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
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
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
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
The dynamical prediction of the Asian-Australian monsoon(AAM)has been an important and long-standing issue in climate science.In this study,the predictability of the first two leading modes of the AAM is studied using...The dynamical prediction of the Asian-Australian monsoon(AAM)has been an important and long-standing issue in climate science.In this study,the predictability of the first two leading modes of the AAM is studied using retrospective prediction datasets from the seasonal forecasting models in four operational centers worldwide.Results show that the model predictability of the leading AAM modes is sensitive to how they are defined in different seasonal sequences,especially for the second mode.The first AAM mode,from various seasonal sequences,coincides with the El Niño phase transition in the eastern-central Pacific.The second mode,initialized from boreal summer and autumn,leads El Niño by about one year but can exist during the decay phase of El Niño when initialized from boreal winter and spring.Our findings hint that ENSO,as an early signal,is conducive to better performance of model predictions in capturing the spatiotemporal variations of the leading AAM modes.Still,the persistence barrier of ENSO in spring leads to poor forecasting skills of spatial features.The multimodel ensemble(MME)mean shows some advantage in capturing the spatiotemporal variations of the AAM modes but does not provide a significant improvement in predicting its temporal features compared to the best individual models in predicting its temporal features.The BCC_CSM1.1M shows promising skill in predicting the two AAM indices associated with two leading AAM modes.The predictability demonstrated in this study is potentially useful for AAM prediction in operational and climate services.展开更多
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
-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
The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i...The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i.e., secular trends, cyclical variations, seasonal effects, and stochastic variations), they believe the best forecasting model is the one which realistically considers the underlying causal factors in a situational relationship and therefore has the best "track records" in generating data. Paper's models can be adjusted for variations in related a time series which processes a great deal of randomness, to improve the accuracy of the financial forecasts. Because of Na'fve forecasting models are based on an extrapolation of past values for future. These models may be adjusted for seasonal, secular, and cyclical trends in related data. When a data series processes a great deal of randomness, smoothing techniques, such as moving averages and exponential smoothing, may improve the accuracy of the financial forecasts. But neither Na'fve models nor smoothing techniques are capable of identifying major future changes in the direction of a situational data series. Hereby, nonlinear techniques, like direct and sequential search approaches, overcome those shortcomings can be used. The methodology which we have used is based on inferential analysis. To build the models to identify the major future changes in the direction of a situational data series, a comparative model building is applied. Hereby, the paper suggests using some of the nonlinear techniques, like direct and sequential search approaches, to reduce the technical shortcomings. The final result of the paper is to manipulate, to prepare, and to integrate heuristic non-linear searching methods to serve calculating adjusted factors to produce the best forecast data.展开更多
Sea buckthorn market floated uncertainly within a narrow range. The market situation provided upward pressure on prices, and producer and consumer interest were poor, coupled with weak prices in the regional markets. ...Sea buckthorn market floated uncertainly within a narrow range. The market situation provided upward pressure on prices, and producer and consumer interest were poor, coupled with weak prices in the regional markets. The objectives of the study are: 1) to estimate the relationship between wild Sea buckthorn (SB) price and Supply, Demand, while some other factors of crude oil price and exchange rate by using simultaneous Supply-Demand and Price system equation and Vector Error Correction Method (VECM);2) to forecast the short-term and long-term SB price;3) to compare and evaluate the price forecasting models. Firstly, the data was analyzed by Ferris and Engle-Granger’s procedure;secondly, both price forecasting methodologies were tested by Pindyck-Rubinfeld and Makridakis’s procedure. The result shows that the VECM model is more efficient using yearly data;a short-term price forecast decreases, and a long-term price forecast is predicted to increase the Mongolian Sea buckthorn market.展开更多
A brief account of our studies on the hurricane forecast problem is presented here. This covers recent prediction results from the Florida State University (FSU) regional and global numerical weather prediction models...A brief account of our studies on the hurricane forecast problem is presented here. This covers recent prediction results from the Florida State University (FSU) regional and global numerical weather prediction models. The regions covered are the Indian and the Pacific Oceans. The life cycle of the onset vortex (a hurricane) of the summer monsoon, typhoons over the western Pacific Ocean and tropical cyclones over the Bay of Bengal (Andhra Pradesh and the Bangladesh storms) are covered here. The essential elements in the storm formaton are the strong horizontal shear in the cyclogenetic areas, a lack of vertical shear and warn sea surface temperatures. The storm motion has a steering component largely described by the advection of vorticity by a vertically averaged layer mean wind, the recurvature of a storm appears to invoke physical processes via the advection of divergence by the divergent part of the wind especially in the outflow layers of the storm. Very high resolution global models seem to be able to handle the motion and structure during the entire life of typhoons quite reasonably. The scope for better diagnosis of the storms life cycle appears very promising in view of the realistic simulation of the life cycle.展开更多
Solar stills are considered an effective method to solve the scarcity of drinkable water.However,it is still missing a way to forecast its production.Herein,it is proposed that a convenient forecasting model which jus...Solar stills are considered an effective method to solve the scarcity of drinkable water.However,it is still missing a way to forecast its production.Herein,it is proposed that a convenient forecasting model which just needs to input the conventional weather forecasting data.The model is established by using machine learning methods of random forest and optimized by Bayesian algorithm.The required data to train the model are obtained from daily measurements lasting9 months.To validate the accuracy model,the determination coefficients of two types of solar stills are calculated as 0.935and 0.929,respectively,which are much higher than the value of both multiple linear regression(0.767)and the traditional models(0.829 and 0.847).Moreover,by applying the model,we predicted the freshwater production of four cities in China.The predicted production is approved to be reliable by a high value of correlation(0.868)between the predicted production and the solar insolation.With the help of the forecasting model,it would greatly promote the global application of solar stills.展开更多
Based on the historical data over 15 years from fivecounties including Xiaoshan,Longyou,Pujiang,Wenling,and Huangyan,Zhejiang Province,a se-ries of forecasting models were established by stepwise regression.These mode...Based on the historical data over 15 years from fivecounties including Xiaoshan,Longyou,Pujiang,Wenling,and Huangyan,Zhejiang Province,a se-ries of forecasting models were established by stepwise regression.These models could be used to pre-dict the population size and the level of the main en-dangering generation of brown planthopper(BPH)on late-season rice.After eight years validation,73models were established from 469 ones as a series ofmodels used as long,medium,and short term fore-casting.展开更多
Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urg...Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urgent challenge in the United States for which there are few solutions. In this paper, we demonstrate combining Fourier terms for capturing seasonality with ARIMA errors and other dynamics in the data. Therefore, we have analyzed 156 weeks COVID-19 dataset on national level using Dynamic Harmonic Regression model, including simulation analysis and accuracy improvement from 2020 to 2023. Most importantly, we provide new advanced pathways which may serve as targets for developing new solutions and approaches.展开更多
SeisGuard, a system for analyzing earthquake precursory data, is a software platform to search for earthquake precursory information by processing geophysical data from different sources to establish automatically an ...SeisGuard, a system for analyzing earthquake precursory data, is a software platform to search for earthquake precursory information by processing geophysical data from different sources to establish automatically an earthquake forecasting model. The main function of this system is to analyze and process the deformation, fluid, electromagnetic and other geophysical field observing data from ground-based observation, as well as space-based observation. Combined station and earthquake distributions, geological structure and other information, this system can provide a basic software platform for earthquake forecasting research based on spatiotemporal fusion. The hierarchical station tree for data sifting and the interaction mode have been innovatively developed in this SeisGuard system to improve users’ working efficiency. The data storage framework designed according to the characteristics of different time series can unify the interfaces of different data sources, provide the support of data flow, simplify the management and usage of data, and provide foundation for analysis of big data. The final aim of this development is to establish an effective earthquake forecasting model combined all available information from ground-based observations to space-based observations.展开更多
This study is aimed to assess the usefulness of weather forecasts for irrigation scheduling in crops to economize water use. The short-term gains for the farmers come from reducing costs of irrigation with the help of...This study is aimed to assess the usefulness of weather forecasts for irrigation scheduling in crops to economize water use. The short-term gains for the farmers come from reducing costs of irrigation with the help of advisory for when not to irrigate because rain is predicted (risk-free because the wrong forecast only delays irrigation within tolerance). Here, a quantitative assessment of saving (indirect income) if irrigation is avoided as rain is imminent (as per forecast), using a five-year archived forecast data over Karnataka state at hobli (a cluster of small villages) level is presented. Estimates showed that the economic benefits to the farmers from such advisories were significant. The potential gain in annual income from such forecast-based irrigation scheduling was of the order of 10% - 15%. Our analysis also indicated that the use of advisory by a small percentage of more than 10 million marginal farmers (landholding < 3 acres) in Karnataka could lead to huge cumulative savings of the order of many crores.展开更多
[Objective] The aim was to improve meteorological service of protected agriculture and to reduce effects of meteorological disasters. [Method] Characters of temperature variation in solar greenhouse and minimal temper...[Objective] The aim was to improve meteorological service of protected agriculture and to reduce effects of meteorological disasters. [Method] Characters of temperature variation in solar greenhouse and minimal temperature forecast models in winter were analyzed based on meteorological data inside and outside of solar greenhouse in winter during 2008-2011, as per correlation and stepwise regression method. [Result] Temperature was of significant changes in solar greenhouse in sunny and cloudy days and the change was higher in sunny days. In overcast days, temperature in solar greenhouse was lower and plants were affected seriously. In addition, the minimal temperature was of good correlation with outside temperature and humidity, temperature and soil temperature in greenhouse. [Conclusion] The minimal temperature forecast model of solar greenhouse is established and the average absolute error of the forecasted minimums in different types of weather was less than 1 ℃ and the average relative error was lower than 10%.展开更多
This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on th...This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.展开更多
おhe water-bearing numerical model is undergone all round examinations during the operational forecasting experiments from 1994 to 1996. A lot of difficult problems arising from the model′s water-bearing are successf...おhe water-bearing numerical model is undergone all round examinations during the operational forecasting experiments from 1994 to 1996. A lot of difficult problems arising from the model′s water-bearing are successfully resolved in these experiments through developing and using a series of technical measures. The operational forecasting running of the water-bearing numerical model is realized stably and reliably, and satisfactory forecasts are obtained.展开更多
Xin’an coal mine, Henan Province, faces the risk of water inrush because 40% of the area of the coal mine is under the surface water of the Xiaolangdi reservoir. To forecast water disaster, an effective aquifuge and ...Xin’an coal mine, Henan Province, faces the risk of water inrush because 40% of the area of the coal mine is under the surface water of the Xiaolangdi reservoir. To forecast water disaster, an effective aquifuge and a limit of water infiltration were determined by rock-phase analysis and long term observations of surface water and groundwater. By field monitoring, as well as physical and numerical simulation experiments, we obtained data reflecting different heights of a water flow fractured zone (WFFZ) under different mining conditions, derived a formula to calculate this height and built a forecasting model with the aid of GIS. On the basis of these activities, the coal mine area was classified into three sub-areas with different potential of water inrush. In the end, our research results have been applied in and verified by industrial mining experiments at three working faces and we were able to present a successful example of coal mining under a large reservoir.展开更多
A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is eq...A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is equivalent to the time response model, was proved by analyzing the features of grey forecasting model(GM(1,1)). Based on this, the differential equation parameters were included in the network when the BP neural network was constructed, and the neural network was trained by extracting samples from grey system's known data. When BP network was converged, the whitened grey differential equation parameters were extracted and then the grey neural network forecasting model (GNNM(1,1)) was built. In order to reduce stochastic phenomenon in GNNM(1,1), the state transition probability between two states was defined and the Markov transition matrix was established by building the residual sequences between grey forecasting and actual value. Thus, the new grey forecasting model(MNNGM(1,1)) was proposed by combining Markov chain with GNNM(1,1). Based on the above discussion, three different approaches were put forward for forecasting China electricity demands. By comparing GM(1, 1) and GNNM(1,1) with the proposed model, the results indicate that the absolute mean error of MNNGM(1,1) is about 0.4 times of GNNM(1,1) and 0.2 times of GM(I, 1), and the mean square error of MNNGM(1,1) is about 0.25 times of GNNM(1,1) and 0.1 times of GM(1,1).展开更多
基金supported by The Indian Institute of Technology-Bombay(Institute Postdoctoral Fellowship-AO/Admin-1/Rect/33/2019).
文摘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).
文摘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.
基金Supported by Important Investigation Program of National Land and Resources Department(Water[2007]017-07)Key Program of Shaanxi Meteorological Bureau(2008Z-2)
文摘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.
文摘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).
基金supported by the National Natural Science Foundation of China(Grant Nos.U2242206,41975094 and 41905062)the National Key Research and Development Program on monitoring,Early Warning and Prevention of Major Natural Disaster(Grant Nos.2017YFC1502302 and 2018YFC1506005)+1 种基金the Basic Research and Operational Special Project of CAMS(Grant No.2021Z007)the Met Office Climate Science for Service Partnership(CSSP)China.
文摘The dynamical prediction of the Asian-Australian monsoon(AAM)has been an important and long-standing issue in climate science.In this study,the predictability of the first two leading modes of the AAM is studied using retrospective prediction datasets from the seasonal forecasting models in four operational centers worldwide.Results show that the model predictability of the leading AAM modes is sensitive to how they are defined in different seasonal sequences,especially for the second mode.The first AAM mode,from various seasonal sequences,coincides with the El Niño phase transition in the eastern-central Pacific.The second mode,initialized from boreal summer and autumn,leads El Niño by about one year but can exist during the decay phase of El Niño when initialized from boreal winter and spring.Our findings hint that ENSO,as an early signal,is conducive to better performance of model predictions in capturing the spatiotemporal variations of the leading AAM modes.Still,the persistence barrier of ENSO in spring leads to poor forecasting skills of spatial features.The multimodel ensemble(MME)mean shows some advantage in capturing the spatiotemporal variations of the AAM modes but does not provide a significant improvement in predicting its temporal features compared to the best individual models in predicting its temporal features.The BCC_CSM1.1M shows promising skill in predicting the two AAM indices associated with two leading AAM modes.The predictability demonstrated in this study is potentially useful for AAM prediction in operational and climate services.
文摘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.
文摘-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.
文摘The paper's aim is how to forecast data with variations involving at times series data to get the best forecasting model. When researchers are going to forecast data with variations involving at times series data (i.e., secular trends, cyclical variations, seasonal effects, and stochastic variations), they believe the best forecasting model is the one which realistically considers the underlying causal factors in a situational relationship and therefore has the best "track records" in generating data. Paper's models can be adjusted for variations in related a time series which processes a great deal of randomness, to improve the accuracy of the financial forecasts. Because of Na'fve forecasting models are based on an extrapolation of past values for future. These models may be adjusted for seasonal, secular, and cyclical trends in related data. When a data series processes a great deal of randomness, smoothing techniques, such as moving averages and exponential smoothing, may improve the accuracy of the financial forecasts. But neither Na'fve models nor smoothing techniques are capable of identifying major future changes in the direction of a situational data series. Hereby, nonlinear techniques, like direct and sequential search approaches, overcome those shortcomings can be used. The methodology which we have used is based on inferential analysis. To build the models to identify the major future changes in the direction of a situational data series, a comparative model building is applied. Hereby, the paper suggests using some of the nonlinear techniques, like direct and sequential search approaches, to reduce the technical shortcomings. The final result of the paper is to manipulate, to prepare, and to integrate heuristic non-linear searching methods to serve calculating adjusted factors to produce the best forecast data.
文摘Sea buckthorn market floated uncertainly within a narrow range. The market situation provided upward pressure on prices, and producer and consumer interest were poor, coupled with weak prices in the regional markets. The objectives of the study are: 1) to estimate the relationship between wild Sea buckthorn (SB) price and Supply, Demand, while some other factors of crude oil price and exchange rate by using simultaneous Supply-Demand and Price system equation and Vector Error Correction Method (VECM);2) to forecast the short-term and long-term SB price;3) to compare and evaluate the price forecasting models. Firstly, the data was analyzed by Ferris and Engle-Granger’s procedure;secondly, both price forecasting methodologies were tested by Pindyck-Rubinfeld and Makridakis’s procedure. The result shows that the VECM model is more efficient using yearly data;a short-term price forecast decreases, and a long-term price forecast is predicted to increase the Mongolian Sea buckthorn market.
基金The research reported here was supported by NSF grant no. ATM-8812053LAWS grant no. NAG 8-761+1 种基金LAWS contract no. NAS5-30932Computations were performed on the CRAY / YMP at NCAR
文摘A brief account of our studies on the hurricane forecast problem is presented here. This covers recent prediction results from the Florida State University (FSU) regional and global numerical weather prediction models. The regions covered are the Indian and the Pacific Oceans. The life cycle of the onset vortex (a hurricane) of the summer monsoon, typhoons over the western Pacific Ocean and tropical cyclones over the Bay of Bengal (Andhra Pradesh and the Bangladesh storms) are covered here. The essential elements in the storm formaton are the strong horizontal shear in the cyclogenetic areas, a lack of vertical shear and warn sea surface temperatures. The storm motion has a steering component largely described by the advection of vorticity by a vertically averaged layer mean wind, the recurvature of a storm appears to invoke physical processes via the advection of divergence by the divergent part of the wind especially in the outflow layers of the storm. Very high resolution global models seem to be able to handle the motion and structure during the entire life of typhoons quite reasonably. The scope for better diagnosis of the storms life cycle appears very promising in view of the realistic simulation of the life cycle.
基金Project supported by the National Key Research and Development Program of China(Grant No.2018YFE0127800)the Science,Technology&Innovation Funding Authority(STIFA),Egypt grant(Grant No.40517)+1 种基金China Postdoctoral Science Foundation(Grant No.2020M682411)the Fundamental Research Funds for the Central Universities(Grant No.2019kfy RCPY045)。
文摘Solar stills are considered an effective method to solve the scarcity of drinkable water.However,it is still missing a way to forecast its production.Herein,it is proposed that a convenient forecasting model which just needs to input the conventional weather forecasting data.The model is established by using machine learning methods of random forest and optimized by Bayesian algorithm.The required data to train the model are obtained from daily measurements lasting9 months.To validate the accuracy model,the determination coefficients of two types of solar stills are calculated as 0.935and 0.929,respectively,which are much higher than the value of both multiple linear regression(0.767)and the traditional models(0.829 and 0.847).Moreover,by applying the model,we predicted the freshwater production of four cities in China.The predicted production is approved to be reliable by a high value of correlation(0.868)between the predicted production and the solar insolation.With the help of the forecasting model,it would greatly promote the global application of solar stills.
文摘Based on the historical data over 15 years from fivecounties including Xiaoshan,Longyou,Pujiang,Wenling,and Huangyan,Zhejiang Province,a se-ries of forecasting models were established by stepwise regression.These models could be used to pre-dict the population size and the level of the main en-dangering generation of brown planthopper(BPH)on late-season rice.After eight years validation,73models were established from 469 ones as a series ofmodels used as long,medium,and short term fore-casting.
文摘Rapidly spreading COVID-19 virus and its variants, especially in metropolitan areas around the world, became a major health public concern. The tendency of COVID-19 pandemic and statistical modelling represents an urgent challenge in the United States for which there are few solutions. In this paper, we demonstrate combining Fourier terms for capturing seasonality with ARIMA errors and other dynamics in the data. Therefore, we have analyzed 156 weeks COVID-19 dataset on national level using Dynamic Harmonic Regression model, including simulation analysis and accuracy improvement from 2020 to 2023. Most importantly, we provide new advanced pathways which may serve as targets for developing new solutions and approaches.
文摘SeisGuard, a system for analyzing earthquake precursory data, is a software platform to search for earthquake precursory information by processing geophysical data from different sources to establish automatically an earthquake forecasting model. The main function of this system is to analyze and process the deformation, fluid, electromagnetic and other geophysical field observing data from ground-based observation, as well as space-based observation. Combined station and earthquake distributions, geological structure and other information, this system can provide a basic software platform for earthquake forecasting research based on spatiotemporal fusion. The hierarchical station tree for data sifting and the interaction mode have been innovatively developed in this SeisGuard system to improve users’ working efficiency. The data storage framework designed according to the characteristics of different time series can unify the interfaces of different data sources, provide the support of data flow, simplify the management and usage of data, and provide foundation for analysis of big data. The final aim of this development is to establish an effective earthquake forecasting model combined all available information from ground-based observations to space-based observations.
文摘This study is aimed to assess the usefulness of weather forecasts for irrigation scheduling in crops to economize water use. The short-term gains for the farmers come from reducing costs of irrigation with the help of advisory for when not to irrigate because rain is predicted (risk-free because the wrong forecast only delays irrigation within tolerance). Here, a quantitative assessment of saving (indirect income) if irrigation is avoided as rain is imminent (as per forecast), using a five-year archived forecast data over Karnataka state at hobli (a cluster of small villages) level is presented. Estimates showed that the economic benefits to the farmers from such advisories were significant. The potential gain in annual income from such forecast-based irrigation scheduling was of the order of 10% - 15%. Our analysis also indicated that the use of advisory by a small percentage of more than 10 million marginal farmers (landholding < 3 acres) in Karnataka could lead to huge cumulative savings of the order of many crores.
基金Supported by Special Funds for Scientific Research on Public Causes of China Meteorological Administration(GYHY201006028)~~
文摘[Objective] The aim was to improve meteorological service of protected agriculture and to reduce effects of meteorological disasters. [Method] Characters of temperature variation in solar greenhouse and minimal temperature forecast models in winter were analyzed based on meteorological data inside and outside of solar greenhouse in winter during 2008-2011, as per correlation and stepwise regression method. [Result] Temperature was of significant changes in solar greenhouse in sunny and cloudy days and the change was higher in sunny days. In overcast days, temperature in solar greenhouse was lower and plants were affected seriously. In addition, the minimal temperature was of good correlation with outside temperature and humidity, temperature and soil temperature in greenhouse. [Conclusion] The minimal temperature forecast model of solar greenhouse is established and the average absolute error of the forecasted minimums in different types of weather was less than 1 ℃ and the average relative error was lower than 10%.
基金supported by the National Natural Science Foundation of China(7090104171171113)the Aeronautical Science Foundation of China(2014ZG52077)
文摘This paper aims to study a new grey prediction approach and its solution for forecasting the main system variable whose accurate value could not be collected while the potential value set could be defined. Based on the traditional nonhomogenous discrete grey forecasting model(NDGM), the interval grey number and its algebra operations are redefined and combined with the NDGM model to construct a new interval grey number sequence prediction approach. The solving principle of the model is analyzed, the new accuracy evaluation indices, i.e. mean absolute percentage error of mean value sequence(MAPEM) and mean percent of interval sequence simulating value set covered(MPSVSC), are defined and, the procedure of the interval grey number sequence based the NDGM(IG-NDGM) is given out. Finally, a numerical case is used to test the modelling accuracy of the proposed model. Results show that the proposed approach could solve the interval grey number sequence prediction problem and it is much better than the traditional DGM(1,1) model and GM(1,1) model.
文摘おhe water-bearing numerical model is undergone all round examinations during the operational forecasting experiments from 1994 to 1996. A lot of difficult problems arising from the model′s water-bearing are successfully resolved in these experiments through developing and using a series of technical measures. The operational forecasting running of the water-bearing numerical model is realized stably and reliably, and satisfactory forecasts are obtained.
基金Project 2007CB209400 supported by the National Basic Research Program of China
文摘Xin’an coal mine, Henan Province, faces the risk of water inrush because 40% of the area of the coal mine is under the surface water of the Xiaolangdi reservoir. To forecast water disaster, an effective aquifuge and a limit of water infiltration were determined by rock-phase analysis and long term observations of surface water and groundwater. By field monitoring, as well as physical and numerical simulation experiments, we obtained data reflecting different heights of a water flow fractured zone (WFFZ) under different mining conditions, derived a formula to calculate this height and built a forecasting model with the aid of GIS. On the basis of these activities, the coal mine area was classified into three sub-areas with different potential of water inrush. In the end, our research results have been applied in and verified by industrial mining experiments at three working faces and we were able to present a successful example of coal mining under a large reservoir.
基金Project(70572090) supported by the National Natural Science Foundation of China
文摘A new grey forecasting model based on BP neural network and Markov chain was proposed. In order to combine the grey forecasting model with neural network, an important theorem that the grey differential equation is equivalent to the time response model, was proved by analyzing the features of grey forecasting model(GM(1,1)). Based on this, the differential equation parameters were included in the network when the BP neural network was constructed, and the neural network was trained by extracting samples from grey system's known data. When BP network was converged, the whitened grey differential equation parameters were extracted and then the grey neural network forecasting model (GNNM(1,1)) was built. In order to reduce stochastic phenomenon in GNNM(1,1), the state transition probability between two states was defined and the Markov transition matrix was established by building the residual sequences between grey forecasting and actual value. Thus, the new grey forecasting model(MNNGM(1,1)) was proposed by combining Markov chain with GNNM(1,1). Based on the above discussion, three different approaches were put forward for forecasting China electricity demands. By comparing GM(1, 1) and GNNM(1,1) with the proposed model, the results indicate that the absolute mean error of MNNGM(1,1) is about 0.4 times of GNNM(1,1) and 0.2 times of GM(I, 1), and the mean square error of MNNGM(1,1) is about 0.25 times of GNNM(1,1) and 0.1 times of GM(1,1).