The development of accurate prediction models continues to be highly beneficial in myriad disciplines. Deep learning models have performed well in stock price prediction and give high accuracy. However, these models a...The development of accurate prediction models continues to be highly beneficial in myriad disciplines. Deep learning models have performed well in stock price prediction and give high accuracy. However, these models are largely affected by the vanishing gradient problem escalated by some activation functions. This study proposes the use of the Vanishing Gradient Resilient Optimized Gated Recurrent Unit (OGRU) model with a scaled mean Approximation Coefficient (AC) time lag which should counter slow convergence, vanishing gradient and large error metrics. This study employed the Rectified Linear Unit (ReLU), Hyperbolic Tangent (Tanh), Sigmoid and Exponential Linear Unit (ELU) activation functions. Real-life datasets including the daily Apple and 5-minute Netflix closing stock prices were used, and they were decomposed using the Stationary Wavelet Transform (SWT). The decomposed series formed a decomposed data model which was compared to an undecomposed data model with similar hyperparameters and different default lags. The Apple daily dataset performed well with a Default_1 lag, using an undecomposed data model and the ReLU, attaining 0.01312, 0.00854 and 3.67 minutes for RMSE, MAE and runtime. The Netflix data performed best with the MeanAC_42 lag, using decomposed data model and the ELU achieving 0.00620, 0.00487 and 3.01 minutes for the same metrics.展开更多
Lagos Space Programme from Nigeria and Denmark’s A.ROEGE HOVE have been announced the winners of the 2023 International Woolmark Prize and Karl Lagerfeld Award for Innovation,respectively,at a special event hel...Lagos Space Programme from Nigeria and Denmark’s A.ROEGE HOVE have been announced the winners of the 2023 International Woolmark Prize and Karl Lagerfeld Award for Innovation,respectively,at a special event held in Paris.BYBORRE is also celebrating after being recognised as the Supply Chain Award recipient.展开更多
A time-lagged ensemble method is used to improve 6-15 day precipitation forecasts from the Beijing Climate Center Atmospheric General Circulation Model,version 2.0.1.The approach averages the deterministic predictions...A time-lagged ensemble method is used to improve 6-15 day precipitation forecasts from the Beijing Climate Center Atmospheric General Circulation Model,version 2.0.1.The approach averages the deterministic predictions of precipitation from the most recent model run and from earlier runs,all at the same forecast valid time.This lagged average forecast （LAF） method assigns equal weight to each ensemble member and produces a forecast by taking the ensemble mean.Our analyses of the Equitable Threat Score,the Hanssen and Kuipers Score,and the frequency bias indicate that the LAF using five members at time-lagged intervals of 6 h improves 6-15 day forecasts of precipitation frequency above 1 mm d-1 and 5 mm d-1 in many regions of China,and is more effective than the LAF method with selection of the time-lagged interval of 12 or 24 h between ensemble members.In particular,significant improvements are seen over regions where the frequencies of rainfall days are higher than about 40％-50％ in the summer season; these regions include northeastern and central to southern China,and the southeastem Tibetan Plateau.展开更多
基金supported by the Strategic Priority Research Program of Chinese Academy of Sciences[grant numbers XDA23090102]the National Natural Science Foundation of China[grant numbers 42175078 and 42075040]+1 种基金the Health Meteorological Project of Hebei Province[grant number FW202150]the National Key Research and Development Program of China[grant number 2018YFA0606203].
文摘The development of accurate prediction models continues to be highly beneficial in myriad disciplines. Deep learning models have performed well in stock price prediction and give high accuracy. However, these models are largely affected by the vanishing gradient problem escalated by some activation functions. This study proposes the use of the Vanishing Gradient Resilient Optimized Gated Recurrent Unit (OGRU) model with a scaled mean Approximation Coefficient (AC) time lag which should counter slow convergence, vanishing gradient and large error metrics. This study employed the Rectified Linear Unit (ReLU), Hyperbolic Tangent (Tanh), Sigmoid and Exponential Linear Unit (ELU) activation functions. Real-life datasets including the daily Apple and 5-minute Netflix closing stock prices were used, and they were decomposed using the Stationary Wavelet Transform (SWT). The decomposed series formed a decomposed data model which was compared to an undecomposed data model with similar hyperparameters and different default lags. The Apple daily dataset performed well with a Default_1 lag, using an undecomposed data model and the ReLU, attaining 0.01312, 0.00854 and 3.67 minutes for RMSE, MAE and runtime. The Netflix data performed best with the MeanAC_42 lag, using decomposed data model and the ELU achieving 0.00620, 0.00487 and 3.01 minutes for the same metrics.
文摘Lagos Space Programme from Nigeria and Denmark’s A.ROEGE HOVE have been announced the winners of the 2023 International Woolmark Prize and Karl Lagerfeld Award for Innovation,respectively,at a special event held in Paris.BYBORRE is also celebrating after being recognised as the Supply Chain Award recipient.
基金supported by the National Basic Research Program of China (973 Program: Grant No. 2010CB951902)the Special Program for China Meteorology Trade (Grant No. GYHY201306020)the Technology Support Program of China (Grant No. 2009BAC51B03)
文摘A time-lagged ensemble method is used to improve 6-15 day precipitation forecasts from the Beijing Climate Center Atmospheric General Circulation Model,version 2.0.1.The approach averages the deterministic predictions of precipitation from the most recent model run and from earlier runs,all at the same forecast valid time.This lagged average forecast （LAF） method assigns equal weight to each ensemble member and produces a forecast by taking the ensemble mean.Our analyses of the Equitable Threat Score,the Hanssen and Kuipers Score,and the frequency bias indicate that the LAF using five members at time-lagged intervals of 6 h improves 6-15 day forecasts of precipitation frequency above 1 mm d-1 and 5 mm d-1 in many regions of China,and is more effective than the LAF method with selection of the time-lagged interval of 12 or 24 h between ensemble members.In particular,significant improvements are seen over regions where the frequencies of rainfall days are higher than about 40％-50％ in the summer season; these regions include northeastern and central to southern China,and the southeastem Tibetan Plateau.
