census data for model development (January 2008 - December 2012, N=1827 observations) and one year of data for validation (January - December 2013, N=365 observations). Best-fitting models of ARIMA and linear regression were applied to various 7-day prediction periods and compared using error statistics. The census showed a slightly increasing linear trend. Best fitting models included a non-seasonal model, ARIMA(1,0,0), seasonal ARIMA models, ARIMA(1,0,0)x(1,1,2)7 and ARIMA(2,1,4)x(1,1,2)14, as well as a seasonal linear regression model. Proposed forecasting models resulted on average in 36.49% improvement in forecasting accuracy compared with the fixed average census approach. Time series models provide higher prediction accuracy under different census conditions compared with the fixed average census approach. Presented methodology is easily applicable in clinical practice, can be generalized to other care settings, support short- and long-term census forecasting, and inform staff resource planning.
Directory of Open Access Journals (Sweden)
Dejan Mirčetić
2016-08-01
Full Text Available The paper focuses on the problem of forklifts engagement in warehouse loading operations. Two expert system (ES models are created using several machine learning (ML models. Models try to mimic expert decisions while determining the forklifts engagement in the loading operation. Different ML models are evaluated and adaptive neuro fuzzy inference system (ANFIS and classification and regression trees (CART are chosen as the ones which have shown best results for the research purpose. As a case study, a central warehouse of a beverage company was used. In a beverage distribution chain, the proper engagement of forklifts in a loading operation is crucial for maintaining the defined customer service level. The created ES models represent a new approach for the rationalization of the forklifts usage, particularly for solving the problem of the forklifts engagement incargo loading. They are simple, easy to understand, reliable, and practically applicable tool for deciding on the engagement of the forklifts in a loading operation.
Near-real-time Estimation and Forecast of Total Precipitable Water in Europe
Bartholy, J.; Kern, A.; Barcza, Z.; Pongracz, R.; Ihasz, I.; Kovacs, R.; Ferencz, C.
2013-12-01
Information about the amount and spatial distribution of atmospheric water vapor (or total precipitable water) is essential for understanding weather and the environment including the greenhouse effect, the climate system with its feedbacks and the hydrological cycle. Numerical weather prediction (NWP) models need accurate estimations of water vapor content to provide realistic forecasts including representation of clouds and precipitation. In the present study we introduce our research activity for the estimation and forecast of atmospheric water vapor in Central Europe using both observations and models. The Eötvös Loránd University (Hungary) operates a polar orbiting satellite receiving station in Budapest since 2002. This station receives Earth observation data from polar orbiting satellites including MODerate resolution Imaging Spectroradiometer (MODIS) Direct Broadcast (DB) data stream from satellites Terra and Aqua. The received DB MODIS data are automatically processed using freely distributed software packages. Using the IMAPP Level2 software total precipitable water is calculated operationally using two different methods. Quality of the TPW estimations is a crucial question for further application of the results, thus validation of the remotely sensed total precipitable water fields is presented using radiosonde data. In a current research project in Hungary we aim to compare different estimations of atmospheric water vapor content. Within the frame of the project we use a NWP model (DBCRAS; Direct Broadcast CIMSS Regional Assimilation System numerical weather prediction software developed by the University of Wisconsin, Madison) to forecast TPW. DBCRAS uses near real time Level2 products from the MODIS data processing chain. From the wide range of the derived Level2 products the MODIS TPW parameter found within the so-called mod07 results (Atmospheric Profiles Product) and the cloud top pressure and cloud effective emissivity parameters from the so
Computational intelligence in time series forecasting theory and engineering applications
Palit, Ajoy K
2005-01-01
Foresight in an engineering enterprise can make the difference between success and failure, and can be vital to the effective control of industrial systems. Applying time series analysis in the on-line milieu of most industrial plants has been problematic owing to the time and computational effort required. The advent of soft computing tools offers a solution. The authors harness the power of intelligent technologies individually and in combination. Examples of the particular systems and processes susceptible to each technique are investigated, cultivating a comprehensive exposition of the improvements on offer in quality, model building and predictive control and the selection of appropriate tools from the plethora available. Application-oriented engineers in process control, manufacturing, production industry and research centres will find much to interest them in this book. It is suitable for industrial training purposes, as well as serving as valuable reference material for experimental researchers.
Integrated Oil spill detection and forecasting using MOON real time data
De Dominicis, M.; Pinardi, N.; Coppini, G.; Tonani, M.; Guarnieri, A.; Zodiatis, G.; Lardner, R.; Santoleri, R.
2009-01-01
MOON (Mediterranean Operational Oceanography Network) is an operational distributed system ready to provide quality controlled and timely marine observations (in situ and satellite) and environmental analyses and predictions for management of oil spill accidents. MOON operational systems are based upon the real time functioning of an integrated system composed of the Real Time Observing system, the regional, sub-regional and coastal forecasting systems and a products dissemination system. All...
Real-time flood inundation forecasting and mapping for key railway infrastructure: a UK case study
Directory of Open Access Journals (Sweden)
Murphy Alexandra T.
2016-01-01
Full Text Available Flooding events that impede railway infrastructure can cause severe travel delays for the general public and large fines in delayed minutes for the rail industry. Early warnings of flood inundation can give more time to implement mitigation measures which help reduce cancellations, delays and fines. Initial work is reported on the development of a real-time flood inundation forecasting and mapping system for the Cowley Bridge track area near Exeter, UK. This location is on one of the main access routes to South West England and has suffered major floods in the past resulting in significant transport impacts. Flood forecasting systems in the UK mainly forecast river level/flow rather than extent and depth of flood inundation. Here, the development of a chain of coupled models is discussed that link rainfall to river flow, river level and flood extent for the rail track area relating to Cowley Bridge. Historical events are identified to test model performance in predicting inundation of railway infrastructure. The modelling system will operate alongside a series of in-situ sensors chosen to enhance the flood mapping forecasting system. Sensor data will support offline model calibration/verification and real-time data assimilation as well as monitoring flood conditions to inform track closure decisions.
Karpušenkaitė, Aistė; Ruzgas, Tomas; Denafas, Gintaras
2018-05-01
The aim of the study was to create a hybrid forecasting method that could produce higher accuracy forecasts than previously used 'pure' time series methods. Mentioned methods were already tested with total automotive waste, hazardous automotive waste, and total medical waste generation, but demonstrated at least a 6% error rate in different cases and efforts were made to decrease it even more. Newly developed hybrid models used a random start generation method to incorporate different time-series advantages and it helped to increase the accuracy of forecasts by 3%-4% in hazardous automotive waste and total medical waste generation cases; the new model did not increase the accuracy of total automotive waste generation forecasts. Developed models' abilities to forecast short- and mid-term forecasts were tested using prediction horizon.
Papacharalampous, Georgia; Tyralis, Hristos; Koutsoyiannis, Demetris
2018-02-01
We investigate the predictability of monthly temperature and precipitation by applying automatic univariate time series forecasting methods to a sample of 985 40-year-long monthly temperature and 1552 40-year-long monthly precipitation time series. The methods include a naïve one based on the monthly values of the last year, as well as the random walk (with drift), AutoRegressive Fractionally Integrated Moving Average (ARFIMA), exponential smoothing state-space model with Box-Cox transformation, ARMA errors, Trend and Seasonal components (BATS), simple exponential smoothing, Theta and Prophet methods. Prophet is a recently introduced model inspired by the nature of time series forecasted at Facebook and has not been applied to hydrometeorological time series before, while the use of random walk, BATS, simple exponential smoothing and Theta is rare in hydrology. The methods are tested in performing multi-step ahead forecasts for the last 48 months of the data. We further investigate how different choices of handling the seasonality and non-normality affect the performance of the models. The results indicate that: (a) all the examined methods apart from the naïve and random walk ones are accurate enough to be used in long-term applications; (b) monthly temperature and precipitation can be forecasted to a level of accuracy which can barely be improved using other methods; (c) the externally applied classical seasonal decomposition results mostly in better forecasts compared to the automatic seasonal decomposition used by the BATS and Prophet methods; and (d) Prophet is competitive, especially when it is combined with externally applied classical seasonal decomposition.
Testing for time-varying loadings in dynamic factor models
DEFF Research Database (Denmark)
Mikkelsen, Jakob Guldbæk
Abstract: In this paper we develop a test for time-varying factor loadings in factor models. The test is simple to compute and is constructed from estimated factors and residuals using the principal components estimator. The hypothesis is tested by regressing the squared residuals on the squared...... there is evidence of time-varying loadings on the risk factors underlying portfolio returns for around 80% of the portfolios....
Wood, Andy; Clark, Elizabeth; Mendoza, Pablo; Nijssen, Bart; Newman, Andy; Clark, Martyn; Nowak, Kenneth; Arnold, Jeffrey
2017-04-01
' (SHARP) to implement, assess and demonstrate real-time over-the-loop ensemble flow forecasts in a range of US watersheds. The system relies on fully ensemble techniques, including: an 100-member ensemble of meteorological model forcings and an ensemble particle filter data assimilation for initializing watershed states; analog/regression-based downscaling of ensemble weather forecasts from GEFS; and statistical post-processing of ensemble forecast outputs, all of which run in real-time within a workflow managed by ECWMF's ecFlow libraries over large US regional domains. We describe SHARP and present early hindcast and verification results for short to seasonal range streamflow forecasts in a number of US case study watersheds.
International Nuclear Information System (INIS)
Cao Jiacong
2007-01-01
Optimal operation of industrial boiler plants with objects of high energy efficiency and low fuel cost is still well worth investigating when energy problem becomes a world's concern, for there are a great number of boiler plants serving industries. The optimization of operation is a measure that is less expensive and easier to carry out than many other measures. Economic load dispatch (ELD) is an effective approach to optimal operation of industrial boiler plants. In the paper a newly developed method referred to as the method of minimum-departure model (MDM) is used in the ELD for boiler plants. It is more convenient for carrying out ELD when boiler plants are equipped with thermal energy stores that usually adopt the working mode of optimal segmentation of a daily load curve. In the case of industrial boiler plants, ELD needs a prerequisite, viz., the accurate load forecast, which is performed using artificial neural networks in this paper. A computer program for the optimal operation was completed and applied to an example, which results the minimum daily fuel cost of the whole boiler plant
Effects of magnitude, depth, and time on cellular seismology forecasts
Fisher, Steven Wolf
This study finds that, in most cases analyzed to date, past seismicity tends to delineate zones where future earthquakes are likely to occur. Network seismicity catalogs for the New Madrid Seismic Zone (NMSZ), Australia (AUS), California (CA), and Alaska (AK) are analyzed using modified versions of the Cellular Seismology (CS) method of Kafka (2002, 2007). The percentage of later occurring earthquakes located near earlier occurring earthquakes typically exceeds the expected percentage for randomly distributed later occurring earthquakes, and the specific percentage is influenced by several variables, including magnitude, depth, time, and tectonic setting. At 33% map area coverage, hit percents are typically 85-95% in the NMSZ, 50-60% in AUS, 75-85% in CA, and 75-85% in AK. Statistical significance testing is performed on trials analyzing the same variables so that the overall regions can be compared, although some tests are inconclusive due to the small number of earthquake sample sizes. These results offer useful insights into understanding the capabilities and limits of CS studies, which can provide guidance for improving the seismicity-based components of seismic hazard assessments.
Multidimensional k-nearest neighbor model based on EEMD for financial time series forecasting
Zhang, Ningning; Lin, Aijing; Shang, Pengjian
2017-07-01
In this paper, we propose a new two-stage methodology that combines the ensemble empirical mode decomposition (EEMD) with multidimensional k-nearest neighbor model (MKNN) in order to forecast the closing price and high price of the stocks simultaneously. The modified algorithm of k-nearest neighbors (KNN) has an increasingly wide application in the prediction of all fields. Empirical mode decomposition (EMD) decomposes a nonlinear and non-stationary signal into a series of intrinsic mode functions (IMFs), however, it cannot reveal characteristic information of the signal with much accuracy as a result of mode mixing. So ensemble empirical mode decomposition (EEMD), an improved method of EMD, is presented to resolve the weaknesses of EMD by adding white noise to the original data. With EEMD, the components with true physical meaning can be extracted from the time series. Utilizing the advantage of EEMD and MKNN, the new proposed ensemble empirical mode decomposition combined with multidimensional k-nearest neighbor model (EEMD-MKNN) has high predictive precision for short-term forecasting. Moreover, we extend this methodology to the case of two-dimensions to forecast the closing price and high price of the four stocks (NAS, S&P500, DJI and STI stock indices) at the same time. The results indicate that the proposed EEMD-MKNN model has a higher forecast precision than EMD-KNN, KNN method and ARIMA.
Energy Technology Data Exchange (ETDEWEB)
Metaxiotis, K.; Kagiannas, A.; Askounis, D.; Psarras, J. [National Technical University of Athens, Zografou (Turkey). Dept. of Electrical and Computer Engineering
2003-06-01
Intelligent solutions, based on artificial intelligence (AI) technologies, to solve complicated practical problems in various sectors are becoming more and more widespread nowadays. AI-based systems are being developed and deployed worldwide in myriad applications, mainly because of their symbolic reasoning, flexibility and explanation capabilities. This paper provides an overview for the researcher of AI technologies, as well as their current use in the field of short term electric load forecasting (STELF). The history of AI in STELF is outlined, leading to a discussion of the various approaches as well as the current research directions. The paper concludes by sharing thoughts and estimations on AI future prospects in this area. This review reveals that although still regarded as a novel methodology, AI technologies are shown to have matured to the point of offering real practical benefits in many of their applications. (Author)
State-space forecasting of Schistosoma haematobium time-series in Niono, Mali.
Medina, Daniel C; Findley, Sally E; Doumbia, Seydou
2008-08-13
Much of the developing world, particularly sub-Saharan Africa, exhibits high levels of morbidity and mortality associated with infectious diseases. The incidence of Schistosoma sp.-which are neglected tropical diseases exposing and infecting more than 500 and 200 million individuals in 77 countries, respectively-is rising because of 1) numerous irrigation and hydro-electric projects, 2) steady shifts from nomadic to sedentary existence, and 3) ineffective control programs. Notwithstanding the colossal scope of these parasitic infections, less than 0.5% of Schistosoma sp. investigations have attempted to predict their spatial and or temporal distributions. Undoubtedly, public health programs in developing countries could benefit from parsimonious forecasting and early warning systems to enhance management of these parasitic diseases. In this longitudinal retrospective (01/1996-06/2004) investigation, the Schistosoma haematobium time-series for the district of Niono, Mali, was fitted with general-purpose exponential smoothing methods to generate contemporaneous on-line forecasts. These methods, which are encapsulated within a state-space framework, accommodate seasonal and inter-annual time-series fluctuations. Mean absolute percentage error values were circa 25% for 1- to 5-month horizon forecasts. The exponential smoothing state-space framework employed herein produced reasonably accurate forecasts for this time-series, which reflects the incidence of S. haematobium-induced terminal hematuria. It obliquely captured prior non-linear interactions between disease dynamics and exogenous covariates (e.g., climate, irrigation, and public health interventions), thus obviating the need for more complex forecasting methods in the district of Niono, Mali. Therefore, this framework could assist with managing and assessing S. haematobium transmission and intervention impact, respectively, in this district and potentially elsewhere in the Sahel.
Forecast models for suicide: Time-series analysis with data from Italy.
Preti, Antonio; Lentini, Gianluca
2016-01-01
The prediction of suicidal behavior is a complex task. To fine-tune targeted preventative interventions, predictive analytics (i.e. forecasting future risk of suicide) is more important than exploratory data analysis (pattern recognition, e.g. detection of seasonality in suicide time series). This study sets out to investigate the accuracy of forecasting models of suicide for men and women. A total of 101 499 male suicides and of 39 681 female suicides - occurred in Italy from 1969 to 2003 - were investigated. In order to apply the forecasting model and test its accuracy, the time series were split into a training set (1969 to 1996; 336 months) and a test set (1997 to 2003; 84 months). The main outcome was the accuracy of forecasting models on the monthly number of suicides. These measures of accuracy were used: mean absolute error; root mean squared error; mean absolute percentage error; mean absolute scaled error. In both male and female suicides a change in the trend pattern was observed, with an increase from 1969 onwards to reach a maximum around 1990 and decrease thereafter. The variances attributable to the seasonal and trend components were, respectively, 24% and 64% in male suicides, and 28% and 41% in female ones. Both annual and seasonal historical trends of monthly data contributed to forecast future trends of suicide with a margin of error around 10%. The finding is clearer in male than in female time series of suicide. The main conclusion of the study is that models taking seasonality into account seem to be able to derive information on deviation from the mean when this occurs as a zenith, but they fail to reproduce it when it occurs as a nadir. Preventative efforts should concentrate on the factors that influence the occurrence of increases above the main trend in both seasonal and cyclic patterns of suicides.
A Kind of Urban Road Travel Time Forecasting Model with Loop Detectors
Zhu, Guangyu; Wang, Li; Zhang, Peng; Song, Kang
2016-01-01
Urban road travel time is an important parameter to reflect the traffic flow state. Besides, it is one of the important parameters for the traffic management department to formulate guidance measures, provide traffic information service, and improve the efficiency of the detectors group. Therefore, it is crucial to improve the forecast accuracy of travel time in traffic management practice. Based on the analysis of the change-point and the ARIMA model, this paper constructs a model for the ma...
Short-Term Wave Forecasting for Real-Time Control of Wave Energy Converters
Fusco, Francesco; Ringwood, John
2010-01-01
Real-time control of wave energy converters requires knowledge of future incident wave elevation in order to approach optimal efficiency of wave energy extraction. We present an approach where the wave elevation is treated as a time series and it is predicted only from its past history. A comparison of a range of forecasting methodologies on real wave observations from two different locations shows how the relatively simple linear autoregressive model, which implicitly models the cyclical beh...
A perturbative approach for enhancing the performance of time series forecasting.
de Mattos Neto, Paulo S G; Ferreira, Tiago A E; Lima, Aranildo R; Vasconcelos, Germano C; Cavalcanti, George D C
2017-04-01
This paper proposes a method to perform time series prediction based on perturbation theory. The approach is based on continuously adjusting an initial forecasting model to asymptotically approximate a desired time series model. First, a predictive model generates an initial forecasting for a time series. Second, a residual time series is calculated as the difference between the original time series and the initial forecasting. If that residual series is not white noise, then it can be used to improve the accuracy of the initial model and a new predictive model is adjusted using residual series. The whole process is repeated until convergence or the residual series becomes white noise. The output of the method is then given by summing up the outputs of all trained predictive models in a perturbative sense. To test the method, an experimental investigation was conducted on six real world time series. A comparison was made with six other methods experimented and ten other results found in the literature. Results show that not only the performance of the initial model is significantly improved but also the proposed method outperforms the other results previously published. Copyright © 2017 Elsevier Ltd. All rights reserved.
Computer aided planning of distribution systems and connection with medium term load forecast
International Nuclear Information System (INIS)
di Salvatore, F.; Grattieri, W.; Insinga, F.; Malafarina, L.; Mazzoni, M.; Nicola, G.
1990-01-01
In order to perform planning studies on HV (40-l50 kV), MV and LV networks, ENEL (Italian Electricity Board) has developed a computation system composed of a set of integrated programs which utilize the information stored in several data bases, with the aim of: providing energy consumption forecasts for each area of the country; transferring consumption for each area to the distribution network nodes and to evaluating the electric demand by using a statistical power/energy correlation model; analyzing several network development alternatives and selecting the optimum development plan by comparing the overall costs (investments, operation, risk). In order to make its utilization by planners easier, the computation system will be operated with interactive and graphic procedures made available by the use of graphic work stations. This report describes the main objectives and basic hypotheses assumed in the preparation of the computation system, as well as, the system's general architecture
Computer aided planning of distribution systems and connection with medium term load forecast
Energy Technology Data Exchange (ETDEWEB)
di Salvatore, F; Grattieri, W; Insinga, F; Malafarina, L; Mazzoni, M; Nicola, G
1991-12-31
In order to perform planning studies on HV (40-l50 kV), MV and LV networks, ENEL (Italian Electricity Board) has developed a computation system composed of a set of integrated programs which utilize the information stored in several data bases, with the aim of: providing energy consumption forecasts for each area of the country; transfering consumption for each area to the distribution network nodes and to evaluating the electric demand by using a statistical power/energy correlation model; analyzing several network development alternatives and selecting the optimum development plan by comparing the overall costs (investments, operation, risk). In order to make its utilization by planners easier, the computation system will be operated with interactive and graphic procedures made available by the use of graphic work stations. This report describes the main objectives and basic hypotheses assumed in the preparation of the computation system, as well as, the system`s general architecture.
Curceac, S.; Ternynck, C.; Ouarda, T.
2015-12-01
Over the past decades, a substantial amount of research has been conducted to model and forecast climatic variables. In this study, Nonparametric Functional Data Analysis (NPFDA) methods are applied to forecast air temperature and wind speed time series in Abu Dhabi, UAE. The dataset consists of hourly measurements recorded for a period of 29 years, 1982-2010. The novelty of the Functional Data Analysis approach is in expressing the data as curves. In the present work, the focus is on daily forecasting and the functional observations (curves) express the daily measurements of the above mentioned variables. We apply a non-linear regression model with a functional non-parametric kernel estimator. The computation of the estimator is performed using an asymmetrical quadratic kernel function for local weighting based on the bandwidth obtained by a cross validation procedure. The proximities between functional objects are calculated by families of semi-metrics based on derivatives and Functional Principal Component Analysis (FPCA). Additionally, functional conditional mode and functional conditional median estimators are applied and the advantages of combining their results are analysed. A different approach employs a SARIMA model selected according to the minimum Akaike (AIC) and Bayessian (BIC) Information Criteria and based on the residuals of the model. The performance of the models is assessed by calculating error indices such as the root mean square error (RMSE), relative RMSE, BIAS and relative BIAS. The results indicate that the NPFDA models provide more accurate forecasts than the SARIMA models. Key words: Nonparametric functional data analysis, SARIMA, time series forecast, air temperature, wind speed
A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality.
Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza
2016-09-01
Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents.
A Time Series Model for Assessing the Trend and Forecasting the Road Traffic Accident Mortality
Yousefzadeh-Chabok, Shahrokh; Ranjbar-Taklimie, Fatemeh; Malekpouri, Reza; Razzaghi, Alireza
2016-01-01
Background Road traffic accident (RTA) is one of the main causes of trauma and known as a growing public health concern worldwide, especially in developing countries. Assessing the trend of fatalities in the past years and forecasting it enables us to make the appropriate planning for prevention and control. Objectives This study aimed to assess the trend of RTAs and forecast it in the next years by using time series modeling. Materials and Methods In this historical analytical study, the RTA mortalities in Zanjan Province, Iran, were evaluated during 2007 - 2013. The time series analyses including Box-Jenkins models were used to assess the trend of accident fatalities in previous years and forecast it for the next 4 years. Results The mean age of the victims was 37.22 years (SD = 20.01). From a total of 2571 deaths, 77.5% (n = 1992) were males and 22.5% (n = 579) were females. The study models showed a descending trend of fatalities in the study years. The SARIMA (1, 1, 3) (0, 1, 0) 12 model was recognized as a best fit model in forecasting the trend of fatalities. Forecasting model also showed a descending trend of traffic accident mortalities in the next 4 years. Conclusions There was a decreasing trend in the study and the future years. It seems that implementation of some interventions in the recent decade has had a positive effect on the decline of RTA fatalities. Nevertheless, there is still a need to pay more attention in order to prevent the occurrence and the mortalities related to traffic accidents. PMID:27800467
Research on classified real-time flood forecasting framework based on K-means cluster and rough set.
Xu, Wei; Peng, Yong
2015-01-01
This research presents a new classified real-time flood forecasting framework. In this framework, historical floods are classified by a K-means cluster according to the spatial and temporal distribution of precipitation, the time variance of precipitation intensity and other hydrological factors. Based on the classified results, a rough set is used to extract the identification rules for real-time flood forecasting. Then, the parameters of different categories within the conceptual hydrological model are calibrated using a genetic algorithm. In real-time forecasting, the corresponding category of parameters is selected for flood forecasting according to the obtained flood information. This research tests the new classified framework on Guanyinge Reservoir and compares the framework with the traditional flood forecasting method. It finds that the performance of the new classified framework is significantly better in terms of accuracy. Furthermore, the framework can be considered in a catchment with fewer historical floods.
Time-Series Approaches for Forecasting the Number of Hospital Daily Discharged Inpatients.
Ting Zhu; Li Luo; Xinli Zhang; Yingkang Shi; Wenwu Shen
2017-03-01
For hospitals where decisions regarding acceptable rates of elective admissions are made in advance based on expected available bed capacity and emergency requests, accurate predictions of inpatient bed capacity are especially useful for capacity reservation purposes. As given, the remaining unoccupied beds at the end of each day, bed capacity of the next day can be obtained by examining the forecasts of the number of discharged patients during the next day. The features of fluctuations in daily discharges like trend, seasonal cycles, special-day effects, and autocorrelation complicate decision optimizing, while time-series models can capture these features well. This research compares three models: a model combining seasonal regression and ARIMA, a multiplicative seasonal ARIMA (MSARIMA) model, and a combinatorial model based on MSARIMA and weighted Markov Chain models in generating forecasts of daily discharges. The models are applied to three years of discharge data of an entire hospital. Several performance measures like the direction of the symmetry value, normalized mean squared error, and mean absolute percentage error are utilized to capture the under- and overprediction in model selection. The findings indicate that daily discharges can be forecast by using the proposed models. A number of important practical implications are discussed, such as the use of accurate forecasts in discharge planning, admission scheduling, and capacity reservation.
A hybrid procedure for MSW generation forecasting at multiple time scales in Xiamen City, China.
Xu, Lilai; Gao, Peiqing; Cui, Shenghui; Liu, Chun
2013-06-01
Accurate forecasting of municipal solid waste (MSW) generation is crucial and fundamental for the planning, operation and optimization of any MSW management system. Comprehensive information on waste generation for month-scale, medium-term and long-term time scales is especially needed, considering the necessity of MSW management upgrade facing many developing countries. Several existing models are available but of little use in forecasting MSW generation at multiple time scales. The goal of this study is to propose a hybrid model that combines the seasonal autoregressive integrated moving average (SARIMA) model and grey system theory to forecast MSW generation at multiple time scales without needing to consider other variables such as demographics and socioeconomic factors. To demonstrate its applicability, a case study of Xiamen City, China was performed. Results show that the model is robust enough to fit and forecast seasonal and annual dynamics of MSW generation at month-scale, medium- and long-term time scales with the desired accuracy. In the month-scale, MSW generation in Xiamen City will peak at 132.2 thousand tonnes in July 2015 - 1.5 times the volume in July 2010. In the medium term, annual MSW generation will increase to 1518.1 thousand tonnes by 2015 at an average growth rate of 10%. In the long term, a large volume of MSW will be output annually and will increase to 2486.3 thousand tonnes by 2020 - 2.5 times the value for 2010. The hybrid model proposed in this paper can enable decision makers to develop integrated policies and measures for waste management over the long term. Copyright © 2013 Elsevier Ltd. All rights reserved.
Dynamic backcalculation with different load-time histories
DEFF Research Database (Denmark)
Madsen, Stine Skov; Levenberg, Eyal
2017-01-01
This paper focused attention to the falling weight deflectometer (FWD) load-time history. For a commonly used device, it studied the pulse generation mechanism and the influence of different load histories on backcalculation results. In this connection, a semi-analytic impact theory was first...... for an experimental dataset that resulted from operating an FWD with different loading configurations. It was found that backcalculated parameters are sensitive to the FWD pulse features. Consequently, it is recommended that, whenever advanced pavement characterisation is sought, experimental attention should...
Directory of Open Access Journals (Sweden)
Wei Sun
2015-01-01
Full Text Available Electric power is a kind of unstorable energy concerning the national welfare and the people’s livelihood, the stability of which is attracting more and more attention. Because the short-term power load is always interfered by various external factors with the characteristics like high volatility and instability, a single model is not suitable for short-term load forecasting due to low accuracy. In order to solve this problem, this paper proposes a new model based on wavelet transform and the least squares support vector machine (LSSVM which is optimized by fruit fly algorithm (FOA for short-term load forecasting. Wavelet transform is used to remove error points and enhance the stability of the data. Fruit fly algorithm is applied to optimize the parameters of LSSVM, avoiding the randomness and inaccuracy to parameters setting. The result of implementation of short-term load forecasting demonstrates that the hybrid model can be used in the short-term forecasting of the power system.
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.
DEFF Research Database (Denmark)
Löwe, Roland; Mikkelsen, Peter Steen; Madsen, Henrik
2012-01-01
We present stochastic flow forecasts to be used in a real-time control setup for urban drainage systems. The forecasts are generated using greybox models with rain gauge and radar rainfall observations as input. Predictions are evaluated as intervals rather than just mean values. We obtain...
Future mission studies: Forecasting solar flux directly from its chaotic time series
Ashrafi, S.
1991-01-01
The mathematical structure of the programs written to construct a nonlinear predictive model to forecast solar flux directly from its time series without reference to any underlying solar physics is presented. This method and the programs are written so that one could apply the same technique to forecast other chaotic time series, such as geomagnetic data, attitude and orbit data, and even financial indexes and stock market data. Perhaps the most important application of this technique to flight dynamics is to model Goddard Trajectory Determination System (GTDS) output of residues between observed position of spacecraft and calculated position with no drag (drag flag = off). This would result in a new model of drag working directly from observed data.
A practical MGA-ARIMA model for forecasting real-time dynamic rain-induced attenuation
Gong, Shuhong; Gao, Yifeng; Shi, Houbao; Zhao, Ge
2013-05-01
novel and practical modified genetic algorithm (MGA)-autoregressive integrated moving average (ARIMA) model for forecasting real-time dynamic rain-induced attenuation has been established by combining genetic algorithm ideas with the ARIMA model. It is proved that due to the introduction of MGA into the ARIMA(1,1,7) model, the MGA-ARIMA model has the potential to be conveniently applied in every country or area by creating a parameter database used by the ARIMA(1,1,7) model. The parameter database is given in this paper based on attenuation data measured in Xi'an, China. The methods to create the parameter databases in other countries or areas are offered, too. Based on the experimental results, the MGA-ARIMA model has been proved practical for forecasting dynamic rain-induced attenuation in real time. The novel model given in this paper is significant for developing adaptive fade mitigation technologies at millimeter wave bands.
Real-Time Corrected Traffic Correlation Model for Traffic Flow Forecasting
Directory of Open Access Journals (Sweden)
Hua-pu Lu
2015-01-01
Full Text Available This paper focuses on the problems of short-term traffic flow forecasting. The main goal is to put forward traffic correlation model and real-time correction algorithm for traffic flow forecasting. Traffic correlation model is established based on the temporal-spatial-historical correlation characteristic of traffic big data. In order to simplify the traffic correlation model, this paper presents correction coefficients optimization algorithm. Considering multistate characteristic of traffic big data, a dynamic part is added to traffic correlation model. Real-time correction algorithm based on Fuzzy Neural Network is presented to overcome the nonlinear mapping problems. A case study based on a real-world road network in Beijing, China, is implemented to test the efficiency and applicability of the proposed modeling methods.
Hybrid machine learning technique for forecasting Dhaka stock market timing decisions.
Banik, Shipra; Khodadad Khan, A F M; Anwer, Mohammad
2014-01-01
Forecasting stock market has been a difficult job for applied researchers owing to nature of facts which is very noisy and time varying. However, this hypothesis has been featured by several empirical experiential studies and a number of researchers have efficiently applied machine learning techniques to forecast stock market. This paper studied stock prediction for the use of investors. It is always true that investors typically obtain loss because of uncertain investment purposes and unsighted assets. This paper proposes a rough set model, a neural network model, and a hybrid neural network and rough set model to find optimal buy and sell of a share on Dhaka stock exchange. Investigational findings demonstrate that our proposed hybrid model has higher precision than the single rough set model and the neural network model. We believe this paper findings will help stock investors to decide about optimal buy and/or sell time on Dhaka stock exchange.
Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network
Directory of Open Access Journals (Sweden)
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.
Li, Ji; Chen, Yangbo; Wang, Huanyu; Qin, Jianming; Li, Jie; Chiao, Sen
2017-03-01
Long lead time flood forecasting is very important for large watershed flood mitigation as it provides more time for flood warning and emergency responses. The latest numerical weather forecast model could provide 1-15-day quantitative precipitation forecasting products in grid format, and by coupling this product with a distributed hydrological model could produce long lead time watershed flood forecasting products. This paper studied the feasibility of coupling the Liuxihe model with the Weather Research and Forecasting quantitative precipitation forecast (WRF QPF) for large watershed flood forecasting in southern China. The QPF of WRF products has three lead times, including 24, 48 and 72 h, with the grid resolution being 20 km × 20 km. The Liuxihe model is set up with freely downloaded terrain property; the model parameters were previously optimized with rain gauge observed precipitation, and re-optimized with the WRF QPF. Results show that the WRF QPF has bias with the rain gauge precipitation, and a post-processing method is proposed to post-process the WRF QPF products, which improves the flood forecasting capability. With model parameter re-optimization, the model's performance improves also. This suggests that the model parameters be optimized with QPF, not the rain gauge precipitation. With the increasing of lead time, the accuracy of the WRF QPF decreases, as does the flood forecasting capability. Flood forecasting products produced by coupling the Liuxihe model with the WRF QPF provide a good reference for large watershed flood warning due to its long lead time and rational results.
Nonlinear techniques for forecasting solar activity directly from its time series
Ashrafi, S.; Roszman, L.; Cooley, J.
1993-01-01
This paper presents numerical techniques for constructing nonlinear predictive models to forecast solar flux directly from its time series. This approach makes it possible to extract dynamical in variants of our system without reference to any underlying solar physics. We consider the dynamical evolution of solar activity in a reconstructed phase space that captures the attractor (strange), give a procedure for constructing a predictor of future solar activity, and discuss extraction of dynamical invariants such as Lyapunov exponents and attractor dimension.
Real-time projections of cholera outbreaks through data assimilation and rainfall forecasting
Pasetto, Damiano; Finger, Flavio; Rinaldo, Andrea; Bertuzzo, Enrico
2017-10-01
Although treatment for cholera is well-known and cheap, outbreaks in epidemic regions still exact high death tolls mostly due to the unpreparedness of health care infrastructures to face unforeseen emergencies. In this context, mathematical models for the prediction of the evolution of an ongoing outbreak are of paramount importance. Here, we test a real-time forecasting framework that readily integrates new information as soon as available and periodically issues an updated forecast. The spread of cholera is modeled by a spatially-explicit scheme that accounts for the dynamics of susceptible, infected and recovered individuals hosted in different local communities connected through hydrologic and human mobility networks. The framework presents two major innovations for cholera modeling: the use of a data assimilation technique, specifically an ensemble Kalman filter, to update both state variables and parameters based on the observations, and the use of rainfall forecasts to force the model. The exercise of simulating the state of the system and the predictive capabilities of the novel tools, set at the initial phase of the 2010 Haitian cholera outbreak using only information that was available at that time, serves as a benchmark. Our results suggest that the assimilation procedure with the sequential update of the parameters outperforms calibration schemes based on Markov chain Monte Carlo. Moreover, in a forecasting mode the model usefully predicts the spatial incidence of cholera at least one month ahead. The performance decreases for longer time horizons yet allowing sufficient time to plan for deployment of medical supplies and staff, and to evaluate alternative strategies of emergency management.
Simple nuclear norm based algorithms for imputing missing data and forecasting in time series
Butcher, Holly Louise; Gillard, Jonathan William
2017-01-01
There has been much recent progress on the use of the nuclear norm for the so-called matrix completion problem (the problem of imputing missing values of a matrix). In this paper we investigate the use of the nuclear norm for modelling time series, with particular attention to imputing missing data and forecasting. We introduce a simple alternating projections type algorithm based on the nuclear norm for these tasks, and consider a number of practical examples.
BozorgMagham, Amir E.; Ross, Shane D.; Schmale, David G.
2013-09-01
The language of Lagrangian coherent structures (LCSs) provides a new means for studying transport and mixing of passive particles advected by an atmospheric flow field. Recent observations suggest that LCSs govern the large-scale atmospheric motion of airborne microorganisms, paving the way for more efficient models and management strategies for the spread of infectious diseases affecting plants, domestic animals, and humans. In addition, having reliable predictions of the timing of hyperbolic LCSs may contribute to improved aerobiological sampling of microorganisms with unmanned aerial vehicles and LCS-based early warning systems. Chaotic atmospheric dynamics lead to unavoidable forecasting errors in the wind velocity field, which compounds errors in LCS forecasting. In this study, we reveal the cumulative effects of errors of (short-term) wind field forecasts on the finite-time Lyapunov exponent (FTLE) fields and the associated LCSs when realistic forecast plans impose certain limits on the forecasting parameters. Objectives of this paper are to (a) quantify the accuracy of prediction of FTLE-LCS features and (b) determine the sensitivity of such predictions to forecasting parameters. Results indicate that forecasts of attracting LCSs exhibit less divergence from the archive-based LCSs than the repelling features. This result is important since attracting LCSs are the backbone of long-lived features in moving fluids. We also show under what circumstances one can trust the forecast results if one merely wants to know if an LCS passed over a region and does not need to precisely know the passage time.
Directory of Open Access Journals (Sweden)
Juan Pardo
2015-04-01
Full Text Available Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources.
Pardo, Juan; Zamora-Martínez, Francisco; Botella-Rocamora, Paloma
2015-01-01
Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning) systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN) algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN) to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP) algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources. PMID:25905698
Directory of Open Access Journals (Sweden)
Yi-qi Yan
2009-12-01
Full Text Available This study evaluated the application of the European flood forecasting operational real time system (EFFORTS to the Yellow River. An automatic data pre-processing program was developed to provide real-time hydrometeorological data. Various GIS layers were collected and developed to meet the demands of the distributed hydrological model in the EFFORTS. The model parameters were calibrated and validated based on more than ten years of historical hydrometeorological data from the study area. The San-Hua Basin (from the Sanmenxia Reservoir to the Huayuankou Hydrological Station, the most geographically important area of the Yellow River, was chosen as the study area. The analysis indicates that the EFFORTS enhances the work efficiency, extends the flood forecasting lead time, and attains an acceptable level of forecasting accuracy in the San-Hua Basin, with a mean deterministic coefficient at Huayuankou Station, the basin outlet, of 0.90 in calibration and 0.96 in validation. The analysis also shows that the simulation accuracy is better for the southern part than for the northern part of the San-Hua Basin. This implies that, along with the characteristics of the basin and the mechanisms of runoff generation of the hydrological model, the hydrometeorological data play an important role in simulation of hydrological behavior.
Pardo, Juan; Zamora-Martínez, Francisco; Botella-Rocamora, Paloma
2015-04-21
Time series forecasting is an important predictive methodology which can be applied to a wide range of problems. Particularly, forecasting the indoor temperature permits an improved utilization of the HVAC (Heating, Ventilating and Air Conditioning) systems in a home and thus a better energy efficiency. With such purpose the paper describes how to implement an Artificial Neural Network (ANN) algorithm in a low cost system-on-chip to develop an autonomous intelligent wireless sensor network. The present paper uses a Wireless Sensor Networks (WSN) to monitor and forecast the indoor temperature in a smart home, based on low resources and cost microcontroller technology as the 8051MCU. An on-line learning approach, based on Back-Propagation (BP) algorithm for ANNs, has been developed for real-time time series learning. It performs the model training with every new data that arrive to the system, without saving enormous quantities of data to create a historical database as usual, i.e., without previous knowledge. Consequently to validate the approach a simulation study through a Bayesian baseline model have been tested in order to compare with a database of a real application aiming to see the performance and accuracy. The core of the paper is a new algorithm, based on the BP one, which has been described in detail, and the challenge was how to implement a computational demanding algorithm in a simple architecture with very few hardware resources.
Enhancing Nursing Staffing Forecasting With Safety Stock Over Lead Time Modeling.
McNair, Douglas S
2015-01-01
In balancing competing priorities, it is essential that nursing staffing provide enough nurses to safely and effectively care for the patients. Mathematical models to predict optimal "safety stocks" have been routine in supply chain management for many years but have up to now not been applied in nursing workforce management. There are various aspects that exhibit similarities between the 2 disciplines, such as an evolving demand forecast according to acuity and the fact that provisioning "stock" to meet demand in a future period has nonzero variable lead time. Under assumptions about the forecasts (eg, the demand process is well fit as an autoregressive process) and about the labor supply process (≥1 shifts' lead time), we show that safety stock over lead time for such systems is effectively equivalent to the corresponding well-studied problem for systems with stationary demand bounds and base stock policies. Hence, we can apply existing models from supply chain analytics to find the optimal safety levels of nurse staffing. We use a case study with real data to demonstrate that there are significant benefits from the inclusion of the forecast process when determining the optimal safety stocks.
Big Data Mining of Energy Time Series for Behavioral Analytics and Energy Consumption Forecasting
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Shailendra Singh
2018-02-01
Full Text Available Responsible, efficient and environmentally aware energy consumption behavior is becoming a necessity for the reliable modern electricity grid. In this paper, we present an intelligent data mining model to analyze, forecast and visualize energy time series to uncover various temporal energy consumption patterns. These patterns define the appliance usage in terms of association with time such as hour of the day, period of the day, weekday, week, month and season of the year as well as appliance-appliance associations in a household, which are key factors to infer and analyze the impact of consumers’ energy consumption behavior and energy forecasting trend. This is challenging since it is not trivial to determine the multiple relationships among different appliances usage from concurrent streams of data. Also, it is difficult to derive accurate relationships between interval-based events where multiple appliance usages persist for some duration. To overcome these challenges, we propose unsupervised data clustering and frequent pattern mining analysis on energy time series, and Bayesian network prediction for energy usage forecasting. We perform extensive experiments using real-world context-rich smart meter datasets. The accuracy results of identifying appliance usage patterns using the proposed model outperformed Support Vector Machine (SVM and Multi-Layer Perceptron (MLP at each stage while attaining a combined accuracy of 81.82%, 85.90%, 89.58% for 25%, 50% and 75% of the training data size respectively. Moreover, we achieved energy consumption forecast accuracies of 81.89% for short-term (hourly and 75.88%, 79.23%, 74.74%, and 72.81% for the long-term; i.e., day, week, month, and season respectively.
Srivastava, Kuldeep; Pradhan, D.
2018-01-01
Two events of extremely heavy rainfall occurred over Rajasthan during 7-9 August 2016 and 19-21 August 2016. Due to these events, flooding occurred over east Rajasthan and affected the normal life of people. A low-pressure area lying over northwest Madhya Pradesh on 7 August 2016 moved north-westward and lay near east Rajasthan and adjoining northwest Madhya Pradesh on 8 and 9 August 2016. Under the influence of this low-pressure system, Chittorgarh district and adjoining areas of Rajasthan received extremely heavy rainfall of 23 cm till 0300 UTC of 8 August 2016 and 34 cm on 0300 UTC of 9 August 2016. A deep depression lying over extreme south Uttar Pradesh and adjoining northeast Madhya Pradesh on 19 August 2016 moved westward and gradually weakened into a depression on 20 August 2016. It further weakened into a low-pressure area and lay over east Rajasthan on 21 and 22 August 2016. Under the influence of this deep depression, Jhalawar received 31 cm and Baran received 25 cm on 19 August. On 20 August 2016, extremely heavy rainfall (EHR) occurred over Banswara (23.5 cm), Pratapgarh (23.2 cm) and Chittorgarh (22.7 cm) districts. In this paper, the performance of the National Centers for Environmental Prediction (NCEP) global forecast system (GFS) model for real-time forecast and warning of heavy to very heavy/EHR that occurred over Rajasthan during 7-9 August 2016 and 19-21 August 2016 has been examined. The NCEP GFS forecast rainfall (Day 1, Day 2 and Day 3) was compared with the corresponding observed gridded rainfall. Based on the predictions given by the NCEP GFS model for heavy rainfall and with their application in real-time rainfall forecast and warnings issued by the Regional Weather Forecasting Center in New Delhi, it is concluded that the model has predicted the wind pattern and EHR event associated with the low-pressure system very accurately on day 1 and day 2 forecasts and with small errors in intensity and space for day 3.
Doyle, Chris
2014-01-01
The Vancouver 2010 Winter Olympics were held from 12 to 28 February 2010, and the Paralympic events followed 2 weeks later. During the Games, the weather posed a grave threat to the viability of one venue and created significant complications for the event schedule at others. Forecasts of weather with lead times ranging from minutes to days helped organizers minimize disruptions to sporting events and helped ensure all medal events were successfully completed. Of comparable importance, however, were the scenarios and forecasts of probable weather for the winter in advance of the Games. Forecasts of mild conditions at the time of the Games helped the Games' organizers mitigate what would have been very serious potential consequences for at least one venue. Snowmaking was one strategy employed well in advance of the Games to prepare for the expected conditions. This short study will focus on how operational decisions were made by the Games' organizers on the basis of both climatological and snowmaking forecasts during the pre-Games winter. An attempt will be made to quantify, economically, the value of some of the snowmaking forecasts made for the Games' operators. The results obtained indicate that although the economic value of the snowmaking forecast was difficult to determine, the Games' organizers valued the forecast information greatly. This suggests that further development of probabilistic forecasts for applications like pre-Games snowmaking would be worthwhile.
Long forecast horizon to improve Real Time Control of urban drainage systems
DEFF Research Database (Denmark)
Courdent, Vianney Augustin Thomas; Vezzaro, Luca; Mikkelsen, Peter Steen
2014-01-01
Global Real Time Control (RTC) of urban drainage system is increasingly seen as cost-effective solution in order to respond to increasing performance demand (e.g. reduction of Combined Sewer Overflow, protection of sensitive areas as bathing water etc.). The Dynamic Overflow Risk Assessment (DORA......) strategy was developed to operate Urban Drainage Systems (UDS) in order to minimize the expected overflow risk by considering the water volume presently stored in the drainage network, the expected runoff volume based on a 2-hours radar forecast model and an estimated uncertainty of the runoff forecast....... However, such temporal horizon (1-2 hours) is relatively short when used for the operation of large storage facilities, which may require a few days to be emptied. This limits the performance of the optimization and control in reducing combined sewer overflow and in preparing for possible flooding. Based...
Using ensemble weather forecast in a risk based real time optimization of urban drainage systems
DEFF Research Database (Denmark)
Courdent, Vianney Augustin Thomas; Vezzaro, Luca; Mikkelsen, Peter Steen
2015-01-01
Global Real Time Control (RTC) of urban drainage system is increasingly seen as cost-effective solution in order to respond to increasing performance demand (e.g. reduction of Combined Sewer Overflow, protection of sensitive areas as bathing water etc.). The Dynamic Overflow Risk Assessment (DORA......) strategy was developed to operate Urban Drainage Systems (UDS) in order to minimize the expected overflow risk by considering the water volume presently stored in the drainage network, the expected runoff volume based on a 2-hours radar forecast model and an estimated uncertainty of the runoff forecast....... However, such temporal horizon (1-2 hours) is relatively short when used for the operation of large storage facilities, which may require a few days to be emptied. This limits the performance of the optimization and control in reducing combined sewer overflow and in preparing for possible flooding. Based...
Gastón, Martín; Fernández-Peruchena, Carlos; Körnich, Heiner; Landelius, Tomas
2017-06-01
The present work describes the first approach of a new procedure to forecast Direct Normal Irradiance (DNI): the #hashtdim that treats to combine ground information and Numerical Weather Predictions. The system is centered in generate predictions for the very short time. It combines the outputs from the Numerical Weather Prediction Model HARMONIE with an adaptive methodology based on Machine Learning. The DNI predictions are generated with 15-minute and hourly temporal resolutions and presents 3-hourly updates. Each update offers forecasts to the next 12 hours, the first nine hours are generated with 15-minute temporal resolution meanwhile the last three hours present hourly temporal resolution. The system is proved over a Spanish emplacement with BSRN operative station in south of Spain (PSA station). The #hashtdim has been implemented in the framework of the Direct Normal Irradiance Nowcasting methods for optimized operation of concentrating solar technologies (DNICast) project, under the European Union's Seventh Programme for research, technological development and demonstration framework.
Time series modeling and forecasting using memetic algorithms for regime-switching models.
Bergmeir, Christoph; Triguero, Isaac; Molina, Daniel; Aznarte, José Luis; Benitez, José Manuel
2012-11-01
In this brief, we present a novel model fitting procedure for the neuro-coefficient smooth transition autoregressive model (NCSTAR), as presented by Medeiros and Veiga. The model is endowed with a statistically founded iterative building procedure and can be interpreted in terms of fuzzy rule-based systems. The interpretability of the generated models and a mathematically sound building procedure are two very important properties of forecasting models. The model fitting procedure employed by the original NCSTAR is a combination of initial parameter estimation by a grid search procedure with a traditional local search algorithm. We propose a different fitting procedure, using a memetic algorithm, in order to obtain more accurate models. An empirical evaluation of the method is performed, applying it to various real-world time series originating from three forecasting competitions. The results indicate that we can significantly enhance the accuracy of the models, making them competitive to models commonly used in the field.
Forecast Method of Solar Irradiance with Just-In-Time Modeling
Suzuki, Takanobu; Goto, Yusuke; Terazono, Takahiro; Wakao, Shinji; Oozeki, Takashi
PV power output mainly depends on the solar irradiance which is affected by various meteorological factors. So, it is required to predict solar irradiance in the future for the efficient operation of PV systems. In this paper, we develop a novel approach for solar irradiance forecast, in which we introduce to combine the black-box model (JIT Modeling) with the physical model (GPV data). We investigate the predictive accuracy of solar irradiance over wide controlled-area of each electric power company by utilizing the measured data on the 44 observation points throughout Japan offered by JMA and the 64 points around Kanto by NEDO. Finally, we propose the application forecast method of solar irradiance to the point which is difficulty in compiling the database. And we consider the influence of different GPV default time on solar irradiance prediction.
Time Series Forecasting of the Number of Malaysia Airlines and AirAsia Passengers
Asrah, N. M.; Nor, M. E.; Rahim, S. N. A.; Leng, W. K.
2018-04-01
The standard practice in forecasting process involved by fitting a model and further analysis on the residuals. If we know the distributional behaviour of the time series data, it can help us to directly analyse the model identification, parameter estimation, and model checking. In this paper, we want to compare the distributional behaviour data from the number of Malaysia Airlines (MAS) and AirAsia passenger’s. From the previous research, the AirAsia passengers are govern by geometric Brownian motion (GBM). The data were normally distributed, stationary and independent. Then, GBM was used to forecast the number of AirAsia passenger’s. The same methods were applied to MAS data and the results then were compared. Unfortunately, the MAS data were not govern by GBM. Then, the standard approach in time series forecasting will be applied to MAS data. From this comparison, we can conclude that the number of AirAsia passengers are always in peak season rather than MAS passengers.
Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size
Directory of Open Access Journals (Sweden)
Zhihua Wang
2014-01-01
Full Text Available Reasonable prediction makes significant practical sense to stochastic and unstable time series analysis with small or limited sample size. Motivated by the rolling idea in grey theory and the practical relevance of very short-term forecasting or 1-step-ahead prediction, a novel autoregressive (AR prediction approach with rolling mechanism is proposed. In the modeling procedure, a new developed AR equation, which can be used to model nonstationary time series, is constructed in each prediction step. Meanwhile, the data window, for the next step ahead forecasting, rolls on by adding the most recent derived prediction result while deleting the first value of the former used sample data set. This rolling mechanism is an efficient technique for its advantages of improved forecasting accuracy, applicability in the case of limited and unstable data situations, and requirement of little computational effort. The general performance, influence of sample size, nonlinearity dynamic mechanism, and significance of the observed trends, as well as innovation variance, are illustrated and verified with Monte Carlo simulations. The proposed methodology is then applied to several practical data sets, including multiple building settlement sequences and two economic series.
Methods and tools to support real time risk-based flood forecasting - a UK pilot application
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Brown Emma
2016-01-01
Full Text Available Flood managers have traditionally used probabilistic models to assess potential flood risk for strategic planning and non-operational applications. Computational restrictions on data volumes and simulation times have meant that information on the risk of flooding has not been available for operational flood forecasting purposes. In practice, however, the operational flood manager has probabilistic questions to answer, which are not completely supported by the outputs of traditional, deterministic flood forecasting systems. In a collaborative approach, HR Wallingford and Deltares have developed methods, tools and techniques to extend existing flood forecasting systems with elements of strategic flood risk analysis, including probabilistic failure analysis, two dimensional flood spreading simulation and the analysis of flood impacts and consequences. This paper presents the results of the application of these new operational flood risk management tools to a pilot catchment in the UK. It discusses the problems of performing probabilistic flood risk assessment in real time and how these have been addressed in this study. It also describes the challenges of the communication of risk to operational flood managers and to the general public, and how these new methods and tools can provide risk-based supporting evidence to assist with this process.
Assimilation of Wave Imaging Radar Observations for Real-time Wave-by-Wave Forecasting
Energy Technology Data Exchange (ETDEWEB)
Simpson, Alexandra [Oregon State Univ., Corvallis, OR (United States); Haller, Merrick [Oregon State Univ., Corvallis, OR (United States). School of Civil & Construction Engineering; Walker, David [SRI International, Menlo Park, CA (United States); Lynett, Pat [Univ. of Southern California, Los Angeles, CA (United States)
2017-08-29
This project addressed Topic 3: “Wave Measurement Instrumentation for Feed Forward Controls” under the FOA number DE-FOA-0000971. The overall goal of the program was to develop a phase-resolving wave forecasting technique for application to the active control of Wave Energy Conversion (WEC) devices. We have developed an approach that couples a wave imaging marine radar with a phase-resolving linear wave model for real-time wave field reconstruction and forward propagation of the wave field in space and time. The scope of the project was to develop and assess the performance of this novel forecasting system. Specific project goals were as follows: Develop and verify a fast, GPU-based (Graphical Processing Unit) wave propagation model suitable for phase-resolved computation of nearshore wave transformation over variable bathymetry; Compare the accuracy and speed of performance of the wave model against a deep water model in their ability to predict wave field transformation in the intermediate water depths (50 to 70 m) typical of planned WEC sites; Develop and implement a variational assimilation algorithm that can ingest wave imaging radar observations and estimate the time-varying wave conditions offshore of the domain of interest such that the observed wave field is best reconstructed throughout the domain and then use this to produce model forecasts for a given WEC location; Collect wave-resolving marine radar data, along with relevant in situ wave data, at a suitable wave energy test site, apply the algorithm to the field data, assess performance, and identify any necessary improvements; and Develop a production cost estimate that addresses the affordability of the wave forecasting technology and include in the Final Report. The developed forecasting algorithm (“Wavecast”) was evaluated for both speed and accuracy against a substantial synthetic dataset. Early in the project, performance tests definitively demonstrated that the system was capable of
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.
A hybrid procedure for MSW generation forecasting at multiple time scales in Xiamen City, China
International Nuclear Information System (INIS)
Xu, Lilai; Gao, Peiqing; Cui, Shenghui; Liu, Chun
2013-01-01
Highlights: ► We propose a hybrid model that combines seasonal SARIMA model and grey system theory. ► The model is robust at multiple time scales with the anticipated accuracy. ► At month-scale, the SARIMA model shows good representation for monthly MSW generation. ► At medium-term time scale, grey relational analysis could yield the MSW generation. ► At long-term time scale, GM (1, 1) provides a basic scenario of MSW generation. - Abstract: Accurate forecasting of municipal solid waste (MSW) generation is crucial and fundamental for the planning, operation and optimization of any MSW management system. Comprehensive information on waste generation for month-scale, medium-term and long-term time scales is especially needed, considering the necessity of MSW management upgrade facing many developing countries. Several existing models are available but of little use in forecasting MSW generation at multiple time scales. The goal of this study is to propose a hybrid model that combines the seasonal autoregressive integrated moving average (SARIMA) model and grey system theory to forecast MSW generation at multiple time scales without needing to consider other variables such as demographics and socioeconomic factors. To demonstrate its applicability, a case study of Xiamen City, China was performed. Results show that the model is robust enough to fit and forecast seasonal and annual dynamics of MSW generation at month-scale, medium- and long-term time scales with the desired accuracy. In the month-scale, MSW generation in Xiamen City will peak at 132.2 thousand tonnes in July 2015 – 1.5 times the volume in July 2010. In the medium term, annual MSW generation will increase to 1518.1 thousand tonnes by 2015 at an average growth rate of 10%. In the long term, a large volume of MSW will be output annually and will increase to 2486.3 thousand tonnes by 2020 – 2.5 times the value for 2010. The hybrid model proposed in this paper can enable decision makers to
A hybrid procedure for MSW generation forecasting at multiple time scales in Xiamen City, China
Energy Technology Data Exchange (ETDEWEB)
Xu, Lilai, E-mail: llxu@iue.ac.cn [Key Lab of Urban Environment and Health, Institute of Urban Environment, Chinese Academy of Sciences, 1799 Jimei Road, Xiamen 361021 (China); Xiamen Key Lab of Urban Metabolism, Xiamen 361021 (China); Gao, Peiqing, E-mail: peiqing15@yahoo.com.cn [Xiamen City Appearance and Environmental Sanitation Management Office, 51 Hexiangxi Road, Xiamen 361004 (China); Cui, Shenghui, E-mail: shcui@iue.ac.cn [Key Lab of Urban Environment and Health, Institute of Urban Environment, Chinese Academy of Sciences, 1799 Jimei Road, Xiamen 361021 (China); Xiamen Key Lab of Urban Metabolism, Xiamen 361021 (China); Liu, Chun, E-mail: xmhwlc@yahoo.com.cn [Xiamen City Appearance and Environmental Sanitation Management Office, 51 Hexiangxi Road, Xiamen 361004 (China)
2013-06-15
Highlights: ► We propose a hybrid model that combines seasonal SARIMA model and grey system theory. ► The model is robust at multiple time scales with the anticipated accuracy. ► At month-scale, the SARIMA model shows good representation for monthly MSW generation. ► At medium-term time scale, grey relational analysis could yield the MSW generation. ► At long-term time scale, GM (1, 1) provides a basic scenario of MSW generation. - Abstract: Accurate forecasting of municipal solid waste (MSW) generation is crucial and fundamental for the planning, operation and optimization of any MSW management system. Comprehensive information on waste generation for month-scale, medium-term and long-term time scales is especially needed, considering the necessity of MSW management upgrade facing many developing countries. Several existing models are available but of little use in forecasting MSW generation at multiple time scales. The goal of this study is to propose a hybrid model that combines the seasonal autoregressive integrated moving average (SARIMA) model and grey system theory to forecast MSW generation at multiple time scales without needing to consider other variables such as demographics and socioeconomic factors. To demonstrate its applicability, a case study of Xiamen City, China was performed. Results show that the model is robust enough to fit and forecast seasonal and annual dynamics of MSW generation at month-scale, medium- and long-term time scales with the desired accuracy. In the month-scale, MSW generation in Xiamen City will peak at 132.2 thousand tonnes in July 2015 – 1.5 times the volume in July 2010. In the medium term, annual MSW generation will increase to 1518.1 thousand tonnes by 2015 at an average growth rate of 10%. In the long term, a large volume of MSW will be output annually and will increase to 2486.3 thousand tonnes by 2020 – 2.5 times the value for 2010. The hybrid model proposed in this paper can enable decision makers to
Synthetic river flow time series generator for dispatch and spot price forecast
International Nuclear Information System (INIS)
Flores, R.A.
2007-01-01
Decision-making in electricity markets is complicated by uncertainties in demand growth, power supplies and fuel prices. In Peru, where the electrical power system is highly dependent on water resources at dams and river flows, hydrological uncertainties play a primary role in planning, price and dispatch forecast. This paper proposed a signal processing method for generating new synthetic river flow time series as a support for planning and spot market price forecasting. River flow time series are natural phenomena representing a continuous-time domain process. As an alternative synthetic representation of the original river flow time series, this proposed signal processing method preserves correlations, basic statistics and seasonality. It takes into account deterministic, periodic and non periodic components such as those due to the El Nino Southern Oscillation phenomenon. The new synthetic time series has many correlations with the original river flow time series, rendering it suitable for possible replacement of the classical method of sorting historical river flow time series. As a dispatch and planning approach to spot pricing, the proposed method offers higher accuracy modeling by decomposing the signal into deterministic, periodic, non periodic and stochastic sub signals. 4 refs., 4 tabs., 13 figs
Dynamic modelling of heavy metals - time scales and target loads
Posch, M.; Vries, de W.
2009-01-01
Over the past decade steady-state methods have been developed to assess critical loads of metals avoiding long-term risks in view of food quality and eco-toxicological effects on organisms in soils and surface waters. However, dynamic models are needed to estimate the times involved in attaining a
A computationally efficient electricity price forecasting model for real time energy markets
International Nuclear Information System (INIS)
Feijoo, Felipe; Silva, Walter; Das, Tapas K.
2016-01-01
Highlights: • A fast hybrid forecast model for electricity prices. • Accurate forecast model that combines K-means and machine learning techniques. • Low computational effort by elimination of feature selection techniques. • New benchmark results by using market data for year 2012 and 2015. - Abstract: Increased significance of demand response and proliferation of distributed energy resources will continue to demand faster and more accurate models for forecasting locational marginal prices. This paper presents such a model (named K-SVR). While yielding prediction accuracy comparable with the best known models in the literature, K-SVR requires a significantly reduced computational time. The computational reduction is attained by eliminating the use of a feature selection process, which is commonly used by the existing models in the literature. K-SVR is a hybrid model that combines clustering algorithms, support vector machine, and support vector regression. K-SVR is tested using Pennsylvania–New Jersey–Maryland market data from the periods 2005–6, 2011–12, and 2014–15. Market data from 2006 has been used to measure performance of many of the existing models. Authors chose these models to compare performance and demonstrate strengths of K-SVR. Results obtained from K-SVR using the market data from 2012 and 2015 are new, and will serve as benchmark for future models.
Directory of Open Access Journals (Sweden)
Jia Ning
2017-11-01
Full Text Available The uncertainty of wind power results in wind power forecasting errors (WPFE which lead to difficulties in formulating dispatching strategies to maintain the power balance. Demand response (DR is a promising tool to balance power by alleviating the impact of WPFE. This paper offers a control method of combining DR and automatic generation control (AGC units to smooth the system’s imbalance, considering the real-time DR potential (DRP and security constraints. A schematic diagram is proposed from the perspective of a dispatching center that manages smart appliances including air conditioner (AC, water heater (WH, electric vehicle (EV loads, and AGC units to maximize the wind accommodation. The presented model schedules the AC, WH, and EV loads without compromising the consumers’ comfort preferences. Meanwhile, the ramp constraint of generators and power flow transmission constraint are considered to guarantee the safety and stability of the power system. To demonstrate the performance of the proposed approach, simulations are performed in an IEEE 24-node system. The results indicate that considerable benefits can be realized by coordinating the DR and AGC units to mitigate the WPFE impacts.
International Nuclear Information System (INIS)
Davis, T.
2004-01-01
The effect of weather on electricity markets was discussed with particular focus on reducing weather uncertainty by improving short term weather forecasts. The implications of weather for hydroelectric power dispatch and use were also discussed. Although some errors in weather forecasting can result in economic benefits, most errors are associated with more costs than benefits. This presentation described how a real options analysis can make weather a favorable option. Four case studies were presented for exploratory data analysis of regional weather phenomena. These included: (1) the 2001 California electricity crisis, (2) the delta breeze effects on the California ISO, (3) the summer 2002 weather forecast error for ISO New England, and (4) the hydro plant asset valuation using weather uncertainty. It was concluded that there is a need for more economic methodological studies on the effect of weather on energy markets and costs. It was suggested that the real options theory should be applied to weather planning and utility applications. tabs., figs
Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.
Ouyang, Yicun; Yin, Hujun
2018-05-01
Many real-world problems require modeling and forecasting of time series, such as weather temperature, electricity demand, stock prices and foreign exchange (FX) rates. Often, the tasks involve predicting over a long-term period, e.g. several weeks or months. Most existing time series models are inheritably for one-step prediction, that is, predicting one time point ahead. Multi-step or long-term prediction is difficult and challenging due to the lack of information and uncertainty or error accumulation. The main existing approaches, iterative and independent, either use one-step model recursively or treat the multi-step task as an independent model. They generally perform poorly in practical applications. In this paper, as an extension of the self-organizing mixture autoregressive (AR) model, the varied length mixture (VLM) models are proposed to model and forecast time series over multi-steps. The key idea is to preserve the dependencies between the time points within the prediction horizon. Training data are segmented to various lengths corresponding to various forecasting horizons, and the VLM models are trained in a self-organizing fashion on these segments to capture these dependencies in its component AR models of various predicting horizons. The VLM models form a probabilistic mixture of these varied length models. A combination of short and long VLM models and an ensemble of them are proposed to further enhance the prediction performance. The effectiveness of the proposed methods and their marked improvements over the existing methods are demonstrated through a number of experiments on synthetic data, real-world FX rates and weather temperatures.
International Nuclear Information System (INIS)
Jin, Cheng Hao; Pok, Gouchol; Lee, Yongmi; Park, Hyun-Woo; Kim, Kwang Deuk; Yun, Unil; Ryu, Keun Ho
2015-01-01
Highlights: • A novel pattern sequence-based direct time series forecasting method was proposed. • Due to the use of SOM’s topology preserving property, only SOM can be applied. • SCPSNSP only deals with the cluster patterns not each specific time series value. • SCPSNSP performs better than recently developed forecasting algorithms. - Abstract: In this paper, we propose a new day-ahead direct time series forecasting method for competitive electricity markets based on clustering and next symbol prediction. In the clustering step, pattern sequence and their topology relations are obtained from self organizing map time series clustering. In the next symbol prediction step, with each cluster label in the pattern sequence represented as a pair of its topologically identical coordinates, artificial neural network is used to predict the topological coordinates of next day by training the relationship between previous daily pattern sequence and its next day pattern. According to the obtained topology relations, the nearest nonzero hits pattern is assigned to next day so that the whole time series values can be directly forecasted from the assigned cluster pattern. The proposed method was evaluated on Spanish, Australian and New York electricity markets and compared with PSF and some of the most recently published forecasting methods. Experimental results show that the proposed method outperforms the best forecasting methods at least 3.64%
Directory of Open Access Journals (Sweden)
Adeshina Y. Alani
2017-10-01
Full Text Available Energy consumption in the form of fuel or electricity is ubiquitous globally. Among energy types, electricity is crucial to human life in terms of cooking, warming and cooling of shelters, powering of electronic devices as well as commercial and industrial operations. Users of electronic devices sometimes consume fluctuating amounts of electricity generated from smart-grid infrastructure owned by the government or private investors. However, frequent imbalance is noticed between the demand and supply of electricity, hence effective planning is required to facilitate its distribution among consumers. Such effective planning is stimulated by the need to predict future consumption within a short period. Although several interesting classical techniques have been used for such predictions, they still require improvement for the purpose of reducing significant predictive errors when used for short-term load forecasting. This research develops a near-zero cooperative probabilistic scenario analysis and decision tree (PSA-DT model to address the lacuna of enormous predictive error faced by the state-of-the-art models. The PSA-DT is based on a probabilistic technique in view of the uncertain nature of electricity consumption, complemented by a DT to reinforce the collaboration of the two techniques. Based on detailed experimental analytics on residential, commercial and industrial data loads, the PSA-DT model outperforms the state-of-the-art models in terms of accuracy to a near-zero error rate. This implies that its deployment for electricity demand planning will be of great benefit to various smart-grid operators and homes.
Kriging Methodology and Its Development in Forecasting Econometric Time Series
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Andrej Gajdoš
2017-03-01
Full Text Available One of the approaches for forecasting future values of a time series or unknown spatial data is kriging. The main objective of the paper is to introduce a general scheme of kriging in forecasting econometric time series using a family of linear regression time series models (shortly named as FDSLRM which apply regression not only to a trend but also to a random component of the observed time series. Simultaneously performing a Monte Carlo simulation study with a real electricity consumption dataset in the R computational langure and environment, we investigate the well-known problem of “negative” estimates of variance components when kriging predictions fail. Our following theoretical analysis, including also the modern apparatus of advanced multivariate statistics, gives us the formulation and proof of a general theorem about the explicit form of moments (up to sixth order for a Gaussian time series observation. This result provides a basis for further theoretical and computational research in the kriging methodology development.
Fundamental aspects of the Kalman filter with examples regarding load forecasting and acid rain
Energy Technology Data Exchange (ETDEWEB)
Molenaar, J.; Visser, H.
1989-02-01
Time-series analysis has become an important tool in research fields such as econometrics, medicine, environmental sciences etc. The Kalman filter is a powerful algorithm for estimation of a wide variety of time-series models. A detailed derivation of the Kalman filter formulae is presented in this contribution. It is also shown how a class of time-series models, the so-called structural models, can be estimated by the Kalman filter. Two examples related to electricity generation are described. 5 figs., 22 refs.
DEFF Research Database (Denmark)
Pinson, Pierre; Madsen, Henrik
2008-01-01
Better modelling and forecasting of very short-term power fluctuations at large offshore wind farms may significantly enhance control and management strategies of their power output. The paper introduces a new methodology for modelling and forecasting such very short-term fluctuations. The proposed...... consists in 1-step ahead forecasting exercise on time-series of wind generation with a time resolution of 10 minute. The quality of the introduced forecasting methodology and its interest for better understanding power fluctuations are finally discussed....... methodology is based on a Markov-switching autoregressive model with time-varying coefficients. An advantage of the method is that one can easily derive full predictive densities. The quality of this methodology is demonstrated from the test case of 2 large offshore wind farms in Denmark. The exercise...
Directory of Open Access Journals (Sweden)
Nishiura Hiroshi
2011-02-01
Full Text Available Abstract Background Real-time forecasting of epidemics, especially those based on a likelihood-based approach, is understudied. This study aimed to develop a simple method that can be used for the real-time epidemic forecasting. Methods A discrete time stochastic model, accounting for demographic stochasticity and conditional measurement, was developed and applied as a case study to the weekly incidence of pandemic influenza (H1N1-2009 in Japan. By imposing a branching process approximation and by assuming the linear growth of cases within each reporting interval, the epidemic curve is predicted using only two parameters. The uncertainty bounds of the forecasts are computed using chains of conditional offspring distributions. Results The quality of the forecasts made before the epidemic peak appears largely to depend on obtaining valid parameter estimates. The forecasts of both weekly incidence and final epidemic size greatly improved at and after the epidemic peak with all the observed data points falling within the uncertainty bounds. Conclusions Real-time forecasting using the discrete time stochastic model with its simple computation of the uncertainty bounds was successful. Because of the simplistic model structure, the proposed model has the potential to additionally account for various types of heterogeneity, time-dependent transmission dynamics and epidemiological details. The impact of such complexities on forecasting should be explored when the data become available as part of the disease surveillance.
Barbetta, Silvia; Coccia, Gabriele; Moramarco, Tommaso; Todini, Ezio
2015-04-01
The negative effects of severe flood events are usually contrasted through structural measures that, however, do not fully eliminate flood risk. Non-structural measures, such as real-time flood forecasting and warning, are also required. Accurate stage/discharge future predictions with appropriate forecast lead-time are sought by decision-makers for implementing strategies to mitigate the adverse effects of floods. Traditionally, flood forecasting has been approached by using rainfall-runoff and/or flood routing modelling. Indeed, both types of forecasts, cannot be considered perfectly representing future outcomes because of lacking of a complete knowledge of involved processes (Todini, 2004). Nonetheless, although aware that model forecasts are not perfectly representing future outcomes, decision makers are de facto implicitly assuming the forecast of water level/discharge/volume, etc. as "deterministic" and coinciding with what is going to occur. Recently the concept of Predictive Uncertainty (PU) was introduced in hydrology (Krzysztofowicz, 1999), and several uncertainty processors were developed (Todini, 2008). PU is defined as the probability of occurrence of the future realization of a predictand (water level/discharge/volume) conditional on: i) prior observations and knowledge, ii) the available information obtained on the future value, typically provided by one or more forecast models. Unfortunately, PU has been frequently interpreted as a measure of lack of accuracy rather than the appropriate tool allowing to take the most appropriate decisions, given a model or several models' forecasts. With the aim to shed light on the benefits for appropriately using PU, a multi-temporal approach based on the MCP approach (Todini, 2008; Coccia and Todini, 2011) is here applied to stage forecasts at sites along the Upper Tiber River. Specifically, the STAge Forecasting-Rating Curve Model Muskingum-based (STAFOM-RCM) (Barbetta et al., 2014) along with the Rating
Near real-time forecasting for cholera decision making in Haiti after Hurricane Matthew.
Pasetto, Damiano; Finger, Flavio; Camacho, Anton; Grandesso, Francesco; Cohuet, Sandra; Lemaitre, Joseph C; Azman, Andrew S; Luquero, Francisco J; Bertuzzo, Enrico; Rinaldo, Andrea
2018-05-01
Computational models of cholera transmission can provide objective insights into the course of an ongoing epidemic and aid decision making on allocation of health care resources. However, models are typically designed, calibrated and interpreted post-hoc. Here, we report the efforts of a team from academia, field research and humanitarian organizations to model in near real-time the Haitian cholera outbreak after Hurricane Matthew in October 2016, to assess risk and to quantitatively estimate the efficacy of a then ongoing vaccination campaign. A rainfall-driven, spatially-explicit meta-community model of cholera transmission was coupled to a data assimilation scheme for computing short-term projections of the epidemic in near real-time. The model was used to forecast cholera incidence for the months after the passage of the hurricane (October-December 2016) and to predict the impact of a planned oral cholera vaccination campaign. Our first projection, from October 29 to December 31, predicted the highest incidence in the departments of Grande Anse and Sud, accounting for about 45% of the total cases in Haiti. The projection included a second peak in cholera incidence in early December largely driven by heavy rainfall forecasts, confirming the urgency for rapid intervention. A second projection (from November 12 to December 31) used updated rainfall forecasts to estimate that 835 cases would be averted by vaccinations in Grande Anse (90% Prediction Interval [PI] 476-1284) and 995 in Sud (90% PI 508-2043). The experience gained by this modeling effort shows that state-of-the-art computational modeling and data-assimilation methods can produce informative near real-time projections of cholera incidence. Collaboration among modelers and field epidemiologists is indispensable to gain fast access to field data and to translate model results into operational recommendations for emergency management during an outbreak. Future efforts should thus draw together multi
Stochastic Simulation and Forecast of Hydrologic Time Series Based on Probabilistic Chaos Expansion
Li, Z.; Ghaith, M.
2017-12-01
Hydrological processes are characterized by many complex features, such as nonlinearity, dynamics and uncertainty. How to quantify and address such complexities and uncertainties has been a challenging task for water engineers and managers for decades. To support robust uncertainty analysis, an innovative approach for the stochastic simulation and forecast of hydrologic time series is developed is this study. Probabilistic Chaos Expansions (PCEs) are established through probabilistic collocation to tackle uncertainties associated with the parameters of traditional hydrological models. The uncertainties are quantified in model outputs as Hermite polynomials with regard to standard normal random variables. Sequentially, multivariate analysis techniques are used to analyze the complex nonlinear relationships between meteorological inputs (e.g., temperature, precipitation, evapotranspiration, etc.) and the coefficients of the Hermite polynomials. With the established relationships between model inputs and PCE coefficients, forecasts of hydrologic time series can be generated and the uncertainties in the future time series can be further tackled. The proposed approach is demonstrated using a case study in China and is compared to a traditional stochastic simulation technique, the Markov-Chain Monte-Carlo (MCMC) method. Results show that the proposed approach can serve as a reliable proxy to complicated hydrological models. It can provide probabilistic forecasting in a more computationally efficient manner, compared to the traditional MCMC method. This work provides technical support for addressing uncertainties associated with hydrological modeling and for enhancing the reliability of hydrological modeling results. Applications of the developed approach can be extended to many other complicated geophysical and environmental modeling systems to support the associated uncertainty quantification and risk analysis.
Li, Shuying; Zhuang, Jun; Shen, Shifei
2017-07-01
In recent years, various types of terrorist attacks occurred, causing worldwide catastrophes. According to the Global Terrorism Database (GTD), among all attack tactics, bombing attacks happened most frequently, followed by armed assaults. In this article, a model for analyzing and forecasting the conditional probability of bombing attacks (CPBAs) based on time-series methods is developed. In addition, intervention analysis is used to analyze the sudden increase in the time-series process. The results show that the CPBA increased dramatically at the end of 2011. During that time, the CPBA increased by 16.0% in a two-month period to reach the peak value, but still stays 9.0% greater than the predicted level after the temporary effect gradually decays. By contrast, no significant fluctuation can be found in the conditional probability process of armed assault. It can be inferred that some social unrest, such as America's troop withdrawal from Afghanistan and Iraq, could have led to the increase of the CPBA in Afghanistan, Iraq, and Pakistan. The integrated time-series and intervention model is used to forecast the monthly CPBA in 2014 and through 2064. The average relative error compared with the real data in 2014 is 3.5%. The model is also applied to the total number of attacks recorded by the GTD between 2004 and 2014. © 2016 Society for Risk Analysis.
Road safety forecasts in five European countries using structural time series models.
Antoniou, Constantinos; Papadimitriou, Eleonora; Yannis, George
2014-01-01
Modeling road safety development is a complex task and needs to consider both the quantifiable impact of specific parameters as well as the underlying trends that cannot always be measured or observed. The objective of this research is to apply structural time series models for obtaining reliable medium- to long-term forecasts of road traffic fatality risk using data from 5 countries with different characteristics from all over Europe (Cyprus, Greece, Hungary, Norway, and Switzerland). Two structural time series models are considered: (1) the local linear trend model and the (2) latent risk time series model. Furthermore, a structured decision tree for the selection of the applicable model for each situation (developed within the Road Safety Data, Collection, Transfer and Analysis [DaCoTA] research project, cofunded by the European Commission) is outlined. First, the fatality and exposure data that are used for the development of the models are presented and explored. Then, the modeling process is presented, including the model selection process, introduction of intervention variables, and development of mobility scenarios. The forecasts using the developed models appear to be realistic and within acceptable confidence intervals. The proposed methodology is proved to be very efficient for handling different cases of data availability and quality, providing an appropriate alternative from the family of structural time series models in each country. A concluding section providing perspectives and directions for future research is presented.
Klevtsov, S. I.
2018-05-01
The impact of physical factors, such as temperature and others, leads to a change in the parameters of the technical object. Monitoring the change of parameters is necessary to prevent a dangerous situation. The control is carried out in real time. To predict the change in the parameter, a time series is used in this paper. Forecasting allows one to determine the possibility of a dangerous change in a parameter before the moment when this change occurs. The control system in this case has more time to prevent a dangerous situation. A simple time series was chosen. In this case, the algorithm is simple. The algorithm is executed in the microprocessor module in the background. The efficiency of using the time series is affected by its characteristics, which must be adjusted. In the work, the influence of these characteristics on the error of prediction of the controlled parameter was studied. This takes into account the behavior of the parameter. The values of the forecast lag are determined. The results of the research, in the case of their use, will improve the efficiency of monitoring the technical object during its operation.
FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting.
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.
Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach
DEFF Research Database (Denmark)
Boldrini, Lorenzo
In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...
DYNAMIC TIME HISTORY ANALYSIS OF BLAST RESISTANT DOOR USING BLAST LOAD MODELED AS IMPACT LOAD
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Y. A. Pranata
2012-06-01
Full Text Available A blast resistant single door was designed to withstand a 0.91 bar blast pressure and 44 ms blast duration. The analysis was done using Dynamic Time History Analysis using Blast Load modeled as Impact Load for given duration. The material properties used have been modified to accommodate dynamic effects. The analysis was done using dynamic finite element method (fem for time of the blast duration, and the maximum/minimum internal forces and displacement were taken from the time history output, in order to know the behavior under blast load and estimate the safety margin of the door. Results obtained from this research indicated that the maximum z-displacement is 1.709 mm, while in the term of serviceability, the permitted is 25 mm. The maximum reaction force is 73,960 N, while the maximum anchor capacity is 82,069 N. On blast condition, the maximum frame stress is 71.71 MPa, the maximum hinge shear stress is 45.28 MPa. While on rebound condition, the maximum frame stress is 172.11 MPa, the maximum hinge shear stress is 29.46 MPa. The maximum door edge rotation is 0.44 degree, which is not exceed the permitted boundary (1.2 degree. Keywords: Dynamic time history, blast resistant door, single door, finite element method.
Vlasenko, A. V.; Sizonenko, A. B.; Zhdanov, A. A.
2018-05-01
Discrete time series or mappings are proposed for describing the dynamics of a nonlinear system. The article considers the problems of forecasting the dynamics of the system from the time series generated by it. In particular, the commercial rate of drilling oil and gas wells can be considered as a series where each next value depends on the previous one. The main parameter here is the technical drilling speed. With the aim of eliminating the measurement error and presenting the commercial speed of the object to the current with a good accuracy, future or any of the elapsed time points, the use of the Kalman filter is suggested. For the transition from a deterministic model to a probabilistic one, the use of ensemble modeling is suggested. Ensemble systems can provide a wide range of visual output, which helps the user to evaluate the measure of confidence in the model. In particular, the availability of information on the estimated calendar duration of the construction of oil and gas wells will allow drilling companies to optimize production planning by rationalizing the approach to loading drilling rigs, which ultimately leads to maximization of profit and an increase of their competitiveness.
Use of flood propagation models in real time hydrologic forecast: experiences at Segura River
International Nuclear Information System (INIS)
Valverde, Angel Luis Aldana; Beato, Ana Martinez Perez
2004-01-01
In this paper a case study related to flood propagation forecast in the Segura River in Spain is presented along with the application that was developed for that purpose. Simulation and forecast models ease the work carry out by the watershed organism personnel and may be essential to understand the complexity of some of the propagation phenomena that take place at specific locations such as the study area, a man-made channel at the downstream end of the Segura River (from Contraparada to Guardamar), including the tributaries along the stream. Three different models were used in the previous studies: a steady state numerical model (Hec-Ras), a physical model and two unsteady state numerical models (ISIS and HMS). Also, historical time series were analyzed and some topography works were carried out along the stream. PROC Segura model was conceived for real time flood propagation forecast in the mentioned area using the data collected by the SAIH. A simplified model was developed based on the following methods: Muskingum, Muskingum-Cunge and Modified Puls. To overcome some of these models limitations, such as the one to one discharge-water surface relationships and the impossibility of reproducing downstream backwater, doubled input rating curves were used to estimate the discharge at some of the gauging stations located at the tributaries, i.e. Merancho and Rambia del Derramador, which may be affected by the water level in the Segura River. The advantages of using these simplified models versus a dynamic wave model were studied and reported as well. In general, it can be stated that when several solutions are provided to solve the same problem, the simplest solution is usually the best one.(Author)
Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.
Kumar, Varun; Mangal, Abha; Panesar, Sanjeet; Yadav, Geeta; Talwar, Richa; Raut, Deepak; Singh, Saudan
2014-01-01
Background. Malaria still remains a public health problem in developing countries and changing environmental and climatic factors pose the biggest challenge in fighting against the scourge of malaria. Therefore, the study was designed to forecast malaria cases using climatic factors as predictors in Delhi, India. Methods. The total number of monthly cases of malaria slide positives occurring from January 2006 to December 2013 was taken from the register maintained at the malaria clinic at Rural Health Training Centre (RHTC), Najafgarh, Delhi. Climatic data of monthly mean rainfall, relative humidity, and mean maximum temperature were taken from Regional Meteorological Centre, Delhi. Expert modeler of SPSS ver. 21 was used for analyzing the time series data. Results. Autoregressive integrated moving average, ARIMA (0,1,1) (0,1,0)(12), was the best fit model and it could explain 72.5% variability in the time series data. Rainfall (P value = 0.004) and relative humidity (P value = 0.001) were found to be significant predictors for malaria transmission in the study area. Seasonal adjusted factor (SAF) for malaria cases shows peak during the months of August and September. Conclusion. ARIMA models of time series analysis is a simple and reliable tool for producing reliable forecasts for malaria in Delhi, India.
Forecasting Rubber Production Using Intelligent Time Series Analysis to Support Decision Makers
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...
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Amir Hakimhashemi
2010-11-01
Full Text Available We apply here a forecasting model to the Italian region for the spatio-temporal distribution of seismicity based on a smoothing Kernel function, Coulomb stress variations, and a rate-and-state friction law. We tested the feasibility of this approach, and analyzed the importance of introducing time-dependency in forecasting future events. The change in seismicity rate as a function of time was estimated by calculating the Coulomb stress change imparted by large earthquakes. We applied our approach to the region of Italy, and used all of the cataloged earthquakes that occurred up to 2006 to generate the reference seismicity rate. For calculation of the time-dependent seismicity rate changes, we estimated the rate-and-state stress transfer imparted by all of the ML≥4.0 earthquakes that occurred during 2007 and 2008. To validate the results, we first compared the reference seismicity rate with the distribution of ML≥1.8 earthquakes since 2007, using both a non-declustered and a declustered catalog. A positive correlation was found, and all of the forecast earthquakes had locations within 82% and 87% of the study area with the highest seismicity rate, respectively. Furthermore, 95% of the forecast earthquakes had locations within 27% and 47% of the study area with the highest seismicity rate, respectively. For the time-dependent seismicity rate changes, the number of events with locations in the regions with a seismicity rate increase was 11% more than in the regions with a seismicity rate decrease.
Noise Reduction of Ocean-Bottom Pressure Data Toward Real-Time Tsunami Forecasting
Tsushima, H.; Hino, R.
2008-12-01
We discuss a method of noise reduction of ocean-bottom pressure data to be fed into the near-field tsunami forecasting scheme proposed by Tsushima et al. [2008a]. In their scheme, the pressure data is processed in real time as follows: (1) removing ocean tide components by subtracting the sea-level variation computed from a theoretical tide model, (2) applying low-pass digital filter to remove high-frequency fluctuation due to seismic waves, and (3) removing DC-offset and linear-trend component to determine a baseline of relative sea level. However, it turns out this simple method is not always successful in extracting tsunami waveforms from the data, when the observed amplitude is ~1cm. For disaster mitigation, accurate forecasting of small tsunamis is important as well as large tsunamis. Since small tsunami events occur frequently, successful tsunami forecasting of those events are critical to obtain public reliance upon tsunami warnings. As a test case, we applied the data-processing described above to the bottom pressure records containing tsunami with amplitude less than 1 cm which was generated by the 2003 Off-Fukushima earthquake occurring in the Japan Trench subduction zone. The observed pressure variation due to the ocean tide is well explained by the calculated tide signals from NAO99Jb model [Matsumoto et al., 2000]. However, the tide components estimated by BAYTAP-G [Tamura et al., 1991] from the pressure data is more appropriate for predicting and removing the ocean tide signals. In the pressure data after removing the tide variations, there remain pressure fluctuations with frequencies ranging from about 0.1 to 1 mHz and with amplitudes around ~10 cm. These fluctuations distort the estimation of zero-level and linear trend to define relative sea-level variation, which is treated as tsunami waveform in the subsequent analysis. Since the linear trend is estimated from the data prior to the origin time of the earthquake, an artificial linear trend is
Time series modelling to forecast prehospital EMS demand for diabetic emergencies.
Villani, Melanie; Earnest, Arul; Nanayakkara, Natalie; Smith, Karen; de Courten, Barbora; Zoungas, Sophia
2017-05-05
Acute diabetic emergencies are often managed by prehospital Emergency Medical Services (EMS). The projected growth in prevalence of diabetes is likely to result in rising demand for prehospital EMS that are already under pressure. The aims of this study were to model the temporal trends and provide forecasts of prehospital attendances for diabetic emergencies. A time series analysis on monthly cases of hypoglycemia and hyperglycemia was conducted using data from the Ambulance Victoria (AV) electronic database between 2009 and 2015. Using the seasonal autoregressive integrated moving average (SARIMA) modelling process, different models were evaluated. The most parsimonious model with the highest accuracy was selected. Forty-one thousand four hundred fifty-four prehospital diabetic emergencies were attended over a seven-year period with an increase in the annual median monthly caseload between 2009 (484.5) and 2015 (549.5). Hypoglycemia (70%) and people with type 1 diabetes (48%) accounted for most attendances. The SARIMA (0,1,0,12) model provided the best fit, with a MAPE of 4.2% and predicts a monthly caseload of approximately 740 by the end of 2017. Prehospital EMS demand for diabetic emergencies is increasing. SARIMA time series models are a valuable tool to allow forecasting of future caseload with high accuracy and predict increasing cases of prehospital diabetic emergencies into the future. The model generated by this study may be used by service providers to allow appropriate planning and resource allocation of EMS for diabetic emergencies.
International Nuclear Information System (INIS)
Voyant, Cyril; Notton, Gilles; Darras, Christophe; Fouilloy, Alexis; Motte, Fabrice
2017-01-01
As global solar radiation forecasting is a very important challenge, several methods are devoted to this goal with different levels of accuracy and confidence. In this study we propose to better understand how the uncertainty is propagated in the context of global radiation time series forecasting using machine learning. Indeed we propose to decompose the error considering four kinds of uncertainties: the error due to the measurement, the variability of time series, the machine learning uncertainty and the error related to the horizon. All these components of the error allow to determinate a global uncertainty generating prediction bands related to the prediction efficiency. We also have defined a reliability index which could be very interesting for the grid manager in order to estimate the validity of predictions. We have experimented this method on a multilayer perceptron which is a popular machine learning technique. We have shown that the global error and its components are essential to quantify in order to estimate the reliability of the model outputs. The described method has been successfully applied to four meteorological stations in Mediterranean area. - Highlights: • Solar irradiation predictions require confidence bands. • There are a lot of kinds of uncertainties to take into account in order to propose prediction bands. • the ranking of different kinds of uncertainties is essential to propose an operational tool for the grid managers.
Data-driven strategies for robust forecast of continuous glucose monitoring time-series.
Fiorini, Samuele; Martini, Chiara; Malpassi, Davide; Cordera, Renzo; Maggi, Davide; Verri, Alessandro; Barla, Annalisa
2017-07-01
Over the past decade, continuous glucose monitoring (CGM) has proven to be a very resourceful tool for diabetes management. To date, CGM devices are employed for both retrospective and online applications. Their use allows to better describe the patients' pathology as well as to achieve a better control of patients' level of glycemia. The analysis of CGM sensor data makes possible to observe a wide range of metrics, such as the glycemic variability during the day or the amount of time spent below or above certain glycemic thresholds. However, due to the high variability of the glycemic signals among sensors and individuals, CGM data analysis is a non-trivial task. Standard signal filtering solutions fall short when an appropriate model personalization is not applied. State-of-the-art data-driven strategies for online CGM forecasting rely upon the use of recursive filters. Each time a new sample is collected, such models need to adjust their parameters in order to predict the next glycemic level. In this paper we aim at demonstrating that the problem of online CGM forecasting can be successfully tackled by personalized machine learning models, that do not need to recursively update their parameters.
Ocean observing systems support operational forecasts for the timing of Maine's lobster fishery
Mills, K.; Hernandez, C.; Pershing, A. J.
2016-02-01
American lobster supports one of the most valuable fisheries in the United States, with a landed value in 2013 exceeding $460M. Although US lobstermen are free to fish throughout the year, the New England climate, lobster biology and fleet dynamics lead to a strong annual cycle with catch rates rising rapidly in early summer and landings peaking in late summer. When this annual cycle is disrupted, it can impact the supply and ultimately the price of lobsters. During the record warm conditions in 2012, the rise in catch rates occurred three weeks ahead of normal. Combined with higher than normal landings from the spring Canadian fishery, the early and high volume landings in 2012 led to a collapse in price that severely stressed the U. S. fishery, especially in Maine where over 85% of the landings occur. Based on this experience, we have been developing seasonal forecasts of the phenology of Maine lobster landings. Using temperatures at 50m from four NERACOOS buoys in the Gulf of Maine, we can reliably forecast the date when the Maine lobster fishery will `turn on' for the year, with prediction accuracy peaking in April. The high-landings period normally starts in July, and the 2-3 month lead-time provides some advance warning to dealers and processors of when their capacity needs to be ready and to fishermen of potential supply chain and market impacts such as we observed in 2012. We are currently working towards finer-scale regional forecasts along the Maine coast that may include other features that will provide information to help the lobster industry adapt to the rapid changes that are underway in the Gulf of Maine.
Empirical forecast of the quiet time Ionosphere over Europe: a comparative model investigation
Badeke, R.; Borries, C.; Hoque, M. M.; Minkwitz, D.
2016-12-01
The purpose of this work is to find the best empirical model for a reliable 24 hour forecast of the ionospheric Total Electron Content (TEC) over Europe under geomagnetically quiet conditions. It will be used as an improved reference for the description of storm-induced perturbations in the ionosphere. The observational TEC-data were obtained from the International GNSS Service (IGS). Four different forecast model approaches were validated with observational IGS TEC-data: a 27 day median model (27d), a Fourier Analysis (FA) approach, the Neustrelitz TEC global model (NTCM-GL) and NeQuick 2. Two years were investigated depending on the solar activity: 2015 (high activity) and 2008 (low avtivity) The time periods of magnetic storms, which were identified with the Dst index, were excluded from the validation. For both years the two models 27d and FA show better results than NTCM-GL and NeQuick 2. For example for the year 2015 and 15° E / 50° N the difference between the IGS data and the predicted 27d model shows a mean value of 0.413 TEC units (TECU), a standard deviation of 3.307 TECU and a correlation coefficient of 0.921, while NTCM-GL and NeQuick 2 have mean differences of around 2-3 TECU, standard deviations of 4.5-5 TECU and correlation coefficients below 0.85. Since 27d and FA predictions strongly depend on observational data, the results confirm that data driven forecasts perform better than the climatological models NTCM-GL and NeQuick 2. However, the benefits of NTCM-GL and NeQuick 2 are actually the lower data dependency, i.e. they do not lack on precision when observational IGS TEC data are unavailable. Hence a combination of the different models is recommended reacting accordingly to the different data availabilities.
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Yolcu Ufuk
2016-06-01
Full Text Available Fuzzy time series methods based on the fuzzy set theory proposed by Zadeh (1965 was first introduced by Song and Chissom (1993. Since fuzzy time series methods do not have the assumptions that traditional time series do and have effective forecasting performance, the interest on fuzzy time series approaches is increasing rapidly. Fuzzy time series methods have been used in almost all areas, such as environmental science, economy and finance. The concepts of labour force participation and unemployment have great importance in terms of both the economy and sociology of countries. For this reason there are many studies on their forecasting. In this study, we aim to forecast the labour force participation and unemployment rate in Poland and Turkey using different fuzzy time series methods.
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.
Statistical models and time series forecasting of sulfur dioxide: a case study Tehran.
Hassanzadeh, S; Hosseinibalam, F; Alizadeh, R
2009-08-01
This study performed a time-series analysis, frequency distribution and prediction of SO(2) levels for five stations (Pardisan, Vila, Azadi, Gholhak and Bahman) in Tehran for the period of 2000-2005. Most sites show a quite similar characteristic with highest pollution in autumn-winter time and least pollution in spring-summer. The frequency distributions show higher peaks at two residential sites. The potential for SO(2) problems is high because of high emissions and the close geographical proximity of the major industrial and urban centers. The ACF and PACF are nonzero for several lags, indicating a mixed (ARMA) model, then at Bahman station an ARMA model was used for forecasting SO(2). The partial autocorrelations become close to 0 after about 5 lags while the autocorrelations remain strong through all the lags shown. The results proved that ARMA (2,2) model can provides reliable, satisfactory predictions for time series.
Life time evaluation of spectrum loaded machine parts
Energy Technology Data Exchange (ETDEWEB)
Rabb, R. [Waertsilae NSD Corporation, Vaasa (Finland)
1998-12-31
In a medium speed diesel engine there are some important components, such as the cylinder head, the piston and the cylinder liner, which are subjected to a specific load spectrum consisting of mainly two distinct parts. One is the low cycle part which is due to the temperature field that builds up after that the engine has been started. This low cycle part causes a big stress amplitude but consists of only a couple of thousand cycles during the engine life time. The other part of the load spectrum is the high cycle part due to the firing pressure. The high cycle part has a smaller amplitude but consists of billions of cycles during the engine life time. The cylinder head and the cylinder liner are made of cast iron. In this investigation the true extension into the high cycle domain of the S-N curve for grey cast iron grade 300/ISO 185 was established through fatigue tests with a load spectrum resembling the existing one. This testing resulted in much new and improved knowledge about the fatigue properties of grey cast iron and it was even possible to generalize the outcome of the spectrum fatigue tests into a simple design curve. (orig.) 11 refs.
Wang, Jun; Zhou, Bi-hua; Zhou, Shu-dao; Sheng, Zheng
2015-01-01
The paper proposes a novel function expression method to forecast chaotic time series, using an improved genetic-simulated annealing (IGSA) algorithm to establish the optimum function expression that describes the behavior of time series. In order to deal with the weakness associated with the genetic algorithm, the proposed algorithm incorporates the simulated annealing operation which has the strong local search ability into the genetic algorithm to enhance the performance of optimization; besides, the fitness function and genetic operators are also improved. Finally, the method is applied to the chaotic time series of Quadratic and Rossler maps for validation. The effect of noise in the chaotic time series is also studied numerically. The numerical results verify that the method can forecast chaotic time series with high precision and effectiveness, and the forecasting precision with certain noise is also satisfactory. It can be concluded that the IGSA algorithm is energy-efficient and superior.
Morrison, Kathryn T; Shaddick, Gavin; Henderson, Sarah B; Buckeridge, David L
2016-08-15
This paper outlines a latent process model for forecasting multiple health outcomes arising from a common environmental exposure. Traditionally, surveillance models in environmental health do not link health outcome measures, such as morbidity or mortality counts, to measures of exposure, such as air pollution. Moreover, different measures of health outcomes are treated as independent, while it is known that they are correlated with one another over time as they arise in part from a common underlying exposure. We propose modelling an environmental exposure as a latent process, and we describe the implementation of such a model within a hierarchical Bayesian framework and its efficient computation using integrated nested Laplace approximations. Through a simulation study, we compare distinct univariate models for each health outcome with a bivariate approach. The bivariate model outperforms the univariate models in bias and coverage of parameter estimation, in forecast accuracy and in computational efficiency. The methods are illustrated with a case study using healthcare utilization and air pollution data from British Columbia, Canada, 2003-2011, where seasonal wildfires produce high levels of air pollution, significantly impacting population health. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
A new accuracy measure based on bounded relative error for time series forecasting.
Chen, Chao; Twycross, Jamie; Garibaldi, Jonathan M
2017-01-01
Many accuracy measures have been proposed in the past for time series forecasting comparisons. However, many of these measures suffer from one or more issues such as poor resistance to outliers and scale dependence. In this paper, while summarising commonly used accuracy measures, a special review is made on the symmetric mean absolute percentage error. Moreover, a new accuracy measure called the Unscaled Mean Bounded Relative Absolute Error (UMBRAE), which combines the best features of various alternative measures, is proposed to address the common issues of existing measures. A comparative evaluation on the proposed and related measures has been made with both synthetic and real-world data. The results indicate that the proposed measure, with user selectable benchmark, performs as well as or better than other measures on selected criteria. Though it has been commonly accepted that there is no single best accuracy measure, we suggest that UMBRAE could be a good choice to evaluate forecasting methods, especially for cases where measures based on geometric mean of relative errors, such as the geometric mean relative absolute error, are preferred.
Wang, Wen-Chuan; Chau, Kwok-Wing; Cheng, Chun-Tian; Qiu, Lin
2009-08-01
SummaryDeveloping a hydrological forecasting model based on past records is crucial to effective hydropower reservoir management and scheduling. Traditionally, time series analysis and modeling is used for building mathematical models to generate hydrologic records in hydrology and water resources. Artificial intelligence (AI), as a branch of computer science, is capable of analyzing long-series and large-scale hydrological data. In recent years, it is one of front issues to apply AI technology to the hydrological forecasting modeling. In this paper, autoregressive moving-average (ARMA) models, artificial neural networks (ANNs) approaches, adaptive neural-based fuzzy inference system (ANFIS) techniques, genetic programming (GP) models and support vector machine (SVM) method are examined using the long-term observations of monthly river flow discharges. The four quantitative standard statistical performance evaluation measures, the coefficient of correlation ( R), Nash-Sutcliffe efficiency coefficient ( E), root mean squared error (RMSE), mean absolute percentage error (MAPE), are employed to evaluate the performances of various models developed. Two case study river sites are also provided to illustrate their respective performances. The results indicate that the best performance can be obtained by ANFIS, GP and SVM, in terms of different evaluation criteria during the training and validation phases.
Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng
2017-07-01
Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.
Applying Markov Chains for NDVI Time Series Forecasting of Latvian Regions
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Stepchenko Arthur
2015-12-01
Full Text Available Time series of earth observation based estimates of vegetation inform about variations in vegetation at the scale of Latvia. A vegetation index is an indicator that describes the amount of chlorophyll (the green mass and shows the relative density and health of vegetation. NDVI index is an important variable for vegetation forecasting and management of various problems, such as climate change monitoring, energy usage monitoring, managing the consumption of natural resources, agricultural productivity monitoring, drought monitoring and forest fire detection. In this paper, we make a one-step-ahead prediction of 7-daily time series of NDVI index using Markov chains. The choice of a Markov chain is due to the fact that a Markov chain is a sequence of random variables where each variable is located in some state. And a Markov chain contains probabilities of moving from one state to other.
Forecasting surface water flooding hazard and impact in real-time
Cole, Steven J.; Moore, Robert J.; Wells, Steven C.
2016-04-01
Across the world, there is increasing demand for more robust and timely forecast and alert information on Surface Water Flooding (SWF). Within a UK context, the government Pitt Review into the Summer 2007 floods provided recommendations and impetus to improve the understanding of SWF risk for both off-line design and real-time forecasting and warning. Ongoing development and trial of an end-to-end real-time SWF system is being progressed through the recently formed Natural Hazards Partnership (NHP) with delivery to the Flood Forecasting Centre (FFC) providing coverage over England & Wales. The NHP is a unique forum that aims to deliver coordinated assessments, research and advice on natural hazards for governments and resilience communities across the UK. Within the NHP, a real-time Hazard Impact Model (HIM) framework has been developed that includes SWF as one of three hazards chosen for initial trialling. The trial SWF HIM system uses dynamic gridded surface-runoff estimates from the Grid-to-Grid (G2G) hydrological model to estimate the SWF hazard. National datasets on population, infrastructure, property and transport are available to assess impact severity for a given rarity of SWF hazard. Whilst the SWF hazard footprint is calculated in real-time using 1, 3 and 6 hour accumulations of G2G surface runoff on a 1 km grid, it has been possible to associate these with the effective rainfall design profiles (at 250m resolution) used as input to a detailed flood inundation model (JFlow+) run offline to produce hazard information resolved to 2m resolution. This information is contained in the updated Flood Map for Surface Water (uFMfSW) held by the Environment Agency. The national impact datasets can then be used with the uFMfSW SWF hazard dataset to assess impacts at this scale and severity levels of potential impact assigned at 1km and for aggregated county areas in real-time. The impact component is being led by the Health and Safety Laboratory (HSL) within the NHP
Energy Technology Data Exchange (ETDEWEB)
Glaser, Daniel; Adelhardt, Stefan [Erlangen-Nuernberg Univ., Erlangen (Germany). Lehrstuhl fuer Sensorik; beECO GmbH, Erlangen (Germany)
2012-07-01
Heat-guided combined heat and power (CHP) plants often cause large compensation energy amounts, additional costs to the operator respectively and another burden on the parent network. The balance energy is caused by errors in the production forecast whose quality heavily depends on the heat load performance. This paper identifies the forecasting problems with heat-guided CHP and reveals how the accompanying cost and the network burden can be reduced. This is achieved by an improvement of the forecast in conjunction with a forecast-guided control without affecting the heat supply. In addition, an outlook on further measures to the earnings with the system is presented. (orig.)
Directory of Open Access Journals (Sweden)
Yiqun Sun
2018-04-01
Full Text Available The dynamic system response curve (DSRC is commonly applied as a real-time flood forecasting error correction method to improve the accuracy of real-time flood forecasting. It has been widely recognized that the least squares (OLS/LS method, employed by DSRC, breaks down ill-posed problems, and therefore, the DSRC method may lead to deterioration in performance caused by meaningless solutions. To address this problem, a diagnostically theoretical analysis was conducted to investigate the relationship between the numerical solution of the Fredholm equation of the first kind and the DSRC method. The analysis clearly demonstrates the derivation of the problem and has implications for an improved approach. To overcome the unstable problem, a new method using regularization techniques (Tikhonov regularization and L-Curve criterion is proposed. Moreover, in this study, to improve the performance of hydrological models, the new method is used as an error correction method to correct a variable from a hydrological model. The proposed method incorporates the information from a hydrological model structure. Based on the analysis of the hydrological model, the free water storage of the Xinanjiang rainfall-runoff (XAJ model is corrected to improve the model’s performance. A numerical example and a real case study are presented to compare the two methods. Results from the numerical example indicate that the mean Nash–Sutcliffe efficiency value (NSE of the regularized DSRC method (RDSRC decreased from 0.99 to 0.55, while the mean NSE of DSRC decreased from 0.98 to −1.84 when the noise level was increased. The overall performance measured by four different criteria clearly demonstrates the robustness of the RDSRC method. Similar results were obtained for the real case study. The mean NSE of 35 flood events obtained by RDSRC method was 0.92, which is significantly higher than the mean NSE of DSRC (0.7. The results demonstrate that the RDSRC method is much
Directory of Open Access Journals (Sweden)
Ivana Šemanjski
2015-12-01
Full Text Available Travel time forecasting is an interesting topic for many ITS services. Increased availability of data collection sensors increases the availability of the predictor variables but also highlights the high processing issues related to this big data availability. In this paper we aimed to analyse the potential of big data and supervised machine learning techniques in effectively forecasting travel times. For this purpose we used fused data from three data sources (Global Positioning System vehicles tracks, road network infrastructure data and meteorological data and four machine learning techniques (k-nearest neighbours, support vector machines, boosting trees and random forest. To evaluate the forecasting results we compared them in-between different road classes in the context of absolute values, measured in minutes, and the mean squared percentage error. For the road classes with the high average speed and long road segments, machine learning techniques forecasted travel times with small relative error, while for the road classes with the small average speeds and segment lengths this was a more demanding task. All three data sources were proven itself to have a high impact on the travel time forecast accuracy and the best results (taking into account all road classes were achieved for the k-nearest neighbours and random forest techniques.
Han, H. J.; Kang, J. H.
2016-12-01
Since Jul. 2015, KIAPS (Korea Institute of Atmospheric Prediction Systems) has been performing the semi real-time forecast system to assess the performance of their forecast system as a NWP model. KPOP (KIAPS Protocol for Observation Processing) is a part of KIAPS data assimilation system and has been performing well in KIAPS semi real-time forecast system. In this study, due to the fact that KPOP would be able to treat the scatterometer wind data, we analyze the effect of scatterometer wind (ASCAT-A/B) on KIAPS semi real-time forecast system. O-B global distribution and statistics of scatterometer wind give use two information which are the difference between background field and observation is not too large and KPOP processed the scatterometer wind data well. The changes of analysis increment because of O-B global distribution appear remarkably at the bottom of atmospheric field. It also shows that scatterometer wind data cover wide ocean where data would be able to short. Performance of scatterometer wind data can be checked through the vertical error reduction against IFS between background and analysis field and vertical statistics of O-A. By these analysis result, we can notice that scatterometer wind data will influence the positive effect on lower level performance of semi real-time forecast system at KIAPS. After, long-term result based on effect of scatterometer wind data will be analyzed.
The Impact of Cognitive Load on Operatic Singers’ Timing Performance.
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Muzaffer eCorlu
2015-04-01
Full Text Available In the present paper, we report the results of an empirical study on the effects of cognitive load on operatic singing. The main aim of the study was to investigate to what extent a working memory task affected the timing of operatic singers’ performance. Thereby, we focused on singers’ tendency to speed up, or slow down their performance of musical phrases and pauses. Twelve professional operatic singers were asked to perform an operatic aria three times; once without an additional working memory task, once with a concurrent working memory task (counting shapes on a computer screen, and once with a relatively more difficult working memory task (more shapes to be counted appearing one after another. The results show that, in general, singers speeded up their performance under heightened cognitive load. Interestingly, this effect was more pronounced in pauses – more in particular longer pauses – compared to musical phrases. We discuss the role of sensorimotor control and feedback processes in musical timing to explain these findings.
Energy Technology Data Exchange (ETDEWEB)
Rees, M [Aerodyn Energiesysteme gmbH, Rendsburg (Germany)
1996-09-01
The Germanische Lloyd guideline allows calculations of load spectra in two fundamentally different ways. In the case of the so-called `simplified load spectra` the maximum amplitude of fluctuation of a load component is formed as {+-}75% of the average value of the purely aerodynamic loads of this component at rated wind conditions, together with an overlay of mass-related loads. The second method allowed in the GL guideline is the calculation of load spectra from simulation results in the time domain. For a number of average wind speeds the time-dependent characteristics of the load components are calculated taking account of the natural spatial turbulence of the wind. These are converted into load spectra using the rainflow method. In a parametric study the load spectra are calculated according to both methods and compared. The calculations are performed for turbines with rated powers of 100 kW to 2000 kW, with two and three blades, and also for stall-controlled and pitch-controlled turbines. The calculated load spectra are compared with each by means of 1 P fatigue equivalent load spectra. The influence of individual parameters is presented, as is the validity of the simplified load spectra. (au)
Forecasting Natural Gas Prices Using Wavelets, Time Series, and Artificial Neural Networks.
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.
Barbetta, Silvia; Coccia, Gabriele; Moramarco, Tommaso; Brocca, Luca; Todini, Ezio
2017-08-01
This work extends the multi-temporal approach of the Model Conditional Processor (MCP-MT) to the multi-model case and to the four Truncated Normal Distributions (TNDs) approach, demonstrating the improvement on the single-temporal one. The study is framed in the context of probabilistic Bayesian decision-making that is appropriate to take rational decisions on uncertain future outcomes. As opposed to the direct use of deterministic forecasts, the probabilistic forecast identifies a predictive probability density function that represents a fundamental knowledge on future occurrences. The added value of MCP-MT is the identification of the probability that a critical situation will happen within the forecast lead-time and when, more likely, it will occur. MCP-MT is thoroughly tested for both single-model and multi-model configurations at a gauged site on the Tiber River, central Italy. The stages forecasted by two operative deterministic models, STAFOM-RCM and MISDc, are considered for the study. The dataset used for the analysis consists of hourly data from 34 flood events selected on a time series of six years. MCP-MT improves over the original models' forecasts: the peak overestimation and the rising limb delayed forecast, characterizing MISDc and STAFOM-RCM respectively, are significantly mitigated, with a reduced mean error on peak stage from 45 to 5 cm and an increased coefficient of persistence from 0.53 up to 0.75. The results show that MCP-MT outperforms the single-temporal approach and is potentially useful for supporting decision-making because the exceedance probability of hydrometric thresholds within a forecast horizon and the most probable flooding time can be estimated.
FPGA-Based Stochastic Echo State Networks for Time-Series Forecasting
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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.
Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian
2017-01-01
The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry.
High-Density Liquid-State Machine Circuitry for Time-Series Forecasting.
Rosselló, Josep L; Alomar, Miquel L; Morro, Antoni; Oliver, Antoni; Canals, Vincent
2016-08-01
Spiking neural networks (SNN) are the last neural network generation that try to mimic the real behavior of biological neurons. Although most research in this area is done through software applications, it is in hardware implementations in which the intrinsic parallelism of these computing systems are more efficiently exploited. Liquid state machines (LSM) have arisen as a strategic technique to implement recurrent designs of SNN with a simple learning methodology. In this work, we show a new low-cost methodology to implement high-density LSM by using Boolean gates. The proposed method is based on the use of probabilistic computing concepts to reduce hardware requirements, thus considerably increasing the neuron count per chip. The result is a highly functional system that is applied to high-speed time series forecasting.
Mesinger, F.
The traditional views hold that high-resolution limited area models (LAMs) down- scale large-scale lateral boundary information, and that predictability of small scales is short. Inspection of various rms fits/errors has contributed to these views. It would follow that the skill of LAMs should visibly deteriorate compared to that of their driver models at more extended forecast times. The limited area Eta Model at NCEP has an additional handicap of being driven by LBCs of the previous Avn global model run, at 0000 and 1200 UTC estimated to amount to about an 8 h loss in accuracy. This should make its relative skill compared to that of the Avn deteriorate even faster. These views are challenged by various Eta results including rms fits to raobs out to 84 h. It is argued that it is the largest scales that contribute the most to the skill of the Eta relative to that of the Avn.
Real time wave forecasting using wind time history and numerical model
Jain, Pooja; Deo, M. C.; Latha, G.; Rajendran, V.
Operational activities in the ocean like planning for structural repairs or fishing expeditions require real time prediction of waves over typical time duration of say a few hours. Such predictions can be made by using a numerical model or a time series model employing continuously recorded waves. This paper presents another option to do so and it is based on a different time series approach in which the input is in the form of preceding wind speed and wind direction observations. This would be useful for those stations where the costly wave buoys are not deployed and instead only meteorological buoys measuring wind are moored. The technique employs alternative artificial intelligence approaches of an artificial neural network (ANN), genetic programming (GP) and model tree (MT) to carry out the time series modeling of wind to obtain waves. Wind observations at four offshore sites along the east coast of India were used. For calibration purpose the wave data was generated using a numerical model. The predicted waves obtained using the proposed time series models when compared with the numerically generated waves showed good resemblance in terms of the selected error criteria. Large differences across the chosen techniques of ANN, GP, MT were not noticed. Wave hindcasting at the same time step and the predictions over shorter lead times were better than the predictions over longer lead times. The proposed method is a cost effective and convenient option when a site-specific information is desired.
Optimal Load Response to Time-of-Use Power Price for Demand Side Management in Denmark
DEFF Research Database (Denmark)
Hu, Weihao; Chen, Zhe; Bak-Jensen, Birgitte
2010-01-01
-of-use power price for demand side management in order to save the energy costs as much as possible. 3 typical different kinds of loads (industrial load, residential load and commercial load) in Denmark are chosen as study cases. The energy costs decrease up to 9.6% with optimal load response to time......-of-use power price for different loads. Simulation results show that the optimal load response to time-of-use power price for demand side management generates different load profiles and reduces the load peaks. This kind of load patterns may also have significant effects on the power system normal operation.......Since the hourly spot market price is available one day ahead in Denmark, the price could be transferred to the consumers and they may shift their loads from high price periods to the low price periods in order to save their energy costs. This paper presents a load optimization method to time...
Directory of Open Access Journals (Sweden)
Chi Zhang
2013-03-01
Full Text Available Purpose: The purpose of this paper is to develop a combined model composed of grey-forecast model and Logistic-growth-curve model to improve the accuracy of forecast model of cargo throughput for the port. The authors also use the existing data of a current port to verify the validity of the combined model.Design/methodology/approach: A literature review is undertaken to find the appropriate forecast model of cargo throughput for the port. Through researching the related forecast model, the authors put together the individual models which are significant to study further. Finally, the authors combine two individual models (grey-forecast model and Logistic-growth-curve model into one combined model to forecast the port cargo throughput, and use the model to a physical port in China to testify the validity of the model.Findings: Test by the perceptional data of cargo throughput in the physical port, the results show that the combined model can obtain relatively higher forecast accuracy when it is not easy to find more information. Furthermore, the forecast made by the combined model are more accurate than any of the individual ones.Research limitations/implications: The study provided a new combined forecast model of cargo throughput with a relatively less information to improve the accuracy rate of the forecast. The limitation of the model is that it requires the cargo throughput of the port have an S-shaped change trend.Practical implications: This model is not limited by external conditions such as geographical, cultural. This model predicted the port cargo throughput of one real port in China in 2015, which provided some instructive guidance for the port development.Originality/value: This is the one of the study to improve the accuracy rate of the cargo throughput forecast with little information.
Variational data assimilation for the optimized ozone initial state and the short-time forecasting
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S.-Y. Park
2016-03-01
Full Text Available In this study, we apply the four-dimensional variational (4D-Var data assimilation to optimize initial ozone state and to improve the predictability of air quality. The numerical modeling systems used for simulations of atmospheric condition and chemical formation are the Weather Research and Forecasting (WRF model and the Community Multiscale Air Quality (CMAQ model. The study area covers the capital region of South Korea, where the surface measurement sites are relatively evenly distributed. The 4D-Var code previously developed for the CMAQ model is modified to consider background error in matrix form, and various numerical tests are conducted. The results are evaluated with an idealized covariance function for the appropriateness of the modified codes. The background error is then constructed using the NMC method with long-term modeling results, and the characteristics of the spatial correlation scale related to local circulation are analyzed. The background error is applied in the 4D-Var research, and a surface observational assimilation is conducted to optimize the initial concentration of ozone. The statistical results for the 12 h assimilation periods and the 120 observatory sites show a 49.4 % decrease in the root mean squared error (RMSE, and a 59.9 % increase in the index of agreement (IOA. The temporal variation of spatial distribution of the analysis increments indicates that the optimized initial state of ozone concentration is transported to inland areas by the clockwise-rotating local circulation during the assimilation windows. To investigate the predictability of ozone concentration after the assimilation window, a short-time forecasting is carried out. The ratios of the RMSE (root mean squared error with assimilation versus that without assimilation are 8 and 13 % for the +24 and +12 h, respectively. Such a significant improvement in the forecast accuracy is obtained solely by using the optimized initial state. The potential
Directory of Open Access Journals (Sweden)
David Afolabi
2017-11-01
Full Text Available The importance of an interference-less machine learning scheme in time series prediction is crucial, as an oversight can have a negative cumulative effect, especially when predicting many steps ahead of the currently available data. The on-going research on noise elimination in time series forecasting has led to a successful approach of decomposing the data sequence into component trends to identify noise-inducing information. The empirical mode decomposition method separates the time series/signal into a set of intrinsic mode functions ranging from high to low frequencies, which can be summed up to reconstruct the original data. The usual assumption that random noises are only contained in the high-frequency component has been shown not to be the case, as observed in our previous findings. The results from that experiment reveal that noise can be present in a low frequency component, and this motivates the newly-proposed algorithm. Additionally, to prevent the erosion of periodic trends and patterns within the series, we perform the learning of local and global trends separately in a hierarchical manner which succeeds in detecting and eliminating short/long term noise. The algorithm is tested on four datasets from financial market data and physical science data. The simulation results are compared with the conventional and state-of-the-art approaches for time series machine learning, such as the non-linear autoregressive neural network and the long short-term memory recurrent neural network, respectively. Statistically significant performance gains are recorded when the meta-learning algorithm for noise reduction is used in combination with these artificial neural networks. For time series data which cannot be decomposed into meaningful trends, applying the moving average method to create meta-information for guiding the learning process is still better than the traditional approach. Therefore, this new approach is applicable to the forecasting
Mohammed, Emad A; Naugler, Christopher
2017-01-01
Demand forecasting is the area of predictive analytics devoted to predicting future volumes of services or consumables. Fair understanding and estimation of how demand will vary facilitates the optimal utilization of resources. In a medical laboratory, accurate forecasting of future demand, that is, test volumes, can increase efficiency and facilitate long-term laboratory planning. Importantly, in an era of utilization management initiatives, accurately predicted volumes compared to the realized test volumes can form a precise way to evaluate utilization management initiatives. Laboratory test volumes are often highly amenable to forecasting by time-series models; however, the statistical software needed to do this is generally either expensive or highly technical. In this paper, we describe an open-source web-based software tool for time-series forecasting and explain how to use it as a demand forecasting tool in clinical laboratories to estimate test volumes. This tool has three different models, that is, Holt-Winters multiplicative, Holt-Winters additive, and simple linear regression. Moreover, these models are ranked and the best one is highlighted. This tool will allow anyone with historic test volume data to model future demand.
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Emad A Mohammed
2017-01-01
Full Text Available Background: Demand forecasting is the area of predictive analytics devoted to predicting future volumes of services or consumables. Fair understanding and estimation of how demand will vary facilitates the optimal utilization of resources. In a medical laboratory, accurate forecasting of future demand, that is, test volumes, can increase efficiency and facilitate long-term laboratory planning. Importantly, in an era of utilization management initiatives, accurately predicted volumes compared to the realized test volumes can form a precise way to evaluate utilization management initiatives. Laboratory test volumes are often highly amenable to forecasting by time-series models; however, the statistical software needed to do this is generally either expensive or highly technical. Method: In this paper, we describe an open-source web-based software tool for time-series forecasting and explain how to use it as a demand forecasting tool in clinical laboratories to estimate test volumes. Results: This tool has three different models, that is, Holt-Winters multiplicative, Holt-Winters additive, and simple linear regression. Moreover, these models are ranked and the best one is highlighted. Conclusion: This tool will allow anyone with historic test volume data to model future demand.
Spaeder, M C; Fackler, J C
2012-04-01
Respiratory syncytial virus (RSV) is the most common cause of documented viral respiratory infections, and the leading cause of hospitalization, in young children. We performed a retrospective time-series analysis of all patients aged Forecasting models of weekly RSV incidence for the local community, inpatient paediatric hospital and paediatric intensive-care unit (PICU) were created. Ninety-five percent confidence intervals calculated around our models' 2-week forecasts were accurate to ±9·3, ±7·5 and ±1·5 cases/week for the local community, inpatient hospital and PICU, respectively. Our results suggest that time-series models may be useful tools in forecasting the burden of RSV infection at the local and institutional levels, helping communities and institutions to optimize distribution of resources based on the changing burden and severity of illness in their respective communities.
DEFF Research Database (Denmark)
Thorndahl, Søren Liedtke; Rasmussen, Michael R.
2013-01-01
Model based short-term forecasting of urban storm water runoff can be applied in realtime control of drainage systems in order to optimize system capacity during rain and minimize combined sewer overflows, improve wastewater treatment or activate alarms if local flooding is impending. A novel onl....... The radar rainfall extrapolation (nowcast) limits the lead time of the system to two hours. In this paper, the model set-up is tested on a small urban catchment for a period of 1.5 years. The 50 largest events are presented....... online system, which forecasts flows and water levels in real-time with inputs from extrapolated radar rainfall data, has been developed. The fully distributed urban drainage model includes auto-calibration using online in-sewer measurements which is seen to improve forecast skills significantly...
Modeling and Forecasting of Water Demand in Isfahan Using Underlying Trend Concept and Time Series
Directory of Open Access Journals (Sweden)
H. Sadeghi
2016-02-01
Full Text Available Introduction: Accurate water demand modeling for the city is very important for forecasting and policies adoption related to water resources management. Thus, for future requirements of water estimation, forecasting and modeling, it is important to utilize models with little errors. Water has a special place among the basic human needs, because it not hampers human life. The importance of the issue of water management in the extraction and consumption, it is necessary as a basic need. Municipal water applications is include a variety of water demand for domestic, public, industrial and commercial. Predicting the impact of urban water demand in better planning of water resources in arid and semiarid regions are faced with water restrictions. Materials and Methods: One of the most important factors affecting the changing technological advances in production and demand functions, we must pay special attention to the layout pattern. Technology development is concerned not only technically, but also other aspects such as personal, non-economic factors (population, geographical and social factors can be analyzed. Model examined in this study, a regression model is composed of a series of structural components over time allows changed invisible accidentally. Explanatory variables technology (both crystalline and amorphous in a model according to which the material is said to be better, but because of the lack of measured variables over time can not be entered in the template. Model examined in this study, a regression model is composed of a series of structural component invisible accidentally changed over time allows. In this study, structural time series (STSM and ARMA time series models have been used to model and estimate the water demand in Isfahan. Moreover, in order to find the efficient procedure, both models have been compared to each other. The desired data in this research include water consumption in Isfahan, water price and the monthly pay
Space-time wind speed forecasting for improved power system dispatch
Zhu, Xinxin; Genton, Marc G.; Gu, Yingzhong; Xie, Le
2014-01-01
direction and with the seasons, hence avoiding a subjective choice of regimes. Then, results from the wind forecasts are incorporated into a power system economic dispatch model, the cost of which is used as a loss measure of the quality of the forecast
Aoi, S.; Yamamoto, N.; Suzuki, W.; Hirata, K.; Nakamura, H.; Kunugi, T.; Kubo, T.; Maeda, T.
2015-12-01
In the 2011 Tohoku earthquake, in which huge tsunami claimed a great deal of lives, the initial tsunami forecast based on hypocenter information estimated using seismic data on land were greatly underestimated. From this lesson, NIED is now constructing S-net (Seafloor Observation Network for Earthquakes and Tsunamis along the Japan Trench) which consists of 150 ocean bottom observatories with seismometers and pressure gauges (tsunamimeters) linked by fiber optic cables. To take full advantage of S-net, we develop a new methodology of real-time tsunami inundation forecast using ocean bottom observation data and construct a prototype system that implements the developed forecasting method for the Pacific coast of Chiba prefecture (Sotobo area). We employ a database-based approach because inundation is a strongly non-linear phenomenon and its calculation costs are rather heavy. We prepare tsunami scenario bank in advance, by constructing the possible tsunami sources, and calculating the tsunami waveforms at S-net stations, coastal tsunami heights and tsunami inundation on land. To calculate the inundation for target Sotobo area, we construct the 10-m-mesh precise elevation model with coastal structures. Based on the sensitivities analyses, we construct the tsunami scenario bank that efficiently covers possible tsunami scenarios affecting the Sotobo area. A real-time forecast is carried out by selecting several possible scenarios which can well explain real-time tsunami data observed at S-net from tsunami scenario bank. An advantage of our method is that tsunami inundations are estimated directly from the actual tsunami data without any source information, which may have large estimation errors. In addition to the forecast system, we develop Web services, APIs, and smartphone applications and brush them up through social experiments to provide the real-time tsunami observation and forecast information in easy way to understand toward urging people to evacuate.
Directory of Open Access Journals (Sweden)
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.
iFLOOD: A Real Time Flood Forecast System for Total Water Modeling in the National Capital Region
Sumi, S. J.; Ferreira, C.
2017-12-01
Extreme flood events are the costliest natural hazards impacting the US and frequently cause extensive damages to infrastructure, disruption to economy and loss of lives. In 2016, Hurricane Matthew brought severe damage to South Carolina and demonstrated the importance of accurate flood hazard predictions that requires the integration of riverine and coastal model forecasts for total water prediction in coastal and tidal areas. The National Weather Service (NWS) and the National Ocean Service (NOS) provide flood forecasts for almost the entire US, still there are service-gap areas in tidal regions where no official flood forecast is available. The National capital region is vulnerable to multi-flood hazards including high flows from annual inland precipitation events and surge driven coastal inundation along the tidal Potomac River. Predicting flood levels on such tidal areas in river-estuarine zone is extremely challenging. The main objective of this study is to develop the next generation of flood forecast systems capable of providing accurate and timely information to support emergency management and response in areas impacted by multi-flood hazards. This forecast system is capable of simulating flood levels in the Potomac and Anacostia River incorporating the effects of riverine flooding from the upstream basins, urban storm water and tidal oscillations from the Chesapeake Bay. Flood forecast models developed so far have been using riverine data to simulate water levels for Potomac River. Therefore, the idea is to use forecasted storm surge data from a coastal model as boundary condition of this system. Final output of this validated model will capture the water behavior in river-estuary transition zone far better than the one with riverine data only. The challenge for this iFLOOD forecast system is to understand the complex dynamics of multi-flood hazards caused by storm surges, riverine flow, tidal oscillation and urban storm water. Automated system
Hierarchical time series bottom-up approach for forecast the export value in Central Java
Mahkya, D. A.; Ulama, B. S.; Suhartono
2017-10-01
The purpose of this study is Getting the best modeling and predicting the export value of Central Java using a Hierarchical Time Series. The export value is one variable injection in the economy of a country, meaning that if the export value of the country increases, the country’s economy will increase even more. Therefore, it is necessary appropriate modeling to predict the export value especially in Central Java. Export Value in Central Java are grouped into 21 commodities with each commodity has a different pattern. One approach that can be used time series is a hierarchical approach. Hierarchical Time Series is used Buttom-up. To Forecast the individual series at all levels using Autoregressive Integrated Moving Average (ARIMA), Radial Basis Function Neural Network (RBFNN), and Hybrid ARIMA-RBFNN. For the selection of the best models used Symmetric Mean Absolute Percentage Error (sMAPE). Results of the analysis showed that for the Export Value of Central Java, Bottom-up approach with Hybrid ARIMA-RBFNN modeling can be used for long-term predictions. As for the short and medium-term predictions, it can be used a bottom-up approach RBFNN modeling. Overall bottom-up approach with RBFNN modeling give the best result.
Real-Time Forecasting of EV Charging Station Scheduling for Smart Energy Systems
Directory of Open Access Journals (Sweden)
Bharatiraja Chokkalingam
2017-03-01
Full Text Available The enormous growth in the penetration of electric vehicles (EVs, has laid the path to advancements in the charging infrastructure. Connectivity between charging stations is an essential prerequisite for future EV adoption to alleviate user’s “range anxiety”. The existing charging stations fail to adopt power provision, allocation and scheduling management. To improve the existing charging infrastructure, data based on real-time information and availability of reserves at charging stations could be uploaded to the users to help them locate the nearest charging station for an EV. This research article focuses on an a interactive user application developed through SQL and PHP platform to allocate the charging slots based on estimated battery parameters, which uses data communication with charging stations to receive the slot availability information. The proposed server-based real-time forecast charging infrastructure avoids waiting times and its scheduling management efficiently prevents the EV from halting on the road due to battery drain out. The proposed model is implemented using a low-cost microcontroller and the system etiquette tested.
Real time security assessment in national load dispatch centre, Tenaga Nasional Berhad, Malaysia
Energy Technology Data Exchange (ETDEWEB)
Sreedharan, G. [Tenaga Nasional Berhad, Kuala Lumpur (Malaysia); Moghavvemi, M. [Univ. of Malaya, Kuala Lumpur (Malaysia)
2007-07-01
Electric energy is one of the most important resources of modern industrial society. Electric power is available to the user instantly at the correct voltage, frequency and exactly at the amount that is needed. However, the power system is subjected to constant disturbances created by random load changes, faults created by natural causes and by equipment failures. One of the major impacts of the disturbances to the system is the impact imposed on transmission networks or corridors, which have increased the demand for more accurate and up to date information on the power system. It has become impossible to operate the system with an acceptable degree of security by using traditional operational planning studies that are conducted off-line and use forecast conditions to predict system security limits. Therefore the use of on-line security assessment is quickly becoming a necessity. This paper simplified the general off-line security assessment methodology by attempting to use the real time system snap shot data as an input to the dynamic security assessment tool namely VSAT. The study used raw data produced at every 10 minute cycle in order to conduct a security assessment of the power system, including current power system load; network topology; unit commitment; and generator and transmission line outages. The purpose of the project was to implement a real time security assessment to benefit the system operators to assist them in their daily work in monitoring and operating the power system in Tenaga Nasional Berhad. The paper discussed project implementation including a description of the project and project background. It discussed the operation of VSAT, result display, and future enhancement. 18 refs., 5 figs.
Zhou, Jianzhong; Zhang, Hairong; Zhang, Jianyun; Zeng, Xiaofan; Ye, Lei; Liu, Yi; Tayyab, Muhammad; Chen, Yufan
2017-07-01
An accurate flood forecasting with long lead time can be of great value for flood prevention and utilization. This paper develops a one-way coupled hydro-meteorological modeling system consisting of the mesoscale numerical weather model Weather Research and Forecasting (WRF) model and the Chinese Xinanjiang hydrological model to extend flood forecasting lead time in the Jinshajiang River Basin, which is the largest hydropower base in China. Focusing on four typical precipitation events includes: first, the combinations and mode structures of parameterization schemes of WRF suitable for simulating precipitation in the Jinshajiang River Basin were investigated. Then, the Xinanjiang model was established after calibration and validation to make up the hydro-meteorological system. It was found that the selection of the cloud microphysics scheme and boundary layer scheme has a great impact on precipitation simulation, and only a proper combination of the two schemes could yield accurate simulation effects in the Jinshajiang River Basin and the hydro-meteorological system can provide instructive flood forecasts with long lead time. On the whole, the one-way coupled hydro-meteorological model could be used for precipitation simulation and flood prediction in the Jinshajiang River Basin because of its relatively high precision and long lead time.
Gershon, Andrea; Thiruchelvam, Deva; Moineddin, Rahim; Zhao, Xiu Yan; Hwee, Jeremiah; To, Teresa
2017-06-01
Knowing trends in and forecasting hospitalization and emergency department visit rates for chronic obstructive pulmonary disease (COPD) can enable health care providers, hospitals, and health care decision makers to plan for the future. We conducted a time-series analysis using health care administrative data from the Province of Ontario, Canada, to determine previous trends in acute care hospitalization and emergency department visit rates for COPD and then to forecast future rates. Individuals aged 35 years and older with physician-diagnosed COPD were identified using four universal government health administrative databases and a validated case definition. Monthly COPD hospitalization and emergency department visit rates per 1,000 people with COPD were determined from 2003 to 2014 and then forecasted to 2024 using autoregressive integrated moving average models. Between 2003 and 2014, COPD prevalence increased from 8.9 to 11.1%. During that time, there were 274,951 hospitalizations and 290,482 emergency department visits for COPD. After accounting for seasonality, we found that monthly COPD hospitalization and emergency department visit rates per 1,000 individuals with COPD remained stable. COPD prevalence was forecasted to increase to 12.7% (95% confidence interval [CI], 11.4-14.1) by 2024, whereas monthly COPD hospitalization and emergency department visit rates per 1,000 people with COPD were forecasted to remain stable at 2.7 (95% CI, 1.6-4.4) and 3.7 (95% CI, 2.3-5.6), respectively. Forecasted age- and sex-stratified rates were also stable. COPD hospital and emergency department visit rates per 1,000 people with COPD have been stable for more than a decade and are projected to remain stable in the near future. Given increasing COPD prevalence, this means notably more COPD health service use in the future.
International Nuclear Information System (INIS)
Schettert, Plinio G.; Oliveira, Wagner S.; Aquino, Afonso R.
2009-01-01
With base in the introduction in long time of the nuclear fusion inside of a system of viable energy, taking in consideration economic factors, would imply on investment in a long period. The objective of this project utilizing the method of the Delphi technique is the technological forecast a long time of the scientific-technological development of the nuclear fusion and its impact. This research project will be carried through different stages of improvement of variables. A questionnaire based on information and analysis of the literature validated for specialists in nuclear fusion becomes this project a tool in the elaboration future of a database contends variables on the theme nuclear fusion and its perspectives. The database will be composed for the answers and suggestions obtained, with exploratory and extrapolatory elements, on the theme a great number of specialists involving in the nuclear fusion area. The database is analyzed for the configuration of variables that represent elements as scientific-technological factors, economical, political, social and environmental among others. As final result of the research with the Delphi technique, different scenes obtained with the variables will be indicated by convergent factors or not on the approached perspectives. The analysis of the data will be possible through of improve of statistical analysis tools. This is the first analyzes of the answers. The questionnaire was validated with nuclear fusion specialists from the Institute of Physics of the University of Sao Paulo in Brazil and the Center of Nuclear Fusion of the Technical University of Lisbon in Portugal. (author)
Application of wavelet-based multi-model Kalman filters to real-time flood forecasting
Chou, Chien-Ming; Wang, Ru-Yih
2004-04-01
This paper presents the application of a multimodel method using a wavelet-based Kalman filter (WKF) bank to simultaneously estimate decomposed state variables and unknown parameters for real-time flood forecasting. Applying the Haar wavelet transform alters the state vector and input vector of the state space. In this way, an overall detail plus approximation describes each new state vector and input vector, which allows the WKF to simultaneously estimate and decompose state variables. The wavelet-based multimodel Kalman filter (WMKF) is a multimodel Kalman filter (MKF), in which the Kalman filter has been substituted for a WKF. The WMKF then obtains M estimated state vectors. Next, the M state-estimates, each of which is weighted by its possibility that is also determined on-line, are combined to form an optimal estimate. Validations conducted for the Wu-Tu watershed, a small watershed in Taiwan, have demonstrated that the method is effective because of the decomposition of wavelet transform, the adaptation of the time-varying Kalman filter and the characteristics of the multimodel method. Validation results also reveal that the resulting method enhances the accuracy of the runoff prediction of the rainfall-runoff process in the Wu-Tu watershed.
Real-time flood forecasts & risk assessment using a possibility-theory based fuzzy neural network
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
Cloud-Based Numerical Weather Prediction for Near Real-Time Forecasting and Disaster Response
Molthan, Andrew; Case, Jonathan; Venners, Jason; Schroeder, Richard; Checchi, Milton; Zavodsky, Bradley; Limaye, Ashutosh; O'Brien, Raymond
2015-01-01
The use of cloud computing resources continues to grow within the public and private sector components of the weather enterprise as users become more familiar with cloud-computing concepts, and competition among service providers continues to reduce costs and other barriers to entry. Cloud resources can also provide capabilities similar to high-performance computing environments, supporting multi-node systems required for near real-time, regional weather predictions. Referred to as "Infrastructure as a Service", or IaaS, the use of cloud-based computing hardware in an on-demand payment system allows for rapid deployment of a modeling system in environments lacking access to a large, supercomputing infrastructure. Use of IaaS capabilities to support regional weather prediction may be of particular interest to developing countries that have not yet established large supercomputing resources, but would otherwise benefit from a regional weather forecasting capability. Recently, collaborators from NASA Marshall Space Flight Center and Ames Research Center have developed a scripted, on-demand capability for launching the NOAA/NWS Science and Training Resource Center (STRC) Environmental Modeling System (EMS), which includes pre-compiled binaries of the latest version of the Weather Research and Forecasting (WRF) model. The WRF-EMS provides scripting for downloading appropriate initial and boundary conditions from global models, along with higher-resolution vegetation, land surface, and sea surface temperature data sets provided by the NASA Short-term Prediction Research and Transition (SPoRT) Center. This presentation will provide an overview of the modeling system capabilities and benchmarks performed on the Amazon Elastic Compute Cloud (EC2) environment. In addition, the presentation will discuss future opportunities to deploy the system in support of weather prediction in developing countries supported by NASA's SERVIR Project, which provides capacity building
Load-redistribution strategy based on time-varying load against cascading failure of complex network
International Nuclear Information System (INIS)
Liu Jun; Shi Xin; Wang Kai; Shi Wei-Ren; Xiong Qing-Yu
2015-01-01
Cascading failure can cause great damage to complex networks, so it is of great significance to improve the network robustness against cascading failure. Many previous existing works on load-redistribution strategies require global information, which is not suitable for large scale networks, and some strategies based on local information assume that the load of a node is always its initial load before the network is attacked, and the load of the failure node is redistributed to its neighbors according to their initial load or initial residual capacity. This paper proposes a new load-redistribution strategy based on local information considering an ever-changing load. It redistributes the loads of the failure node to its nearest neighbors according to their current residual capacity, which makes full use of the residual capacity of the network. Experiments are conducted on two typical networks and two real networks, and the experimental results show that the new load-redistribution strategy can reduce the size of cascading failure efficiently. (paper)
Huang, Y.; Jiang, J.; Stacy, M.; Ricciuto, D. M.; Hanson, P. J.; Sundi, N.; Luo, Y.
2016-12-01
Ecological forecasting is critical in various aspects of our coupled human-nature systems, such as disaster risk reduction, natural resource management and climate change mitigation. Novel advancements are in urgent need to deepen our understandings of ecosystem dynamics, boost the predictive capacity of ecology, and provide timely and effective information for decision-makers in a rapidly changing world. Our Ecological Platform for Assimilation of Data (EcoPAD) facilitates the integration of current best knowledge from models, manipulative experimentations, observations and other modern techniques and provides both near real-time and long-term forecasting of ecosystem dynamics. As a case study, the web-based EcoPAD platform synchronizes real- or near real-time field measurements from the Spruce and Peatland Responses Under Climatic and Environmental Change Experiment (SPRUCE), a whole ecosystem warming and CO2 enrichment treatment experiment, assimilates multiple data streams into process based models, enhances timely feedback between modelers and experimenters, and ultimately improves ecosystem forecasting and makes best utilization of current knowledge. In addition to enable users to (i) estimate model parameters or state variables, (ii) quantify uncertainty of estimated parameters and projected states of ecosystems, (iii) evaluate model structures, (iv) assess sampling strategies, and (v) conduct ecological forecasting, EcoPAD-SPRUCE automated the workflow from real-time data acquisition, model simulation to result visualization. EcoPAD-SPRUCE promotes seamless feedback between modelers and experimenters, hand in hand to make better forecasting of future changes. The framework of EcoPAD-SPRUCE (with flexible API, Application Programming Interface) is easily portable and will benefit scientific communities, policy makers as well as the general public.
Kadri, Farid; Harrou, Fouzi; Sun, Ying
2018-01-01
Efficient management of patient demands in emergency departments (EDs) has recently received increasing attention by most healthcare administrations. Forecasting ED demands greatly helps ED's managers to make suitable decisions by optimally
Real-Time Hydrometeorological Forecasting and Analysis from Radar and Satellite Observations
National Research Council Canada - National Science Library
Hoffman, Ross
2000-01-01
...) utilizes state-of-the-art precipitation and hydrological forecasting techniques; but, (c) overcomes the inherent limitations of these approaches by optimally merging the results of the different techniques to provide a robust solution...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L
2005-01-01
The long-term goal of this partnership is to establish an operational forecasting system of the wind field and resulting waves and surge impacting the coastline during the approach and landfall of tropical cyclones...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L
2004-01-01
The long-term goal of this partnership is to establish an operational forecasting system of the wind field and resulting waves and surge impacting the coastline during the approach and landfall of tropical cyclones...
Real-Time Forecasting System of Winds, Waves and Surge in Tropical Cyclones
National Research Council Canada - National Science Library
Graber, Hans C; Donelan, Mark A; Brown, Michael G; Slinn, Donald N; Hagen, Scott C; Thompson, Donald R; Jensen, Robert E; Black, Peter G; Powell, Mark D; Guiney, John L; Cardone, Vincent J; Cox, Andrew T; Augustus, Ellsworth H; Colonnese, Christopher P
2003-01-01
The long-term goal of this partnership is to establish an operational forecasting syste