A New Multidimensional Time Series Forecasting Method Based on the EOF Iteration Scheme

In this paper a new .mnultidimensional time series forecasting scheme based on the empirical orthogonal function (EOF) stepwise iteration process is introduced. The scheme is tested in a series of forecast experiments of Nino3 SST anomalies and Tahiti-Darwin SO index. The results show that the scheme is feasible and ENSO predictable.

Comparison of Missing Data Imputation Methods in Time Series Forecasting

Time series forecasting has become an important aspect of data analysis and has many real-world applications.However,undesirable missing values are often encountered,which may adversely affect many forecasting tasks.In this study,we evaluate and compare the effects of imputationmethods for estimating missing values in a time series.Our approach does not include a simulation to generate pseudo-missing data,but instead perform imputation on actual missing data and measure the performance of the forecasting model created therefrom.In an experiment,therefore,several time series forecasting models are trained using different training datasets prepared using each imputation method.Subsequently,the performance of the imputation methods is evaluated by comparing the accuracy of the forecasting models.The results obtained from a total of four experimental cases show that the k-nearest neighbor technique is the most effective in reconstructing missing data and contributes positively to time series forecasting compared with other imputation methods.

Adaptive Modeling and Forecasting of Time Series by Combining the Methods of Temporal Differences with Neural Networks

This paper discusses the modeling method of time series with neural network. In order to improve the adaptability of direct multi-step prediction models, this paper proposes a method of combining the temporal differences methods with back-propagation algorithm for updating the parameters continuously on the basis of recent data. This method can make the neural network model fit the recent characteristic of the time series as close as possible, therefore improves the prediction accuracy. We built models and made predictions for the sunspot series. The prediction results of adaptive modeling method are better than that of non-adaptive modeling methods.

A Type of Combination Forecasting Method Based on Time Series Method and PLS

This paper depends on the panel data of Anhui province and its 17 cities’ cigarette sales. First we established three single forecasting models (Holter-Wintel Season product model, Time series model decomposing model and Partial least square regression model), after getting the predicted value of cigarette sales from these single models, we then employ the combination forecasting method based on Time Series method and PLS to predict the province and its 17 cities’ cigarette sales of the next year. The results show that the accuracy of prediction is good which could provide a reliable reference to cigarette sales forecasting in Anhui province and its 17 cities.

A New Type of Combination Forecasting Method Based on PLS——The Application of It in Cigarette Sales Forecasting

Cigarette market is a kind of monopoly market which is closed loop running, it depends on the plan mechanism to schedule producing, supplying and selling, but the “bullwhip effect” still exists. So it has a fundamental significance to do sales forecasting work. It needs to considerate the double trend characteristics, history sales data and other main factors that affect cigarette sales. This paper depends on the panel data of A province’s cigarette sales, first we established three single forecasting models, after getting the predicted value of these single models, then using the combination forecasting method which based on PLS to predict the province’s cigarette sales of the next year. The results show that the prediction accuracy is good, which could provide a certain reference to cigarette sales forecasting in A province.

Time-Series Forecasting Using Autoregression Enhanced k-Nearest Neighbors Method

This study proposes two metrics using the nearest neighbors method to improve the accuracy of time-series forecasting. These two metrics can be treated as a hybrid forecasting approach to combine linear and non-linear forecasting techniques. One metric redefines the distance in k-nearest neighbors based on the coefficients of autoregression (AR) in time series. Meanwhile, an improvement to Kulesh's adaptive metrics in the nearest neighbors is also presented. To evaluate the performance of the two proposed metrics, three types of time-series data, namely deterministic synthetic data, chaotic time-series data and real time-series data, are predicted. Experimental results show the superiority of the proposed AR-enhanced k-nearest neighbors methods to the traditional k-nearest neighbors metric and Kulesh's adaptive metrics.

FORECASTING TIME SERIES WITH GENETIC PROGRAMMING BASED ON LEAST SQUARE METHOD

Although time series are frequently nonlinear in reality, people tend to use linear models to fit them under some assumptJLons unnecessarily in accordance with the truth, which unsurprisingly leads to unsatisfactory performance. This paper proposes a forecast method： Genetic programming based on least square method （GP-LSM）. Inheriting the advantages of genetic algorithm （GA）, without relying on the particular distribution of the data, this method can improve the prediction accuracy because of its ability of fitting nonlinear models, and raise the convergence speed benefitting from the least square method （LSM）. In order to verify the vMidity of this method, the authors compare this method with seasonal auto regression integrated moving average （SARIMA） and back propagation artificial neural networks （BP-ANN）. The results of empirical analysis show that forecast accuracy and direction prediction accuracy of GP-LSM are obviously better than those of the others.

Nonlinear combined forecasting model based on fuzzy adaptive variable weight and its application

In order to enhance forecasting precision of problems about nonlinear time series in a complex industry system,a new nonlinear fuzzy adaptive variable weight combined forecasting model was established by using conceptions of the relative error,the change tendency of the forecasted object,gray basic weight and adaptive control coefficient on the basis of the method of fuzzy variable weight.Based on Visual Basic 6.0 platform,a fuzzy adaptive variable weight combined forecasting and management system was developed.The application results reveal that the forecasting precisions from the new nonlinear combined forecasting model are higher than those of other single combined forecasting models and the combined forecasting and management system is very powerful tool for the required decision in complex industry system.

2011-2021年浙江省肺结核发病率预测:基于三体模型和三体预测法

目的研究三体模型和三体预测法在预测肺结核发病趋势中的应用。方法使用浙江省2011—2021年肺结核月度发病率数据,基于三体模型和三体预测法构建预测模型,并评估该预测模型的预测性能。结果基于三体模型和三体预测法获得的预测模型1和预测模型2的平均相对预测误差分别为7.94%、8.43%,而使用自回归移动平均(ARIMA)模型获得的平均相对预测误差为8.87%,以上平均相对预测误差均处于区间(7.9%~8.9%),显示预测模型表现优秀。结论三体模型是表现优秀的时间序列预测模型,三体预测法是表现优秀的时间序列预测方法,具有较高的应用价值。

Individual and combination approaches to forecasting hierarchical time series with correlated data:an empirical study

Hierarchical time series arise in manufacturing and service industries when the products or services have the hierarchical structure,and top-down and bottomup methods are commonly used to forecast the hierarchical time series.One of the critical factors that affect the performance of the two methods is the correlation between the data series.This study attempts to resolve the problem and shows that the top-down method performs better when data have high positive correlation compared to high negative correlation and combination of forecasting methods may be the best solution when there is no evidence of the correlationship.We conduct the computational experiments using 240 monthly data series from the‘Industrial’category of the M3-Competition and test twelve combination methods for the hierarchical data series.The results show that the regression-based,VAR-COV and the Rank-based methods perform better compared to the other methods.

基于Box-Cox变换的风电场短期风速预测模型

风电场准确的风速预测可以减轻或避免风电对电网的不利影响,有利于在开放的电力市场环境下正确制定电能交换计划,提高风电竞争力。基于风速序列的时序性,使用极大似然法对风速序列进行了Box-Cox最优变换,建立了ARMA(p,q)风速预测模型。为检验时间序列模型的有效性,利用最小信息准则中的BIC(Bayesian Information Criterion)函数对ARMA(p,q)模型进行识别,并通过风速频率曲线对预测结果进行了修正。仿真结果和算例验证了该方法在风电场风速预测中的适用性,具有一定的实用价值。

基于RBF-ARX模型的短期电力负荷预测

为了提高短期电力负荷预测的精度,提出基于RBF-ARX模型的短期电力负荷循环预测法:将短期电力负荷预测看作非线性时间序列预测问题,并根据历史负荷数据建立电力负荷自回归预测模型(ARX模型),用RBF神经网络逼近ARX模型的参数,并用结构化非线性参数优化法(SNPOM)离线估计模型参数。用该方法对湖南某市电力负荷进行预测,将预测结果与实际负荷值进行比较,结果表明:基于RBF-ARX模型的短期电力负荷循环预测法精度高,可靠性强,具有很好的实用性。

科技进步贡献率的测算与预测——以宁波市2003-2023年的时间序列模型为例

推动经济增长的因素有很多,技术进步是其中重要一环。目前,中国的GDP总量已经位居世界第二,但经济增长与由此产生的发展不平衡、不协调、不可持续的矛盾日益加剧。要素驱动的老路难以为继,科技创新将成为未来经济增长的新动能。以宁波市2003年至2023年间的时间序列模型为例,对宁波的科技进步贡献率进行测算和预测,并在此基础上提出对科技进步贡献率的一些看法。

X-11方法在某医院肾脏病科门诊量预测中的应用

目的探讨X-11方法在某医院肾脏病科门诊量统计预测中的应用。方法收集某院2012—2014年各季度门诊量,利用SAS 9.1.3软件的X11过程,运用X-11方法对数据进行分析,分离季节因子,探索趋势拟合值与时间之间的关系,拟合回归方程,预测2015年一至四季度的门诊量。结果发现趋势拟合值与时间之间存在曲线关系,预测模型为Tt=15 600+5 000/1+e4.94-0.82t,2015年一至四季度的门诊量分别为20 471、21 636、21 329、18 933。结论 X-11方法能够将季节因素分离,发现不同时间数据序列的趋势,因此预测结果值得应用。

Short-term wind power forecasting using hybrid method based on enhanced boosting algorithm

Day-ahead wind power forecasting plays an essential role in the safe and economic use of wind energy,the comprehending-intrinsic complexity of the behavior of wind is considered as the main challenge faced in improving forecasting accuracy.To improve forecasting accuracy,this paper focuses on two aspects:①proposing a novel hybrid method using Boosting algorithm and a multistep forecast approach to improve the forecasting capacity of traditional ARMA model;②calculating the existing error bounds of the proposed method.To validate the effectiveness of the novel hybrid method,one-year period of real data are used for test,which were collected from three operating wind farms in the east coast of Jiangsu Province,China.Meanwhile conventional ARMA model and persistence model are both used as benchmarks with which the proposed method is compared.Test results show that the proposed method achieves a more accurate forecast.

基于MA-SVM方法的短期光伏功率预测

光伏发电的功率波动性大,其准确预测对于大规模的光伏发电并网具有重要意义。利用相关性分析法与时间序列方法选取并预测了某电站所在区域的气象数据,得到光伏发电现场更为准确的气象信息预测值。利用主成分分析方法对气象数据降维,得到几种关键影响因子,最终利用改进的支持向量机(SVM)算法对多变量特征序列与光伏功率的关系建模。在验证试验中,使用训练后的支持向量机模型完成预测,并且对预测误差的产生进行了分析。通过与神经网络算法等各种算法的预测效果进行对比,MA-SVM方法的误差相对较小,证明了预测的有效性。

基于小波包分解的AJS-GMDH月径流时间序列预测研究

为提高月径流时间序列预测精度,建立基于小波包分解(WPD)、人工水母搜索(AJS)算法、数据分组处理方法(GMDH)的WPD-AJS-GMDH月径流时间序列预测模型。采用WPD将月径流时序数据分解为若干子序列分量;选取6个典型函数在不同维度条件下对AJS算法进行仿真测试;利用AJS算法优化GMDH网络关键参数,建立WPD-AJS-GMDH模型,并构建基于支持向量机(SVM)、BP神经网络及完全集合经验模态分解(CEEMD)、小波分解(WD)的17种对比分析模型;最后利用云南省龙潭站1952年~2016年780组的月径流时间序列数据对所建立的18种模型进行检验。结果表明,在不同维度条件下,AJS算法均具有较好的寻优效果;WPD-AJS-GMDH模型预测误差均小于其他17种模型;对于月径流时序数据分解,WPD分解效果优于CEEMD、WD方法;AJS算法能有效优化GMDH网络参数,提高预测性能。

A self-adaptive,data-driven method to predict the cycling life of lithium-ion batteries

Accurately forecasting the nonlinear degradation of lithium-ion batteries(LIBs)using early-cycle data can obviously shorten the battery test time,which accelerates battery optimization and production.In this work,a self-adaptive long short-term memory(SA-LSTM)method has been proposed to predict the battery degradation trajectory and battery lifespan with only early cycling data.Specifically,two features were extracted from discharge voltage curves by a time-series-based approach and forecasted to further cycles using SA-LSTM model.The as-obtained features were correlated with the capacity to predict the capacity degradation trajectory by generalized multiple linear regression model.The proposed method achieved an average online prediction error of 6.00%and 6.74%for discharge capacity and end of life,respectively,when using the early-cycle discharge information until 90%capacity retention.Fur-thermore,the importance of temperature control was highlighted by correlat-ing the features with the average temperature in each cycle.This work develops a self-adaptive data-driven method to accurately predict the cycling life of LIBs,and unveils the underlying degradation mechanism and the impor-tance of controlling environmental temperature.

基于TOPSIS模型对小批量物料的生产安排研究

在企业小批量物料的生产安排中,逐渐出现因事先无法知道物料的实际需求导致生产安排有误等现象。针对这一情况,为帮助企业进行更合理的物料生产,通过分析某工厂2019-2022年的历史数据,基于Topsis算法建立模型,选出需要重点关注的物料,使用时序预测建立关于物料预测模型,通过最小二乘法验证模型的准确性。物料预测为企业解决了小批量物料的生产安排问题,该模型具有一定的推广价值。