Rising sea level is of great significance to coastal societies;predicting sea level extent in coastal regions is critical.When carrying out predictions,the subsequences obtained using decomposition methods may exhibit...Rising sea level is of great significance to coastal societies;predicting sea level extent in coastal regions is critical.When carrying out predictions,the subsequences obtained using decomposition methods may exhibit a certain regularity and therefore can provide multidimensional information that can be used to improve prediction models.Traditional decomposition methods such as seasonal and trend decomposition using Loess(STL)focus mostly on the fluctuating trend of time series and ignore its impact on prediction.Methods in the signal decomposition domain,such as variational mode decomposition(VMD),have no physical significance.In response to the above problems,a new decomposition method for sea level anomaly time series prediction(DMSLAP)is proposed.With this method,the trend term in a time series can be isolated and the effects of abnormal sea level change behaviors can be attenuated.We decompose multiperiod characteristics using this method while maintaining the smoothness of the analyzed series.Satellite altimetry data from 1993 to 2020 are used in experiments conducted in the study area.The results are then compared with predictions obtained using existing decomposition methods such as the STL and VMD methods and time varying filtering based on empirical mode decomposition(TVF-EMD).The performance of DMSLAP combined with a prediction method resulted in optimal sea level anomaly(SLA)predictions,with a minimum root mean square error(RMSE)of 1.40 cm and a maximum determination coefficient(R^(2))of 0.93 during 2020.The DMSLAP method was more accurate when predicting 1-year data and 3-year data.The TVF-EMD and DMSLAP methods had comparable accuracies,and the periodic term decomposed by the DMSLAP method was more in line with the actual law than that derived using the TVF-EMD method.Thus,DMSLAP can decompose SLA time series better than existing methods and is an effective tool for obtaining short-term SLA prediction.展开更多
Time series prediction has always been an important problem in the field of machine learning.Among them,power load forecasting plays a crucial role in identifying the behavior of photovoltaic power plants and regulati...Time series prediction has always been an important problem in the field of machine learning.Among them,power load forecasting plays a crucial role in identifying the behavior of photovoltaic power plants and regulating their control strategies.Traditional power load forecasting often has poor feature extraction performance for long time series.In this paper,a new deep learning framework Residual Stacked Temporal Long Short-Term Memory(RST-LSTM)is proposed,which combines wavelet decomposition and time convolutional memory network to solve the problem of feature extraction for long sequences.The network framework of RST-LSTM consists of two parts:one is a stacked time convolutional memory unit module for global and local feature extraction,and the other is a residual combination optimization module to reduce model redundancy.Finally,this paper demonstrates through various experimental indicators that RST-LSTM achieves significant performance improvements in both overall and local prediction accuracy compared to some state-of-the-art baseline methods.展开更多
Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of f...Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of fields. Due to the non-linear and unstable characteristics of multivariate time series, the existing methods encounter difficulties in analyzing complex high-dimensional data and capturing latent relationships between multivariates in time series, thus affecting the performance of long-term prediction. In this paper, we propose a novel time series forecasting model based on multilayer perceptron that combines spatio-temporal decomposition and doubly residual stacking, namely Spatio-Temporal Decomposition Neural Network (STDNet). We decompose the originally complex and unstable time series into two parts, temporal term and spatial term. We design temporal module based on auto-correlation mechanism to discover temporal dependencies at the sub-series level, and spatial module based on convolutional neural network and self-attention mechanism to integrate multivariate information from two dimensions, global and local, respectively. Then we integrate the results obtained from the different modules to get the final forecast. Extensive experiments on four real-world datasets show that STDNet significantly outperforms other state-of-the-art methods, which provides an effective solution for long-term time series forecasting.展开更多
The effective supply of electricity is the basis of ensuring economic development and people's normal life. It is difficult to store electricity, as leading to the production and consumption must be completed simu...The effective supply of electricity is the basis of ensuring economic development and people's normal life. It is difficult to store electricity, as leading to the production and consumption must be completed simultaneously. Therefore, it is of great significance to accurately predict the demand for electricity consumption for the production planning of electricity and the normal operation of the society. In this paper, a hybrid model is constructed to predict the electricity consumption in China. The structural breaks test of monthly electricity consumption in China from January 2010 to December 2016 is carried out by using the structural breaks unit root test. Based on the existence of structura breaks, the electricity consumption data are decomposed into low-frequency and high-frequency components by wavelet model, and the separated low frequency signal and high frequency signal are predicted by autoregressive integrated moving average(ARIMA) and nonlinear autoregressive neural network(NAR), respectively. Therefore the wavelet-ARIMA-NAR hybrid model is constructed. In order to compare the effect of the hybrid model, the structural time series(STS) model is applied to predicting the electricity consumption. The results of prediction error test show that the hybrid model is more accurate for electricity consumption prediction.展开更多
On the basis of machine leaning,suitable algorithms can make advanced time series analysis.This paper proposes a complex k-nearest neighbor(KNN)model for predicting financial time series.This model uses a complex feat...On the basis of machine leaning,suitable algorithms can make advanced time series analysis.This paper proposes a complex k-nearest neighbor(KNN)model for predicting financial time series.This model uses a complex feature extraction process integrating a forward rolling empirical mode decomposition(EMD)for financial time series signal analysis and principal component analysis(PCA)for the dimension reduction.The information-rich features are extracted then input to a weighted KNN classifier where the features are weighted with PCA loading.Finally,prediction is generated via regression on the selected nearest neighbors.The structure of the model as a whole is original.The test results on real historical data sets confirm the effectiveness of the models for predicting the Chinese stock index,an individual stock,and the EUR/USD exchange rate.展开更多
针对滑坡位移难以预测、影响因素难以选择等问题,提出一种结合了二次移动平均(DMA)法、变分模态分解(VMD)、改进灰狼优化(IGWO)算法与支持向量回归(SVR)的模型进行滑坡位移预测。首先,利用DMA提取滑坡位移趋势项和周期项,采用多项式拟...针对滑坡位移难以预测、影响因素难以选择等问题,提出一种结合了二次移动平均(DMA)法、变分模态分解(VMD)、改进灰狼优化(IGWO)算法与支持向量回归(SVR)的模型进行滑坡位移预测。首先,利用DMA提取滑坡位移趋势项和周期项,采用多项式拟合对趋势项进行预测;其次,对滑坡周期项的影响因素进行分类,采用VMD对原始影响因子序列进行分解获得最优序列;再次,提出一种结合SVR与基于改进Circle多策略的灰狼优化算法CTGWO-SVR(Circle Tactics Grey Wolf Optimizer with SVR)对滑坡周期项进行预测;最后采用时间序列加法模型求出累计位移预测序列,并采用灰色预测的后验证差校验和小概率误差对模型进行评价。实验结果表明,与GA-SVR和GWO-SVR模型相比,CTGWO-SVR的预测精度更高,拟合度达到0.979,均方根误差分别减小了51.47%与59.25%,预测精度等级为一级,可满足滑坡预测的实时性和准确性要求。展开更多
基金Supported by the Fundamental Research Funds for the Central Universities (No.17CX02071)the National Natural Science Foundation of China (No.61571009)the Key R&D Program of Shandong Province (No.2018GHY115046)。
文摘Rising sea level is of great significance to coastal societies;predicting sea level extent in coastal regions is critical.When carrying out predictions,the subsequences obtained using decomposition methods may exhibit a certain regularity and therefore can provide multidimensional information that can be used to improve prediction models.Traditional decomposition methods such as seasonal and trend decomposition using Loess(STL)focus mostly on the fluctuating trend of time series and ignore its impact on prediction.Methods in the signal decomposition domain,such as variational mode decomposition(VMD),have no physical significance.In response to the above problems,a new decomposition method for sea level anomaly time series prediction(DMSLAP)is proposed.With this method,the trend term in a time series can be isolated and the effects of abnormal sea level change behaviors can be attenuated.We decompose multiperiod characteristics using this method while maintaining the smoothness of the analyzed series.Satellite altimetry data from 1993 to 2020 are used in experiments conducted in the study area.The results are then compared with predictions obtained using existing decomposition methods such as the STL and VMD methods and time varying filtering based on empirical mode decomposition(TVF-EMD).The performance of DMSLAP combined with a prediction method resulted in optimal sea level anomaly(SLA)predictions,with a minimum root mean square error(RMSE)of 1.40 cm and a maximum determination coefficient(R^(2))of 0.93 during 2020.The DMSLAP method was more accurate when predicting 1-year data and 3-year data.The TVF-EMD and DMSLAP methods had comparable accuracies,and the periodic term decomposed by the DMSLAP method was more in line with the actual law than that derived using the TVF-EMD method.Thus,DMSLAP can decompose SLA time series better than existing methods and is an effective tool for obtaining short-term SLA prediction.
基金funded by NARI Group’s Independent Project of China(Granted No.524609230125)the foundation of NARI-TECH Nanjing Control System Ltd.of China(Granted No.0914202403120020).
文摘Time series prediction has always been an important problem in the field of machine learning.Among them,power load forecasting plays a crucial role in identifying the behavior of photovoltaic power plants and regulating their control strategies.Traditional power load forecasting often has poor feature extraction performance for long time series.In this paper,a new deep learning framework Residual Stacked Temporal Long Short-Term Memory(RST-LSTM)is proposed,which combines wavelet decomposition and time convolutional memory network to solve the problem of feature extraction for long sequences.The network framework of RST-LSTM consists of two parts:one is a stacked time convolutional memory unit module for global and local feature extraction,and the other is a residual combination optimization module to reduce model redundancy.Finally,this paper demonstrates through various experimental indicators that RST-LSTM achieves significant performance improvements in both overall and local prediction accuracy compared to some state-of-the-art baseline methods.
基金supported by the National Key Research and Development Program of China (No. 2021YFB3300503)Regional Innovation and Development Joint Fund of National Natural Science Foundation of China (No. U22A20167)National Natural Science Foundation of China (No. 61872260).
文摘Long-term multivariate time series forecasting is an important task in engineering applications. It helps grasp the future development trend of data in real-time, which is of great significance for a wide variety of fields. Due to the non-linear and unstable characteristics of multivariate time series, the existing methods encounter difficulties in analyzing complex high-dimensional data and capturing latent relationships between multivariates in time series, thus affecting the performance of long-term prediction. In this paper, we propose a novel time series forecasting model based on multilayer perceptron that combines spatio-temporal decomposition and doubly residual stacking, namely Spatio-Temporal Decomposition Neural Network (STDNet). We decompose the originally complex and unstable time series into two parts, temporal term and spatial term. We design temporal module based on auto-correlation mechanism to discover temporal dependencies at the sub-series level, and spatial module based on convolutional neural network and self-attention mechanism to integrate multivariate information from two dimensions, global and local, respectively. Then we integrate the results obtained from the different modules to get the final forecast. Extensive experiments on four real-world datasets show that STDNet significantly outperforms other state-of-the-art methods, which provides an effective solution for long-term time series forecasting.
基金National Social Science Foundation of China(No.18AGL028)Social Science Foundation of the Higher Education Institutions of Jiangsu Province,China(No.2018SJZDI070)Social Science Foundations of the Jiangsu Province,China(Nos.16ZZB004,17ZTB005)
文摘The effective supply of electricity is the basis of ensuring economic development and people's normal life. It is difficult to store electricity, as leading to the production and consumption must be completed simultaneously. Therefore, it is of great significance to accurately predict the demand for electricity consumption for the production planning of electricity and the normal operation of the society. In this paper, a hybrid model is constructed to predict the electricity consumption in China. The structural breaks test of monthly electricity consumption in China from January 2010 to December 2016 is carried out by using the structural breaks unit root test. Based on the existence of structura breaks, the electricity consumption data are decomposed into low-frequency and high-frequency components by wavelet model, and the separated low frequency signal and high frequency signal are predicted by autoregressive integrated moving average(ARIMA) and nonlinear autoregressive neural network(NAR), respectively. Therefore the wavelet-ARIMA-NAR hybrid model is constructed. In order to compare the effect of the hybrid model, the structural time series(STS) model is applied to predicting the electricity consumption. The results of prediction error test show that the hybrid model is more accurate for electricity consumption prediction.
基金supported by the Social Science Foundation of China under Grant No.17BGL231。
文摘On the basis of machine leaning,suitable algorithms can make advanced time series analysis.This paper proposes a complex k-nearest neighbor(KNN)model for predicting financial time series.This model uses a complex feature extraction process integrating a forward rolling empirical mode decomposition(EMD)for financial time series signal analysis and principal component analysis(PCA)for the dimension reduction.The information-rich features are extracted then input to a weighted KNN classifier where the features are weighted with PCA loading.Finally,prediction is generated via regression on the selected nearest neighbors.The structure of the model as a whole is original.The test results on real historical data sets confirm the effectiveness of the models for predicting the Chinese stock index,an individual stock,and the EUR/USD exchange rate.
文摘针对滑坡位移难以预测、影响因素难以选择等问题,提出一种结合了二次移动平均(DMA)法、变分模态分解(VMD)、改进灰狼优化(IGWO)算法与支持向量回归(SVR)的模型进行滑坡位移预测。首先,利用DMA提取滑坡位移趋势项和周期项,采用多项式拟合对趋势项进行预测;其次,对滑坡周期项的影响因素进行分类,采用VMD对原始影响因子序列进行分解获得最优序列;再次,提出一种结合SVR与基于改进Circle多策略的灰狼优化算法CTGWO-SVR(Circle Tactics Grey Wolf Optimizer with SVR)对滑坡周期项进行预测;最后采用时间序列加法模型求出累计位移预测序列,并采用灰色预测的后验证差校验和小概率误差对模型进行评价。实验结果表明,与GA-SVR和GWO-SVR模型相比,CTGWO-SVR的预测精度更高,拟合度达到0.979,均方根误差分别减小了51.47%与59.25%,预测精度等级为一级,可满足滑坡预测的实时性和准确性要求。
