SeisGuard, a system for analyzing earthquake precursory data, is a software platform to search for earthquake precursory information by processing geophysical data from different sources to establish automatically an ...SeisGuard, a system for analyzing earthquake precursory data, is a software platform to search for earthquake precursory information by processing geophysical data from different sources to establish automatically an earthquake forecasting model. The main function of this system is to analyze and process the deformation, fluid, electromagnetic and other geophysical field observing data from ground-based observation, as well as space-based observation. Combined station and earthquake distributions, geological structure and other information, this system can provide a basic software platform for earthquake forecasting research based on spatiotemporal fusion. The hierarchical station tree for data sifting and the interaction mode have been innovatively developed in this SeisGuard system to improve users’ working efficiency. The data storage framework designed according to the characteristics of different time series can unify the interfaces of different data sources, provide the support of data flow, simplify the management and usage of data, and provide foundation for analysis of big data. The final aim of this development is to establish an effective earthquake forecasting model combined all available information from ground-based observations to space-based observations.展开更多
As the increasing demand for mobile communications and the shrinking of the coverage of cells, handover mechanism will play an important role in future wireless networks to provide users with seamless mobile communica...As the increasing demand for mobile communications and the shrinking of the coverage of cells, handover mechanism will play an important role in future wireless networks to provide users with seamless mobile communication services. In order to guarantee the user experience, the handover decision should be made timely and reasonably. To achieve this goal, this paper presents a hybrid handover forecasting mechanism, which contains long-term and short-term forecasting models. The proposed mechanism could cooperate with the standard mechanisms, and improve the performance of standard handover decision mechanisms. Since most of the parameters involved are imprecise, fuzzy forecasting model is applied for dealing with predictions of them. The numerical results indicate that the mechanism could significantly decrease the rate of ping-pong handover and the rate of handover failure.展开更多
This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on th...This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.展开更多
A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is eq...A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is equivalent to the time response model, was proved by analyzing the features of grey forecasting model(GM(1,1)). Based on this, the differential equation parameters were included in the network when the BP neural network was constructed, and the neural network was trained by extracting samples from grey system's known data. When BP network was converged, the whitened grey differential equation parameters were extracted and then the grey neural network forecasting model (GNNM(1,1)) was built. In order to reduce stochastic phenomenon in GNNM(1,1), the state transition probability between two states was defined and the Markov transition matrix was established by building the residual sequences between grey forecasting and actual value. Thus, the new grey forecasting model(MNNGM(1,1)) was proposed by combining Markov chain with GNNM(1,1). Based on the above discussion, three different approaches were put forward for forecasting China electricity demands. By comparing GM(1, 1) and GNNM(1,1) with the proposed model, the results indicate that the absolute mean error of MNNGM(1,1) is about 0.4 times of GNNM(1,1) and 0.2 times of GM(I, 1), and the mean square error of MNNGM(1,1) is about 0.25 times of GNNM(1,1) and 0.1 times of GM(1,1).展开更多
The basic structure and cloud features of Typhoon Nida(2016) are simulated using a new microphysics scheme(Liuma) within the Weather Research and Forecasting(WRF) model. Typhoon characteristics simulated with the Lium...The basic structure and cloud features of Typhoon Nida(2016) are simulated using a new microphysics scheme(Liuma) within the Weather Research and Forecasting(WRF) model. Typhoon characteristics simulated with the Liuma microphysics scheme are compared with observations and those simulated with a commonly-used microphysics scheme(WSM6). Results show that using different microphysics schemes does not significantly alter the track of the typhoon but does significantly affect the intensity and the cloud structure of the typhoon. Results also show that the vertical distribution of cloud hydrometeors and the horizontal distribution of peripheral rainband are affected by the microphysics scheme. The mixing ratios of rain water and graupel correlate highly with the vertical velocity component and equivalent potential temperature at the typhoon eye-wall region. According to the simulation with WSM 6 scheme,it is likely that the very low typhoon central pressure results from the positive feedback between hydrometeors and typhoon intensity. As the ice-phase hydrometeors are mostly graupel in the Liuma microphysics scheme, further improvement in this aspect is required.展开更多
A model GM (grey model) (1,1) for forecasting the rate of copper extraction during the bioleaching of primary sulphide ore was established on the basis of the mathematical theory and the modeling process of grey s...A model GM (grey model) (1,1) for forecasting the rate of copper extraction during the bioleaching of primary sulphide ore was established on the basis of the mathematical theory and the modeling process of grey system theory. It was used for forecasting the rate of copper extraction from the primary sulfide ore during a laboratory microbial column leaching experiment. The precision of the forecasted results were examined and modified via "posterior variance examination". The results show that the forecasted values coincide with the experimental values. GM (1,1) model has high forecast accuracy; and it is suitable for simulation control and prediction analysis of the original data series of the processes that have grey characteristics, such as mining, metallurgical and mineral processing, etc. The leaching rate of such copper sulphide ore is low. The grey forecasting result indicates that the rate of copper extraction is approximately 20% even after leaching for six months.展开更多
Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuz...Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.展开更多
This paper aims to investigate the effectiveness of four volatility forecasting models, i.e. Exponential Weighted Moving Average (EWMA), Autoregressive Integrated Moving Average (ARIMA) and Generalized Auto-Regres...This paper aims to investigate the effectiveness of four volatility forecasting models, i.e. Exponential Weighted Moving Average (EWMA), Autoregressive Integrated Moving Average (ARIMA) and Generalized Auto-Regressive Conditional Heteroscedastic (GARCH), in four stock markets Indonesia, Malaysia, Japan and Hong Kong. Using monthly closing stock index prices collected from 1 st January 1998 to 31 st December 2015 for the four selected countries, results obtained confirm that volatility in developed markets is not necessarily always lower than the volatility in emerging markets. Among all the three models, GARCH (1, l) model is found to be the best forecasting model for stock markets in Malaysia, Indonesia, and Japan, while EWMA model is found to be the best forecasting model for Hong Kong stock market. The outperformance of GARCH (1, 1) found supports again what is found in Minkah (2007).展开更多
GM(1,1)models have been widely used in various fields due to their high performance in time series prediction.However,some hypotheses of the existing GM(1,1)model family may reduce their prediction performance in some...GM(1,1)models have been widely used in various fields due to their high performance in time series prediction.However,some hypotheses of the existing GM(1,1)model family may reduce their prediction performance in some cases.To solve this problem,this paper proposes a self-adaptive GM(1,1)model,termed as SAGM(1,1)model,which aims to solve the defects of the existing GM(1,1)model family by deleting their modeling hypothesis.Moreover,a novel multi-parameter simultaneous optimization scheme based on firefly algorithm is proposed,the proposed multi-parameter optimization scheme adopts machine learning ideas,takes all adjustable parameters of SAGM(1,1)model as input variables,and trains it with firefly algorithm.And Sobol’sensitivity indices are applied to study global sensitivity of SAGM(1,1)model parameters,which provides an important reference for model parameter calibration.Finally,forecasting capability of SAGM(1,1)model is illustrated by Anhui electricity consumption dataset.Results show that prediction accuracy of SAGM(1,1)model is significantly better than other models,and it is shown that the proposed approach enhances the prediction performance of GM(1,1)model significantly.展开更多
A high precision forecasting and prospecting model incorporating the “field theory field structure analysis field simulation”, a temporal and spatial structural framework reflecting local extremely fine structure...A high precision forecasting and prospecting model incorporating the “field theory field structure analysis field simulation”, a temporal and spatial structural framework reflecting local extremely fine structures, is established to make an effective extraction and an integrated analysis of multivariate forecasting information. This model can best show not only the coupling between metallogenic anomalous structure, mineralized structure and information structure, but also the extraction, optimization, matching and summarization of key forecasting information. The technological keys to this model are the fine structural analysis of geological and geophysical and geochemical anomalous fields and metallogenic fields, and the establishment of occurrence patterns for the spatial location of orebodies.展开更多
In this paper,we propose a hybrid forecasting model to improve the forecasting accuracy for depth-averaged current velocities(DACVs) of underwater gliders.The hybrid model is based on a discrete wavelet transform(DWT)...In this paper,we propose a hybrid forecasting model to improve the forecasting accuracy for depth-averaged current velocities(DACVs) of underwater gliders.The hybrid model is based on a discrete wavelet transform(DWT),a deep belief network(DBN),and a least squares support vector machine(LSSVM).The original DACV series are first decomposed into several high-and one low-frequency subseries by DWT.Then,DBN is used for high-frequency component forecasting,and the LSSVM model is adopted for low-frequency subseries.The effectiveness of the proposed model is verified by two groups of DACV data from sea trials in the South China Sea.Based on four general error criteria,the forecast performance of the proposed model is demonstrated.The comparison models include some well-recognized single models and some related hybrid models.The performance of the proposed model outperformed those of the other methods indicated above.展开更多
Through analyzing 7 Ib-type samples of synthetic single diamonds by their DTA and TG in air, we ascertained the extrapolated onset temperature on the curves of DTA as the characteristic temperature of their thermal st...Through analyzing 7 Ib-type samples of synthetic single diamonds by their DTA and TG in air, we ascertained the extrapolated onset temperature on the curves of DTA as the characteristic temperature of their thermal stabilities. Based on the grey system theory, we analyzed 4 factors influential in the thermal stability by the grey relationship analysis, a quantitative method, and derived the grey relationship sequence, that is, the rank of the influence extent of 4 factors on the thermal stability. Furthermore, we established the grey forecasting model, namely GM(1,5), for predicting the thermal stability of single diamonds with their intrinsic properties, which was then examined by a deviation-probability examination. The results illustrate that it is reasonable to take the Extrapolated Onset Temperature in DTA as the characteristic temperature for thermal stability (TS) of Ib-type synthetic single diamonds. The nitrogen content and grain shape regularity of diamonds are dominating factors. Likewise, grain size and compressive strength are minor factors. In addition, GM(1,5) can be used to predict the thermal stability of Ib-type synthetic single diamonds available. The precision rank of GM(1,5) is ‘GOOD’.展开更多
The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi-...The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi- dimension series which included the ergodic information and more rich information could be excavated. Then, on the basis of the embedding dimension of the time series, the structure form of neutral network was constructed, of which the node number in input layer was the embedding dimension of the time series minus 1, and the node number in output layers was 1. Finally, as an example, the model was applied for water yield of mine forecasting. The result shows that the model has good fitting accuracy and forecasting precision.展开更多
To solve the medium and long term power load forecasting problem,the combination forecasting method is further expanded and a weighted combination forecasting model for power load is put forward.This model is divided ...To solve the medium and long term power load forecasting problem,the combination forecasting method is further expanded and a weighted combination forecasting model for power load is put forward.This model is divided into two stages which are forecasting model selection and weighted combination forecasting.Based on Markov chain conversion and cloud model,the forecasting model selection is implanted and several outstanding models are selected for the combination forecasting.For the weighted combination forecasting,a fuzzy scale joint evaluation method is proposed to determine the weight of selected forecasting model.The percentage error and mean absolute percentage error of weighted combination forecasting result of the power consumption in a certain area of China are 0.7439%and 0.3198%,respectively,while the maximum values of these two indexes of single forecasting models are 5.2278%and 1.9497%.It shows that the forecasting indexes of proposed model are improved significantly compared with the single forecasting models.展开更多
Pork is common in people's daily life consumption,and it accounts for more than half of all meats. By collecting data information published by Bureau of Statistics and Bureau of Agriculture,this paper makes a stat...Pork is common in people's daily life consumption,and it accounts for more than half of all meats. By collecting data information published by Bureau of Statistics and Bureau of Agriculture,this paper makes a statistical analysis of the influence of price fluctuation in the pork market on China's pork production,and finds that China's pork production shows a general trend of fluctuations due to the impact of price factors.According to the predecessors' studies on the factors influencing pig market price,combined with the actual situation of pig breeding in China,this paper uses the latest website data released by the government's public information platform to establish a forecasting model.展开更多
The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i...The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i.e., secular trends, cyclical variations, seasonal effects, and stochastic variations), they believe the best forecasting model is the one which realistically considers the underlying causal factors in a situational relationship and therefore has the best "track records" in generating data. Paper's models can be adjusted for variations in related a time series which processes a great deal of randomness, to improve the accuracy of the financial forecasts. Because of Na'fve forecasting models are based on an extrapolation of past values for future. These models may be adjusted for seasonal, secular, and cyclical trends in related data. When a data series processes a great deal of randomness, smoothing techniques, such as moving averages and exponential smoothing, may improve the accuracy of the financial forecasts. But neither Na'fve models nor smoothing techniques are capable of identifying major future changes in the direction of a situational data series. Hereby, nonlinear techniques, like direct and sequential search approaches, overcome those shortcomings can be used. The methodology which we have used is based on inferential analysis. To build the models to identify the major future changes in the direction of a situational data series, a comparative model building is applied. Hereby, the paper suggests using some of the nonlinear techniques, like direct and sequential search approaches, to reduce the technical shortcomings. The final result of the paper is to manipulate, to prepare, and to integrate heuristic non-linear searching methods to serve calculating adjusted factors to produce the best forecast data.展开更多
Sea buckthorn market floated uncertainly within a narrow range. The market situation provided upward pressure on prices, and producer and consumer interest were poor, coupled with weak prices in the regional markets. ...Sea buckthorn market floated uncertainly within a narrow range. The market situation provided upward pressure on prices, and producer and consumer interest were poor, coupled with weak prices in the regional markets. The objectives of the study are: 1) to estimate the relationship between wild Sea buckthorn (SB) price and Supply, Demand, while some other factors of crude oil price and exchange rate by using simultaneous Supply-Demand and Price system equation and Vector Error Correction Method (VECM);2) to forecast the short-term and long-term SB price;3) to compare and evaluate the price forecasting models. Firstly, the data was analyzed by Ferris and Engle-Granger’s procedure;secondly, both price forecasting methodologies were tested by Pindyck-Rubinfeld and Makridakis’s procedure. The result shows that the VECM model is more efficient using yearly data;a short-term price forecast decreases, and a long-term price forecast is predicted to increase the Mongolian Sea buckthorn market.展开更多
Based on the historical data over 15 years from fivecounties including Xiaoshan,Longyou,Pujiang,Wenling,and Huangyan,Zhejiang Province,a se-ries of forecasting models were established by stepwise regression.These mode...Based on the historical data over 15 years from fivecounties including Xiaoshan,Longyou,Pujiang,Wenling,and Huangyan,Zhejiang Province,a se-ries of forecasting models were established by stepwise regression.These models could be used to pre-dict the population size and the level of the main en-dangering generation of brown planthopper(BPH)on late-season rice.After eight years validation,73models were established from 469 ones as a series ofmodels used as long,medium,and short term fore-casting.展开更多
This paper presents a novel artificial intelligence (AI) based approach to predict crucial meteorological parameters such as temperature,pressure,and wind speed,typically calculated from computationally intensive weat...This paper presents a novel artificial intelligence (AI) based approach to predict crucial meteorological parameters such as temperature,pressure,and wind speed,typically calculated from computationally intensive weather research and forecasting (WRF) model.Accurate meteorological data is indispensable for simulating the release of radioactive effluents,especially in dispersion modeling for nuclear emergency decision support systems.Simulation of meteorological conditions during nuclear emergencies using the conventional WRF model is very complex and time-consuming.Therefore,a new artificial neural network (ANN) based technique was proposed as a viable alternative for meteorological prediction.A multi-input multi-output neural network was trained using historical site-specific meteorological data to forecast the meteorological parameters.Comprehensive evaluation of this technique was conducted to test its performance in forecasting various parameters including atmospheric pressure,temperature,and wind speed components in both East-West and North-South directions.The performance of developed network was evaluated on an unknown dataset,and acquired results are within the acceptable range for all meteorological parameters.Results show that ANNs possess the capability to forecast meteorological parameters,such as temperature and pressure,at multiple spatial locations within a grid with high accuracy,utilizing input data from a single station.However,accuracy is slightly compromised when predicting wind speed components.Root mean square error (RMSE) was utilized to report the accuracy of predicted results,with values of 1.453℃for temperature,77 Pa for predicted pressure,1.058 m/s for the wind speed of U-component and 0.959 m/s for the wind speed of V-component.In conclusion,this approach offers a precise,efficient,and wellinformed method for administrative decision-making during nuclear emergencies.展开更多
Variable weight combination forecasting combines individual forecasting models after giving them proper weights at each time point. Weight is the type of function that changes with forecast time. A relatively rational...Variable weight combination forecasting combines individual forecasting models after giving them proper weights at each time point. Weight is the type of function that changes with forecast time. A relatively rational description of the system can be proposed with the forecasting method, which is of higher precision and better stability. Two individual forecasting models, grey system forecasting and multiple regression forecasting, were generated based on the historical data and influencing factors of coal demand in China from 1981 to 2008. According to the theory of combination forecasting, the variable weight combination forecasting model was formulated to forecast coal demand in China for the next 12 years.展开更多
文摘SeisGuard, a system for analyzing earthquake precursory data, is a software platform to search for earthquake precursory information by processing geophysical data from different sources to establish automatically an earthquake forecasting model. The main function of this system is to analyze and process the deformation, fluid, electromagnetic and other geophysical field observing data from ground-based observation, as well as space-based observation. Combined station and earthquake distributions, geological structure and other information, this system can provide a basic software platform for earthquake forecasting research based on spatiotemporal fusion. The hierarchical station tree for data sifting and the interaction mode have been innovatively developed in this SeisGuard system to improve users’ working efficiency. The data storage framework designed according to the characteristics of different time series can unify the interfaces of different data sources, provide the support of data flow, simplify the management and usage of data, and provide foundation for analysis of big data. The final aim of this development is to establish an effective earthquake forecasting model combined all available information from ground-based observations to space-based observations.
基金supported in part by the National Major Project under Grant No.2018ZX030001016the National Natural Science Foundation of China under Grant No.61371092the China Mobile Program of Ministry of Education under Grants No.MCM20150102
文摘As the increasing demand for mobile communications and the shrinking of the coverage of cells, handover mechanism will play an important role in future wireless networks to provide users with seamless mobile communication services. In order to guarantee the user experience, the handover decision should be made timely and reasonably. To achieve this goal, this paper presents a hybrid handover forecasting mechanism, which contains long-term and short-term forecasting models. The proposed mechanism could cooperate with the standard mechanisms, and improve the performance of standard handover decision mechanisms. Since most of the parameters involved are imprecise, fuzzy forecasting model is applied for dealing with predictions of them. The numerical results indicate that the mechanism could significantly decrease the rate of ping-pong handover and the rate of handover failure.
基金supported by the National Natural Science Foundation of China(7090104171171113)the Aeronautical Science Foundation of China(2014ZG52077)
文摘This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.
基金Project(70572090) supported by the National Natural Science Foundation of China
文摘A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is equivalent to the time response model, was proved by analyzing the features of grey forecasting model(GM(1,1)). Based on this, the differential equation parameters were included in the network when the BP neural network was constructed, and the neural network was trained by extracting samples from grey system's known data. When BP network was converged, the whitened grey differential equation parameters were extracted and then the grey neural network forecasting model (GNNM(1,1)) was built. In order to reduce stochastic phenomenon in GNNM(1,1), the state transition probability between two states was defined and the Markov transition matrix was established by building the residual sequences between grey forecasting and actual value. Thus, the new grey forecasting model(MNNGM(1,1)) was proposed by combining Markov chain with GNNM(1,1). Based on the above discussion, three different approaches were put forward for forecasting China electricity demands. By comparing GM(1, 1) and GNNM(1,1) with the proposed model, the results indicate that the absolute mean error of MNNGM(1,1) is about 0.4 times of GNNM(1,1) and 0.2 times of GM(I, 1), and the mean square error of MNNGM(1,1) is about 0.25 times of GNNM(1,1) and 0.1 times of GM(1,1).
基金Ministry of Science and Technology of China(2017YFC1501406)National Key Research and Development Plan Program of China(2017YFA0604500)CMA Youth Founding Program(Q201706&NWPC-QNJJ-201702)
文摘The basic structure and cloud features of Typhoon Nida(2016) are simulated using a new microphysics scheme(Liuma) within the Weather Research and Forecasting(WRF) model. Typhoon characteristics simulated with the Liuma microphysics scheme are compared with observations and those simulated with a commonly-used microphysics scheme(WSM6). Results show that using different microphysics schemes does not significantly alter the track of the typhoon but does significantly affect the intensity and the cloud structure of the typhoon. Results also show that the vertical distribution of cloud hydrometeors and the horizontal distribution of peripheral rainband are affected by the microphysics scheme. The mixing ratios of rain water and graupel correlate highly with the vertical velocity component and equivalent potential temperature at the typhoon eye-wall region. According to the simulation with WSM 6 scheme,it is likely that the very low typhoon central pressure results from the positive feedback between hydrometeors and typhoon intensity. As the ice-phase hydrometeors are mostly graupel in the Liuma microphysics scheme, further improvement in this aspect is required.
基金supported by the National Key Basic Research and Development Programme of China(No.2004CB619200)the National Science Foundation for Distinguished Young Scholars of China(No.50325415)the National Natural Science Foundation of China(No.50321402).
文摘A model GM (grey model) (1,1) for forecasting the rate of copper extraction during the bioleaching of primary sulphide ore was established on the basis of the mathematical theory and the modeling process of grey system theory. It was used for forecasting the rate of copper extraction from the primary sulfide ore during a laboratory microbial column leaching experiment. The precision of the forecasted results were examined and modified via "posterior variance examination". The results show that the forecasted values coincide with the experimental values. GM (1,1) model has high forecast accuracy; and it is suitable for simulation control and prediction analysis of the original data series of the processes that have grey characteristics, such as mining, metallurgical and mineral processing, etc. The leaching rate of such copper sulphide ore is low. The grey forecasting result indicates that the rate of copper extraction is approximately 20% even after leaching for six months.
基金supported by the National Natural Science Foundation of China(61309022)
文摘Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.
文摘This paper aims to investigate the effectiveness of four volatility forecasting models, i.e. Exponential Weighted Moving Average (EWMA), Autoregressive Integrated Moving Average (ARIMA) and Generalized Auto-Regressive Conditional Heteroscedastic (GARCH), in four stock markets Indonesia, Malaysia, Japan and Hong Kong. Using monthly closing stock index prices collected from 1 st January 1998 to 31 st December 2015 for the four selected countries, results obtained confirm that volatility in developed markets is not necessarily always lower than the volatility in emerging markets. Among all the three models, GARCH (1, l) model is found to be the best forecasting model for stock markets in Malaysia, Indonesia, and Japan, while EWMA model is found to be the best forecasting model for Hong Kong stock market. The outperformance of GARCH (1, 1) found supports again what is found in Minkah (2007).
基金supported by the National Natural Science Foundation of China(72171116,71671090)the Fundamental Research Funds for the Central Universities(NP2020022)+1 种基金the Key Research Projects of Humanities and Social Sciences in Anhui Education Department(SK2021A1018)Qinglan Project for Excellent Youth or Middlea ged Academic Leaders in Jiangsu Province,China.
文摘GM(1,1)models have been widely used in various fields due to their high performance in time series prediction.However,some hypotheses of the existing GM(1,1)model family may reduce their prediction performance in some cases.To solve this problem,this paper proposes a self-adaptive GM(1,1)model,termed as SAGM(1,1)model,which aims to solve the defects of the existing GM(1,1)model family by deleting their modeling hypothesis.Moreover,a novel multi-parameter simultaneous optimization scheme based on firefly algorithm is proposed,the proposed multi-parameter optimization scheme adopts machine learning ideas,takes all adjustable parameters of SAGM(1,1)model as input variables,and trains it with firefly algorithm.And Sobol’sensitivity indices are applied to study global sensitivity of SAGM(1,1)model parameters,which provides an important reference for model parameter calibration.Finally,forecasting capability of SAGM(1,1)model is illustrated by Anhui electricity consumption dataset.Results show that prediction accuracy of SAGM(1,1)model is significantly better than other models,and it is shown that the proposed approach enhances the prediction performance of GM(1,1)model significantly.
基金Thispaperisco sponsoredbytheStateKeyBasicResearchProject(G1 9990 4 32 0 7 3) byBackboneTeacherResearchProjectundertheMin i
文摘A high precision forecasting and prospecting model incorporating the “field theory field structure analysis field simulation”, a temporal and spatial structural framework reflecting local extremely fine structures, is established to make an effective extraction and an integrated analysis of multivariate forecasting information. This model can best show not only the coupling between metallogenic anomalous structure, mineralized structure and information structure, but also the extraction, optimization, matching and summarization of key forecasting information. The technological keys to this model are the fine structural analysis of geological and geophysical and geochemical anomalous fields and metallogenic fields, and the establishment of occurrence patterns for the spatial location of orebodies.
基金The National Natural Science Foundation of China under contract Nos U1709202 and 51809127the Natural Science Foundation of Shanxi ProvinceChina under contract No.201901D211248。
文摘In this paper,we propose a hybrid forecasting model to improve the forecasting accuracy for depth-averaged current velocities(DACVs) of underwater gliders.The hybrid model is based on a discrete wavelet transform(DWT),a deep belief network(DBN),and a least squares support vector machine(LSSVM).The original DACV series are first decomposed into several high-and one low-frequency subseries by DWT.Then,DBN is used for high-frequency component forecasting,and the LSSVM model is adopted for low-frequency subseries.The effectiveness of the proposed model is verified by two groups of DACV data from sea trials in the South China Sea.Based on four general error criteria,the forecast performance of the proposed model is demonstrated.The comparison models include some well-recognized single models and some related hybrid models.The performance of the proposed model outperformed those of the other methods indicated above.
文摘Through analyzing 7 Ib-type samples of synthetic single diamonds by their DTA and TG in air, we ascertained the extrapolated onset temperature on the curves of DTA as the characteristic temperature of their thermal stabilities. Based on the grey system theory, we analyzed 4 factors influential in the thermal stability by the grey relationship analysis, a quantitative method, and derived the grey relationship sequence, that is, the rank of the influence extent of 4 factors on the thermal stability. Furthermore, we established the grey forecasting model, namely GM(1,5), for predicting the thermal stability of single diamonds with their intrinsic properties, which was then examined by a deviation-probability examination. The results illustrate that it is reasonable to take the Extrapolated Onset Temperature in DTA as the characteristic temperature for thermal stability (TS) of Ib-type synthetic single diamonds. The nitrogen content and grain shape regularity of diamonds are dominating factors. Likewise, grain size and compressive strength are minor factors. In addition, GM(1,5) can be used to predict the thermal stability of Ib-type synthetic single diamonds available. The precision rank of GM(1,5) is ‘GOOD’.
文摘The neutral network forecasting model based on the phase space reconstruction was proposed. First, through reconstructing the phase space, the time series of single variable was done excursion and expanded into multi- dimension series which included the ergodic information and more rich information could be excavated. Then, on the basis of the embedding dimension of the time series, the structure form of neutral network was constructed, of which the node number in input layer was the embedding dimension of the time series minus 1, and the node number in output layers was 1. Finally, as an example, the model was applied for water yield of mine forecasting. The result shows that the model has good fitting accuracy and forecasting precision.
文摘To solve the medium and long term power load forecasting problem,the combination forecasting method is further expanded and a weighted combination forecasting model for power load is put forward.This model is divided into two stages which are forecasting model selection and weighted combination forecasting.Based on Markov chain conversion and cloud model,the forecasting model selection is implanted and several outstanding models are selected for the combination forecasting.For the weighted combination forecasting,a fuzzy scale joint evaluation method is proposed to determine the weight of selected forecasting model.The percentage error and mean absolute percentage error of weighted combination forecasting result of the power consumption in a certain area of China are 0.7439%and 0.3198%,respectively,while the maximum values of these two indexes of single forecasting models are 5.2278%and 1.9497%.It shows that the forecasting indexes of proposed model are improved significantly compared with the single forecasting models.
基金Supported by Shaoxing"13th Five-Year Plan"Key Philosophy and Social Sciences Project in 2016-"Study on Promoting the Development of Agricultural Products Supply Chain in Shaoxing by Information Technology"Zhejiang Provincial Society of Commercial Economy Project in 2016(2016SJYB02)+1 种基金Jiyang College of Zhejiang A&F University Classroom Teaching Reform Project(kgyb201504)Shaoxing Classroom Teaching Reform Project in 2015
文摘Pork is common in people's daily life consumption,and it accounts for more than half of all meats. By collecting data information published by Bureau of Statistics and Bureau of Agriculture,this paper makes a statistical analysis of the influence of price fluctuation in the pork market on China's pork production,and finds that China's pork production shows a general trend of fluctuations due to the impact of price factors.According to the predecessors' studies on the factors influencing pig market price,combined with the actual situation of pig breeding in China,this paper uses the latest website data released by the government's public information platform to establish a forecasting model.
文摘The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i.e., secular trends, cyclical variations, seasonal effects, and stochastic variations), they believe the best forecasting model is the one which realistically considers the underlying causal factors in a situational relationship and therefore has the best "track records" in generating data. Paper's models can be adjusted for variations in related a time series which processes a great deal of randomness, to improve the accuracy of the financial forecasts. Because of Na'fve forecasting models are based on an extrapolation of past values for future. These models may be adjusted for seasonal, secular, and cyclical trends in related data. When a data series processes a great deal of randomness, smoothing techniques, such as moving averages and exponential smoothing, may improve the accuracy of the financial forecasts. But neither Na'fve models nor smoothing techniques are capable of identifying major future changes in the direction of a situational data series. Hereby, nonlinear techniques, like direct and sequential search approaches, overcome those shortcomings can be used. The methodology which we have used is based on inferential analysis. To build the models to identify the major future changes in the direction of a situational data series, a comparative model building is applied. Hereby, the paper suggests using some of the nonlinear techniques, like direct and sequential search approaches, to reduce the technical shortcomings. The final result of the paper is to manipulate, to prepare, and to integrate heuristic non-linear searching methods to serve calculating adjusted factors to produce the best forecast data.
文摘Sea buckthorn market floated uncertainly within a narrow range. The market situation provided upward pressure on prices, and producer and consumer interest were poor, coupled with weak prices in the regional markets. The objectives of the study are: 1) to estimate the relationship between wild Sea buckthorn (SB) price and Supply, Demand, while some other factors of crude oil price and exchange rate by using simultaneous Supply-Demand and Price system equation and Vector Error Correction Method (VECM);2) to forecast the short-term and long-term SB price;3) to compare and evaluate the price forecasting models. Firstly, the data was analyzed by Ferris and Engle-Granger’s procedure;secondly, both price forecasting methodologies were tested by Pindyck-Rubinfeld and Makridakis’s procedure. The result shows that the VECM model is more efficient using yearly data;a short-term price forecast decreases, and a long-term price forecast is predicted to increase the Mongolian Sea buckthorn market.
文摘Based on the historical data over 15 years from fivecounties including Xiaoshan,Longyou,Pujiang,Wenling,and Huangyan,Zhejiang Province,a se-ries of forecasting models were established by stepwise regression.These models could be used to pre-dict the population size and the level of the main en-dangering generation of brown planthopper(BPH)on late-season rice.After eight years validation,73models were established from 469 ones as a series ofmodels used as long,medium,and short term fore-casting.
文摘This paper presents a novel artificial intelligence (AI) based approach to predict crucial meteorological parameters such as temperature,pressure,and wind speed,typically calculated from computationally intensive weather research and forecasting (WRF) model.Accurate meteorological data is indispensable for simulating the release of radioactive effluents,especially in dispersion modeling for nuclear emergency decision support systems.Simulation of meteorological conditions during nuclear emergencies using the conventional WRF model is very complex and time-consuming.Therefore,a new artificial neural network (ANN) based technique was proposed as a viable alternative for meteorological prediction.A multi-input multi-output neural network was trained using historical site-specific meteorological data to forecast the meteorological parameters.Comprehensive evaluation of this technique was conducted to test its performance in forecasting various parameters including atmospheric pressure,temperature,and wind speed components in both East-West and North-South directions.The performance of developed network was evaluated on an unknown dataset,and acquired results are within the acceptable range for all meteorological parameters.Results show that ANNs possess the capability to forecast meteorological parameters,such as temperature and pressure,at multiple spatial locations within a grid with high accuracy,utilizing input data from a single station.However,accuracy is slightly compromised when predicting wind speed components.Root mean square error (RMSE) was utilized to report the accuracy of predicted results,with values of 1.453℃for temperature,77 Pa for predicted pressure,1.058 m/s for the wind speed of U-component and 0.959 m/s for the wind speed of V-component.In conclusion,this approach offers a precise,efficient,and wellinformed method for administrative decision-making during nuclear emergencies.
基金the National Natural Science Foundation in China (No.70873079 and 70941022)Shanxi Natural Science Foundation (No.2009011021-1)Shanxi International Science and Technology Cooperation Foundation (2008081014)
文摘Variable weight combination forecasting combines individual forecasting models after giving them proper weights at each time point. Weight is the type of function that changes with forecast time. A relatively rational description of the system can be proposed with the forecasting method, which is of higher precision and better stability. Two individual forecasting models, grey system forecasting and multiple regression forecasting, were generated based on the historical data and influencing factors of coal demand in China from 1981 to 2008. According to the theory of combination forecasting, the variable weight combination forecasting model was formulated to forecast coal demand in China for the next 12 years.