A new methodology for multi-step-ahead forecasting was proposed herein which combined the wavelet transform(WT), artificial neural network(ANN) and forecasting strategies based on the changing characteristics of avail...A new methodology for multi-step-ahead forecasting was proposed herein which combined the wavelet transform(WT), artificial neural network(ANN) and forecasting strategies based on the changing characteristics of available parking spaces(APS). First, several APS time series were decomposed and reconstituted by the wavelet transform. Then, using an artificial neural network, the following five strategies for multi-step-ahead time series forecasting were used to forecast the reconstructed time series: recursive strategy, direct strategy, multi-input multi-output(MIMO) strategy, DIRMO strategy(a combination of the direct and MIMO strategies), and newly proposed recursive multi-input multi-output(RECMO) strategy which is a combination of the recursive and MIMO strategies. Finally, integrating the predicted results with the reconstructed time series produced the final forecasted available parking spaces. Three findings appear to be consistently supported by the experimental results. First, applying the wavelet transform to multi-step ahead available parking spaces forecasting can effectively improve the forecasting accuracy. Second, the forecasting resulted from the DIRMO and RECMO strategies is more accurate than that of the other strategies. Finally, the RECMO strategy requires less model training time than the DIRMO strategy and consumes the least amount of training time among five forecasting strategies.展开更多
Due to global energy depletion,solar energy technology has been widely used in the world.The output power of the solar energy systems is affected by solar radiation.Accurate short-term forecasting of solar radiation c...Due to global energy depletion,solar energy technology has been widely used in the world.The output power of the solar energy systems is affected by solar radiation.Accurate short-term forecasting of solar radiation can ensure the safety of photovoltaic grids and improve the utilization efficiency of the solar energy systems.In the study,a new decomposition-boosting model using artificial intelligence is proposed to realize the solar radiation multi-step prediction.The proposed model includes four parts:signal decomposition(EWT),neural network(NARX),Adaboost and ARIMA.Three real solar radiation datasets from Changde,China were used to validate the efficiency of the proposed model.To verify the robustness of the multi-step prediction model,this experiment compared nine models and made 1,3,and 5 steps ahead predictions for the time series.It is verified that the proposed model has the best performance among all models.展开更多
Accurate multi-step PM_(2.5)(particulate matter with diameters≤2.5 um)concentration prediction is critical for humankinds’health and air populationmanagement because it could provide strong evidence for decisionmaki...Accurate multi-step PM_(2.5)(particulate matter with diameters≤2.5 um)concentration prediction is critical for humankinds’health and air populationmanagement because it could provide strong evidence for decisionmaking.However,it is very challenging due to its randomness and variability.This paper proposed a novel method based on convolutional neural network(CNN)and long-short-term memory(LSTM)with a space-shared mechanism,named space-shared CNN-LSTM(SCNN-LSTM)for multi-site dailyahead multi-step PM_(2.5)forecasting with self-historical series.The proposed SCNN-LSTM contains multi-channel inputs,each channel corresponding to one-site historical PM_(2.5)concentration series.In which,CNN and LSTM are used to extract each site’s rich hidden feature representations in a stack mode.Especially,CNN is to extract the hidden short-time gap PM_(2.5)concentration patterns;LSTM is to mine the hidden features with long-time dependency.Each channel extracted features aremerged as the comprehensive features for future multi-step PM_(2.5)concentration forecasting.Besides,the space-shared mechanism is implemented by multi-loss functions to achieve space information sharing.Therefore,the final features are the fusion of short-time gap,long-time dependency,and space information,which enables forecasting more accurately.To validate the proposed method’s effectiveness,the authors designed,trained,and compared it with various leading methods in terms of RMSE,MAE,MAPE,and R^(2)on four real-word PM_(2.5)data sets in Seoul,South Korea.The massive experiments proved that the proposed method could accurately forecast multi-site multi-step PM_(2.5)concentration only using self-historical PM_(2.5)concentration time series and running once.Specifically,the proposed method obtained averaged RMSE of 8.05,MAE of 5.04,MAPE of 23.96%,and R^(2)of 0.7 for four-site daily ahead 10-hourPM_(2.5)concentration forecasting.展开更多
For the deficiency that the traditional single forecast methods could not forecast electronic equipment states, a combined forecast method based on the hidden Markov model(HMM) and least square support vector machin...For the deficiency that the traditional single forecast methods could not forecast electronic equipment states, a combined forecast method based on the hidden Markov model(HMM) and least square support vector machine(LS-SVM) is presented. The multi-agent genetic algorithm(MAGA) is used to estimate parameters of HMM to overcome the problem that the Baum-Welch algorithm is easy to fall into local optimal solution. The state condition probability is introduced into the HMM modeling process to reduce the effect of uncertain factors. MAGA is used to estimate parameters of LS-SVM. Moreover, pruning algorithms are used to estimate parameters to get the sparse approximation of LS-SVM so as to increase the ranging performance. On the basis of these, the combined forecast model of electronic equipment states is established. The example results show the superiority of the combined forecast model in terms of forecast precision,calculation speed and stability.展开更多
Forecasting stock prices using deep learning models suffers from pro-blems such as low accuracy,slow convergence,and complex network structures.This study developed an echo state network(ESN)model to mitigate such pro...Forecasting stock prices using deep learning models suffers from pro-blems such as low accuracy,slow convergence,and complex network structures.This study developed an echo state network(ESN)model to mitigate such pro-blems.We compared our ESN with a long short-term memory(LSTM)network by forecasting the stock data of Kweichow Moutai,a leading enterprise in China’s liquor industry.By analyzing data for 120,240,and 300 days,we generated fore-cast data for the next 40,80,and 100 days,respectively,using both ESN and LSTM.In terms of accuracy,ESN had the unique advantage of capturing non-linear data.Mean absolute error(MAE)was used to present the accuracy results.The MAEs of the data forecast by ESN were 0.024,0.024,and 0.025,which were,respectively,0.065,0.007,and 0.009 less than those of LSTM.In terms of con-vergence,ESN has a reservoir state-space structure,which makes it perform faster than other models.Root-mean-square error(RMSE)was used to present the con-vergence time.In our experiment,the RMSEs of ESN were 0.22,0.27,and 0.26,which were,respectively,0.08,0.01,and 0.12 less than those of LSTM.In terms of network structure,ESN consists only of input,reservoir,and output spaces,making it a much simpler model than the others.The proposed ESN was found to be an effective model that,compared to others,converges faster,forecasts more accurately,and builds time-series analyses more easily.展开更多
This paper focuses on time series forecasting of monthly occurrence of fatal road accidents in Ondo State of Nigeria. Its aim, however, is to use time series analysis to analyze the data obtained from Federal Road Saf...This paper focuses on time series forecasting of monthly occurrence of fatal road accidents in Ondo State of Nigeria. Its aim, however, is to use time series analysis to analyze the data obtained from Federal Road Safety Corps (FRSC), Ondo State Command; which was considered in two cases: the total cases reported (TCR) and the number of deaths resulted from accidents (NOD). Various smoothing models for time series were used to analyze the two cases. Based on the models, predictions were made and the results show a steady increase as a result of long-term effects on road accidents for the two cases. It was found also that simple exponential smoothing model is the appropriate model for both TCR and NOD.展开更多
Considering the instability of the output power of photovoltaic(PV)generation system,to improve the power regulation ability of PV power during grid-connected operation,based on the quantitative analysis of meteorolog...Considering the instability of the output power of photovoltaic(PV)generation system,to improve the power regulation ability of PV power during grid-connected operation,based on the quantitative analysis of meteorological conditions,a short-term prediction method of PV power based on LMD-EE-ESN with iterative error correction was proposed.Firstly,through the fuzzy clustering processing of meteorological conditions,taking the power curves of PV power generation in sunny,rainy or snowy,cloudy,and changeable weather as the reference,the local mean decomposition(LMD)was carried out respectively,and their energy entropy(EE)was taken as the meteorological characteristics.Then,the historical generation power series was decomposed by LMD algorithm,and the hierarchical prediction of the power curve was realized by echo state network(ESN)prediction algorithm combined with meteorological characteristics.Finally,the iterative error theory was applied to the correction of power prediction results.The analysis of the historical data in the PV power generation system shows that this method avoids the influence of meteorological conditions in the short-term prediction of PV output power,and improves the accuracy of power prediction on the condition of hierarchical prediction and iterative error correction.展开更多
基金Project(51561135003)supported by the International Cooperation and Exchange of the National Natural Science Foundation of ChinaProject(51338003)supported by the Key Project of National Natural Science Foundation of China
文摘A new methodology for multi-step-ahead forecasting was proposed herein which combined the wavelet transform(WT), artificial neural network(ANN) and forecasting strategies based on the changing characteristics of available parking spaces(APS). First, several APS time series were decomposed and reconstituted by the wavelet transform. Then, using an artificial neural network, the following five strategies for multi-step-ahead time series forecasting were used to forecast the reconstructed time series: recursive strategy, direct strategy, multi-input multi-output(MIMO) strategy, DIRMO strategy(a combination of the direct and MIMO strategies), and newly proposed recursive multi-input multi-output(RECMO) strategy which is a combination of the recursive and MIMO strategies. Finally, integrating the predicted results with the reconstructed time series produced the final forecasted available parking spaces. Three findings appear to be consistently supported by the experimental results. First, applying the wavelet transform to multi-step ahead available parking spaces forecasting can effectively improve the forecasting accuracy. Second, the forecasting resulted from the DIRMO and RECMO strategies is more accurate than that of the other strategies. Finally, the RECMO strategy requires less model training time than the DIRMO strategy and consumes the least amount of training time among five forecasting strategies.
基金Project(2020TJ-Q06)supported by Hunan Provincial Science&Technology Talent Support,ChinaProject(KQ1707017)supported by the Changsha Science&Technology,ChinaProject(2019CX005)supported by the Innovation Driven Project of the Central South University,China。
文摘Due to global energy depletion,solar energy technology has been widely used in the world.The output power of the solar energy systems is affected by solar radiation.Accurate short-term forecasting of solar radiation can ensure the safety of photovoltaic grids and improve the utilization efficiency of the solar energy systems.In the study,a new decomposition-boosting model using artificial intelligence is proposed to realize the solar radiation multi-step prediction.The proposed model includes four parts:signal decomposition(EWT),neural network(NARX),Adaboost and ARIMA.Three real solar radiation datasets from Changde,China were used to validate the efficiency of the proposed model.To verify the robustness of the multi-step prediction model,this experiment compared nine models and made 1,3,and 5 steps ahead predictions for the time series.It is verified that the proposed model has the best performance among all models.
基金This work was supported by a Research Grant from Pukyong National University(2021).
文摘Accurate multi-step PM_(2.5)(particulate matter with diameters≤2.5 um)concentration prediction is critical for humankinds’health and air populationmanagement because it could provide strong evidence for decisionmaking.However,it is very challenging due to its randomness and variability.This paper proposed a novel method based on convolutional neural network(CNN)and long-short-term memory(LSTM)with a space-shared mechanism,named space-shared CNN-LSTM(SCNN-LSTM)for multi-site dailyahead multi-step PM_(2.5)forecasting with self-historical series.The proposed SCNN-LSTM contains multi-channel inputs,each channel corresponding to one-site historical PM_(2.5)concentration series.In which,CNN and LSTM are used to extract each site’s rich hidden feature representations in a stack mode.Especially,CNN is to extract the hidden short-time gap PM_(2.5)concentration patterns;LSTM is to mine the hidden features with long-time dependency.Each channel extracted features aremerged as the comprehensive features for future multi-step PM_(2.5)concentration forecasting.Besides,the space-shared mechanism is implemented by multi-loss functions to achieve space information sharing.Therefore,the final features are the fusion of short-time gap,long-time dependency,and space information,which enables forecasting more accurately.To validate the proposed method’s effectiveness,the authors designed,trained,and compared it with various leading methods in terms of RMSE,MAE,MAPE,and R^(2)on four real-word PM_(2.5)data sets in Seoul,South Korea.The massive experiments proved that the proposed method could accurately forecast multi-site multi-step PM_(2.5)concentration only using self-historical PM_(2.5)concentration time series and running once.Specifically,the proposed method obtained averaged RMSE of 8.05,MAE of 5.04,MAPE of 23.96%,and R^(2)of 0.7 for four-site daily ahead 10-hourPM_(2.5)concentration forecasting.
文摘For the deficiency that the traditional single forecast methods could not forecast electronic equipment states, a combined forecast method based on the hidden Markov model(HMM) and least square support vector machine(LS-SVM) is presented. The multi-agent genetic algorithm(MAGA) is used to estimate parameters of HMM to overcome the problem that the Baum-Welch algorithm is easy to fall into local optimal solution. The state condition probability is introduced into the HMM modeling process to reduce the effect of uncertain factors. MAGA is used to estimate parameters of LS-SVM. Moreover, pruning algorithms are used to estimate parameters to get the sparse approximation of LS-SVM so as to increase the ranging performance. On the basis of these, the combined forecast model of electronic equipment states is established. The example results show the superiority of the combined forecast model in terms of forecast precision,calculation speed and stability.
基金supported by the National Natural Science Foundation of China(No.72073041)Open Foundation for the University Innovation Platform in Hunan Province(No.18K103)+2 种基金2011 Collaborative Innovation Center for Development and Utilization of Finance and Economics Big Data Property,Universities of Hunan Province,Open Project(Nos.20181901CRP03,20181901CRP04,20181901CRP05)2020 Hunan Provincial Higher Education Teaching Reform Research Project(Nos.HNJG-2020-1130,HNJG-2020-1124)2020 General Project of Hunan Social Science Fund(No.20B16).
文摘Forecasting stock prices using deep learning models suffers from pro-blems such as low accuracy,slow convergence,and complex network structures.This study developed an echo state network(ESN)model to mitigate such pro-blems.We compared our ESN with a long short-term memory(LSTM)network by forecasting the stock data of Kweichow Moutai,a leading enterprise in China’s liquor industry.By analyzing data for 120,240,and 300 days,we generated fore-cast data for the next 40,80,and 100 days,respectively,using both ESN and LSTM.In terms of accuracy,ESN had the unique advantage of capturing non-linear data.Mean absolute error(MAE)was used to present the accuracy results.The MAEs of the data forecast by ESN were 0.024,0.024,and 0.025,which were,respectively,0.065,0.007,and 0.009 less than those of LSTM.In terms of con-vergence,ESN has a reservoir state-space structure,which makes it perform faster than other models.Root-mean-square error(RMSE)was used to present the con-vergence time.In our experiment,the RMSEs of ESN were 0.22,0.27,and 0.26,which were,respectively,0.08,0.01,and 0.12 less than those of LSTM.In terms of network structure,ESN consists only of input,reservoir,and output spaces,making it a much simpler model than the others.The proposed ESN was found to be an effective model that,compared to others,converges faster,forecasts more accurately,and builds time-series analyses more easily.
文摘This paper focuses on time series forecasting of monthly occurrence of fatal road accidents in Ondo State of Nigeria. Its aim, however, is to use time series analysis to analyze the data obtained from Federal Road Safety Corps (FRSC), Ondo State Command; which was considered in two cases: the total cases reported (TCR) and the number of deaths resulted from accidents (NOD). Various smoothing models for time series were used to analyze the two cases. Based on the models, predictions were made and the results show a steady increase as a result of long-term effects on road accidents for the two cases. It was found also that simple exponential smoothing model is the appropriate model for both TCR and NOD.
基金supported by National Natural Science Foundation of China(No.516667017).
文摘Considering the instability of the output power of photovoltaic(PV)generation system,to improve the power regulation ability of PV power during grid-connected operation,based on the quantitative analysis of meteorological conditions,a short-term prediction method of PV power based on LMD-EE-ESN with iterative error correction was proposed.Firstly,through the fuzzy clustering processing of meteorological conditions,taking the power curves of PV power generation in sunny,rainy or snowy,cloudy,and changeable weather as the reference,the local mean decomposition(LMD)was carried out respectively,and their energy entropy(EE)was taken as the meteorological characteristics.Then,the historical generation power series was decomposed by LMD algorithm,and the hierarchical prediction of the power curve was realized by echo state network(ESN)prediction algorithm combined with meteorological characteristics.Finally,the iterative error theory was applied to the correction of power prediction results.The analysis of the historical data in the PV power generation system shows that this method avoids the influence of meteorological conditions in the short-term prediction of PV output power,and improves the accuracy of power prediction on the condition of hierarchical prediction and iterative error correction.