A Short-Term Traffic Flow Forecasting Method Based on a Three-Layer K-Nearest Neighbor Non-Parametric Regression Algorithm

Short-term traffic flow is one of the core technologies to realize traffic flow guidance. In this article, in view of the characteristics that the traffic flow changes repeatedly, a short-term traffic flow forecasting method based on a three-layer K-nearest neighbor non-parametric regression algorithm is proposed. Specifically, two screening layers based on shape similarity were introduced in K-nearest neighbor non-parametric regression method, and the forecasting results were output using the weighted averaging on the reciprocal values of the shape similarity distances and the most-similar-point distance adjustment method. According to the experimental results, the proposed algorithm has improved the predictive ability of the traditional K-nearest neighbor non-parametric regression method, and greatly enhanced the accuracy and real-time performance of short-term traffic flow forecasting.

Non-crossing Quantile Regression Neural Network as a Calibration Tool for Ensemble Weather Forecasts

Despite the maturity of ensemble numerical weather prediction(NWP),the resulting forecasts are still,more often than not,under-dispersed.As such,forecast calibration tools have become popular.Among those tools,quantile regression(QR)is highly competitive in terms of both flexibility and predictive performance.Nevertheless,a long-standing problem of QR is quantile crossing,which greatly limits the interpretability of QR-calibrated forecasts.On this point,this study proposes a non-crossing quantile regression neural network(NCQRNN),for calibrating ensemble NWP forecasts into a set of reliable quantile forecasts without crossing.The overarching design principle of NCQRNN is to add on top of the conventional QRNN structure another hidden layer,which imposes a non-decreasing mapping between the combined output from nodes of the last hidden layer to the nodes of the output layer,through a triangular weight matrix with positive entries.The empirical part of the work considers a solar irradiance case study,in which four years of ensemble irradiance forecasts at seven locations,issued by the European Centre for Medium-Range Weather Forecasts,are calibrated via NCQRNN,as well as via an eclectic mix of benchmarking models,ranging from the naïve climatology to the state-of-the-art deep-learning and other non-crossing models.Formal and stringent forecast verification suggests that the forecasts post-processed via NCQRNN attain the maximum sharpness subject to calibration,amongst all competitors.Furthermore,the proposed conception to resolve quantile crossing is remarkably simple yet general,and thus has broad applicability as it can be integrated with many shallow-and deep-learning-based neural networks.

A Hybrid Model Evaluation Based on PCA Regression Schemes Applied to Seasonal Precipitation Forecast

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.

Isolated Area Load Forecasting using Linear Regression Analysis: Practical Approach

This paper presents an analysis to forecast the loads of an isolated area where the history of load is not available or the history may not represent the realistic demand of electricity. The analysis is done through linear regression and based on the identification of factors on which electrical load growth depends. To determine the identification factors, areas are selected whose histories of load growth rate known and the load growth deciding factors are similar to those of the isolated area. The proposed analysis is applied to an isolated area of Bangladesh, called Swandip where a past history of electrical load demand is not available and also there is no possibility of connecting the area with the main land grid system.

A Timescale Decomposed Threshold Regression Downscaling Approach to Forecasting South China Early Summer Rainfall

A timescale decomposed threshold regression （TSDTR） downscaling approach to forecasting South China early summer rainfall （SCESR） is described by using long-term observed station rainfall data and NOAA ERSST data. It makes use of two distinct regression downscaling models corresponding to the interannual and interdecadal rainfall variability of SCESR. The two models are developed based on the partial least squares （PLS） regression technique, linking SCESR to SST modes in preceding months on both interannual and interdecadal timescales. Specifically, using the datasets in the calibration period 1915-84, the variability of SCESR and SST are decomposed into interannual and interdecadal components. On the interannual timescale, a threshold PLS regression model is fitted to interannual components of SCESR and March SST patterns by taking account of the modulation of negative and positive phases of the Pacific Decadal Oscillation （PDO）. On the interdecadal timescale, a standard PLS regression model is fitted to the relationship between SCESR and preceding November SST patterns. The total rainfall prediction is obtained by the sum of the outputs from both the interannual and interdecadal models. Results show that the TSDTR downscaling approach achieves reasonable skill in predicting the observed rainfall in the validation period 1985-2006, compared to other simpler approaches. This study suggests that the TSDTR approach, considering different interannual SCESR-SST relationships under the modulation of PDO phases, as well as the interdecadal variability of SCESR associated with SST patterns, may provide a new perspective to improve climate predictions.

Forecasting model of residential load based on general regression neural network and PSO-Bayes least squares support vector machine

Firstly,general regression neural network(GRNN) was used for variable selection of key influencing factors of residential load(RL) forecasting.Secondly,the key influencing factors chosen by GRNN were used as the input and output terminals of urban and rural RL for simulating and learning.In addition,the suitable parameters of final model were obtained through applying the evidence theory to combine the optimization results which were calculated with the PSO method and the Bayes theory.Then,the model of PSO-Bayes least squares support vector machine(PSO-Bayes-LS-SVM) was established.A case study was then provided for the learning and testing.The empirical analysis results show that the mean square errors of urban and rural RL forecast are 0.02% and 0.04%,respectively.At last,taking a specific province RL in China as an example,the forecast results of RL from 2011 to 2015 were obtained.

Electricity price forecasting using generalized regression neural network based on principal components analysis

A combined model based on principal components analysis (PCA) and generalized regression neural network (GRNN) was adopted to forecast electricity price in day-ahead electricity market. PCA was applied to mine the main influence on day-ahead price, avoiding the strong correlation between the input factors that might influence electricity price, such as the load of the forecasting hour, other history loads and prices, weather and temperature; then GRNN was employed to forecast electricity price according to the main information extracted by PCA. To prove the efficiency of the combined model, a case from PJM (Pennsylvania-New Jersey-Maryland) day-ahead electricity market was evaluated. Compared to back-propagation (BP) neural network and standard GRNN, the combined method reduces the mean absolute percentage error about 3%.

Parameters Optimization Using Genetic Algorithms in Support Vector Regression for Sales Volume Forecasting

Budgeting planning plays an important role in coordinating activities in organizations. An accurate sales volume forecasting is the key to the entire budgeting process. All of the other parts of the master budget are dependent on the sales volume forecasting in some way. If the sales volume forecasting is sloppily done, then the rest of the budgeting process is largely a waste of time. Therefore, the sales volume forecasting process is a critical one for most businesses, and also a difficult area of management. Most of researches and companies use the statistical methods, regression analysis, or sophisticated computer simulations to analyze the sales volume forecasting. Recently, various prediction Artificial Intelligent (AI) techniques have been proposed in forecasting. Support Vector Regression (SVR) has been applied successfully to solve problems in numerous fields and proved to be a better prediction model. However, the select of appropriate SVR parameters is difficult. Therefore, to improve the accuracy of SVR, a hybrid intelligent support system based on evolutionary computation to solve the difficulties involved with the parameters selection is presented in this research. Genetic Algorithms (GAs) are used to optimize free parameters of SVR. The experimental results indicate that GA-SVR can achieve better forecasting accuracy and performance than traditional SVR and artificial neural network (ANN) prediction models in sales volume forecasting.

Medium-Term Electric Load Forecasting Using Multivariable Linear and Non-Linear Regression

Medium-term forecasting is an important category of electric load forecasting that covers a time span of up to one year ahead. It suits outage and maintenance planning, as well as load switching operation. We propose a new methodol-ogy that uses hourly daily loads to predict the next year hourly loads, and hence predict the peak loads expected to be reached in the next coming year. The technique is based on implementing multivariable regression on previous year's hourly loads. Three regression models are investigated in this research: the linear, the polynomial, and the exponential power. The proposed models are applied to real loads of the Jordanian power system. Results obtained using the pro-posed methods showed that their performance is close and they outperform results obtained using the widely used ex-ponential regression technique. Moreover, peak load prediction has about 90% accuracy using the proposed method-ology. The methods are generic and simple and can be implemented to hourly loads of any power system. No extra in-formation other than the hourly loads is required.

Research on the Effect of Artificial Intelligence Real Estate Forecasting Using Multiple Regression Analysis and Artificial Neural Network: A Case Study of Ghana

To transition from conventional to intelligent real estate, the real estate industry must enhance its embrace of disruptive technology. Even though the real estate auction market has grown in importance in the financial, economic, and investment sectors, few artificial intelligence-based research has tried to predict the auction values of real estate in the past. According to the objectives of this research, artificial intelligence and statistical methods will be used to create forecasting models for real estate auction prices. A multiple regression model and an artificial neural network are used in conjunction with one another to build the forecasting models. For the empirical study, the study utilizes data from Ghana apartment auctions from 2016 to 2020 to anticipate auction prices and evaluate the forecasting accuracy of the various models available at the time. Compared to the conventional Multiple Regression Analysis, using artificial intelligence systems for real estate appraisal is becoming a more viable option (MRA). The Artificial Neural network model exhibits the most outstanding performance, and efficient zonal segmentation based on the auction evaluation price enhances the model’s prediction accuracy even more. There is a statistically significant difference between the two models when it comes to forecasting the values of real estate auctions.

Fuzzy linear regression forecasting models

The fuzzy linear regression forecasting model is deduced from the symmetric triangular fuzzy number. With the help of the degree of fitting and the measure of fuzziness, the determination of symmetric triangular fuzzy numbers is changed into a problem of solving linear programming.

Heating load interval forecasting approach based on support vector regression and error estimation

As the existing heating load forecasting methods are almostly point forecasting,an interval forecasting approach based on Support Vector Regression (SVR) and interval estimation of relative error is proposed in this paper.The forecasting output can be defined as energy saving control setting value of heating supply substation;meanwhile,it can also provide a practical basis for heating dispatching and peak load regulating operation.By means of the proposed approach,SVR model is used to point forecasting and the error interval can be gained by using nonparametric kernel estimation to the forecast error,which avoid the distributional assumptions.Combining the point forecasting results and error interval,the forecast confidence interval is obtained.Finally,the proposed model is performed through simulations by applying it to the data from a heating supply network in Harbin,and the results show that the method can meet the demands of energy saving control and heating dispatching.

Long Term Load Forecasting and Recommendations for China Based on Support Vector Regression

Long-term load forecasting (LTLF) is a challenging task because of the complex relationships between load and factors affecting load. However, it is crucial for the economic growth of fast developing countries like China as the growth rate of gross domestic product (GDP) is expected to be 7.5%, according to China’s 11th Five-Year Plan (2006-2010). In this paper, LTLF with an economic factor, GDP, is implemented. A support vector regression (SVR) is applied as the training algorithm to obtain the nonlinear relationship between load and the economic factor GDP to improve the accuracy of forecasting.

Medium Term Load Forecasting for Jordan Electric Power System Using Particle Swarm Optimization Algorithm Based on Least Square Regression Methods

This paper presents a technique for Medium Term Load Forecasting (MTLF) using Particle Swarm Optimization (PSO) algorithm based on Least Squares Regression Methods to forecast the electric loads of the Jordanian grid for year of 2015. Linear, quadratic and exponential forecast models have been examined to perform this study and compared with the Auto Regressive (AR) model. MTLF models were influenced by the weather which should be considered when predicting the future peak load demand in terms of months and weeks. The main contribution for this paper is the conduction of MTLF study for Jordan on weekly and monthly basis using real data obtained from National Electric Power Company NEPCO. This study is aimed to develop practical models and algorithm techniques for MTLF to be used by the operators of Jordan power grid. The results are compared with the actual peak load data to attain minimum percentage error. The value of the forecasted weekly and monthly peak loads obtained from these models is examined using Least Square Error (LSE). Actual reported data from NEPCO are used to analyze the performance of the proposed approach and the results are reported and compared with the results obtained from PSO algorithm and AR model.

Real-Time COVID-19 Forecasting for Four States of India Using a Regression Transmission Model

Introduction: More than a million people are reported to have been infected with COVID in India, since the beginning of the pandemic. However, the epidemic is not the same across the country. Though there are state-level variations rapidly changing disease dynamics and the response has created uncertainty towards appropriate use of models to project for the future. Method: This paper aims at using a validated semi-mechanistic stochastic model to generate short term forecasts. This analysis used data available at the respective state government bulletins for four states. The analysis used a simplified transmission model using Markov Chain Monte Carlo simulation with Metropolis-Hastings updating. Results: Two weeks were used to compare the results with the actual data. The forecasted results are well within the 25th and 75th percentile of the actual cases reported by the respective states. The results indicate a reliable method for a real-time short term forecasting of COVID-19 cases. The 1st week projected interquartile range and actual;reported cases for the state of Kerala, Tamil Nadu, Andhra Pradesh and Odisha were (1064 - 2532) 2234, (17,503 - 50,125) 27,214, (5225 - 11,003) 9563, (2559 - 4461) 3925, respectively. Similarly, the 2nd week projected interquartile range and actual;reported cases were (1055 - 7803) 4221, (18,298 - 73,952) 31,488, (4705 - 23,224) 13,357, (2701 - 9037) 4175 respectively. Conclusion: This real-time forecast can be used as an early warning tool for projecting the changes in the epidemic in the near future triggering proactive management steps.

Bias Correction in Wind Direction Forecasting Using the Circular-Circular Regression Method

Wind direction forecasting plays an important role in wind power prediction and air pollution management. Weather quantities such as temperature, precipitation, and wind speed are linear variables in which traditional model output statistics and bias correction methods are applied. However, wind direction is an angular variable; therefore, such traditional methods are ineffective for its evaluation. This paper proposes an effective bias correction technique for wind direction forecasting of turbine height from numerical weather prediction models, which is based on a circular-circular regression approach. The technique is applied to a 24-h forecast of 65-m wind directions observed at Yangmeishan wind farm, Yunnan Province, China, which consistently yields improvements in forecast performance parameters such as smaller absolute mean error and stronger similarity in wind rose diagram pattern.

Short-Term Financial Time Series Forecasting Integrating Principal Component Analysis and Independent Component Analysis with Support Vector Regression

Financial time series forecasting could be beneficial for individual as well as institutional investors. But, the high noise and complexity residing in the financial data make this job extremely challenging. Over the years, many researchers have used support vector regression (SVR) quite successfully to conquer this challenge. In this paper, an SVR based forecasting model is proposed which first uses the principal component analysis (PCA) to extract the low-dimensional and efficient feature information, and then uses the independent component analysis (ICA) to preprocess the extracted features to nullify the influence of noise in the features. Experiments were carried out based on 16 years’ historical data of three prominent stocks from three different sectors listed in Dhaka Stock Exchange (DSE), Bangladesh. The predictions were made for 1 to 4 days in advance targeting the short term prediction. For comparison, the integration of PCA with SVR (PCA-SVR), ICA with SVR (ICA-SVR) and single SVR approaches were applied to evaluate the prediction accuracy of the proposed approach. Experimental results show that the proposed model (PCA-ICA-SVR) outperforms the PCA-SVR, ICA-SVR and single SVR methods.

On-line forecasting model for zinc output based on self-tuning support vector regression and its application

An on-line forecasting model based on self-tuning support vectors regression for zinc output was put forward to maximize zinc output by adjusting operational parameters in the process of imperial smelting furnace. In this model, the mathematical model of support vector regression was converted into the same format as support vector machine for classification. Then a simplified sequential minimal optimization for classification was applied to train the regression coefficient vector α- α* and threshold b. Sequentially penalty parameter C was tuned dynamically through forecasting result during the training process. Finally, an on-line forecasting algorithm for zinc output was proposed. The simulation result shows that in spite of a relatively small industrial data set, the effective error is less than 10% with a remarkable performance of real time. The model was applied to the optimization operation and fault diagnosis system for imperial smelting furnace.

Short Term Load Forecasting Using Subset Threshold Auto Regressive Model

The subset threshold auto regressive (SSTAR) model, which is capable of reproducing the limit cycle behavior of nonlinear time series, is introduced. The algorithm for fitting the sampled data with SSTAR model is proposed and applied to model and forecast power load. Numerical example verifies that desirable accuracy of short term load forecasting can be achieved by using the SSTAR model.

Seismic comprehensive forecast based on modified project pursuit regression

In the research of projection pursuit for seismic comprehensive forecast, the algorithm of projection pursuit regression （PPR） is one of most applicable methods. But generally, the algorithm structure of the PPR is very complicated. By partial smooth regressions for many times, it has a large amount of calculation and complicated extrapolation, so it is easily trapped in partial solution. On the basis of the algorithm features of the PPR method, some solutions are given as below to aim at some shortcomings in the PPR calculation： to optimize project direction by using particle swarm optimization instead of Gauss-Newton algorithm, to simplify the optimal process with fitting ridge function by using Hermitian polynomial instead of piecewise linear regression. The overall optimal ridge function can be obtained without grouping the parameter optimization. The modeling capability and calculating accuracy of projection pursuit method are tested by means of numerical emulation technique on the basis of particle swarm optimization and Hermitian polynomial, and then applied to the seismic comprehensive forecasting models of poly-dimensional seismic time series and general disorder seismic samples. The calculation and analysis show that the projection pursuit model in this paper is characterized by simplicity, celerity and effectiveness. And this model is approved to have satisfactory effects in the real seismic comprehensive forecasting, which can be regarded as a comprehensive analysis method in seismic comprehensive forecast.