With the development of the integration of aviation safety and artificial intelligence,research on the combination of risk assessment and artificial intelligence is particularly important in the field of risk manageme...With the development of the integration of aviation safety and artificial intelligence,research on the combination of risk assessment and artificial intelligence is particularly important in the field of risk management,but searching for an efficient and accurate risk assessment algorithm has become a challenge for the civil aviation industry.Therefore,an improved risk assessment algorithm(PS-AE-LSTM)based on long short-term memory network(LSTM)with autoencoder(AE)is proposed for the various supervised deep learning algorithms in flight safety that cannot adequately address the problem of the quality on risk level labels.Firstly,based on the normal distribution characteristics of flight data,a probability severity(PS)model is established to enhance the quality of risk assessment labels.Secondly,autoencoder is introduced to reconstruct the flight parameter data to improve the data quality.Finally,utilizing the time-series nature of flight data,a long and short-termmemory network is used to classify the risk level and improve the accuracy of risk assessment.Thus,a risk assessment experimentwas conducted to analyze a fleet landing phase dataset using the PS-AE-LSTMalgorithm to assess the risk level associated with aircraft hard landing events.The results show that the proposed algorithm achieves an accuracy of 86.45%compared with seven baseline models and has excellent risk assessment capability.展开更多
Time series analysis plays an important role in hydrologic forecasting,while the key to this analysis is to establish a proper model.This paper presents a time series neural network model with back propagation proced...Time series analysis plays an important role in hydrologic forecasting,while the key to this analysis is to establish a proper model.This paper presents a time series neural network model with back propagation procedure for hydrologic forecasting.Free from the disadvantages of previous models,the model can be parallel to operate information flexibly and rapidly.It excels in the ability of nonlinear mapping and can learn and adjust by itself,which gives the model a possibility to describe the complex nonlinear hydrologic process.By using directly a training process based on a set of previous data, the model can forecast the time series of stream flow.Moreover,two practical examples were used to test the performance of the time series neural network model.Results confirm that the model is efficient and feasible.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
Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuz...Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.展开更多
Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is ...Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is insufficient forecasting accuracy.The present study proposes a hybrid forecastingmethods to address this need.The proposed method includes three models.The first model is based on the autoregressive integrated moving average(ARIMA)statistical model;the second model is a back propagation neural network(BPNN)with adaptive slope and momentum parameters;and the thirdmodel is a hybridization between ARIMA and BPNN(ARIMA/BPNN)and artificial neural networks and ARIMA(ARIMA/ANN)to gain the benefits of linear and nonlinearmodeling.The forecasting models proposed in this study are used to predict the indices of the consumer price index(CPI),and predict the expected number of cancer patients in the Ibb Province in Yemen.Statistical standard measures used to evaluate the proposed method include(i)mean square error,(ii)mean absolute error,(iii)root mean square error,and(iv)mean absolute percentage error.Based on the computational results,the improvement rate of forecasting the CPI dataset was 5%,71%,and 4%for ARIMA/BPNN model,ARIMA/ANN model,and BPNN model respectively;while the result for cancer patients’dataset was 7%,200%,and 19%for ARIMA/BPNNmodel,ARIMA/ANN model,and BPNNmodel respectively.Therefore,it is obvious that the proposed method reduced the randomness degree,and the alterations affected the time series with data non-linearity.The ARIMA/ANN model outperformed each of its components when it was applied separately in terms of increasing the accuracy of forecasting and decreasing the overall errors of forecasting.展开更多
To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices...To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances.展开更多
This paper presents an option for modern dynamic terrestrial reference system realization in Uzbekistan for user needs. An additive model is explored to predict patterns of time series and investigate means of constru...This paper presents an option for modern dynamic terrestrial reference system realization in Uzbekistan for user needs. An additive model is explored to predict patterns of time series and investigate means of constructing forecast time series models in the future. The main components(trend, periodical, and irregular) of the KIUB(DORIS) and KIT3, TASH, MADK, and MTAL(GNSS) international stations coordinate time series were investigated. It was shown that seasonal nonlinear trends occurred both in the height(U) component of all stations and the east(E) component of high mountainous stations such as MTAL and MADK. The seasonal periodical portion of the time series determined from the additive model has a complicated pattern for all sites and can be explained as both hydrological signals in the region and improvement of observational quality. Amplitudes of the best-fitting sinusoids in the North component ranged between 1.73 and 8.76 mm; the East component ranged between 0.82 and 11.92 mm; and the Up component ranged between 3.11 and 40.81 mm. Regression analysis of the irregular portion of the height component of the two techniques at the Kitab station using tropospheric parameters(pressure and temperature) was confirmed as only 57% of the stochastic portion of the time series.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
Traditional studies on potential yield mainly referred to attainable yield: the maximum yield which could be reached by a crop in a given environment. The new concept of crop yield under average climate conditions wa...Traditional studies on potential yield mainly referred to attainable yield: the maximum yield which could be reached by a crop in a given environment. The new concept of crop yield under average climate conditions was defined in this paper, which was affected by advancement of science and technology. Based on the new concept of crop yield, the time series techniques relying on past yield data was employed to set up a forecasting model. The model was tested by using average grain yields of Liaoning Province in China from 1949 to 2005. The testing combined dynamic n-choosing and micro tendency rectification, and an average forecasting error was 1.24%. In the trend line of yield change, and then a yield turning point might occur, in which case the inflexion model was used to solve the problem of yield turn point.展开更多
This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and ...This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.展开更多
The method of time series analysis,applied by establishing appropriate mathematical models for bridge health monitoring data and making forecasts of structural future behavior,stands out as a novel and viable research...The method of time series analysis,applied by establishing appropriate mathematical models for bridge health monitoring data and making forecasts of structural future behavior,stands out as a novel and viable research direction for bridge state assessment.However,outliers inevitably exist in the monitoring data due to various interventions,which reduce the precision of model fitting and affect the forecasting results.Therefore,the identification of outliers is crucial for the accurate interpretation of the monitoring data.In this study,a time series model combined with outlier information for bridge health monitoring is established using intervention analysis theory,and the forecasting of the structural responses is carried out.There are three techniques that we focus on:(1)the modeling of seasonal autoregressive integrated moving average(SARIMA)model;(2)the methodology for outlier identification and amendment under the circumstances that the occurrence time and type of outliers are known and unknown;(3)forecasting of the model with outlier effects.The method was tested with a case study using monitoring data on a real bridge.The establishment of the original SARIMA model without considering outliers is first discussed,including the stationarity,order determination,parameter estimation and diagnostic checking of the model.Then the time-by-time iterative procedure for outlier detection,which is implemented by appropriate test statistics of the residuals,is performed.The SARIMA-outlier model is subsequently built.Finally,a comparative analysis of the forecasting performance between the original model and SARIMA-outlier model is carried out.The results demonstrate that proper time series models are effective in mining the characteristic law of bridge monitoring data.When the influence of outliers is taken into account,the fitted precision of the model is significantly improved and the accuracy and the reliability of the forecast are strengthened.展开更多
To protect trains against strong cross-wind along Qinghai-Tibet railway, a strong wind speed monitoring and warning system was developed. And to obtain high-precision wind speed short-term forecasting values for the s...To protect trains against strong cross-wind along Qinghai-Tibet railway, a strong wind speed monitoring and warning system was developed. And to obtain high-precision wind speed short-term forecasting values for the system to make more accurate scheduling decision, two optimization algorithms were proposed. Using them to make calculative examples for actual wind speed time series from the 18th meteorological station, the results show that: the optimization algorithm based on wavelet analysis method and improved time series analysis method can attain high-precision multi-step forecasting values, the mean relative errors of one-step, three-step, five-step and ten-step forecasting are only 0.30%, 0.75%, 1.15% and 1.65%, respectively. The optimization algorithm based on wavelet analysis method and Kalman time series analysis method can obtain high-precision one-step forecasting values, the mean relative error of one-step forecasting is reduced by 61.67% to 0.115%. The two optimization algorithms both maintain the modeling simple character, and can attain prediction explicit equations after modeling calculation.展开更多
This paper presents the application of autoregressive integrated moving average (ARIMA), seasonal ARIMA (SARIMA), and Jordan-Elman artificial neural networks (ANN) models in forecasting the monthly streamflow of...This paper presents the application of autoregressive integrated moving average (ARIMA), seasonal ARIMA (SARIMA), and Jordan-Elman artificial neural networks (ANN) models in forecasting the monthly streamflow of the Kizil River in Xinjiang, China. Two different types of monthly streamflow data (original and deseasonalized data) were used to develop time series and Jordan-Elman ANN models using previous flow conditions as predictors. The one-month-ahead forecasting performances of all models for the testing period (1998-2005) were compared using the average monthly flow data from the Kalabeili gaging station on the Kizil River. The Jordan-Elman ANN models, using previous flow conditions as inputs, resulted in no significant improvement over time series models in one-month-ahead forecasting. The results suggest that the simple time series models (ARIMA and SARIMA) can be used in one-month-ahead streamflow forecasting at the study site with a simple and explicit model structure and a model performance similar to the Jordan-Elman ANN models.展开更多
In the present paper, different Autoregressive Integrated Moving Average (ARIMA) models were developed to model the carbon dioxide emission by using time series data of forty-four years from 1972-2015. The performance...In the present paper, different Autoregressive Integrated Moving Average (ARIMA) models were developed to model the carbon dioxide emission by using time series data of forty-four years from 1972-2015. The performance of these developed models was assessed with the help of different selection measure criteria and the model having minimum value of these criteria considered as the best forecasting model. Based on findings, it has been observed that out of different ARIMA models, ARIMA (0, 2, 1) is the best fitted model in predicting the emission of carbon dioxide in Bangladesh. Using this best fitted model, the forecasted value of carbon dioxide emission in Bangladesh, for the year 2016, 2017 and 2018 as obtained from ARIMA (0, 2, 1) was obtained as 83.94657 Metric Tons, 89.90464 Metric Tons and 96.28557 Metric Tons respectively.展开更多
The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM(1,1) m...The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM(1,1) model, the forecasting series of GM(1,1) was built, and an inverse process was used to resume the seasonal fluctuations. Two deseasonalization methods were presented , i.e., seasonal index-based deseasonalization and standard normal distribution-based deseasonalization. They were combined with the GM(1,1) model to form hybrid grey models. A simple but practical method to further improve the forecasting results was also suggested. For comparison, a conventional periodic function model was investigated. The concept and algorithms were tested with four years monthly monitoring data. The results show that on the whole the seasonal index-GM(1,1) model outperform the conventional periodic function model and the conventional periodic function model outperform the SND-GM(1,1) model. The mean Absolute error and mean square error of seasonal index-GM(1,1) are 30.69% and 54.53% smaller than that of conventional periodic function model, respectively. The high accuracy, straightforward and easy implementation natures of the proposed hybrid seasonal index-grey model make it a powerful analysis technique for seasonal monitoring series.展开更多
Photovoltaic(PV)systems are environmentally friendly,generate green energy,and receive support from policies and organizations.However,weather fluctuations make large-scale PV power integration and management challeng...Photovoltaic(PV)systems are environmentally friendly,generate green energy,and receive support from policies and organizations.However,weather fluctuations make large-scale PV power integration and management challenging despite the economic benefits.Existing PV forecasting techniques(sequential and convolutional neural networks(CNN))are sensitive to environmental conditions,reducing energy distribution system performance.To handle these issues,this article proposes an efficient,weather-resilient convolutional-transformer-based network(CT-NET)for accurate and efficient PV power forecasting.The network consists of three main modules.First,the acquired PV generation data are forwarded to the pre-processing module for data refinement.Next,to carry out data encoding,a CNNbased multi-head attention(MHA)module is developed in which a single MHA is used to decode the encoded data.The encoder module is mainly composed of 1D convolutional and MHA layers,which extract local as well as contextual features,while the decoder part includes MHA and feedforward layers to generate the final prediction.Finally,the performance of the proposed network is evaluated using standard error metrics,including the mean squared error(MSE),root mean squared error(RMSE),and mean absolute percentage error(MAPE).An ablation study and comparative analysis with several competitive state-of-the-art approaches revealed a lower error rate in terms of MSE(0.0471),RMSE(0.2167),and MAPE(0.6135)over publicly available benchmark data.In addition,it is demonstrated that our proposed model is less complex,with the lowest number of parameters(0.0135 M),size(0.106 MB),and inference time(2 ms/step),suggesting that it is easy to integrate into the smart grid.展开更多
Stock market trading is an activity in which investors need fast and accurate information to make effective decisions.But the fact is that forecasting stock prices by using various models has been suffering from low a...Stock market trading is an activity in which investors need fast and accurate information to make effective decisions.But the fact is that forecasting stock prices by using various models has been suffering from low accuracy,slow convergence,and complex parameters.This study aims to employ a mixed model to improve the accuracy of stock price prediction.We present how to use a random walk based on jump-diffusion,to obtain stock predictions with a good-fitting degree by adjusting different parameters.Aimed at getting better parameters and then using the time series model to predict the data,we employed the time series model to smooth the sequence utilizing logarithm and difference,which successfully resulted in drawing the auto-correlation figure and partial the auto-correlation figure.According to the comparative analysis,which focuses on checking the mean absolute error,including root mean square error and R square evaluation index,we have drawn a clear conclusion that our mixed model prediction effect is relatively good.In the context of Chinese stocks,the hybrid random walk model is very suitable for predicting stocks.It can“interpret”the randomness of stocks very well,and it also has an unparalleled prediction effect compared with other models.Based on the time series model’s application in this paper,the abovementioned series is more suitable for predicting trends.展开更多
基金the National Natural Science Foundation of China(U2033213)the Fundamental Research Funds for the Central Universities(FZ2021ZZ01,FZ2022ZX50).
文摘With the development of the integration of aviation safety and artificial intelligence,research on the combination of risk assessment and artificial intelligence is particularly important in the field of risk management,but searching for an efficient and accurate risk assessment algorithm has become a challenge for the civil aviation industry.Therefore,an improved risk assessment algorithm(PS-AE-LSTM)based on long short-term memory network(LSTM)with autoencoder(AE)is proposed for the various supervised deep learning algorithms in flight safety that cannot adequately address the problem of the quality on risk level labels.Firstly,based on the normal distribution characteristics of flight data,a probability severity(PS)model is established to enhance the quality of risk assessment labels.Secondly,autoencoder is introduced to reconstruct the flight parameter data to improve the data quality.Finally,utilizing the time-series nature of flight data,a long and short-termmemory network is used to classify the risk level and improve the accuracy of risk assessment.Thus,a risk assessment experimentwas conducted to analyze a fleet landing phase dataset using the PS-AE-LSTMalgorithm to assess the risk level associated with aircraft hard landing events.The results show that the proposed algorithm achieves an accuracy of 86.45%compared with seven baseline models and has excellent risk assessment capability.
文摘Time series analysis plays an important role in hydrologic forecasting,while the key to this analysis is to establish a proper model.This paper presents a time series neural network model with back propagation procedure for hydrologic forecasting.Free from the disadvantages of previous models,the model can be parallel to operate information flexibly and rapidly.It excels in the ability of nonlinear mapping and can learn and adjust by itself,which gives the model a possibility to describe the complex nonlinear hydrologic process.By using directly a training process based on a set of previous data, the model can forecast the time series of stream flow.Moreover,two practical examples were used to test the performance of the time series neural network model.Results confirm that the model is efficient and feasible.
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.
基金supported by the National Natural Science Foundation of China(61309022)
文摘Fuzzy sets theory cannot describe the neutrality degreeof data, which has largely limited the objectivity of fuzzy time seriesin uncertain data forecasting. With this regard, a multi-factor highorderintuitionistic fuzzy time series forecasting model is built. Inthe new model, a fuzzy clustering algorithm is used to get unequalintervals, and a more objective technique for ascertaining membershipand non-membership functions of the intuitionistic fuzzy setis proposed. On these bases, forecast rules based on multidimensionalintuitionistic fuzzy modus ponens inference are established.Finally, contrast experiments on the daily mean temperature ofBeijing are carried out, which show that the novel model has aclear advantage of improving the forecast accuracy.
基金Researchers would like to thank the Deanship of Scientific Research,Qassim University for funding the publication of this project.
文摘Time series forecasting plays a significant role in numerous applications,including but not limited to,industrial planning,water consumption,medical domains,exchange rates and consumer price index.The main problem is insufficient forecasting accuracy.The present study proposes a hybrid forecastingmethods to address this need.The proposed method includes three models.The first model is based on the autoregressive integrated moving average(ARIMA)statistical model;the second model is a back propagation neural network(BPNN)with adaptive slope and momentum parameters;and the thirdmodel is a hybridization between ARIMA and BPNN(ARIMA/BPNN)and artificial neural networks and ARIMA(ARIMA/ANN)to gain the benefits of linear and nonlinearmodeling.The forecasting models proposed in this study are used to predict the indices of the consumer price index(CPI),and predict the expected number of cancer patients in the Ibb Province in Yemen.Statistical standard measures used to evaluate the proposed method include(i)mean square error,(ii)mean absolute error,(iii)root mean square error,and(iv)mean absolute percentage error.Based on the computational results,the improvement rate of forecasting the CPI dataset was 5%,71%,and 4%for ARIMA/BPNN model,ARIMA/ANN model,and BPNN model respectively;while the result for cancer patients’dataset was 7%,200%,and 19%for ARIMA/BPNNmodel,ARIMA/ANN model,and BPNNmodel respectively.Therefore,it is obvious that the proposed method reduced the randomness degree,and the alterations affected the time series with data non-linearity.The ARIMA/ANN model outperformed each of its components when it was applied separately in terms of increasing the accuracy of forecasting and decreasing the overall errors of forecasting.
文摘To overcome the weaknesses of in-sample model selection, this study adopted out-of-sample model selection approach for selecting models with improved forecasting accuracies and performances. Daily closing share prices were obtained from Diamond Bank and Fidelity Bank as listed in the Nigerian Stock Exchange spanning from January 3, 2006 to December 30, 2016. Thus, a total of 2713 observations were explored and were divided into two portions. The first which ranged from January 3, 2006 to November 24, 2016, comprising 2690 observations, was used for model formulation. The second portion which ranged from November 25, 2016 to December 30, 2016, consisting of 23 observations, was used for out-of-sample forecasting performance evaluation. Combined linear (ARIMA) and Nonlinear (GARCH-type) models were applied on the returns series with respect to normal and student-t distributions. The findings revealed that ARIMA (2,1,1)-EGARCH (1,1)-norm and ARIMA (1,1,0)-EGARCH (1,1)-norm models selected based on minimum predictive errors throughout-of-sample approach outperformed ARIMA (2,1,1)-GARCH (2,0)-std and ARIMA (1,1,0)-EGARCH (1,1)-std model chosen through in-sample approach. Therefore, it could be deduced that out-of-sample model selection approach was suitable for selecting models with improved forecasting accuracies and performances.
基金funded by the research-applied project of the Astronomical Institute of Uzbekistan (FA-A5-F014)
文摘This paper presents an option for modern dynamic terrestrial reference system realization in Uzbekistan for user needs. An additive model is explored to predict patterns of time series and investigate means of constructing forecast time series models in the future. The main components(trend, periodical, and irregular) of the KIUB(DORIS) and KIT3, TASH, MADK, and MTAL(GNSS) international stations coordinate time series were investigated. It was shown that seasonal nonlinear trends occurred both in the height(U) component of all stations and the east(E) component of high mountainous stations such as MTAL and MADK. The seasonal periodical portion of the time series determined from the additive model has a complicated pattern for all sites and can be explained as both hydrological signals in the region and improvement of observational quality. Amplitudes of the best-fitting sinusoids in the North component ranged between 1.73 and 8.76 mm; the East component ranged between 0.82 and 11.92 mm; and the Up component ranged between 3.11 and 40.81 mm. Regression analysis of the irregular portion of the height component of the two techniques at the Kitab station using tropospheric parameters(pressure and temperature) was confirmed as only 57% of the stochastic portion of the time series.
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.
基金Supported by Agricultural Poor-helping Monopoly of Graduate University of Chinese Academy of Science (40641002)
文摘Traditional studies on potential yield mainly referred to attainable yield: the maximum yield which could be reached by a crop in a given environment. The new concept of crop yield under average climate conditions was defined in this paper, which was affected by advancement of science and technology. Based on the new concept of crop yield, the time series techniques relying on past yield data was employed to set up a forecasting model. The model was tested by using average grain yields of Liaoning Province in China from 1949 to 2005. The testing combined dynamic n-choosing and micro tendency rectification, and an average forecasting error was 1.24%. In the trend line of yield change, and then a yield turning point might occur, in which case the inflexion model was used to solve the problem of yield turn point.
文摘This paper intends to develop suitable methods to provide likely scenarios in order to support decision making for slow dynamic processes such as the underlying of agribusiness. A new method to analyze the short- and long-term time series forecast and to model the behavior of the underlying process using nonlinear artificial neural networks (ANN) is presented. The algorithm can effectively forecast the time-series data by stochastic analysis (Monte Carlo) of its future behavior using fractional Gaussian noise (fGn). The algorithm was used to forecast country risk time series for several countries, both for short term that is 30 days ahead and long term 350 days ahead scenarios.
基金funded by the Natural Science Foundation of Fujian Province(Grant No.2020J05207)Fujian University Engineering Research Center for Disaster Prevention and Mitigation of Engineering Structures along the Southeast Coast(Grant No.JDGC03)+1 种基金Major Scientific Research Platform Project of Putian City(Grant No.2021ZP03)Talent Introduction Project of Putian University(Grant No.2018074).
文摘The method of time series analysis,applied by establishing appropriate mathematical models for bridge health monitoring data and making forecasts of structural future behavior,stands out as a novel and viable research direction for bridge state assessment.However,outliers inevitably exist in the monitoring data due to various interventions,which reduce the precision of model fitting and affect the forecasting results.Therefore,the identification of outliers is crucial for the accurate interpretation of the monitoring data.In this study,a time series model combined with outlier information for bridge health monitoring is established using intervention analysis theory,and the forecasting of the structural responses is carried out.There are three techniques that we focus on:(1)the modeling of seasonal autoregressive integrated moving average(SARIMA)model;(2)the methodology for outlier identification and amendment under the circumstances that the occurrence time and type of outliers are known and unknown;(3)forecasting of the model with outlier effects.The method was tested with a case study using monitoring data on a real bridge.The establishment of the original SARIMA model without considering outliers is first discussed,including the stationarity,order determination,parameter estimation and diagnostic checking of the model.Then the time-by-time iterative procedure for outlier detection,which is implemented by appropriate test statistics of the residuals,is performed.The SARIMA-outlier model is subsequently built.Finally,a comparative analysis of the forecasting performance between the original model and SARIMA-outlier model is carried out.The results demonstrate that proper time series models are effective in mining the characteristic law of bridge monitoring data.When the influence of outliers is taken into account,the fitted precision of the model is significantly improved and the accuracy and the reliability of the forecast are strengthened.
基金Project(2006BAC07B03) supported by the National Key Technology R & D Program of ChinaProject(2006G040-A) supported by the Foundation of the Science and Technology Section of Ministry of RailwayProject(2008yb044) supported by the Foundation of Excellent Doctoral Dissertation of Central South University
文摘To protect trains against strong cross-wind along Qinghai-Tibet railway, a strong wind speed monitoring and warning system was developed. And to obtain high-precision wind speed short-term forecasting values for the system to make more accurate scheduling decision, two optimization algorithms were proposed. Using them to make calculative examples for actual wind speed time series from the 18th meteorological station, the results show that: the optimization algorithm based on wavelet analysis method and improved time series analysis method can attain high-precision multi-step forecasting values, the mean relative errors of one-step, three-step, five-step and ten-step forecasting are only 0.30%, 0.75%, 1.15% and 1.65%, respectively. The optimization algorithm based on wavelet analysis method and Kalman time series analysis method can obtain high-precision one-step forecasting values, the mean relative error of one-step forecasting is reduced by 61.67% to 0.115%. The two optimization algorithms both maintain the modeling simple character, and can attain prediction explicit equations after modeling calculation.
文摘This paper presents the application of autoregressive integrated moving average (ARIMA), seasonal ARIMA (SARIMA), and Jordan-Elman artificial neural networks (ANN) models in forecasting the monthly streamflow of the Kizil River in Xinjiang, China. Two different types of monthly streamflow data (original and deseasonalized data) were used to develop time series and Jordan-Elman ANN models using previous flow conditions as predictors. The one-month-ahead forecasting performances of all models for the testing period (1998-2005) were compared using the average monthly flow data from the Kalabeili gaging station on the Kizil River. The Jordan-Elman ANN models, using previous flow conditions as inputs, resulted in no significant improvement over time series models in one-month-ahead forecasting. The results suggest that the simple time series models (ARIMA and SARIMA) can be used in one-month-ahead streamflow forecasting at the study site with a simple and explicit model structure and a model performance similar to the Jordan-Elman ANN models.
文摘In the present paper, different Autoregressive Integrated Moving Average (ARIMA) models were developed to model the carbon dioxide emission by using time series data of forty-four years from 1972-2015. The performance of these developed models was assessed with the help of different selection measure criteria and the model having minimum value of these criteria considered as the best forecasting model. Based on findings, it has been observed that out of different ARIMA models, ARIMA (0, 2, 1) is the best fitted model in predicting the emission of carbon dioxide in Bangladesh. Using this best fitted model, the forecasted value of carbon dioxide emission in Bangladesh, for the year 2016, 2017 and 2018 as obtained from ARIMA (0, 2, 1) was obtained as 83.94657 Metric Tons, 89.90464 Metric Tons and 96.28557 Metric Tons respectively.
文摘The grey forecasting model has been successfully applied to many fields. However, the precision of GM(1,1) model is not high. In order to remove the seasonal fluctuations in monitoring series before building GM(1,1) model, the forecasting series of GM(1,1) was built, and an inverse process was used to resume the seasonal fluctuations. Two deseasonalization methods were presented , i.e., seasonal index-based deseasonalization and standard normal distribution-based deseasonalization. They were combined with the GM(1,1) model to form hybrid grey models. A simple but practical method to further improve the forecasting results was also suggested. For comparison, a conventional periodic function model was investigated. The concept and algorithms were tested with four years monthly monitoring data. The results show that on the whole the seasonal index-GM(1,1) model outperform the conventional periodic function model and the conventional periodic function model outperform the SND-GM(1,1) model. The mean Absolute error and mean square error of seasonal index-GM(1,1) are 30.69% and 54.53% smaller than that of conventional periodic function model, respectively. The high accuracy, straightforward and easy implementation natures of the proposed hybrid seasonal index-grey model make it a powerful analysis technique for seasonal monitoring series.
基金supported by the National Research Foundation of Korea (NRF)grant funded by the Korean government (MSIT) (No.2019M3F2A1073179).
文摘Photovoltaic(PV)systems are environmentally friendly,generate green energy,and receive support from policies and organizations.However,weather fluctuations make large-scale PV power integration and management challenging despite the economic benefits.Existing PV forecasting techniques(sequential and convolutional neural networks(CNN))are sensitive to environmental conditions,reducing energy distribution system performance.To handle these issues,this article proposes an efficient,weather-resilient convolutional-transformer-based network(CT-NET)for accurate and efficient PV power forecasting.The network consists of three main modules.First,the acquired PV generation data are forwarded to the pre-processing module for data refinement.Next,to carry out data encoding,a CNNbased multi-head attention(MHA)module is developed in which a single MHA is used to decode the encoded data.The encoder module is mainly composed of 1D convolutional and MHA layers,which extract local as well as contextual features,while the decoder part includes MHA and feedforward layers to generate the final prediction.Finally,the performance of the proposed network is evaluated using standard error metrics,including the mean squared error(MSE),root mean squared error(RMSE),and mean absolute percentage error(MAPE).An ablation study and comparative analysis with several competitive state-of-the-art approaches revealed a lower error rate in terms of MSE(0.0471),RMSE(0.2167),and MAPE(0.6135)over publicly available benchmark data.In addition,it is demonstrated that our proposed model is less complex,with the lowest number of parameters(0.0135 M),size(0.106 MB),and inference time(2 ms/step),suggesting that it is easy to integrate into the smart grid.
基金supported by the 2020 Hunan Natural Science Foundation Project"Research on the Key Technologies of a Personalized Learning Platform for Higher Vocational Students Based on Self-Expanding Knowledge Base and Multimodal Portraits"(2020JJ7041)partly supported by the National Natural Science Foundation of China(No.72073041).
文摘Stock market trading is an activity in which investors need fast and accurate information to make effective decisions.But the fact is that forecasting stock prices by using various models has been suffering from low accuracy,slow convergence,and complex parameters.This study aims to employ a mixed model to improve the accuracy of stock price prediction.We present how to use a random walk based on jump-diffusion,to obtain stock predictions with a good-fitting degree by adjusting different parameters.Aimed at getting better parameters and then using the time series model to predict the data,we employed the time series model to smooth the sequence utilizing logarithm and difference,which successfully resulted in drawing the auto-correlation figure and partial the auto-correlation figure.According to the comparative analysis,which focuses on checking the mean absolute error,including root mean square error and R square evaluation index,we have drawn a clear conclusion that our mixed model prediction effect is relatively good.In the context of Chinese stocks,the hybrid random walk model is very suitable for predicting stocks.It can“interpret”the randomness of stocks very well,and it also has an unparalleled prediction effect compared with other models.Based on the time series model’s application in this paper,the abovementioned series is more suitable for predicting trends.