Wind-speed forecasting model based on DBN-Elman combined with improved PSO-HHT

Random and fluctuating wind speeds make it difficult to stabilize the wind-power output,which complicates the execution of wind-farm control systems and increases the response frequency.In this study,a novel prediction model for ultrashort-term wind-speed prediction in wind farms is developed by combining a deep belief network,the Elman neural network,and the Hilbert-Huang transform modified using an improved particle swarm optimization algorithm.The experimental results show that the prediction results of the proposed deep neural network is better than that of shallow neural networks.Although the complexity of the model is high,the accuracy of wind-speed prediction and stability are also high.The proposed model effectively improves the accuracy of ultrashort-term wind-speed forecasting in wind farms.

Forecasting China’s natural gas consumption based on a combination model

Ensuring a sufficient energy supply is essential to a country. Natural gas constitutes a vital part in energy supply and therefore forecasting natural gas consumption reliably and accurately is an essential part of a country＇s energy policy. Over the years, studies have shown that a combinative model gives better projected results compared to a single model. In this study, we used Polynomial Curve and Moving Average Combination Projection （PCMACP） model to estimate the future natural gas consumption in China from 2009 to 2015. The new proposed PCMACP model shows more reliable and accurate results： its Mean Absolute Percentage Error （MAPE） is less than those of any previous models within the investigated range. According to the PCMACP model, the average annual growth rate will increase for the next 7 years and the amount of natural gas consumption will reach 171600 million cubic meters in 2015 in China.

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.

The Optimal Weighted Combinational Forecasting with Constant Terms

我们基于与经常的术语预报的最佳的加权的 combinational 建议一个模型，没有经常的术语，象模型和相应模型的一种关系一样给重量和平均错误的公式，并且比较这些模型。最后，一个例子被给，它证明恰当的精确被提高了。

Forecasting Alzheimer’s Disease Using Combination Model Based on Machine Learning

As the acceleration of aged population tendency, building models to forecast Alzheimer’s Disease (AD) is essential. In this article, we surveyed 1157 interviewees. By analyzing the results using three machine learning methods—BP neural network, SVM and random forest, we can derive the accuracy of them in forecasting AD, so that we can compare the methods in solving AD prediction. Among them, random forest is the most accurate method. Moreover, to combine the advantages of the methods, we build a new combination forecasting model based on the three machine learning models, which is proved more accurate than the models singly. At last, we give the conclusion of the connection between life style and AD, and provide several suggestions for elderly people to help them prevent AD.

A New Multi-Method Combination Forecasting Model for ESDD Predicting

Equal Salt Deposit Density (ESDD) is a main factor to classify contamination severity and draw pollution distribution map. The precise ESDD forecasting plays an important role in the safety, economy and reliability of power system. To cope with the problems existing in the ESDD predicting by multivariate linear regression (MLR), back propagation (BP) neural network and least squares support vector machines (LSSVM), a nonlinear combination forecasting model based on wavelet neural network (WNN) for ESDD is proposed. The model is a WNN with three layers, whose input layer has three neurons and output layer has one neuron, namely, regarding the ESDD forecasting results of MLR, BP and LSSVM as the inputs of the model and the observed value as the output. In the interest of better reflection of the influence of each single forecasting model on ESDD and increase of the accuracy of ESDD prediction, Morlet wavelet is used to con-struct WNN, error backpropagation algorithm is adopted to train the network and genetic algorithm is used to determine the initials of the parameters. Simulation results show that the accuracy of the proposed combina-tion ESDD forecasting model is higher than that of any single model and that of traditional linear combina-tion forecasting (LCF) model. The model provides a new feasible way to increase the accuracy of pollution distribution map of power network.

A Weighted Combination Forecasting Model for Power Load Based on Forecasting Model Selection and Fuzzy Scale Joint Evaluation

To solve the medium and long term power load forecasting problem,the combination forecasting method is further expanded and a weighted combination forecasting model for power load is put forward.This model is divided into two stages which are forecasting model selection and weighted combination forecasting.Based on Markov chain conversion and cloud model,the forecasting model selection is implanted and several outstanding models are selected for the combination forecasting.For the weighted combination forecasting,a fuzzy scale joint evaluation method is proposed to determine the weight of selected forecasting model.The percentage error and mean absolute percentage error of weighted combination forecasting result of the power consumption in a certain area of China are 0.7439%and 0.3198%,respectively,while the maximum values of these two indexes of single forecasting models are 5.2278%and 1.9497%.It shows that the forecasting indexes of proposed model are improved significantly compared with the single forecasting models.

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 nonlinear combination forecasting method based on the fuzzy inference system

It has been shown in recent economic and statistical studies that combining forecasts may produce more accurate forecasts than individual ones. However, the literature on combining forecasts has almost exclusively focused on linear combining forecasts. In this paper, a new nonlinear combination forecasting method based on fuzzy inference system is present to overcome the difficulties and drawbacks in linear combination modeling of non-stationary time series. Furthermore, the optimization algorithm based on a hierarchical structure of learning automata is used to identify the parameters of the fuzzy system. Experiment results related to numerical examples demonstrate that the new technique has excellent identification performances and forecasting accuracy superior to other existing linear combining forecasts.

A new hybrid method with data‑characteristic‑driven analysis for artificial intelligence and robotics index return forecasting

Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability,and the development of the artificial intelligence industry.To provide investors with a more reliable reference in terms of artificial intelligence index investment,this paper selects the NASDAQ CTA Artificial Intelligence and Robotics(AIRO)Index as the research target,and proposes innovative hybrid methods to forecast returns by considering its multiple structural characteristics.Specifically,this paper uses the ensemble empirical mode decomposition(EEMD)method and the modified iterative cumulative sum of squares(ICSS)algorithm to decompose the index returns and identify the structural breakpoints.Furthermore,it combines the least-square support vector machine approach with the particle swarm optimization method(PSO-LSSVM)and the generalized autoregressive conditional heteroskedasticity(GARCH)type models to construct innovative hybrid forecasting methods.On the one hand,the empirical results indicate that the AIRO index returns have complex structural characteristics,and present time-varying and nonlinear characteristics with high complexity and mutability;on the other hand,the newly proposed hybrid forecasting method(i.e.,the EEMD-PSO-LSSVM-ICSS-GARCH models)which considers these complex structural characteristics,can yield the optimal forecasting performance for the AIRO index returns.

Research on Methods of Parameter Estimation in Combining Forecasting Based on Harmonic Mean

Two kinds of parameter estimation methods (I) and (II) of combining forecasting based on harmontic mean are proposed and compared through a lot of simulation forecasting examples. A very helpful conclusion is obtained, which can lay solid foundations for correct application of the above methods.

Generalized weighted functional proportional mean combining forecasting model and its method of parameter estimation

A new kind of combining forecasting model based on the generalized weighted functional proportional mean is proposed and the parameter estimation method of its weighting coefficients by means of the algorithm of quadratic programming is given. This model has extensive representation. It is a new kind of aggregative method of group forecasting. By taking the suitable combining form of the forecasting models and seeking the optimal parameter, the optimal combining form can be obtained and the forecasting accuracy can be improved. The effectiveness of this model is demonstrated by an example.

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.

Demand of Electric Power and Its Forecasting in Iron and Steel Complex

A systematic study on the electrical load forecasting for large-scale iron and steel companies was made. After analyzing the electrical load＇s characteristics, an algorithm framework for the load forecasting in iron and steel complex was formulated based on model combination and scheme filtration. The algorithm features data quality self- adaptation, convenient forecasting model extension, easy practical application, etc. , and has been successfully applied in Baoshan Iron and Steel Co Ltd, Shanghai, China, resulting in great economic benefit.

Performance evaluation of series and parallel strategies for financial time series forecasting

Background:Improving financial time series forecasting is one of the most challenging and vital issues facing numerous financial analysts and decision makers.Given its direct impact on related decisions,various attempts have been made to achieve more accurate and reliable forecasting results,of which the combining of individual models remains a widely applied approach.In general,individual models are combined under two main strategies:series and parallel.While it has been proven that these strategies can improve overall forecasting accuracy,the literature on time series forecasting remains vague on the choice of an appropriate strategy to generate a more accurate hybrid model.Methods:Therefore,this study’s key aim is to evaluate the performance of series and parallel strategies to determine a more accurate one.Results:Accordingly,the predictive capabilities of five hybrid models are constructed on the basis of series and parallel strategies compared with each other and with their base models to forecast stock price.To do so,autoregressive integrated moving average(ARIMA)and multilayer perceptrons(MLPs)are used to construct two series hybrid models,ARIMA-MLP and MLP-ARIMA,and three parallel hybrid models,simple average,linear regression,and genetic algorithm models.Conclusion:The empirical forecasting results for two benchmark datasets,that is,the closing of the Shenzhen Integrated Index(SZII)and that of Standard and Poor’s 500(S&P 500),indicate that although all hybrid models perform better than at least one of their individual components,the series combination strategy produces more accurate hybrid models for financial time series forecasting.

Ice concentration assimilation in a regional ice-ocean coupled model and its application in sea ice forecasting

A reasonable initial state of ice concentration is essential for accurate short-term forecasts of sea ice using ice-ocean coupled models. In this study, sea ice concentration data are assimilated into an operational ice forecast system based on a com- bined optimal interpolation and nudging scheme. The scheme produces a modeled sea ice concentration at every time step, based on the difference between observational and forecast data and on the ratio of observational error to modeled error. The impact and the effectiveness of data assimilation are investigated. Significant improvements to predictions of sea ice extent were obtained through the assimilation of ice concentration, and minor improvements through the adjustment of the upper ocean properties. The assimilation of ice thickness data did not significantly improve predictions. Forecast experiments show that the forecast accuracy is higher in summer, and that the errors on five-day forecasts occur mainly around the marginal ice zone.

Artificial Neural Network for Combining Forecasts

This paper proposes artificial neural networks (ANN) as a tool for nonlinear combination of forecasts. In this study, three forecasting models are used for individual forecasts, and then two linear combining methods are used to compare with the ANN combining method. The comparative experiment using real--world data shows that the prediction by the ANN method outperforms those by linear combining methods. The paper suggests that the ANN combining method can be used as- an alternative to conventional linear combining methods to achieve greater forecasting accuracy.

Wavelet Decomposition Impacts on Traditional Forecasting Time Series Models

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.

Forecasting Realized Volatility Using Subsample Averaging

When the observed price process is the true underlying price process plus microstructure noise, it is known that realized volatility (RV) estimates will be overwhelmed by the noise when the sampling frequency approaches infinity. Therefore, it may be optimal to sample less frequently, and averaging the less frequently sampled subsamples can improve estimation for quadratic variation. In this paper, we extend this idea to forecasting daily realized volatility. While subsample averaging has been proposed and used in estimating RV, this paper is the first that uses subsample averaging for forecasting RV. The subsample averaging method we examine incorporates the high frequency data in different levels of systematic sampling. It first pools the high frequency data into several subsamples, then generates forecasts from each subsample, and then combines these forecasts. We find that in daily S&P 500 return realized volatility forecasts, subsample averaging generates better forecasts than those using only one subsample.

基于CEEMDAN-GRU组合模型的碳排放交易价格预测研究

准确的碳价格预测有助于监管部门观测碳交易市场运行状况及投资者进行科学决策,对实现碳达峰和碳中和具有重要作用。但碳价序列具有非线性、非平稳性和高噪声的特性,很难对其进行准确预测。将完全自适应噪声集合经验模态分解(CEEMDAN)方法与门控循环单元(GRU)相结合,构建一个碳排放交易价格预测模型。该模型基于分解、集成思想,利用CEEMDAN将原始碳价序列分解,获得不同频率的本征模函数(IMF)和残差序列,使用GRU神经网络分别为各子序列建立预测模型,最后集成预测结果得到碳价预测值。以湖北省碳交易市场的日度成交价为例进行实证分析,结果表明:相较于其他5种基准模型,CEEMDAN-GRU模型具有更小的预测误差和更高的拟合优度,在碳价格预测上具有一定的优势。