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Evaluation of building energy demand forecast models using multi-attribute decision making approach 被引量:1
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作者 Nivethitha Somu Anupama Kowli 《Energy and Built Environment》 2024年第3期480-491,共12页
With the existence of several conventional and advanced building thermal energy demand forecast models to improve the energy efficiency of buildings,it is hard to find an appropriate,convenient,and efficient model.Eva... With the existence of several conventional and advanced building thermal energy demand forecast models to improve the energy efficiency of buildings,it is hard to find an appropriate,convenient,and efficient model.Evaluations based on statistical indexes(MAE,RMSE,MAPE,etc.)that characterize the accuracy of the forecasts do not help in the identification of the efficient building thermal energy demand forecast tool since they do not reflect the efforts entailed in implementation of the forecast model,i.e.,data collection to production/use phase.Hence,this work presents a Gini Index based Measurement of Alternatives and Ranking according to COmpromise Solution(GI-MARCOS),a hybrid Multi Attribute Decision Making(MADM)approach for the identification of the most efficient building energy demand forecast tool.GI-MARCOS employs(i)GI based objective weight method:assigns meaningful objective weights to the attributes in four phases(1:pre-processing,2:implementation,3:post-processing,and 4:use phase)thereby avoiding unnecessary biases in the expert’s opinion on weights and applicable to domains where there is a lack of domain expertise,and(ii)MARCOS:provides a robust and reliable ranking of alternatives in a dynamic environment.A case study with three alternatives evaluated over three to six attributes in four phases of implementation(pre-processing,implementation,post-processing and use)reveals that the use of GI-MARCOS improved the accuracy of alternatives MLR and BM by 6%and 13%,respectively.Moreover,additional validations state that(i)MLR performs best in Phase 1 and 2,while ANN performs best in Phase 3 and 4 with BM providing a mediocre performance in all four phases,(ii)sensitivity analysis:provides robust ranking with interchange of weights across phases and attributes,and(iii)rank correlation:ranks produce by GI-MARCOS has a high correlation with GRA(0.999),COPRAS(0.9786),and ARAS(0.9775). 展开更多
关键词 Building energy demand Multi-attribute decision making Objective weights forecast models Sensitivity analysis
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Enhancing Deep Learning Soil Moisture Forecasting Models by Integrating Physics-based Models 被引量:1
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作者 Lu LI Yongjiu DAI +5 位作者 Zhongwang WEI Wei SHANGGUAN Nan WEI Yonggen ZHANG Qingliang LI Xian-Xiang LI 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2024年第7期1326-1341,共16页
Accurate soil moisture(SM)prediction is critical for understanding hydrological processes.Physics-based(PB)models exhibit large uncertainties in SM predictions arising from uncertain parameterizations and insufficient... Accurate soil moisture(SM)prediction is critical for understanding hydrological processes.Physics-based(PB)models exhibit large uncertainties in SM predictions arising from uncertain parameterizations and insufficient representation of land-surface processes.In addition to PB models,deep learning(DL)models have been widely used in SM predictions recently.However,few pure DL models have notably high success rates due to lacking physical information.Thus,we developed hybrid models to effectively integrate the outputs of PB models into DL models to improve SM predictions.To this end,we first developed a hybrid model based on the attention mechanism to take advantage of PB models at each forecast time scale(attention model).We further built an ensemble model that combined the advantages of different hybrid schemes(ensemble model).We utilized SM forecasts from the Global Forecast System to enhance the convolutional long short-term memory(ConvLSTM)model for 1–16 days of SM predictions.The performances of the proposed hybrid models were investigated and compared with two existing hybrid models.The results showed that the attention model could leverage benefits of PB models and achieved the best predictability of drought events among the different hybrid models.Moreover,the ensemble model performed best among all hybrid models at all forecast time scales and different soil conditions.It is highlighted that the ensemble model outperformed the pure DL model over 79.5%of in situ stations for 16-day predictions.These findings suggest that our proposed hybrid models can adequately exploit the benefits of PB model outputs to aid DL models in making SM predictions. 展开更多
关键词 soil moisture forecasting hybrid model deep learning ConvLSTM attention mechanism
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Synoptic Verification of Precipitation Forecast of Three NWP Models from May to August of 2008 in Liaoning Province 被引量:5
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作者 崔锦 周小珊 +1 位作者 陈力强 张爱忠 《Meteorological and Environmental Research》 CAS 2010年第8期7-11,20,共6页
In order to evaluate the precipitation forecast performance of mesoscale numerical model in Northeast China,mesoscale model in Liaoning Province and T213 model,and improve the ability to use their forecast products fo... In order to evaluate the precipitation forecast performance of mesoscale numerical model in Northeast China,mesoscale model in Liaoning Province and T213 model,and improve the ability to use their forecast products for forecasters,the synoptic verifications of their 12 h accumulated precipitation forecasts of 3 numerical modes from May to August in 2008 were made on the basis of different systems impacting weather in Liaoning Province.The time limitations were 24,36,48 and 60 h.The verified contents included 6 aspects such as intensity and position of precipitation center,intensity,location,scope and moving velocity of precipitation main body.The results showed that the three models had good forecasting capability for precipitation in Liaoning Province,but the cupacity of each model was obviously different. 展开更多
关键词 Numerical model Precipitation forecast Synoptic meteorology verification China
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Application of synoptic-scale anomalous winds predicted by medium-range weather forecast models on the regional heavy rainfall in China in 2010 被引量:11
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作者 QIAN WeiHong LI Jin SHAN XiaoLong 《Science China Earth Sciences》 SCIE EI CAS 2013年第6期1059-1070,共12页
Atmospheric winds from observations and medium-range weather forecast model predictions can be physically decomposed as daily climate wind,planetary-scale anomalous wind,and synoptic-scale anomalous wind.The 850 hPa s... Atmospheric winds from observations and medium-range weather forecast model predictions can be physically decomposed as daily climate wind,planetary-scale anomalous wind,and synoptic-scale anomalous wind.The 850 hPa synoptic-scale anomalous winds were extracted from the numerical model outputs of the European Centre for Medium-Range Weather Forecasts(ECMWF) and the NCEP Global Forecast System(GFS).The results showed that most rain bands in eastern China in 2010 were located along the anomalous convergence lines.To predict the major rain bands by these convergence lines in 2010,the accuracies of the ECMWF products were 100%,85%,and 15% for leading 3,6,and 9 days,while the GFS products showed 53%,15%,and 6% accuracies,respectively.In comparison of the regional heavy rainfalls between observation and the ECMWF model prediction,the useful leading information was about 3.1 days for direct model rain prediction and 6.7 days for convergence systems predicted by ECMWF model. 展开更多
关键词 physical decomposition medium-range weather forecast model anomalous wind regional heavy rainfall convergenceline
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Comparison of performance of statistical models in forecasting monthly streamflow of Kizil River,China 被引量:8
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作者 Shalamu ABUDU Chun-liang CUI +1 位作者 James Phillip KING Kaiser ABUDUKADEER 《Water Science and Engineering》 EI CAS 2010年第3期269-281,共13页
This paper presents the application of autoregressive integrated moving average (ARIMA), seasonal ARIMA (SARIMA), and Jordan-Elman artificial neural networks (ANN) models in forecasting the monthly streamflow of... This paper presents the application of autoregressive integrated moving average (ARIMA), seasonal ARIMA (SARIMA), and Jordan-Elman artificial neural networks (ANN) models in forecasting the monthly streamflow of the Kizil River in Xinjiang, China. Two different types of monthly streamflow data (original and deseasonalized data) were used to develop time series and Jordan-Elman ANN models using previous flow conditions as predictors. The one-month-ahead forecasting performances of all models for the testing period (1998-2005) were compared using the average monthly flow data from the Kalabeili gaging station on the Kizil River. The Jordan-Elman ANN models, using previous flow conditions as inputs, resulted in no significant improvement over time series models in one-month-ahead forecasting. The results suggest that the simple time series models (ARIMA and SARIMA) can be used in one-month-ahead streamflow forecasting at the study site with a simple and explicit model structure and a model performance similar to the Jordan-Elman ANN models. 展开更多
关键词 time series model Jordan-Elman artificial neural networks model monthly streamflow forecasting
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New Thought of Meteorological Forecasting and Warning Models of Geological Disasters in Loess Plateau of North Shaanxi
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作者 高维英 李明 +1 位作者 杜继稳 王雁林 《Meteorological and Environmental Research》 CAS 2010年第8期12-16,共5页
The study established daily comprehensive precipitation equations and calculated respective critical daily comprehensive precipitation value of loess-collapse disasters and landslide disasters by dint of the geologica... The study established daily comprehensive precipitation equations and calculated respective critical daily comprehensive precipitation value of loess-collapse disasters and landslide disasters by dint of the geological disasters and corresponding precipitation data in 47 years.Considering geological disaster risk divisions,precipitation influence coefficient and daily comprehensive precipitation,hourly rolling daily-forecasting and hourly warning fine and no-gap models on the base of high temporal and spatial resolution rainfall data of automatic meteorological station were developed.Through the verifying of combination of dynamical forecasting model and warning model,the results showed that it can improve efficiency of forecast and have good response at the same time. 展开更多
关键词 Loess Plateau of North Shaanxi Geological disasters Daily comprehensive precipitation forecasting and warning models China
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Modeling and Forecasting of Carbon Dioxide Emissions in Bangladesh Using Autoregressive Integrated Moving Average (ARIMA) Models 被引量:3
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作者 Abdur Rahman Md Mahmudul Hasan 《Open Journal of Statistics》 2017年第4期560-566,共7页
In the present paper, different Autoregressive Integrated Moving Average (ARIMA) models were developed to model the carbon dioxide emission by using time series data of forty-four years from 1972-2015. The performance... In the present paper, different Autoregressive Integrated Moving Average (ARIMA) models were developed to model the carbon dioxide emission by using time series data of forty-four years from 1972-2015. The performance of these developed models was assessed with the help of different selection measure criteria and the model having minimum value of these criteria considered as the best forecasting model. Based on findings, it has been observed that out of different ARIMA models, ARIMA (0, 2, 1) is the best fitted model in predicting the emission of carbon dioxide in Bangladesh. Using this best fitted model, the forecasted value of carbon dioxide emission in Bangladesh, for the year 2016, 2017 and 2018 as obtained from ARIMA (0, 2, 1) was obtained as 83.94657 Metric Tons, 89.90464 Metric Tons and 96.28557 Metric Tons respectively. 展开更多
关键词 CARBON Dioxide Modeling forecasting TIME SERIES ARIMA BANGLADESH
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Artificial Intelligence Based Meteorological Parameter Forecasting for Optimizing Response of Nuclear Emergency Decision Support System
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作者 BILAL Ahmed Khan HASEEB ur Rehman +5 位作者 QAISAR Nadeem MUHAMMAD Ahmad Naveed Qureshi JAWARIA Ahad MUHAMMAD Naveed Akhtar AMJAD Farooq MASROOR Ahmad 《原子能科学技术》 EI CAS CSCD 北大核心 2024年第10期2068-2076,共9页
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
关键词 prediction of meteorological parameters weather research and forecasting model artificial neural networks nuclear emergency support system
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Comparison among the UECM Model, and the Composite Model in Forecasting Malaysian Imports
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作者 Mohamed A. H. Milad Hanan Moh. B. Duzan 《Open Journal of Statistics》 2024年第2期163-178,共16页
For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model f... For more than a century, forecasting models have been crucial in a variety of fields. Models can offer the most accurate forecasting outcomes if error terms are normally distributed. Finding a good statistical model for time series predicting imports in Malaysia is the main target of this study. The decision made during this study mostly addresses the unrestricted error correction model (UECM), and composite model (Combined regression—ARIMA). The imports of Malaysia from the first quarter of 1991 to the third quarter of 2022 are employed in this study’s quarterly time series data. The forecasting outcomes of the current study demonstrated that the composite model offered more probabilistic data, which improved forecasting the volume of Malaysia’s imports. The composite model, and the UECM model in this study are linear models based on responses to Malaysia’s imports. Future studies might compare the performance of linear and nonlinear models in forecasting. 展开更多
关键词 Composite Model UECM ARIMA forecasting MALAYSIA
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A Hybrid Neural Network and Box-Jenkins Models for Time Series Forecasting 被引量:1
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作者 Mohammad Hadwan Basheer M.Al-Maqaleh +2 位作者 Fuad N.Al-Badani Rehan Ullah Khan Mohammed A.Al-Hagery 《Computers, Materials & Continua》 SCIE EI 2022年第3期4829-4845,共17页
Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is ... Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is insufficient forecasting accuracy.The present study proposes a hybrid forecastingmethods to address this need.The proposed method includes three models.The first model is based on the autoregressive integrated moving average(ARIMA)statistical model;the second model is a back propagation neural network(BPNN)with adaptive slope and momentum parameters;and the thirdmodel is a hybridization between ARIMA and BPNN(ARIMA/BPNN)and artificial neural networks and ARIMA(ARIMA/ANN)to gain the benefits of linear and nonlinearmodeling.The forecasting models proposed in this study are used to predict the indices of the consumer price index(CPI),and predict the expected number of cancer patients in the Ibb Province in Yemen.Statistical standard measures used to evaluate the proposed method include(i)mean square error,(ii)mean absolute error,(iii)root mean square error,and(iv)mean absolute percentage error.Based on the computational results,the improvement rate of forecasting the CPI dataset was 5%,71%,and 4%for ARIMA/BPNN model,ARIMA/ANN model,and BPNN model respectively;while the result for cancer patients’dataset was 7%,200%,and 19%for ARIMA/BPNNmodel,ARIMA/ANN model,and BPNNmodel respectively.Therefore,it is obvious that the proposed method reduced the randomness degree,and the alterations affected the time series with data non-linearity.The ARIMA/ANN model outperformed each of its components when it was applied separately in terms of increasing the accuracy of forecasting and decreasing the overall errors of forecasting. 展开更多
关键词 Hybrid model forecasting non-linear data time series models cancer patients neural networks box-jenkins consumer price index
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Attention-Based and Time Series Models for Short-Term Forecasting of COVID-19 Spread 被引量:1
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作者 Jurgita Markeviciute Jolita Bernataviciene +3 位作者 Ruta Levuliene Viktor Medvedev Povilas Treigys Julius Venskus 《Computers, Materials & Continua》 SCIE EI 2022年第1期695-714,共20页
The growing number of COVID-19 cases puts pressure on healthcare services and public institutions worldwide.The pandemic has brought much uncertainty to the global economy and the situation in general.Forecasting meth... The growing number of COVID-19 cases puts pressure on healthcare services and public institutions worldwide.The pandemic has brought much uncertainty to the global economy and the situation in general.Forecasting methods and modeling techniques are important tools for governments to manage critical situations caused by pandemics,which have negative impact on public health.The main purpose of this study is to obtain short-term forecasts of disease epidemiology that could be useful for policymakers and public institutions to make necessary short-term decisions.To evaluate the effectiveness of the proposed attention-based method combining certain data mining algorithms and the classical ARIMA model for short-term forecasts,data on the spread of the COVID-19 virus in Lithuania is used,the forecasts of epidemic dynamics were examined,and the results were presented in the study.Nevertheless,the approach presented might be applied to any country and other pandemic situations.The COVID-19 outbreak started at different times in different countries,hence some countries have a longer history of the disease with more historical data than others.The paper proposes a novel approach to data registration and machine learning-based analysis using data from attention-based countries for forecast validation to predict trends of the spread of COVID-19 and assess risks. 展开更多
关键词 COVID-19 spread modeling attention-based forecasting machine learning data registration data analysis ARIMA
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Evaluation of numerical earthquake forecasting models 被引量:1
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作者 Zhongliang Wu 《Earthquake Science》 2022年第4期293-296,共4页
Evaluation of numerical earthquake forecasting models needs to consider two issues of equal importance:the application scenario of the simulation,and the complexity of the model.Criterion of the evaluation-based model... Evaluation of numerical earthquake forecasting models needs to consider two issues of equal importance:the application scenario of the simulation,and the complexity of the model.Criterion of the evaluation-based model selection faces some interesting problems in need of discussion. 展开更多
关键词 numerical earthquake forecasting model selection Akaike information criteria(AIC)
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Comparative Study of Volatility Forecasting Models: The Case of Malaysia, Indonesia, Hong Kong and Japan Stock Markets 被引量:1
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《Economics World》 2017年第4期299-310,共12页
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
关键词 volatility forecasting models GARCH (1 1) EWMA ARIMA effectiveness emerging countries
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A Hybrid Model Evaluation Based on PCA Regression Schemes Applied to Seasonal Precipitation Forecast
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作者 Pedro M. González-Jardines Aleida Rosquete-Estévez +1 位作者 Maibys Sierra-Lorenzo Arnoldo Bezanilla-Morlot 《Atmospheric and Climate Sciences》 2024年第3期328-353,共26页
Possible changes in the structure and seasonal variability of the subtropical ridge may lead to changes in the rainfall’s variability modes over Caribbean region. This generates additional difficulties around water r... Possible changes in the structure and seasonal variability of the subtropical ridge may lead to changes in the rainfall’s variability modes over Caribbean region. This generates additional difficulties around water resource planning, therefore, obtaining seasonal prediction models that allow these variations to be characterized in detail, it’s a concern, specially for island states. This research proposes the construction of statistical-dynamic models based on PCA regression methods. It is used as predictand the monthly precipitation accumulated, while the predictors (6) are extracted from the ECMWF-SEAS5 ensemble mean forecasts with a lag of one month with respect to the target month. In the construction of the models, two sequential training schemes are evaluated, obtaining that only the shorter preserves the seasonal characteristics of the predictand. The evaluation metrics used, where cell-point and dichotomous methodologies are combined, suggest that the predictors related to sea surface temperatures do not adequately represent the seasonal variability of the predictand, however, others such as the temperature at 850 hPa and the Outgoing Longwave Radiation are represented with a good approximation regardless of the model chosen. In this sense, the models built with the nearest neighbor methodology were the most efficient. Using the individual models with the best results, an ensemble is built that allows improving the individual skill of the models selected as members by correcting the underestimation of precipitation in the dynamic model during the wet season, although problems of overestimation persist for thresholds lower than 50 mm. 展开更多
关键词 Seasonal forecast Principal Component Regression Statistical-Dynamic models
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Study on short-range numerical forecasting of ocean current in the East China Sea——Ⅰ Basic problems of ocean current forecasting and structure of the models
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作者 Zhao Jinping, Chen Zhongyong and Shi Maochong Institute of Oceanology, Academia Sinica, Qingdao 266071, China Ocean University of Qingdao, Qingdao 266003, China 《Acta Oceanologica Sinica》 SCIE CAS CSCD 1993年第3期335-345,共11页
Ocean current forecasting is still in explorative stage of study. In the study, we face some problems that have not been met before. The solving of these problems has become fundamental premise for realizing the ocean... Ocean current forecasting is still in explorative stage of study. In the study, we face some problems that have not been met before. The solving of these problems has become fundamental premise for realizing the ocean current forecasting. In the present paper are discussed in depth the physical essence for such basic problems as the predictability of ocean current, the predictable currents, the dynamical basis for studying respectively the tidal current and circulation, the necessity of boundary model, the models on regions with different scales and their link. The foundations and plans to solve the problems are demonstrated. Finally a set of operational numerical forecasting system for ocean current is proposed. 展开更多
关键词 Current forecasting ocean circulation operational numerical forecasting numerical model the East China Sea
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Selection of Heteroscedastic Models: A Time Series Forecasting Approach
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作者 Imoh Udo Moffat Emmanuel Alphonsus Akpan 《Applied Mathematics》 2019年第5期333-348,共16页
To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices... To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances. 展开更多
关键词 ARIMA MODEL GARCH-Type MODEL HETEROSCEDASTICITY MODEL SELECTION Time Series forecasting VOLATILITY
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Comparison of ARIMA and ANN Models Used in Electricity Price Forecasting for Power Market
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作者 Gao Gao Kwoklun Lo Fulin Fan 《Energy and Power Engineering》 2017年第4期120-126,共7页
In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper intr... In power market, electricity price forecasting provides significant information which can help the electricity market participants to prepare corresponding bidding strategies to maximize their profits. This paper introduces the models of autoregressive integrated moving average (ARIMA) and artificial neural network (ANN) which are applied to the price forecasts for up to 3 steps 8 weeks ahead in the UK electricity market. The half hourly data of historical prices are obtained from UK Reference Price Data from March 22nd to July 14th 2010 and the predictions are derived from a sliding training window with a length of 8 weeks. The ARIMA with various AR and MA orders and the ANN with different numbers of delays and neurons have been established and compared in terms of the root mean square errors (RMSEs) of price forecasts. The experimental results illustrate that the ARIMA (4,1,2) model gives greater improvement over persistence than the ANN (20 neurons, 4 delays) model. 展开更多
关键词 ELECTRICITY MARKETS ELECTRICITY PRICES ARIMA models ANN models Short-Term forecasting
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Wavelet Decomposition Impacts on Traditional Forecasting Time Series Models
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作者 W.A.Shaikh S.F.Shah +1 位作者 S.M.Pandhiani M.A.Solangi 《Computer Modeling in Engineering & Sciences》 SCIE EI 2022年第3期1517-1532,共16页
This investigative study is focused on the impact of wavelet on traditional forecasting time-series models,which significantly shows the usage of wavelet algorithms.Wavelet Decomposition(WD)algorithm has been combined... This investigative study is focused on the impact of wavelet on traditional forecasting time-series models,which significantly shows the usage of wavelet algorithms.Wavelet Decomposition(WD)algorithm has been combined with various traditional forecasting time-series models,such as Least Square Support Vector Machine(LSSVM),Artificial Neural Network(ANN)and Multivariate Adaptive Regression Splines(MARS)and their effects are examined in terms of the statistical estimations.The WD has been used as a mathematical application in traditional forecast modelling to collect periodically measured parameters,which has yielded tremendous constructive outcomes.Further,it is observed that the wavelet combined models are classy compared to the various time series models in terms of performance basis.Therefore,combining wavelet forecasting models has yielded much better results. 展开更多
关键词 IMPACT wavelet decomposition COMBINED traditional forecasting models statistical analysis
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Threshold autoregression models for forecasting El Nino events
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作者 Pu Shuzhen and Yu Huiling First Institute of Oceanography, State Oceanic Administration, Qingdao, China 《Acta Oceanologica Sinica》 SCIE CAS CSCD 1990年第1期61-67,共7页
-In this paper, monthly mean SST data in a large area are used. After the spacial average of the data is carried out and the secular monthly means are substracted, a time series (Jan. 1951-Dec. 1985) of SST anomalies ... -In this paper, monthly mean SST data in a large area are used. After the spacial average of the data is carried out and the secular monthly means are substracted, a time series (Jan. 1951-Dec. 1985) of SST anomalies of the cold tongue water area in the eastern tropical Pacific Ocean is obtained. On the basis of the time series, an autoregression model, a self-exciting threshold autoregression model and an open loop autoregression model are developed respectively. The interannual variations are simulated by means of those models. The simulation results show that all the three models have made very good hindcasting for the nine El Nino events since 1951. In order to test the reliability of the open loop threshold model, extrapolated forecast was made for the period of Jan. 1986-Feb. 1987. It can be seen from the forecasting that the model could forecast well the beginning and strengthening stages of the recent El Nino event (1986-1987). Correlation coefficients of the estimations to observations are respectively 0. 84, 0. 88 and 0. 89. It is obvious that all the models work well and the open loop threshold one is the best. So the open loop threshold autoregression model is a useful tool for monitoring the SSTinterannual variation of the cold tongue water area in the Eastern Equatorial Pacific Ocean and for estimating the El Nino strength. 展开更多
关键词 Nino EI SSTA Threshold autoregression models for forecasting El Nino events EL
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Statistical Time Series Forecasting Models for Pandemic Prediction
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作者 Ahmed ElShafee Walid El-Shafai +2 位作者 Abeer D.Algarni Naglaa F.Soliman Moustafa H.Aly 《Computer Systems Science & Engineering》 SCIE EI 2023年第10期349-374,共26页
COVID-19 has significantly impacted the growth prediction of a pandemic,and it is critical in determining how to battle and track the disease progression.In this case,COVID-19 data is a time-series dataset that can be... COVID-19 has significantly impacted the growth prediction of a pandemic,and it is critical in determining how to battle and track the disease progression.In this case,COVID-19 data is a time-series dataset that can be projected using different methodologies.Thus,this work aims to gauge the spread of the outbreak severity over time.Furthermore,data analytics and Machine Learning(ML)techniques are employed to gain a broader understanding of virus infections.We have simulated,adjusted,and fitted several statistical time-series forecasting models,linearML models,and nonlinear ML models.Examples of these models are Logistic Regression,Lasso,Ridge,ElasticNet,Huber Regressor,Lasso Lars,Passive Aggressive Regressor,K-Neighbors Regressor,Decision Tree Regressor,Extra Trees Regressor,Support Vector Regressions(SVR),AdaBoost Regressor,Random Forest Regressor,Bagging Regressor,AuoRegression,MovingAverage,Gradient Boosting Regressor,Autoregressive Moving Average(ARMA),Auto-Regressive Integrated Moving Averages(ARIMA),SimpleExpSmoothing,Exponential Smoothing,Holt-Winters,Simple Moving Average,Weighted Moving Average,Croston,and naive Bayes.Furthermore,our suggested methodology includes the development and evaluation of ensemble models built on top of the best-performing statistical and ML-based prediction methods.A third stage in the proposed system is to examine three different implementations to determine which model delivers the best performance.Then,this best method is used for future forecasts,and consequently,we can collect the most accurate and dependable predictions. 展开更多
关键词 forecasting COVID-19 predictive models medical viruses mathematical model market research DISEASES
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